CCHKHS
Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
Purpose
CCHKHS checks the nonsymmetric eigenvalue problem routines.
CGEHRD factors A as U H U' , where ' means conjugate
transpose, H is hessenberg, and U is unitary.
CUNGHR generates the unitary matrix U.
CUNMHR multiplies a matrix by the unitary matrix U.
CHSEQR factors H as Z T Z' , where Z is unitary and T
is upper triangular. It also computes the eigenvalues,
w(1), ..., w(n); we define a diagonal matrix W whose
(diagonal) entries are the eigenvalues.
CTREVC computes the left eigenvector matrix L and the
right eigenvector matrix R for the matrix T. The
columns of L are the complex conjugates of the left
eigenvectors of T. The columns of R are the right
eigenvectors of T. L is lower triangular, and R is
upper triangular.
CHSEIN computes the left eigenvector matrix Y and the
right eigenvector matrix X for the matrix H. The
columns of Y are the complex conjugates of the left
eigenvectors of H. The columns of X are the right
eigenvectors of H. Y is lower triangular, and X is
upper triangular.
When CCHKHS is called, a number of matrix "sizes" ("n's") and a
number of matrix "types" are specified. For each size ("n")
and each type of matrix, one matrix will be generated and used
to test the nonsymmetric eigenroutines. For each matrix, 14
tests will be performed:
(1) | A - U H U**H | / ( |A| n ulp )
(2) | I - UU**H | / ( n ulp )
(3) | H - Z T Z**H | / ( |H| n ulp )
(4) | I - ZZ**H | / ( n ulp )
(5) | A - UZ H (UZ)**H | / ( |A| n ulp )
(6) | I - UZ (UZ)**H | / ( n ulp )
(7) | T(Z computed) - T(Z not computed) | / ( |T| ulp )
(8) | W(Z computed) - W(Z not computed) | / ( |W| ulp )
(9) | TR - RW | / ( |T| |R| ulp )
(10) | L**H T - W**H L | / ( |T| |L| ulp )
(11) | HX - XW | / ( |H| |X| ulp )
(12) | Y**H H - W**H Y | / ( |H| |Y| ulp )
(13) | AX - XW | / ( |A| |X| ulp )
(14) | Y**H A - W**H Y | / ( |A| |Y| ulp )
The "sizes" are specified by an array NN(1:NSIZES); the value of
each element NN(j) specifies one size.
The "types" are specified by a logical array DOTYPE( 1:NTYPES );
if DOTYPE(j) is .TRUE., then matrix type "j" will be generated.
Currently, the list of possible types is:
(1) The zero matrix.
(2) The identity matrix.
(3) A (transposed) Jordan block, with 1's on the diagonal.
(4) A diagonal matrix with evenly spaced entries
1, ..., ULP and random complex angles.
(ULP = (first number larger than 1) - 1 )
(5) A diagonal matrix with geometrically spaced entries
1, ..., ULP and random complex angles.
(6) A diagonal matrix with "clustered" entries 1, ULP, ..., ULP
and random complex angles.
(7) Same as (4), but multiplied by SQRT( overflow threshold )
(8) Same as (4), but multiplied by SQRT( underflow threshold )
(9) A matrix of the form U' T U, where U is unitary and
T has evenly spaced entries 1, ..., ULP with random complex
angles on the diagonal and random O(1) entries in the upper
triangle.
(10) A matrix of the form U' T U, where U is unitary and
T has geometrically spaced entries 1, ..., ULP with random
complex angles on the diagonal and random O(1) entries in
the upper triangle.
(11) A matrix of the form U' T U, where U is unitary and
T has "clustered" entries 1, ULP,..., ULP with random
complex angles on the diagonal and random O(1) entries in
the upper triangle.
(12) A matrix of the form U' T U, where U is unitary and
T has complex eigenvalues randomly chosen from
ULP < |z| < 1 and random O(1) entries in the upper
triangle.
(13) A matrix of the form X' T X, where X has condition
SQRT( ULP ) and T has evenly spaced entries 1, ..., ULP
with random complex angles on the diagonal and random O(1)
entries in the upper triangle.
