1
2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811 812 813 |
SUBROUTINE CDRVGG( NSIZES, NN, NTYPES, DOTYPE, ISEED, THRESH,
$ THRSHN, NOUNIT, A, LDA, B, S, T, S2, T2, Q, $ LDQ, Z, ALPHA1, BETA1, ALPHA2, BETA2, VL, VR, $ WORK, LWORK, RWORK, RESULT, INFO ) * * -- LAPACK test routine (version 3.1) -- * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. * November 2006 * * .. Scalar Arguments .. INTEGER INFO, LDA, LDQ, LWORK, NOUNIT, NSIZES, NTYPES REAL THRESH, THRSHN * .. * .. Array Arguments .. * * Purpose * ======= * * CDRVGG checks the nonsymmetric generalized eigenvalue driver * routines. * T T T * CGEGS 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 * (upper triangular), and Q and Z are unitary. It also * computes the generalized eigenvalues (alpha(1),beta(1)), ..., * (alpha(n),beta(n)), where alpha(j)=S(j,j) and beta(j)=T(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 * * CGEGV computes the generalized eigenvalues (alpha(1),beta(1)), ..., * (alpha(n),beta(n)), the matrix L whose columns contain the * generalized left eigenvectors l, and the matrix R whose columns * contain the generalized right eigenvectors r for the pair (A,B). * * When CDRVGG 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, 7 * tests will be performed and compared with the threshhold THRESH: * * Results from CGEGS: * * H * (1) | A - Q S Z | / ( |A| n ulp ) * * H * (2) | B - Q T Z | / ( |B| n ulp ) * * H * (3) | I - QQ | / ( n ulp ) * * H * (4) | I - ZZ | / ( n ulp ) * * (5) maximum over j of D(j) where: * * |alpha(j) - S(j,j)| |beta(j) - T(j,j)| * D(j) = ------------------------ + ----------------------- * max(|alpha(j)|,|S(j,j)|) max(|beta(j)|,|T(j,j)|) * * Results from CGEGV: * * (6) max over all left eigenvalue/-vector pairs (beta/alpha,l) of * * | l**H * (beta A - alpha B) | / ( ulp max( |beta A|, |alpha B| ) ) * * where l**H is the conjugate tranpose of l. * * (7) max over all right eigenvalue/-vector pairs (beta/alpha,r) of * * | (beta A - alpha B) r | / ( ulp max( |beta A|, |alpha B| ) ) * * 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 "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) ( 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 "big" 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 unitary 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. * * Arguments * ========= * * NSIZES (input) INTEGER * The number of sizes of matrices to use. If it is zero, * CDRVGG does nothing. It must be at least zero. * * NN (input) 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. * * NTYPES (input) INTEGER * The number of elements in DOTYPE. If it is zero, CDRVGG * 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. . * * DOTYPE (input) 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. * * ISEED (input/output) 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 CDRVGG to continue the same random number * sequence. * * THRESH (input) 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. * * THRSHN (input) REAL * Threshhold 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.) * * NOUNIT (input) INTEGER * The FORTRAN unit number for printing out error messages * (e.g., if a routine returns IINFO not equal to 0.) * * A (input/workspace) COMPLEX 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. * * LDA (input) INTEGER * The leading dimension of A, B, S, T, S2, and T2. * It must be at least 1 and at least max( NN ). * * B (input/workspace) COMPLEX 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. * * S (workspace) COMPLEX array, dimension (LDA, max(NN)) * The upper triangular matrix computed from A by CGEGS. * * T (workspace) COMPLEX array, dimension (LDA, max(NN)) * The upper triangular matrix computed from B by CGEGS. * * S2 (workspace) COMPLEX array, dimension (LDA, max(NN)) * The matrix computed from A by CGEGV. This will be the * Schur (upper triangular) form of some matrix related to A, * but will not, in general, be the same as S. * * T2 (workspace) COMPLEX array, dimension (LDA, max(NN)) * The matrix computed from B by CGEGV. This will be the * Schur form of some matrix related to B, but will not, in * general, be the same as T. * * Q (workspace) COMPLEX array, dimension (LDQ, max(NN)) * The (left) unitary matrix computed by CGEGS. * * LDQ (input) INTEGER * The leading dimension of Q, Z, VL, and VR. It must * be at least 1 and at least max( NN ). * * Z (workspace) COMPLEX array, dimension (LDQ, max(NN)) * The (right) unitary matrix computed by CGEGS. * * ALPHA1 (workspace) COMPLEX array, dimension (max(NN)) * BETA1 (workspace) COMPLEX array, dimension (max(NN)) * The generalized eigenvalues of (A,B) computed by CGEGS. * ALPHA1(k) / BETA1(k) is the k-th generalized eigenvalue of * the matrices in A and B. * * ALPHA2 (workspace) COMPLEX array, dimension (max(NN)) * BETA2 (workspace) COMPLEX array, dimension (max(NN)) * The generalized eigenvalues of (A,B) computed by CGEGV. * ALPHA2(k) / BETA2(k) is the k-th generalized eigenvalue of * the matrices in A and B. * * VL (workspace) COMPLEX array, dimension (LDQ, max(NN)) * The (lower triangular) left eigenvector matrix for the * matrices in A and B. * * VR (workspace) COMPLEX array, dimension (LDQ, max(NN)) * The (upper triangular) right eigenvector matrix for the * matrices in A and B. * * WORK (workspace) COMPLEX array, dimension (LWORK) * * LWORK (input) INTEGER * The number of entries in WORK. This must be at least * MAX( 2*N, N*(NB+1), (k+1)*(2*k+N+1) ), where "k" is the * sum of the blocksize and number-of-shifts for CHGEQZ, and * NB is the greatest of the blocksizes for CGEQRF, CUNMQR, * and CUNGQR. (The blocksizes and the number-of-shifts are * retrieved through calls to ILAENV.) * * RWORK (workspace) REAL array, dimension (8*N) * * RESULT (output) REAL array, dimension (7) * The values computed by the tests described above. * The values are currently limited to 1/ulp, to avoid * overflow. * * INFO (output) 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. * * ===================================================================== * LOGICAL DOTYPE( * ) INTEGER ISEED( 4 ), NN( * ) REAL RESULT( * ), RWORK( * ) COMPLEX A( LDA, * ), ALPHA1( * ), ALPHA2( * ), $ B( LDA, * ), BETA1( * ), BETA2( * ), $ Q( LDQ, * ), S( LDA, * ), S2( LDA, * ), $ T( LDA, * ), T2( LDA, * ), VL( LDQ, * ), $ VR( LDQ, * ), WORK( * ), Z( LDQ, * ) * .. * .. Parameters .. REAL ZERO, ONE PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 ) COMPLEX CZERO, CONE PARAMETER ( CZERO = ( 0.0E+0, 0.0E+0 ), $ CONE = ( 1.0E+0, 0.0E+0 ) ) INTEGER MAXTYP PARAMETER ( MAXTYP = 26 ) * .. * .. Local Scalars .. LOGICAL BADNN INTEGER I1, IADD, IINFO, IN, J, JC, JR, JSIZE, JTYPE, $ LWKOPT, MTYPES, N, N1, NB, NBZ, NERRS, NMATS, $ NMAX, NS, NTEST, NTESTT REAL SAFMAX, SAFMIN, TEMP1, TEMP2, ULP, ULPINV COMPLEX CTEMP, X * .. * .. Local Arrays .. LOGICAL LASIGN( MAXTYP ), LBSIGN( MAXTYP ) INTEGER IOLDSD( 4 ), KADD( 6 ), KAMAGN( MAXTYP ), $ KATYPE( MAXTYP ), KAZERO( MAXTYP ), $ KBMAGN( MAXTYP ), KBTYPE( MAXTYP ), $ KBZERO( MAXTYP ), KCLASS( MAXTYP ), $ KTRIAN( MAXTYP ), KZ1( 6 ), KZ2( 6 ) REAL DUMMA( 4 ), RMAGN( 0: 3 ) * .. * .. External Functions .. INTEGER ILAENV REAL SLAMCH COMPLEX CLARND EXTERNAL ILAENV, SLAMCH, CLARND * .. * .. External Subroutines .. EXTERNAL ALASVM, CGEGS, CGEGV, CGET51, CGET52, CLACPY, $ CLARFG, CLASET, CLATM4, CUNM2R, SLABAD, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC ABS, AIMAG, CONJG, MAX, MIN, REAL, SIGN * .. * .. Statement Functions .. REAL ABS1 * .. * .. Statement Function definitions .. ABS1( X ) = ABS( REAL( X ) ) + ABS( AIMAG( X ) ) * .. * .. Data statements .. DATA KCLASS / 15*1, 10*2, 1*3 / DATA KZ1 / 0, 1, 2, 1, 3, 3 / DATA KZ2 / 0, 0, 1, 2, 1, 1 / DATA KADD / 0, 0, 0, 0, 3, 2 / DATA KATYPE / 0, 1, 0, 1, 2, 3, 4, 1, 4, 4, 1, 1, 4, $ 4, 4, 2, 4, 5, 8, 7, 9, 4*4, 0 / DATA KBTYPE / 0, 0, 1, 1, 2, -3, 1, 4, 1, 1, 4, 4, $ 1, 1, -4, 2, -4, 8*8, 0 / DATA KAZERO / 6*1, 2, 1, 2*2, 2*1, 2*2, 3, 1, 3, $ 4*5, 4*3, 1 / DATA KBZERO / 6*1, 1, 2, 2*1, 2*2, 2*1, 4, 1, 4, $ 4*6, 4*4, 1 / DATA KAMAGN / 8*1, 2, 3, 2, 3, 2, 3, 7*1, 2, 3, 3, $ 2, 1 / DATA KBMAGN / 8*1, 3, 2, 3, 2, 2, 3, 7*1, 3, 2, 3, $ 2, 1 / DATA KTRIAN / 16*0, 10*1 / DATA LASIGN / 6*.FALSE., .TRUE., .FALSE., 2*.TRUE., $ 2*.FALSE., 3*.TRUE., .FALSE., .TRUE., $ 3*.FALSE., 5*.TRUE., .FALSE. / DATA LBSIGN / 7*.FALSE., .TRUE., 2*.FALSE., $ 2*.TRUE., 2*.FALSE., .TRUE., .FALSE., .TRUE., $ 9*.FALSE. / * .. * .. Executable Statements .. * * Check for errors * INFO = 0 * BADNN = .FALSE. NMAX = 1 DO 10 J = 1, NSIZES NMAX = MAX( NMAX, NN( J ) ) IF( NN( J ).LT.0 ) $ BADNN = .TRUE. 10 CONTINUE * * Maximum blocksize and shift -- we assume that blocksize and number * of shifts are monotone increasing functions of N. * NB = MAX( 1, ILAENV( 1, 'CGEQRF', ' ', NMAX, NMAX, -1, -1 ), $ ILAENV( 1, 'CUNMQR', 'LC', NMAX, NMAX, NMAX, -1 ), $ ILAENV( 1, 'CUNGQR', ' ', NMAX, NMAX, NMAX, -1 ) ) NBZ = ILAENV( 1, 'CHGEQZ', 'SII', NMAX, 1, NMAX, 0 ) NS = ILAENV( 4, 'CHGEQZ', 'SII', NMAX, 1, NMAX, 0 ) I1 = NBZ + NS LWKOPT = MAX( 2*NMAX, NMAX*( NB+1 ), ( 2*I1+NMAX+1 )*( I1+1 ) ) * * Check for errors * IF( NSIZES.LT.0 ) THEN INFO = -1 ELSE IF( BADNN ) THEN INFO = -2 ELSE IF( NTYPES.LT.0 ) THEN INFO = -3 ELSE IF( THRESH.LT.ZERO ) THEN INFO = -6 ELSE IF( LDA.LE.1 .OR. LDA.LT.NMAX ) THEN INFO = -10 ELSE IF( LDQ.LE.1 .OR. LDQ.LT.NMAX ) THEN INFO = -19 ELSE IF( LWKOPT.GT.LWORK ) THEN INFO = -30 END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'CDRVGG', -INFO ) RETURN END IF * * Quick return if possible * IF( NSIZES.EQ.0 .OR. NTYPES.EQ.0 ) $ RETURN * ULP = SLAMCH( 'Precision' ) SAFMIN = SLAMCH( 'Safe minimum' ) SAFMIN = SAFMIN / ULP SAFMAX = ONE / SAFMIN CALL SLABAD( SAFMIN, SAFMAX ) ULPINV = ONE / ULP * * The values RMAGN(2:3) depend on N, see below. * RMAGN( 0 ) = ZERO RMAGN( 1 ) = ONE * * Loop over sizes, types * NTESTT = 0 NERRS = 0 NMATS = 0 * DO 160 JSIZE = 1, NSIZES N = NN( JSIZE ) N1 = MAX( 1, N ) RMAGN( 2 ) = SAFMAX*ULP / REAL( N1 ) RMAGN( 3 ) = SAFMIN*ULPINV*N1 * IF( NSIZES.NE.1 ) THEN MTYPES = MIN( MAXTYP, NTYPES ) ELSE MTYPES = MIN( MAXTYP+1, NTYPES ) END IF * DO 150 JTYPE = 1, MTYPES IF( .NOT.DOTYPE( JTYPE ) ) $ GO TO 150 NMATS = NMATS + 1 NTEST = 0 * * Save ISEED in case of an error. * DO 20 J = 1, 4 IOLDSD( J ) = ISEED( J ) 20 CONTINUE * * Initialize RESULT * DO 30 J = 1, 7 RESULT( J ) = ZERO 30 CONTINUE * * Compute A and B * * Description of control parameters: * * KCLASS: =1 means w/o rotation, =2 means w/ rotation, * =3 means random. * KATYPE: the "type" to be passed to CLATM4 for computing A. * KAZERO: the pattern of zeros on the diagonal for A: * =1: ( xxx ), =2: (0, xxx ) =3: ( 0, 0, xxx, 0 ), * =4: ( 0, xxx, 0, 0 ), =5: ( 0, 0, 1, xxx, 0 ), * =6: ( 0, 1, 0, xxx, 0 ). (xxx means a string of * non-zero entries.) * KAMAGN: the magnitude of the matrix: =0: zero, =1: O(1), * =2: large, =3: small. * LASIGN: .TRUE. if the diagonal elements of A are to be * multiplied by a random magnitude 1 number. * KBTYPE, KBZERO, KBMAGN, IBSIGN: the same, but for B. * KTRIAN: =0: don't fill in the upper triangle, =1: do. * KZ1, KZ2, KADD: used to implement KAZERO and KBZERO. * RMAGN: used to implement KAMAGN and KBMAGN. * IF( MTYPES.GT.MAXTYP ) $ GO TO 110 IINFO = 0 IF( KCLASS( JTYPE ).LT.3 ) THEN * * Generate A (w/o rotation) * IF( ABS( KATYPE( JTYPE ) ).EQ.3 ) THEN IN = 2*( ( N-1 ) / 2 ) + 1 IF( IN.NE.N ) $ CALL CLASET( 'Full', N, N, CZERO, CZERO, A, LDA ) ELSE IN = N END IF CALL CLATM4( KATYPE( JTYPE ), IN, KZ1( KAZERO( JTYPE ) ), $ KZ2( KAZERO( JTYPE ) ), LASIGN( JTYPE ), $ RMAGN( KAMAGN( JTYPE ) ), ULP, $ RMAGN( KTRIAN( JTYPE )*KAMAGN( JTYPE ) ), 2, $ ISEED, A, LDA ) IADD = KADD( KAZERO( JTYPE ) ) IF( IADD.GT.0 .AND. IADD.LE.N ) $ A( IADD, IADD ) = RMAGN( KAMAGN( JTYPE ) ) * * Generate B (w/o rotation) * IF( ABS( KBTYPE( JTYPE ) ).EQ.3 ) THEN IN = 2*( ( N-1 ) / 2 ) + 1 IF( IN.NE.N ) $ CALL CLASET( 'Full', N, N, CZERO, CZERO, B, LDA ) ELSE IN = N END IF CALL CLATM4( KBTYPE( JTYPE ), IN, KZ1( KBZERO( JTYPE ) ), $ KZ2( KBZERO( JTYPE ) ), LBSIGN( JTYPE ), $ RMAGN( KBMAGN( JTYPE ) ), ONE, $ RMAGN( KTRIAN( JTYPE )*KBMAGN( JTYPE ) ), 2, $ ISEED, B, LDA ) IADD = KADD( KBZERO( JTYPE ) ) IF( IADD.NE.0 .AND. IADD.LE.N ) $ B( IADD, IADD ) = RMAGN( KBMAGN( JTYPE ) ) * IF( KCLASS( JTYPE ).EQ.2 .AND. N.GT.0 ) THEN * * Include rotations * * Generate Q, Z as Householder transformations times * a diagonal matrix. * DO 