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LAPACK 3.12.1
LAPACK: Linear Algebra PACKage
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subroutine dchkgg | ( | integer | nsizes, |
integer, dimension( * ) | nn, | ||
integer | ntypes, | ||
logical, dimension( * ) | dotype, | ||
integer, dimension( 4 ) | iseed, | ||
double precision | thresh, | ||
logical | tstdif, | ||
double precision | thrshn, | ||
integer | nounit, | ||
double precision, dimension( lda, * ) | a, | ||
integer | lda, | ||
double precision, dimension( lda, * ) | b, | ||
double precision, dimension( lda, * ) | h, | ||
double precision, dimension( lda, * ) | t, | ||
double precision, dimension( lda, * ) | s1, | ||
double precision, dimension( lda, * ) | s2, | ||
double precision, dimension( lda, * ) | p1, | ||
double precision, dimension( lda, * ) | p2, | ||
double precision, dimension( ldu, * ) | u, | ||
integer | ldu, | ||
double precision, dimension( ldu, * ) | v, | ||
double precision, dimension( ldu, * ) | q, | ||
double precision, dimension( ldu, * ) | z, | ||
double precision, dimension( * ) | alphr1, | ||
double precision, dimension( * ) | alphi1, | ||
double precision, dimension( * ) | beta1, | ||
double precision, dimension( * ) | alphr3, | ||
double precision, dimension( * ) | alphi3, | ||
double precision, dimension( * ) | beta3, | ||
double precision, dimension( ldu, * ) | evectl, | ||
double precision, dimension( ldu, * ) | evectr, | ||
double precision, dimension( * ) | work, | ||
integer | lwork, | ||
logical, dimension( * ) | llwork, | ||
double precision, dimension( 15 ) | result, | ||
integer | info ) |
DCHKGG
!> !> DCHKGG checks the nonsymmetric generalized eigenvalue problem !> routines. !> T T T !> DGGHRD factors A and B as U H V and U T V , where means !> transpose, H is hessenberg, T is triangular and U and V are !> orthogonal. !> T T !> DHGEQZ factors H and T as Q S Z and Q P Z , where P 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(1),beta(1)),...,(alpha(n),beta(n)), !> where alpha(j)=S(j,j) and beta(j)=P(j,j) -- thus, !> w(j) = alpha(j)/beta(j) is a root of the generalized eigenvalue !> problem !> !> det( A - w(j) B ) = 0 !> !> and m(j) = beta(j)/alpha(j) is a root of the essentially equivalent !> problem !> !> det( m(j) A - B ) = 0 !> !> DTGEVC computes the matrix L of left eigenvectors and the matrix R !> of right eigenvectors for the matrix pair ( S, P ). In the !> description below, l and r are left and right eigenvectors !> corresponding to the generalized eigenvalues (alpha,beta). !> !> When DCHKGG is called, a number of matrix () and a !> number of matrix are specified. For each size () !> and each type of matrix, one matrix will be generated and used !> to test the nonsymmetric eigenroutines. For each matrix, 15 !> tests will be performed. The first twelve should be !> small -- O(1). They will be compared with the threshold THRESH: !> !> T !> (1) | A - U H V | / ( |A| n ulp ) !> !> T !> (2) | B - U T V | / ( |B| n ulp ) !> !> T !> (3) | I - UU | / ( n ulp ) !> !> T !> (4) | I - VV | / ( n ulp ) !> !> T !> (5) | H - Q S Z | / ( |H| n ulp ) !> !> T !> (6) | T - Q P Z | / ( |T| n ulp ) !> !> T !> (7) | I - QQ | / ( n ulp ) !> !> T !> (8) | I - ZZ | / ( n ulp ) !> !> (9) max over all left eigenvalue/-vector pairs (beta/alpha,l) of !> !> | l**H * (beta S - alpha P) | / ( ulp max( |beta S|, |alpha P| ) ) !> !