zlatme.f

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*> \brief \b ZLATME
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*  Definition:
*  ===========
*
*       SUBROUTINE ZLATME( N, DIST, ISEED, D, MODE, COND, DMAX,
*         RSIGN,
*                          UPPER, SIM, DS, MODES, CONDS, KL, KU, ANORM,
*         A,
*                          LDA, WORK, INFO )
*
*       .. Scalar Arguments ..
*       CHARACTER          DIST, RSIGN, SIM, UPPER
*       INTEGER            INFO, KL, KU, LDA, MODE, MODES, N
*       DOUBLE PRECISION   ANORM, COND, CONDS
*       COMPLEX*16         DMAX
*       ..
*       .. Array Arguments ..
*       INTEGER            ISEED( 4 )
*       DOUBLE PRECISION   DS( * )
*       COMPLEX*16         A( LDA, * ), D( * ), WORK( * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*>    ZLATME generates random non-symmetric square matrices with
*>    specified eigenvalues for testing LAPACK programs.
*>
*>    ZLATME operates by applying the following sequence of
*>    operations:
*>
*>    1. Set the diagonal to D, where D may be input or
*>         computed according to MODE, COND, DMAX, and RSIGN
*>         as described below.
*>
*>    2. If UPPER='T', the upper triangle of A is set to random values
*>         out of distribution DIST.
*>
*>    3. If SIM='T', A is multiplied on the left by a random matrix
*>         X, whose singular values are specified by DS, MODES, and
*>         CONDS, and on the right by X inverse.
*>
*>    4. If KL < N-1, the lower bandwidth is reduced to KL using
*>         Householder transformations.  If KU < N-1, the upper
*>         bandwidth is reduced to KU.
*>
*>    5. If ANORM is not negative, the matrix is scaled to have
*>         maximum-element-norm ANORM.
*>
*>    (Note: since the matrix cannot be reduced beyond Hessenberg form,
*>     no packing options are available.)
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>           The number of columns (or rows) of A. Not modified.
*> \endverbatim
*>
*> \param[in] DIST
*> \verbatim
*>          DIST is CHARACTER*1
*>           On entry, DIST specifies the type of distribution to be used
*>           to generate the random eigen-/singular values, and on the
*>           upper triangle (see UPPER).
*>           'U' => UNIFORM( 0, 1 )  ( 'U' for uniform )
*>           'S' => UNIFORM( -1, 1 ) ( 'S' for symmetric )
*>           'N' => NORMAL( 0, 1 )   ( 'N' for normal )
*>           'D' => uniform on the complex disc |z| < 1.
*>           Not modified.
*> \endverbatim
*>
*> \param[in,out] ISEED
*> \verbatim
*>          ISEED is INTEGER array, dimension ( 4 )
*>           On entry ISEED specifies the seed of the random number
*>           generator. They should lie between 0 and 4095 inclusive,
*>           and ISEED(4) should 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 ZLATME
*>           to continue the same random number sequence.
*>           Changed on exit.
*> \endverbatim
*>
*> \param[in,out] D
*> \verbatim
*>          D is COMPLEX*16 array, dimension ( N )
*>           This array is used to specify the eigenvalues of A.  If
*>           MODE=0, then D is assumed to contain the eigenvalues
*>           otherwise they will be computed according to MODE, COND,
*>           DMAX, and RSIGN and placed in D.
*>           Modified if MODE is nonzero.
*> \endverbatim
*>
*> \param[in] MODE
*> \verbatim
*>          MODE is INTEGER
*>           On entry this describes how the eigenvalues are to
*>           be specified:
*>           MODE = 0 means use D as input
*>           MODE = 1 sets D(1)=1 and D(2:N)=1.0/COND
*>           MODE = 2 sets D(1:N-1)=1 and D(N)=1.0/COND
*>           MODE = 3 sets D(I)=COND**(-(I-1)/(N-1))
*>           MODE = 4 sets D(i)=1 - (i-1)/(N-1)*(1 - 1/COND)
*>           MODE = 5 sets D to random numbers in the range
*>                    ( 1/COND , 1 ) such that their logarithms
*>                    are uniformly distributed.
*>           MODE = 6 set D to random numbers from same distribution
*>                    as the rest of the matrix.
*>           MODE < 0 has the same meaning as ABS(MODE), except that
*>              the order of the elements of D is reversed.
