SUBROUTINE DLATME( N, DIST, ISEED, D, MODE, COND, DMAX, EI, RSIGN,
$ UPPER, SIM, DS, MODES, CONDS, KL, KU, ANORM, A,
$ LDA, WORK, INFO )
*
* -- LAPACK test routine (version 3.1) --
* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
* November 2006
*
* .. Scalar Arguments ..
CHARACTER DIST, RSIGN, SIM, UPPER
INTEGER INFO, KL, KU, LDA, MODE, MODES, N
DOUBLE PRECISION ANORM, COND, CONDS, DMAX
* ..
* .. Array Arguments ..
CHARACTER EI( * )
INTEGER ISEED( 4 )
DOUBLE PRECISION A( LDA, * ), D( * ), DS( * ), WORK( * )
* ..
*
* Purpose
* =======
*
* DLATME generates random non-symmetric square matrices with
* specified eigenvalues for testing LAPACK programs.
*
* DLATME 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 complex conjugate pairs are desired (MODE=0 and EI(1)='R',
* or MODE=5), certain pairs of adjacent elements of D are
* interpreted as the real and complex parts of a complex
* conjugate pair; A thus becomes block diagonal, with 1x1
* and 2x2 blocks.
*
* 3. If UPPER='T', the upper triangle of A is set to random values
* out of distribution DIST.
*
* 4. 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.
*
* 5. 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.
*
* 6. 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.)
*
* Arguments
* =========
*
* N - INTEGER
* The number of columns (or rows) of A. Not modified.
*
* DIST - CHARACTER*1
* On entry, DIST specifies the type of distribution to be used
* to generate the random eigen-/singular values, and for 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 )
* Not modified.
*
* ISEED - 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 DLATME
* to continue the same random number sequence.
* Changed on exit.
*
* D - DOUBLE PRECISION array, dimension ( N )
* This array is used to specify the eigenvalues of A. If
* MODE=0, then D is assumed to contain the eigenvalues (but
* see the description of EI), otherwise they will be
* computed according to MODE, COND, DMAX, and RSIGN and
* placed in D.
* Modified if MODE is nonzero.
*
* MODE - INTEGER
* On entry this describes how the eigenvalues are to
* be specified:
* MODE = 0 means use D (with EI) 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. Each odd-even pair
* of elements will be either used as two real
* eigenvalues or as the real and imaginary part
* of a complex conjugate pair of eigenvalues;
* the choice of which is done is random, with
* 50-50 probability, for each pair.
* 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.
*
* COND - DOUBLE PRECISION
* On entry, this is used as described under MODE above.
* If used, it must be >= 1. Not modified.
*
* DMAX - DOUBLE PRECISION
* 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: if DMAX is negative (or zero), D will be
* scaled by a negative number (or zero).
* Not modified.
*
* EI - CHARACTER*1 array, dimension ( N )
* If MODE is 0, and EI(1) is not ' ' (space character),
* this array specifies which elements of D (on input) are
* real eigenvalues and which are the real and imaginary parts
* of a complex conjugate pair of eigenvalues. The elements
* of EI may then only have the values 'R' and 'I'. If
* EI(j)='R' and EI(j+1)='I', then the j-th eigenvalue is
* CMPLX( D(j) , D(j+1) ), and the (j+1)-th is the complex
* conjugate thereof. If EI(j)=EI(j+1)='R', then the j-th
* eigenvalue is D(j) (i.e., real). EI(1) may not be 'I',
* nor may two adjacent elements of EI both have the value 'I'.
* If MODE is not 0, then EI is ignored. If MODE is 0 and
* EI(1)=' ', then the eigenvalues will all be real.
* Not modified.
*
* RSIGN - 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 sign (+1 or -1). If RSIGN='F',
* they will not be. RSIGN may only have the values 'T' or
* 'F'.
* Not modified.
*
* UPPER - CHARACTER*1
* If UPPER='T', then the elements of A above the diagonal
* (and above the 2x2 diagonal blocks, if A has complex
* eigenvalues) 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.
*
* SIM - 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.
*
* DS - 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.
*
* MODES - INTEGER
* CONDS - DOUBLE PRECISION
* Same as 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.)
*
* KL - 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. KL must be at
* least 1.
* Not modified.
*
* KU - 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. KU must be at least 1.
* Not modified.
*
* ANORM - 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.