> (10) max over all left eigenvalue/-vector pairs (beta/alpha,l') of !> T !> | l'**H * (beta H - alpha T) | / ( ulp max( |beta H|, |alpha T| ) ) !> !> where the eigenvectors l' are the result of passing Q to !> DTGEVC and back transforming (HOWMNY='B'). !> !> (11) max over all right eigenvalue/-vector pairs (beta/alpha,r) of !> !> | (beta S - alpha T) r | / ( ulp max( |beta S|, |alpha T| ) ) !> !> (12) max over all right eigenvalue/-vector pairs (beta/alpha,r') of !> !> | (beta H - alpha T) r' | / ( ulp max( |beta H|, |alpha T| ) ) !> !> where the eigenvectors r' are the result of passing Z to !> DTGEVC and back transforming (HOWMNY='B'). !> !> The last three test ratios will usually be small, but there is no !> mathematical requirement that they be so. They are therefore !> compared with THRESH only if TSTDIF is .TRUE. !> !> (13) | S(Q,Z computed) - S(Q,Z not computed) | / ( |S| ulp ) !> !> (14) | P(Q,Z computed) - P(Q,Z not computed) | / ( |P| ulp ) !> !> (15) max( |alpha(Q,Z computed) - alpha(Q,Z not computed)|/|S| , !> |beta(Q,Z computed) - beta(Q,Z not computed)|/|P| ) / ulp !> !> In addition, the normalization of L and R are checked, and compared !> with the threshold THRSHN. !> !> 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) U ( J , J ) V where U and V are random orthogonal matrices. !> !> (17) U ( T1, T2 ) V 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) U ( T1, T2 ) V diag(T1) = ( 0, 0, 1, 1, s, ..., s, 0 ) !> diag(T2) = ( 0, 1, 0, 1,..., 1, 0 ) !> s = machine precision. !> !> (19) U ( T1, T2 ) V 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) U ( T1, T2 ) V diag(T1)=( 0, 0, 1, 1, a, ..., a =s, 0 ) !> diag(T2) = ( 0, 1, 0, 1, ..., 1, 0, 0 ) !> !> (21) U ( T1, T2 ) V 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) U ( big*T1, small*T2 ) V diag(T1) = ( 0, 0, 1, ..., N-3, 0 ) !> diag(T2) = ( 0, 1, ..., 1, 0, 0 ) !> !> (23) U ( small*T1, big*T2 ) V diag(T1) = ( 0, 0, 1, ..., N-3, 0 ) !> diag(T2) = ( 0, 1, ..., 1, 0, 0 ) !> !> (24) U ( small*T1, small*T2 ) V diag(T1) = ( 0, 0, 1, ..., N-3, 0 ) !> diag(T2) = ( 0, 1, ..., 1, 0, 0 ) !> !> (25) U ( big*T1, big*T2 ) V diag(T1) = ( 0, 0, 1, ..., N-3, 0 ) !> diag(T2) = ( 0, 1, ..., 1, 0, 0 ) !> !> (26) U ( T1, T2 ) V 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, !> DCHKGG does nothing. It must be at least zero. !> |
[in] | NN | !> NN is INTEGER array, dimension (NSIZES) !> An array containing the sizes to be used for the matrices. !> Zero values will be skipped. The values must be at least !> zero. !> |
[in] | NTYPES | !> NTYPES is INTEGER !> The number of elements in DOTYPE. If it is zero, DCHKGG !> 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. 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 DCHKGG 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. It must be at least zero. !> |
[in] | TSTDIF | !> TSTDIF is LOGICAL !> Specifies whether test ratios 13-15 will be computed and !> compared with THRESH. !> = .FALSE.: Only test ratios 1-12 will be computed and tested. !> Ratios 13-15 will be set to zero. !> = .TRUE.: All the test ratios 1-15 will be computed and !> tested. !> |
[in] | THRSHN | !> THRSHN is DOUBLE PRECISION !> Threshold for reporting eigenvector normalization error. !> If the normalization of any eigenvector differs from 1 by !> more than THRSHN*ulp, then a special error message will be !> printed. (This is handled separately from the other tests, !> since only a compiler or programming error should cause an !> error message, at least if THRSHN is at least 5--10.) !> |