*>           Thus if MODE is between 1 and 4, D has entries ranging
*>              from 1 to 1/COND, if between -1 and -4, D has entries
*>              ranging from 1/COND to 1,
*>           Not modified.
*> \endverbatim
*>
*> \param[in] COND
*> \verbatim
*>          COND is DOUBLE PRECISION
*>           On entry, this is used as described under MODE above.
*>           If used, it must be >= 1. Not modified.
*> \endverbatim
*>
*> \param[in] DMAX
*> \verbatim
*>          DMAX is COMPLEX*16
*>           If MODE is neither -6, 0 nor 6, the contents of D, as
*>           computed according to MODE and COND, will be scaled by
*>           DMAX / max(abs(D(i))).  Note that DMAX need not be
*>           positive or real: if DMAX is negative or complex (or zero),
*>           D will be scaled by a negative or complex number (or zero).
*>           If RSIGN='F' then the largest (absolute) eigenvalue will be
*>           equal to DMAX.
*>           Not modified.
*> \endverbatim
*>
*> \param[in] RSIGN
*> \verbatim
*>          RSIGN is CHARACTER*1
*>           If MODE is not 0, 6, or -6, and RSIGN='T', then the
*>           elements of D, as computed according to MODE and COND, will
*>           be multiplied by a random complex number from the unit
*>           circle |z| = 1.  If RSIGN='F', they will not be.  RSIGN may
*>           only have the values 'T' or 'F'.
*>           Not modified.
*> \endverbatim
*>
*> \param[in] UPPER
*> \verbatim
*>          UPPER is CHARACTER*1
*>           If UPPER='T', then the elements of A above the diagonal
*>           will be set to random numbers out of DIST.  If UPPER='F',
*>           they will not.  UPPER may only have the values 'T' or 'F'.
*>           Not modified.
*> \endverbatim
*>
*> \param[in] SIM
*> \verbatim
*>          SIM is CHARACTER*1
*>           If SIM='T', then A will be operated on by a "similarity
*>           transform", i.e., multiplied on the left by a matrix X and
*>           on the right by X inverse.  X = U S V, where U and V are
*>           random unitary matrices and S is a (diagonal) matrix of
*>           singular values specified by DS, MODES, and CONDS.  If
*>           SIM='F', then A will not be transformed.
*>           Not modified.
*> \endverbatim
*>
*> \param[in,out] DS
*> \verbatim
*>          DS is DOUBLE PRECISION array, dimension ( N )
*>           This array is used to specify the singular values of X,
*>           in the same way that D specifies the eigenvalues of A.
*>           If MODE=0, the DS contains the singular values, which
*>           may not be zero.
*>           Modified if MODE is nonzero.
*> \endverbatim
*>
*> \param[in] MODES
*> \verbatim
*>          MODES is INTEGER
*> \endverbatim
*>
*> \param[in] CONDS
*> \verbatim
*>          CONDS is DOUBLE PRECISION
*>           Similar to MODE and COND, but for specifying the diagonal
*>           of S.  MODES=-6 and +6 are not allowed (since they would
*>           result in randomly ill-conditioned eigenvalues.)
*> \endverbatim
*>
*> \param[in] KL
*> \verbatim
*>          KL is INTEGER
*>           This specifies the lower bandwidth of the  matrix.  KL=1
*>           specifies upper Hessenberg form.  If KL is at least N-1,
*>           then A will have full lower bandwidth.
*>           Not modified.
*> \endverbatim
*>
*> \param[in] KU
*> \verbatim
*>          KU is INTEGER
*>           This specifies the upper bandwidth of the  matrix.  KU=1
*>           specifies lower Hessenberg form.  If KU is at least N-1,
*>           then A will have full upper bandwidth; if KU and KL
*>           are both at least N-1, then A will be dense.  Only one of
*>           KU and KL may be less than N-1.
*>           Not modified.
*> \endverbatim
*>
*> \param[in] ANORM
*> \verbatim
*>          ANORM is DOUBLE PRECISION
*>           If ANORM is not negative, then A will be scaled by a non-
*>           negative real number to make the maximum-element-norm of A
*>           to be ANORM.
*>           Not modified.
*> \endverbatim
*>
*> \param[out] A
*> \verbatim
*>          A is COMPLEX*16 array, dimension ( LDA, N )
*>           On exit A is the desired test matrix.
*>           Modified.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*>          LDA is INTEGER
*>           LDA specifies the first dimension of A as declared in the
*>           calling program.  LDA must be at least M.
