LAPACK 3.12.1
LAPACK: Linear Algebra PACKage
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subroutine ddrges | ( | integer | nsizes, |
integer, dimension( * ) | nn, | ||
integer | ntypes, | ||
logical, dimension( * ) | dotype, | ||
integer, dimension( 4 ) | iseed, | ||
double precision | thresh, | ||
integer | nounit, | ||
double precision, dimension( lda, * ) | a, | ||
integer | lda, | ||
double precision, dimension( lda, * ) | b, | ||
double precision, dimension( lda, * ) | s, | ||
double precision, dimension( lda, * ) | t, | ||
double precision, dimension( ldq, * ) | q, | ||
integer | ldq, | ||
double precision, dimension( ldq, * ) | z, | ||
double precision, dimension( * ) | alphar, | ||
double precision, dimension( * ) | alphai, | ||
double precision, dimension( * ) | beta, | ||
double precision, dimension( * ) | work, | ||
integer | lwork, | ||
double precision, dimension( 13 ) | result, | ||
logical, dimension( * ) | bwork, | ||
integer | info ) |
DDRGES
!> !> DDRGES checks the nonsymmetric generalized eigenvalue (Schur form) !> problem driver DGGES. !> !> DGGES factors A and B as Q S Z' and Q T Z' , where ' means !> transpose, T is upper triangular, S is in generalized Schur form !> (block upper triangular, with 1x1 and 2x2 blocks on the diagonal, !> the 2x2 blocks corresponding to complex conjugate pairs of !> generalized eigenvalues), and Q and Z are orthogonal. It also !> computes the generalized eigenvalues (alpha(j),beta(j)), j=1,...,n, !> Thus, w(j) = alpha(j)/beta(j) is a root of the characteristic !> equation !> det( A - w(j) B ) = 0 !> Optionally it also reorder the eigenvalues so that a selected !> cluster of eigenvalues appears in the leading diagonal block of the !> Schur forms. !> !> When DDRGES is called, a number of matrix () and a !> number of matrix are specified. For each size () !> and each TYPE of matrix, a pair of matrices (A, B) will be generated !> and used for testing. For each matrix pair, the following 13 tests !> will be performed and compared with the threshold THRESH except !> the tests (5), (11) and (13). !> !> !> (1) | A - Q S Z' | / ( |A| n ulp ) (no sorting of eigenvalues) !> !> !> (2) | B - Q T Z' | / ( |B| n ulp ) (no sorting of eigenvalues) !> !> !> (3) | I - QQ' | / ( n ulp ) (no sorting of eigenvalues) !> !> !> (4) | I - ZZ' | / ( n ulp ) (no sorting of eigenvalues) !> !> (5) if A is in Schur form (i.e. quasi-triangular form) !> (no sorting of eigenvalues) !> !> (6) if eigenvalues = diagonal blocks of the Schur form (S, T), !> i.e., test the maximum over j of D(j) where: !> !> if alpha(j) is real: !> |alpha(j) - S(j,j)| |beta(j) - T(j,j)| !> D(j) = ------------------------ + ----------------------- !> max(|alpha(j)|,|S(j,j)|) max(|beta(j)|,|T(j,j)|) !> !> if alpha(j) is complex: !> | det( s S - w T ) | !> D(j) = --------------------------------------------------- !> ulp max( s norm(S), |w| norm(T) )*norm( s S - w T ) !> !> and S and T are here the 2 x 2 diagonal blocks of S and T !> corresponding to the j-th and j+1-th eigenvalues. !> (no sorting of eigenvalues) !> !> (7) | (A,B) - Q (S,T) Z' | / ( | (A,B) | n ulp ) !> (with sorting of eigenvalues). !> !> (8) | I - QQ' | / ( n ulp ) (with sorting of eigenvalues). !> !> (9) | I - ZZ' | / ( n ulp ) (with sorting of eigenvalues). !> !> (10) if A is in Schur form (i.e. quasi-triangular form) !> (with sorting of eigenvalues). !> !> (11) if eigenvalues = diagonal blocks of the Schur form (S, T), !> i.e. test the maximum over j of D(j) where: !> !> if alpha(j) is real: !> |alpha(j) - S(j,j)| |beta(j) - T(j,j)| !> D(j) = ------------------------ + ----------------------- !> max(|alpha(j)|,|S(j,j)|) max(|beta(j)|,|T(j,j)|) !> !> if alpha(j) is complex: !> | det( s S - w T ) | !