[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, H, T, S1, P1, S2, and P2. !> 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] | H | !> H is DOUBLE PRECISION array, dimension (LDA, max(NN)) !> The upper Hessenberg matrix computed from A by DGGHRD. !> |
[out] | T | !> T is DOUBLE PRECISION array, dimension (LDA, max(NN)) !> The upper triangular matrix computed from B by DGGHRD. !> |
[out] | S1 | !> S1 is DOUBLE PRECISION array, dimension (LDA, max(NN)) !> The Schur (block upper triangular) matrix computed from H by !> DHGEQZ when Q and Z are also computed. !> |
[out] | S2 | !> S2 is DOUBLE PRECISION array, dimension (LDA, max(NN)) !> The Schur (block upper triangular) matrix computed from H by !> DHGEQZ when Q and Z are not computed. !> |
[out] | P1 | !> P1 is DOUBLE PRECISION array, dimension (LDA, max(NN)) !> The upper triangular matrix computed from T by DHGEQZ !> when Q and Z are also computed. !> |
[out] | P2 | !> P2 is DOUBLE PRECISION array, dimension (LDA, max(NN)) !> The upper triangular matrix computed from T by DHGEQZ !> when Q and Z are not computed. !> |
[out] | U | !> U is DOUBLE PRECISION array, dimension (LDU, max(NN)) !> The (left) orthogonal matrix computed by DGGHRD. !> |
[in] | LDU | !> LDU is INTEGER !> The leading dimension of U, V, Q, Z, EVECTL, and EVEZTR. It !> must be at least 1 and at least max( NN ). !> |
[out] | V | !> V is DOUBLE PRECISION array, dimension (LDU, max(NN)) !> The (right) orthogonal matrix computed by DGGHRD. !> |
[out] | Q | !> Q is DOUBLE PRECISION array, dimension (LDU, max(NN)) !> The (left) orthogonal matrix computed by DHGEQZ. !> |
[out] | Z | !> Z is DOUBLE PRECISION array, dimension (LDU, max(NN)) !> The (left) orthogonal matrix computed by DHGEQZ. !> |
[out] | ALPHR1 | !> ALPHR1 is DOUBLE PRECISION array, dimension (max(NN)) !> |
[out] | ALPHI1 | !> ALPHI1 is DOUBLE PRECISION array, dimension (max(NN)) !> |
[out] | BETA1 | !> BETA1 is DOUBLE PRECISION array, dimension (max(NN)) !> !> The generalized eigenvalues of (A,B) computed by DHGEQZ !> when Q, Z, and the full Schur matrices are computed. !> On exit, ( ALPHR1(k)+ALPHI1(k)*i ) / BETA1(k) is the k-th !> generalized eigenvalue of the matrices in A and B. !> |
[out] | ALPHR3 | !> ALPHR3 is DOUBLE PRECISION array, dimension (max(NN)) !> |
[out] | ALPHI3 | !> ALPHI3 is DOUBLE PRECISION array, dimension (max(NN)) !> |
[out] | BETA3 | !> BETA3 is DOUBLE PRECISION array, dimension (max(NN)) !> |
[out] | EVECTL | !> EVECTL is DOUBLE PRECISION array, dimension (LDU, max(NN)) !> The (block lower triangular) left eigenvector matrix for !> the matrices in S1 and P1. (See DTGEVC for the format.) !> |
[out] | EVECTR | !> EVECTR is DOUBLE PRECISION array, dimension (LDU, max(NN)) !> The (block upper triangular) right eigenvector matrix for !> the matrices in S1 and P1. (See DTGEVC for the format.) !> |
[out] | WORK | !> WORK is DOUBLE PRECISION array, dimension (LWORK) !> |
[in] | LWORK | !> LWORK is INTEGER !> The number of entries in WORK. This must be at least !> max( 2 * N**2, 6*N, 1 ), for all N=NN(j). !> |
[out] | LLWORK | !> LLWORK is LOGICAL array, dimension (max(NN)) !> |
[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] | 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 506 of file dchkgg.f.