*>           Not modified.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*>          WORK is COMPLEX*16 array, dimension ( 3*N )
*>           Workspace.
*>           Modified.
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*>          INFO is INTEGER
*>           Error code.  On exit, INFO will be set to one of the
*>           following values:
*>             0 => normal return
*>            -1 => N negative
*>            -2 => DIST illegal string
*>            -5 => MODE not in range -6 to 6
*>            -6 => COND less than 1.0, and MODE neither -6, 0 nor 6
*>            -9 => RSIGN is not 'T' or 'F'
*>           -10 => UPPER is not 'T' or 'F'
*>           -11 => SIM   is not 'T' or 'F'
*>           -12 => MODES=0 and DS has a zero singular value.
*>           -13 => MODES is not in the range -5 to 5.
*>           -14 => MODES is nonzero and CONDS is less than 1.
*>           -15 => KL is less than 1.
*>           -16 => KU is less than 1, or KL and KU are both less than
*>                  N-1.
*>           -19 => LDA is less than M.
*>            1  => Error return from ZLATM1 (computing D)
*>            2  => Cannot scale to DMAX (max. eigenvalue is 0)
*>            3  => Error return from DLATM1 (computing DS)
*>            4  => Error return from ZLARGE
*>            5  => Zero singular value from DLATM1.
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup complex16_matgen
*
*  =====================================================================
      SUBROUTINE zlatme( N, DIST, ISEED, D, MODE, COND, DMAX,
     $  RSIGN,
     $                   UPPER, SIM, DS, MODES, CONDS, KL, KU, ANORM,
     $  A,
     $                   LDA, WORK, INFO )
*
*  -- LAPACK computational routine --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
*     .. Scalar Arguments ..
      CHARACTER          DIST, RSIGN, SIM, UPPER
      INTEGER            INFO, KL, KU, LDA, MODE, MODES, N
      DOUBLE PRECISION   ANORM, COND, CONDS
      COMPLEX*16         DMAX
*     ..
*     .. Array Arguments ..
      INTEGER            ISEED( 4 )
      DOUBLE PRECISION   DS( * )
      COMPLEX*16         A( LDA, * ), D( * ), WORK( * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ZERO
      PARAMETER          ( ZERO = 0.0d+0 )
      DOUBLE PRECISION   ONE
      PARAMETER          ( ONE = 1.0d+0 )
      COMPLEX*16         CZERO
      parameter( czero = ( 0.0d+0, 0.0d+0 ) )
      COMPLEX*16         CONE
      parameter( cone = ( 1.0d+0, 0.0d+0 ) )
*     ..
*     .. Local Scalars ..
      LOGICAL            BADS
      INTEGER            I, IC, ICOLS, IDIST, IINFO, IR, IROWS, IRSIGN,
     $                   ISIM, IUPPER, J, JC, JCR
      DOUBLE PRECISION   RALPHA, TEMP
      COMPLEX*16         ALPHA, TAU, XNORMS
*     ..
*     .. Local Arrays ..
      DOUBLE PRECISION   TEMPA( 1 )
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      DOUBLE PRECISION   ZLANGE
      COMPLEX*16         ZLARND
      EXTERNAL           LSAME, ZLANGE, ZLARND
*     ..
*     .. External Subroutines ..
      EXTERNAL           dlatm1, xerbla, zcopy, zdscal, zgemv, zgerc,
     $                   zlacgv, zlarfg, zlarge, zlarnv, zlaset, zlatm1,
     $                   zscal
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          abs, dconjg, max, mod
*     ..
*     .. Executable Statements ..
*
*     1)      Decode and Test the input parameters.
*             Initialize flags & seed.
*
      info = 0
*
*     Quick return if possible
*
      IF( n.EQ.0 )
     $   RETURN
*
*     Decode DIST
*
      IF( lsame( dist, 'U' ) ) THEN
         idist = 1
      ELSE IF( lsame( dist, 'S' ) ) THEN
         idist = 2
      ELSE IF( lsame( dist, 'N' ) ) THEN
         idist = 3
      ELSE IF( lsame( dist, 'D' ) ) THEN
         idist = 4
      ELSE
         idist = -1
      END IF
*
*     Decode RSIGN
*
      IF( lsame( rsign, 'T' ) ) THEN
         irsign = 1
      ELSE IF( lsame( rsign, 'F' ) ) THEN
         irsign = 0
      ELSE
         irsign = -1
      END IF
*
*     Decode UPPER
*
      IF( lsame( upper, 'T' ) ) THEN
         iupper = 1
      ELSE IF( lsame( upper, 'F' ) ) THEN
         iupper = 0
      ELSE
         iupper = -1
      END IF
*
*     Decode SIM
*
      IF( lsame( sim, 'T' ) ) THEN
         isim = 1
      ELSE IF( lsame( sim, 'F' ) ) THEN
         isim = 0
      ELSE
         isim = -1
      END IF
*
*     Check DS, if MODES=0 and ISIM=1
*
      bads = .false.