(14) A matrix of the form X' T X, where X has condition
SQRT( ULP ) and T has geometrically spaced entries
1, ..., ULP with random complex angles on the diagonal
and random O(1) entries in the upper triangle.
(15) A matrix of the form X' T X, where X has condition
SQRT( ULP ) and T has "clustered" entries 1, ULP,..., ULP
with random complex angles on the diagonal and random O(1)
entries in the upper triangle.
(16) A matrix of the form X' T X, where X has condition
SQRT( ULP ) and T has complex eigenvalues randomly chosen
from ULP < |z| < 1 and random O(1) entries in the upper
triangle.
(17) Same as (16), but multiplied by SQRT( overflow threshold )
(18) Same as (16), but multiplied by SQRT( underflow threshold )
(19) Nonsymmetric matrix with random entries chosen from |z| < 1
(20) Same as (19), but multiplied by SQRT( overflow threshold )
(21) Same as (19), but multiplied by SQRT( underflow threshold )
CGEHRD factors A as U H U' , where ' means conjugate
transpose, H is hessenberg, and U is unitary.
CUNGHR generates the unitary matrix U.
CUNMHR multiplies a matrix by the unitary matrix U.
CHSEQR factors H as Z T Z' , where Z is unitary and T
is upper triangular. It also computes the eigenvalues,
w(1), ..., w(n); we define a diagonal matrix W whose
(diagonal) entries are the eigenvalues.
CTREVC computes the left eigenvector matrix L and the
right eigenvector matrix R for the matrix T. The
columns of L are the complex conjugates of the left
eigenvectors of T. The columns of R are the right
eigenvectors of T. L is lower triangular, and R is
upper triangular.
CHSEIN computes the left eigenvector matrix Y and the
right eigenvector matrix X for the matrix H. The
columns of Y are the complex conjugates of the left
eigenvectors of H. The columns of X are the right
eigenvectors of H. Y is lower triangular, and X is
upper triangular.
When CCHKHS is called, a number of matrix "sizes" ("n's") and a
number of matrix "types" are specified. For each size ("n")
and each type of matrix, one matrix will be generated and used
to test the nonsymmetric eigenroutines. For each matrix, 14
tests will be performed:
(1) | A - U H U**H | / ( |A| n ulp )
(2) | I - UU**H | / ( n ulp )
(3) | H - Z T Z**H | / ( |H| n ulp )
(4) | I - ZZ**H | / ( n ulp )
(5) | A - UZ H (UZ)**H | / ( |A| n ulp )
(6) | I - UZ (UZ)**H | / ( n ulp )
(7) | T(Z computed) - T(Z not computed) | / ( |T| ulp )
(8) | W(Z computed) - W(Z not computed) | / ( |W| ulp )
(9) | TR - RW | / ( |T| |R| ulp )
(10) | L**H T - W**H L | / ( |T| |L| ulp )
(11) | HX - XW | / ( |H| |X| ulp )
(12) | Y**H H - W**H Y | / ( |H| |Y| ulp )
(13) | AX - XW | / ( |A| |X| ulp )
(14) | Y**H A - W**H Y | / ( |A| |Y| ulp )
The "sizes" are specified by an array NN(1:NSIZES); the value of
each element NN(j) specifies one size.
The "types" are specified by a logical array DOTYPE( 1:NTYPES );
if DOTYPE(j) is .TRUE., then matrix type "j" will be generated.
Currently, the list of possible types is:
(1) The zero matrix.
(2) The identity matrix.
(3) A (transposed) Jordan block, with 1's on the diagonal.
(4) A diagonal matrix with evenly spaced entries
1, ..., ULP and random complex angles.
(ULP = (first number larger than 1) - 1 )
(5) A diagonal matrix with geometrically spaced entries
1, ..., ULP and random complex angles.
(6) A diagonal matrix with "clustered" entries 1, ULP, ..., ULP
and random complex angles.