*
* A - DOUBLE PRECISION array, dimension ( LDA, N )
* On exit A is the desired test matrix.
* Modified.
*
* LDA - INTEGER
* LDA specifies the first dimension of A as declared in the
* calling program. LDA must be at least N.
* Not modified.
*
* WORK - DOUBLE PRECISION array, dimension ( 3*N )
* Workspace.
* Modified.
*
* INFO - 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
* -8 => EI(1) is not ' ' or 'R', EI(j) is not 'R' or 'I', or
* two adjacent elements of EI are 'I'.
* -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 N.
* 1 => Error return from DLATM1 (computing D)
* 2 => Cannot scale to DMAX (max. eigenvalue is 0)
* 3 => Error return from DLATM1 (computing DS)
* 4 => Error return from DLARGE
* 5 => Zero singular value from DLATM1.
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ZERO
PARAMETER ( ZERO = 0.0D0 )
DOUBLE PRECISION ONE
PARAMETER ( ONE = 1.0D0 )
DOUBLE PRECISION HALF
PARAMETER ( HALF = 1.0D0 / 2.0D0 )
* ..
* .. Local Scalars ..
LOGICAL BADEI, BADS, USEEI
INTEGER I, IC, ICOLS, IDIST, IINFO, IR, IROWS, IRSIGN,
$ ISIM, IUPPER, J, JC, JCR, JR
DOUBLE PRECISION ALPHA, TAU, TEMP, XNORMS
* ..
* .. Local Arrays ..
DOUBLE PRECISION TEMPA( 1 )
* ..
* .. External Functions ..
LOGICAL LSAME
DOUBLE PRECISION DLANGE, DLARAN
EXTERNAL LSAME, DLANGE, DLARAN
* ..
* .. External Subroutines ..
EXTERNAL DCOPY, DGEMV, DGER, DLARFG, DLARGE, DLARNV,
$ DLASET, DLATM1, DSCAL, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, 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
IDIST = -1
END IF
*
* Check EI
*
USEEI = .TRUE.
BADEI = .FALSE.
IF( LSAME( EI( 1 ), ' ' ) .OR. MODE.NE.0 ) THEN
USEEI = .FALSE.
ELSE
IF( LSAME( EI( 1 ), 'R' ) ) THEN
DO 10 J = 2, N
IF( LSAME( EI( J ), 'I' ) ) THEN
IF( LSAME( EI( J-1 ), 'I' ) )
$ BADEI = .TRUE.
ELSE
IF( .NOT.LSAME( EI( J ), 'R' ) )
$ BADEI = .TRUE.
END IF
10 CONTINUE
ELSE
BADEI = .TRUE.
END IF
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 20 J = 1, N
IF( DS( J ).EQ.ZERO )
$ BADS = .TRUE.
20 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( BADEI ) THEN
INFO = -8
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( 'DLATME', -INFO )
RETURN
END IF
*
* Initialize random number generator
*
DO 30 I = 1, 4
ISEED( I ) = MOD( ABS( ISEED( I ) ), 4096 )
30 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 DLATM1( 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 40 I = 2, N
TEMP = MAX( TEMP, ABS( D( I ) ) )
40 CONTINUE
*
IF( TEMP.GT.ZERO ) THEN
ALPHA = DMAX / TEMP
ELSE IF( DMAX.NE.ZERO ) THEN
INFO = 2
RETURN
ELSE
ALPHA = ZERO
END IF
*
CALL DSCAL( N, ALPHA, D, 1 )
*
END IF
*
CALL DLASET( 'Full', N, N, ZERO, ZERO, A, LDA )
CALL DCOPY( N, D, 1, A, LDA+1 )
*
* Set up complex conjugate pairs
*
IF( MODE.EQ.0 ) THEN
IF( USEEI ) THEN
DO 50 J = 2, N
IF( LSAME( EI( J ), 'I' ) ) THEN
A( J-1, J ) = A( J, J )
A( J, J-1 ) = -A( J, J )
A( J, J ) = A( J-1, J-1 )
END IF
50 CONTINUE
END IF
*
ELSE IF( ABS( MODE ).EQ.5 ) THEN
*
DO 60 J = 2, N, 2
IF( DLARAN( ISEED ).GT.HALF ) THEN
A( J-1, J ) = A( J, J )
A( J, J-1 ) = -A( J, J )
A( J, J ) = A( J-1, J-1 )
END IF
60 CONTINUE
END IF
*
* 3) If UPPER='T', set upper triangle of A to random numbers.