      IF( modes.EQ.0 .AND. isim.EQ.1 ) THEN
         DO 10 j = 1, n
            IF( ds( j ).EQ.zero )
     $         bads = .true.
   10    CONTINUE
      END IF
*
*     Set INFO if an error
*
      IF( n.LT.0 ) THEN
         info = -1
      ELSE IF( idist.EQ.-1 ) THEN
         info = -2
      ELSE IF( abs( mode ).GT.6 ) THEN
         info = -5
      ELSE IF( ( mode.NE.0 .AND. abs( mode ).NE.6 ) .AND. cond.LT.one )
     $          THEN
         info = -6
      ELSE IF( irsign.EQ.-1 ) THEN
         info = -9
      ELSE IF( iupper.EQ.-1 ) THEN
         info = -10
      ELSE IF( isim.EQ.-1 ) THEN
         info = -11
      ELSE IF( bads ) THEN
         info = -12
      ELSE IF( isim.EQ.1 .AND. abs( modes ).GT.5 ) THEN
         info = -13
      ELSE IF( isim.EQ.1 .AND. modes.NE.0 .AND. conds.LT.one ) THEN
         info = -14
      ELSE IF( kl.LT.1 ) THEN
         info = -15
      ELSE IF( ku.LT.1 .OR. ( ku.LT.n-1 .AND. kl.LT.n-1 ) ) THEN
         info = -16
      ELSE IF( lda.LT.max( 1, n ) ) THEN
         info = -19
      END IF
*
      IF( info.NE.0 ) THEN
         CALL xerbla( 'ZLATME', -info )
         RETURN
      END IF
*
*     Initialize random number generator
*
      DO 20 i = 1, 4
         iseed( i ) = mod( abs( iseed( i ) ), 4096 )
   20 CONTINUE
*
      IF( mod( iseed( 4 ), 2 ).NE.1 )
     $   iseed( 4 ) = iseed( 4 ) + 1
*
*     2)      Set up diagonal of A
*
*             Compute D according to COND and MODE
*
      CALL zlatm1( mode, cond, irsign, idist, iseed, d, n, iinfo )
      IF( iinfo.NE.0 ) THEN
         info = 1
         RETURN
      END IF
      IF( mode.NE.0 .AND. abs( mode ).NE.6 ) THEN
*
*        Scale by DMAX
*
         temp = abs( d( 1 ) )
         DO 30 i = 2, n
            temp = max( temp, abs( d( i ) ) )
   30    CONTINUE
*
         IF( temp.GT.zero ) THEN
            alpha = dmax / temp
         ELSE
            info = 2
            RETURN
         END IF
*
         CALL zscal( n, alpha, d, 1 )
*
      END IF
*
      CALL zlaset( 'Full', n, n, czero, czero, a, lda )
      CALL zcopy( n, d, 1, a, lda+1 )
*
*     3)      If UPPER='T', set upper triangle of A to random numbers.
*
      IF( iupper.NE.0 ) THEN
         DO 40 jc = 2, n
            CALL zlarnv( idist, iseed, jc-1, a( 1, jc ) )
   40    CONTINUE
      END IF
*
*     4)      If SIM='T', apply similarity transformation.
*
*                                -1
*             Transform is  X A X  , where X = U S V, thus
*
*             it is  U S V A V' (1/S) U'
*
      IF( isim.NE.0 ) THEN
*
*        Compute S (singular values of the eigenvector matrix)
*        according to CONDS and MODES
*
         CALL dlatm1( modes, conds, 0, 0, iseed, ds, n, iinfo )
         IF( iinfo.NE.0 ) THEN
            info = 3
            RETURN
         END IF
*
*        Multiply by V and V'
*
         CALL zlarge( n, a, lda, iseed, work, iinfo )
         IF( iinfo.NE.0 ) THEN
            info = 4
            RETURN
         END IF
*
*        Multiply by S and (1/S)
*
         DO 50 j = 1, n
            CALL zdscal( n, ds( j ), a( j, 1 ), lda )
            IF( ds( j ).NE.zero ) THEN
               CALL zdscal( n, one / ds( j ), a( 1, j ), 1 )
            ELSE
               info = 5
               RETURN
            END IF
   50    CONTINUE
*
*        Multiply by U and U'
*
         CALL zlarge( n, a, lda, iseed, work, iinfo )
         IF( iinfo.NE.0 ) THEN
            info = 4
            RETURN
         END IF
      END IF
*
*     5)      Reduce the bandwidth.