(7) Same as (4), but multiplied by SQRT( overflow threshold )
(8) Same as (4), but multiplied by SQRT( underflow threshold )
(9) A matrix of the form U' T U, where U is unitary and
T has evenly spaced entries 1, ..., ULP with random complex
angles on the diagonal and random O(1) entries in the upper
triangle.
(10) A matrix of the form U' T U, where U is unitary and
T has geometrically spaced entries 1, ..., ULP with random
complex angles on the diagonal and random O(1) entries in
the upper triangle.
(11) A matrix of the form U' T U, where U is unitary and
T has "clustered" entries 1, ULP,..., ULP with random
complex angles on the diagonal and random O(1) entries in
the upper triangle.
(12) A matrix of the form U' T U, where U is unitary and
T has complex eigenvalues randomly chosen from
ULP < |z| < 1 and random O(1) entries in the upper
triangle.
(13) A matrix of the form X' T X, where X has condition
SQRT( ULP ) and T has evenly spaced entries 1, ..., ULP
with random complex angles on the diagonal and random O(1)
entries in the upper triangle.
(14) A matrix of the form X' T X, where X has condition
SQRT( ULP ) and T has geometrically spaced entries
1, ..., ULP with random complex angles on the diagonal
and random O(1) entries in the upper triangle.
(15) A matrix of the form X' T X, where X has condition
SQRT( ULP ) and T has "clustered" entries 1, ULP,..., ULP
with random complex angles on the diagonal and random O(1)
entries in the upper triangle.
(16) A matrix of the form X' T X, where X has condition
SQRT( ULP ) and T has complex eigenvalues randomly chosen
from ULP < |z| < 1 and random O(1) entries in the upper
triangle.
(17) Same as (16), but multiplied by SQRT( overflow threshold )
(18) Same as (16), but multiplied by SQRT( underflow threshold )
(19) Nonsymmetric matrix with random entries chosen from |z| < 1
(20) Same as (19), but multiplied by SQRT( overflow threshold )
(21) Same as (19), but multiplied by SQRT( underflow threshold )
Arguments
| NSIZES |
INTEGER
The number of sizes of matrices to use. If it is zero,
CCHKHS does nothing. It must be at least zero. Not modified. |
| NN |
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. Not modified. |
| NTYPES |
INTEGER
The number of elements in DOTYPE. If it is zero, CCHKHS
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. . Not modified. |
| DOTYPE |
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. Not modified. |
| ISEED |
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 CCHKHS to continue the same random number sequence. Modified. |
| THRESH |
REAL
A test will count as "failed" if the "error", 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. Not modified. |
| NOUNIT |
INTEGER
The FORTRAN unit number for printing out error messages
(e.g., if a routine returns IINFO not equal to 0.) Not modified. |
| A |
COMPLEX array, dimension (LDA,max(NN))
Used to hold the matrix whose eigenvalues are to be
computed. On exit, A contains the last matrix actually used. Modified. |
| LDA |
INTEGER
The leading dimension of A, H, T1 and T2. It must be at
least 1 and at least max( NN ). Not modified. |
| H |
COMPLEX array, dimension (LDA,max(NN))
The upper hessenberg matrix computed by CGEHRD. On exit,
H contains the Hessenberg form of the matrix in A. Modified. |
| T1 |
COMPLEX array, dimension (LDA,max(NN))
The Schur (="quasi-triangular") matrix computed by CHSEQR
if Z is computed. On exit, T1 contains the Schur form of the matrix in A. Modified. |
| T2 |
COMPLEX array, dimension (LDA,max(NN))
The Schur matrix computed by CHSEQR when Z is not computed.
This should be identical to T1. Modified. |
| LDU |
INTEGER
The leading dimension of U, Z, UZ and UU. It must be at
least 1 and at least max( NN ). Not modified. |
| U |
COMPLEX array, dimension (LDU,max(NN))
The unitary matrix computed by CGEHRD.
Modified. |
| Z |
COMPLEX array, dimension (LDU,max(NN))
The unitary matrix computed by CHSEQR.
Modified. |
| UZ |
COMPLEX array, dimension (LDU,max(NN))
The product of U times Z.