> D(j) = --------------------------------------------------- !> ulp max( s norm(S), |w| norm(T) )*norm( s S - w T ) !> !> and S and T are here the 2 x 2 diagonal blocks of S and T !> corresponding to the j-th and j+1-th eigenvalues. !> (with sorting of eigenvalues). !> !> (12) if sorting worked and SDIM is the number of eigenvalues !> which were SELECTed. !> !> Test Matrices !> ============= !> !> The sizes of the test matrices are specified by an array !> NN(1:NSIZES); the value of each element NN(j) specifies one size. !> The are specified by a logical array DOTYPE( 1:NTYPES ); if !> DOTYPE(j) is .TRUE., then matrix type will be generated. !> Currently, the list of possible types is: !> !> (1) ( 0, 0 ) (a pair of zero matrices) !> !> (2) ( I, 0 ) (an identity and a zero matrix) !> !> (3) ( 0, I ) (an identity and a zero matrix) !> !> (4) ( I, I ) (a pair of identity matrices) !> !> t t !> (5) ( J , J ) (a pair of transposed Jordan blocks) !> !> t ( I 0 ) !> (6) ( X, Y ) where X = ( J 0 ) and Y = ( t ) !> ( 0 I ) ( 0 J ) !> and I is a k x k identity and J a (k+1)x(k+1) !> Jordan block; k=(N-1)/2 !> !> (7) ( D, I ) where D is diag( 0, 1,..., N-1 ) (a diagonal !> matrix with those diagonal entries.) !> (8) ( I, D ) !> !> (9) ( big*D, small*I ) where is near overflow and small=1/big !> !> (10) ( small*D, big*I ) !> !> (11) ( big*I, small*D ) !> !> (12) ( small*I, big*D ) !> !> (13) ( big*D, big*I ) !> !> (14) ( small*D, small*I ) !> !> (15) ( D1, D2 ) where D1 is diag( 0, 0, 1, ..., N-3, 0 ) and !> D2 is diag( 0, N-3, N-4,..., 1, 0, 0 ) !> t t !> (16) Q ( J , J ) Z where Q and Z are random orthogonal matrices. !> !> (17) Q ( T1, T2 ) Z where T1 and T2 are upper triangular matrices !> with random O(1) entries above the diagonal !> and diagonal entries diag(T1) = !> ( 0, 0, 1, ..., N-3, 0 ) and diag(T2) = !> ( 0, N-3, N-4,..., 1, 0, 0 ) !> !> (18) Q ( T1, T2 ) Z diag(T1) = ( 0, 0, 1, 1, s, ..., s, 0 ) !> diag(T2) = ( 0, 1, 0, 1,..., 1, 0 ) !> s = machine precision. !> !> (19) Q ( T1, T2 ) Z diag(T1)=( 0,0,1,1, 1-d, ..., 1-(N-5)*d=s, 0 ) !> diag(T2) = ( 0, 1, 0, 1, ..., 1, 0 ) !> !> N-5 !> (20) Q ( T1, T2 ) Z diag(T1)=( 0, 0, 1, 1, a, ..., a =s, 0 ) !> diag(T2) = ( 0, 1, 0, 1, ..., 1, 0, 0 ) !> !> (21) Q ( T1, T2 ) Z diag(T1)=( 0, 0, 1, r1, r2, ..., r(N-4), 0 ) !> diag(T2) = ( 0, 1, 0, 1, ..., 1, 0, 0 ) !> where r1,..., r(N-4) are random. !> !> (22) Q ( big*T1, small*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 ) !> diag(T2) = ( 0, 1, ..., 1, 0, 0 ) !> !> (23) Q ( small*T1, big*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 ) !> diag(T2) = ( 0, 1, ..., 1, 0, 0 ) !> !> (24) Q ( small*T1, small*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 ) !> diag(T2) = ( 0, 1, ..., 1, 0, 0 ) !> !> (25) Q ( big*T1, big*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 ) !> diag(T2) = ( 0, 1, ..., 1, 0, 0 ) !> !> (26) Q ( T1, T2 ) Z where T1 and T2 are random upper-triangular !> matrices. !> !>
[in] | NSIZES | !> NSIZES is INTEGER !> The number of sizes of matrices to use. If it is zero, !> DDRGES does nothing. NSIZES >= 0. !> |
[in] | NN | !> NN is INTEGER array, dimension (NSIZES) !> An array containing the sizes to be used for the matrices. !> Zero values will be skipped. NN >= 0. !> |
[in] | NTYPES | !> NTYPES is INTEGER !> The number of elements in DOTYPE. If it is zero, DDRGES !> does nothing. It must be at least zero. If it is MAXTYP+1 !> and NSIZES is 1, then an additional type, MAXTYP+1 is !> defined, which is to use whatever matrix is in A on input. !> This is only useful if DOTYPE(1:MAXTYP) is .FALSE. and !> DOTYPE(MAXTYP+1) is .TRUE. . !> |