*
      IF( kl.LT.n-1 ) THEN
*
*        Reduce bandwidth -- kill column
*
         DO 60 jcr = kl + 1, n - 1
            ic = jcr - kl
            irows = n + 1 - jcr
            icols = n + kl - jcr
*
            CALL zcopy( irows, a( jcr, ic ), 1, work, 1 )
            xnorms = work( 1 )
            CALL zlarfg( irows, xnorms, work( 2 ), 1, tau )
            tau = dconjg( tau )
            work( 1 ) = cone
            alpha = zlarnd( 5, iseed )
*
            CALL zgemv( 'C', irows, icols, cone, a( jcr, ic+1 ), lda,
     $                  work, 1, czero, work( irows+1 ), 1 )
            CALL zgerc( irows, icols, -tau, work, 1, work( irows+1 ), 1,
     $                  a( jcr, ic+1 ), lda )
*
            CALL zgemv( 'N', n, irows, cone, a( 1, jcr ), lda, work, 1,
     $                  czero, work( irows+1 ), 1 )
            CALL zgerc( n, irows, -dconjg( tau ), work( irows+1 ), 1,
     $                  work, 1, a( 1, jcr ), lda )
*
            a( jcr, ic ) = xnorms
            CALL zlaset( 'Full', irows-1, 1, czero, czero,
     $                   a( jcr+1, ic ), lda )
*
            CALL zscal( icols+1, alpha, a( jcr, ic ), lda )
            CALL zscal( n, dconjg( alpha ), a( 1, jcr ), 1 )
   60    CONTINUE
      ELSE IF( ku.LT.n-1 ) THEN
*
*        Reduce upper bandwidth -- kill a row at a time.
*
         DO 70 jcr = ku + 1, n - 1
            ir = jcr - ku
            irows = n + ku - jcr
            icols = n + 1 - jcr
*
            CALL zcopy( icols, a( ir, jcr ), lda, work, 1 )
            xnorms = work( 1 )
            CALL zlarfg( icols, xnorms, work( 2 ), 1, tau )
            tau = dconjg( tau )
            work( 1 ) = cone
            CALL zlacgv( icols-1, work( 2 ), 1 )
            alpha = zlarnd( 5, iseed )
*
            CALL zgemv( 'N', irows, icols, cone, a( ir+1, jcr ), lda,
     $                  work, 1, czero, work( icols+1 ), 1 )
            CALL zgerc( irows, icols, -tau, work( icols+1 ), 1, work, 1,
     $                  a( ir+1, jcr ), lda )
*
            CALL zgemv( 'C', icols, n, cone, a( jcr, 1 ), lda, work, 1,
     $                  czero, work( icols+1 ), 1 )
            CALL zgerc( icols, n, -dconjg( tau ), work, 1,
     $                  work( icols+1 ), 1, a( jcr, 1 ), lda )
*
            a( ir, jcr ) = xnorms
            CALL zlaset( 'Full', 1, icols-1, czero, czero,
     $                   a( ir, jcr+1 ), lda )
*
            CALL zscal( irows+1, alpha, a( ir, jcr ), 1 )
            CALL zscal( n, dconjg( alpha ), a( jcr, 1 ), lda )
   70    CONTINUE
      END IF
*
*     Scale the matrix to have norm ANORM
*
      IF( anorm.GE.zero ) THEN
         temp = zlange( 'M', n, n, a, lda, tempa )
         IF( temp.GT.zero ) THEN
            ralpha = anorm / temp
            DO 80 j = 1, n
               CALL zdscal( n, ralpha, a( 1, j ), 1 )
   80       CONTINUE
         END IF
      END IF
*
      RETURN
*
*     End of ZLATME
*
      SUBROUTINE zlatme( N, DIST, ISEED, D, MODE, COND, DMAX, …
      END