Modified. |
| W1 |
COMPLEX array, dimension (max(NN))
The eigenvalues of A, as computed by a full Schur
decomposition H = Z T Z'. On exit, W1 contains the eigenvalues of the matrix in A. Modified. |
| W3 |
COMPLEX array, dimension (max(NN))
The eigenvalues of A, as computed by a partial Schur
decomposition (Z not computed, T only computed as much as is necessary for determining eigenvalues). On exit, W3 contains the eigenvalues of the matrix in A, possibly perturbed by CHSEIN. Modified. |
| EVECTL |
COMPLEX array, dimension (LDU,max(NN))
The conjugate transpose of the (upper triangular) left
eigenvector matrix for the matrix in T1. Modified. |
| EVECTR |
COMPLEX array, dimension (LDU,max(NN))
The (upper triangular) right eigenvector matrix for the
matrix in T1. Modified. |
| EVECTY |
COMPLEX array, dimension (LDU,max(NN))
The conjugate transpose of the left eigenvector matrix
for the matrix in H. Modified. |
| EVECTX |
COMPLEX array, dimension (LDU,max(NN))
The right eigenvector matrix for the matrix in H.
Modified. |
| UU |
COMPLEX array, dimension (LDU,max(NN))
Details of the unitary matrix computed by CGEHRD.
Modified. |
| TAU |
COMPLEX array, dimension (max(NN))
Further details of the unitary matrix computed by CGEHRD.
Modified. |
| WORK |
COMPLEX array, dimension (NWORK)
Workspace.
Modified. |
| NWORK |
INTEGER
The number of entries in WORK. NWORK >= 4*NN(j)*NN(j) + 2.
|
| RWORK |
REAL array, dimension (max(NN))
Workspace. Could be equivalenced to IWORK, but not SELECT.
Modified. |
| IWORK |
INTEGER array, dimension (max(NN))
Workspace.
Modified. |
| SELECT |
LOGICAL array, dimension (max(NN))
Workspace. Could be equivalenced to IWORK, but not RWORK.
Modified. |
| RESULT |
REAL array, dimension (14)
The values computed by the fourteen tests described above.
The values are currently limited to 1/ulp, to avoid overflow. Modified. |
| INFO |
INTEGER
If 0, then everything ran OK.
-1: NSIZES < 0 -2: Some NN(j) < 0 -3: NTYPES < 0 -6: THRESH < 0 -9: LDA < 1 or LDA < NMAX, where NMAX is max( NN(j) ). -14: LDU < 1 or LDU < NMAX. -26: NWORK too small. If CLATMR, CLATMS, or CLATME returns an error code, the absolute value of it is returned. If 1, then CHSEQR could not find all the shifts. If 2, then the EISPACK code (for small blocks) failed. If >2, then 30*N iterations were not enough to find an eigenvalue or to decompose the problem. Modified. *----------------------------------------------------------------------- Some Local Variables and Parameters: ZERO, ONE Real 0 and 1. MAXTYP The number of types defined. MTEST The number of tests defined: care must be taken that (1) the size of RESULT, (2) the number of tests actually performed, and (3) MTEST agree. NTEST The number of tests performed on this matrix so far. This should be less than MTEST, and equal to it by the last test. It will be less if any of the routines being tested indicates that it could not compute the matrices that would be tested. NMAX Largest value in NN. NMATS The number of matrices generated so far. NERRS The number of tests which have exceeded THRESH so far (computed by SLAFTS). COND, CONDS, IMODE Values to be passed to the matrix generators. ANORM Norm of A; passed to matrix generators. OVFL, UNFL Overflow and underflow thresholds. ULP, ULPINV Finest relative precision and its inverse. RTOVFL, RTUNFL, RTULP, RTULPI Square roots of the previous 4 values. The following four arrays decode JTYPE: KTYPE(j) The general type (1-10) for type "j". KMODE(j) The MODE value to be passed to the matrix generator for type "j". KMAGN(j) The order of magnitude ( O(1), O(overflow^(1/2) ), O(underflow^(1/2) ) KCONDS(j) Selects whether CONDS is to be 1 or 1/sqrt(ulp). (0 means irrelevant.) |