[in] | DOTYPE | !> DOTYPE is LOGICAL array, dimension (NTYPES) !> If DOTYPE(j) is .TRUE., then for each size in NN a !> matrix of that size and of type j will be generated. !> If NTYPES is smaller than the maximum number of types !> defined (PARAMETER MAXTYP), then types NTYPES+1 through !> MAXTYP will not be generated. If NTYPES is larger !> than MAXTYP, DOTYPE(MAXTYP+1) through DOTYPE(NTYPES) !> will be ignored. !> |
[in,out] | ISEED | !> ISEED is INTEGER array, dimension (4) !> On entry ISEED specifies the seed of the random number !> generator. The array elements should be between 0 and 4095; !> if not they will be reduced mod 4096. Also, ISEED(4) must !> be odd. The random number generator uses a linear !> congruential sequence limited to small integers, and so !> should produce machine independent random numbers. The !> values of ISEED are changed on exit, and can be used in the !> next call to DDRGES to continue the same random number !> sequence. !> |
[in] | THRESH | !> THRESH is DOUBLE PRECISION !> A test will count as if the , computed as !> described above, exceeds THRESH. Note that the error is !> scaled to be O(1), so THRESH should be a reasonably small !> multiple of 1, e.g., 10 or 100. In particular, it should !> not depend on the precision (single vs. double) or the size !> of the matrix. THRESH >= 0. !> |
[in] | NOUNIT | !> NOUNIT is INTEGER !> The FORTRAN unit number for printing out error messages !> (e.g., if a routine returns IINFO not equal to 0.) !> |
[in,out] | A | !> A is DOUBLE PRECISION array, !> dimension(LDA, max(NN)) !> Used to hold the original A matrix. Used as input only !> if NTYPES=MAXTYP+1, DOTYPE(1:MAXTYP)=.FALSE., and !> DOTYPE(MAXTYP+1)=.TRUE. !> |
[in] | LDA | !> LDA is INTEGER !> The leading dimension of A, B, S, and T. !> It must be at least 1 and at least max( NN ). !> |
[in,out] | B | !> B is DOUBLE PRECISION array, !> dimension(LDA, max(NN)) !> Used to hold the original B matrix. Used as input only !> if NTYPES=MAXTYP+1, DOTYPE(1:MAXTYP)=.FALSE., and !> DOTYPE(MAXTYP+1)=.TRUE. !> |
[out] | S | !> S is DOUBLE PRECISION array, dimension (LDA, max(NN)) !> The Schur form matrix computed from A by DGGES. On exit, S !> contains the Schur form matrix corresponding to the matrix !> in A. !> |
[out] | T | !> T is DOUBLE PRECISION array, dimension (LDA, max(NN)) !> The upper triangular matrix computed from B by DGGES. !> |
[out] | Q | !> Q is DOUBLE PRECISION array, dimension (LDQ, max(NN)) !> The (left) orthogonal matrix computed by DGGES. !> |
[in] | LDQ | !> LDQ is INTEGER !> The leading dimension of Q and Z. It must !> be at least 1 and at least max( NN ). !> |
[out] | Z | !> Z is DOUBLE PRECISION array, dimension( LDQ, max(NN) ) !> The (right) orthogonal matrix computed by DGGES. !> |
[out] | ALPHAR | !> ALPHAR is DOUBLE PRECISION array, dimension (max(NN)) !> |
[out] | ALPHAI | !> ALPHAI is DOUBLE PRECISION array, dimension (max(NN)) !> |
[out] | BETA | !> BETA is DOUBLE PRECISION array, dimension (max(NN)) !> !> The generalized eigenvalues of (A,B) computed by DGGES. !> ( ALPHAR(k)+ALPHAI(k)*i ) / BETA(k) is the k-th !> generalized eigenvalue of A and B. !> |
[out] | WORK | !> WORK is DOUBLE PRECISION array, dimension (LWORK) !> |
[in] | LWORK | !> LWORK is INTEGER !> The dimension of the array WORK. !> LWORK >= MAX( 10*(N+1), 3*N*N ), where N is the largest !> matrix dimension. !> |
[out] | RESULT | !> RESULT is DOUBLE PRECISION array, dimension (15) !> The values computed by the tests described above. !> The values are currently limited to 1/ulp, to avoid overflow. !> |
[out] | BWORK | !> BWORK is LOGICAL array, dimension (N) !> |
[out] | INFO | !> INFO is INTEGER !> = 0: successful exit !> < 0: if INFO = -i, the i-th argument had an illegal value. !> > 0: A routine returned an error code. INFO is the !> absolute value of the INFO value returned. !> |
Definition at line 399 of file ddrges.f.