* (but don't modify the corners of 2x2 blocks.)
*
IF( IUPPER.NE.0 ) THEN
DO 70 JC = 2, N
IF( A( JC-1, JC ).NE.ZERO ) THEN
JR = JC - 2
ELSE
JR = JC - 1
END IF
CALL DLARNV( IDIST, ISEED, JR, A( 1, JC ) )
70 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 DLARGE( N, A, LDA, ISEED, WORK, IINFO )
IF( IINFO.NE.0 ) THEN
INFO = 4
RETURN
END IF
*
* Multiply by S and (1/S)
*
DO 80 J = 1, N
CALL DSCAL( N, DS( J ), A( J, 1 ), LDA )
IF( DS( J ).NE.ZERO ) THEN
CALL DSCAL( N, ONE / DS( J ), A( 1, J ), 1 )
ELSE
INFO = 5
RETURN
END IF
80 CONTINUE
*
* Multiply by U and U'
*
CALL DLARGE( 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 90 JCR = KL + 1, N - 1
IC = JCR - KL
IROWS = N + 1 - JCR
ICOLS = N + KL - JCR
*
CALL DCOPY( IROWS, A( JCR, IC ), 1, WORK, 1 )
XNORMS = WORK( 1 )
CALL DLARFG( IROWS, XNORMS, WORK( 2 ), 1, TAU )
WORK( 1 ) = ONE
*
CALL DGEMV( 'T', IROWS, ICOLS, ONE, A( JCR, IC+1 ), LDA,
$ WORK, 1, ZERO, WORK( IROWS+1 ), 1 )
CALL DGER( IROWS, ICOLS, -TAU, WORK, 1, WORK( IROWS+1 ), 1,
$ A( JCR, IC+1 ), LDA )
*
CALL DGEMV( 'N', N, IROWS, ONE, A( 1, JCR ), LDA, WORK, 1,
$ ZERO, WORK( IROWS+1 ), 1 )
CALL DGER( N, IROWS, -TAU, WORK( IROWS+1 ), 1, WORK, 1,
$ A( 1, JCR ), LDA )
*
A( JCR, IC ) = XNORMS
CALL DLASET( 'Full', IROWS-1, 1, ZERO, ZERO, A( JCR+1, IC ),
$ LDA )
90 CONTINUE
ELSE IF( KU.LT.N-1 ) THEN
*
* Reduce upper bandwidth -- kill a row at a time.
*
DO 100 JCR = KU + 1, N - 1
IR = JCR - KU
IROWS = N + KU - JCR
ICOLS = N + 1 - JCR
*
CALL DCOPY( ICOLS, A( IR, JCR ), LDA, WORK, 1 )
XNORMS = WORK( 1 )
CALL DLARFG( ICOLS, XNORMS, WORK( 2 ), 1, TAU )
WORK( 1 ) = ONE
*
CALL DGEMV( 'N', IROWS, ICOLS, ONE, A( IR+1, JCR ), LDA,
$ WORK, 1, ZERO, WORK( ICOLS+1 ), 1 )
CALL DGER( IROWS, ICOLS, -TAU, WORK( ICOLS+1 ), 1, WORK, 1,
$ A( IR+1, JCR ), LDA )
*
CALL DGEMV( 'C', ICOLS, N, ONE, A( JCR, 1 ), LDA, WORK, 1,
$ ZERO, WORK( ICOLS+1 ), 1 )
CALL DGER( ICOLS, N, -TAU, WORK, 1, WORK( ICOLS+1 ), 1,
$ A( JCR, 1 ), LDA )
*
A( IR, JCR ) = XNORMS
CALL DLASET( 'Full', 1, ICOLS-1, ZERO, ZERO, A( IR, JCR+1 ),
$ LDA )
100 CONTINUE
END IF
*
* Scale the matrix to have norm ANORM
*
IF( ANORM.GE.ZERO ) THEN
TEMP = DLANGE( 'M', N, N, A, LDA, TEMPA )
IF( TEMP.GT.ZERO ) THEN
ALPHA = ANORM / TEMP
DO 110 J = 1, N
CALL DSCAL( N, ALPHA, A( 1, J ), 1 )
110 CONTINUE
END IF
END IF
*
RETURN
*
* End of DLATME
*
END