50 JC = 1, N - 1 DO 40 JR = JC, N Q( JR, JC ) = CLARND( 3, ISEED ) Z( JR, JC ) = CLARND( 3, ISEED ) 40 CONTINUE CALL CLARFG( N+1-JC, Q( JC, JC ), Q( JC+1, JC ), 1, $ WORK( JC ) ) WORK( 2*N+JC ) = SIGN( ONE, REAL( Q( JC, JC ) ) ) Q( JC, JC ) = CONE CALL CLARFG( N+1-JC, Z( JC, JC ), Z( JC+1, JC ), 1, $ WORK( N+JC ) ) WORK( 3*N+JC ) = SIGN( ONE, REAL( Z( JC, JC ) ) ) Z( JC, JC ) = CONE 50 CONTINUE CTEMP = CLARND( 3, ISEED ) Q( N, N ) = CONE WORK( N ) = CZERO WORK( 3*N ) = CTEMP / ABS( CTEMP ) CTEMP = CLARND( 3, ISEED ) Z( N, N ) = CONE WORK( 2*N ) = CZERO WORK( 4*N ) = CTEMP / ABS( CTEMP ) * * Apply the diagonal matrices * DO 70 JC = 1, N DO 60 JR = 1, N A( JR, JC ) = WORK( 2*N+JR )* $ CONJG( WORK( 3*N+JC ) )* $ A( JR, JC ) B( JR, JC ) = WORK( 2*N+JR )* $ CONJG( WORK( 3*N+JC ) )* $ B( JR, JC ) 60 CONTINUE 70 CONTINUE CALL CUNM2R( 'L', 'N', N, N, N-1, Q, LDQ, WORK, A, $ LDA, WORK( 2*N+1 ), IINFO ) IF( IINFO.NE.0 ) $ GO TO 100 CALL CUNM2R( 'R', 'C', N, N, N-1, Z, LDQ, WORK( N+1 ), $ A, LDA, WORK( 2*N+1 ), IINFO ) IF( IINFO.NE.0 ) $ GO TO 100 CALL CUNM2R( 'L', 'N', N, N, N-1, Q, LDQ, WORK, B, $ LDA, WORK( 2*N+1 ), IINFO ) IF( IINFO.NE.0 ) $ GO TO 100 CALL CUNM2R( 'R', 'C', N, N, N-1, Z, LDQ, WORK( N+1 ), $ B, LDA, WORK( 2*N+1 ), IINFO ) IF( IINFO.NE.0 ) $ GO TO 100 END IF ELSE * * Random matrices * DO 90 JC = 1, N DO 80 JR = 1, N A( JR, JC ) = RMAGN( KAMAGN( JTYPE ) )* $ CLARND( 4, ISEED ) B( JR, JC ) = RMAGN( KBMAGN( JTYPE ) )* $ CLARND( 4, ISEED ) 80 CONTINUE 90 CONTINUE END IF * 100 CONTINUE * IF( IINFO.NE.0 ) THEN WRITE( NOUNIT, FMT = 9999 )'Generator', IINFO, N, JTYPE, $ IOLDSD INFO = ABS( IINFO ) RETURN END IF * 110 CONTINUE * * Call CGEGS to compute H, T, Q, Z, alpha, and beta. * CALL CLACPY( ' ', N, N, A, LDA, S, LDA ) CALL CLACPY( ' ', N, N, B, LDA, T, LDA ) NTEST = 1 RESULT( 1 ) = ULPINV * CALL CGEGS( 'V', 'V', N, S, LDA, T, LDA, ALPHA1, BETA1, Q, $ LDQ, Z, LDQ, WORK, LWORK, RWORK, IINFO ) IF( IINFO.NE.0 ) THEN WRITE( NOUNIT, FMT = 9999 )'CGEGS', IINFO, N, JTYPE, $ IOLDSD INFO = ABS( IINFO ) GO TO 130 END IF * NTEST = 4 * * Do tests 1--4 * CALL CGET51( 1, N, A, LDA, S, LDA, Q, LDQ, Z, LDQ, WORK, $ RWORK, RESULT( 1 ) ) CALL CGET51( 1, N, B, LDA, T, LDA, Q, LDQ, Z, LDQ, WORK, $ RWORK, RESULT( 2 ) ) CALL CGET51( 3, N, B, LDA, T, LDA, Q, LDQ, Q, LDQ, WORK, $ RWORK, RESULT( 3 ) ) CALL CGET51( 3, N, B, LDA, T, LDA, Z, LDQ, Z, LDQ, WORK, $ RWORK, RESULT( 4 ) ) * * Do test 5: compare eigenvalues with diagonals. * TEMP1 = ZERO * DO 120 J = 1, N TEMP2 = ( ABS1( ALPHA1( J )-S( J, J ) ) / $ MAX( SAFMIN, ABS1( ALPHA1( J ) ), ABS1( S( J, $ J ) ) )+ABS1( BETA1( J )-T( J, J ) ) / $ MAX( SAFMIN, ABS1( BETA1( J ) ), ABS1( T( J, $ J ) ) ) ) / ULP TEMP1 = MAX( TEMP1, TEMP2 ) 120 CONTINUE RESULT( 5 ) = TEMP1 * * Call CGEGV to compute S2, T2, VL, and VR, do tests. * * Eigenvalues and Eigenvectors * CALL CLACPY( ' ', N, N, A, LDA, S2, LDA ) CALL CLACPY( ' ', N, N, B, LDA, T2, LDA ) NTEST = 6 RESULT( 6 ) = ULPINV * CALL CGEGV( 'V', 'V', N, S2, LDA, T2, LDA, ALPHA2, BETA2, $ VL, LDQ, VR, LDQ, WORK, LWORK, RWORK, IINFO ) IF( IINFO.NE.0 ) THEN WRITE( NOUNIT, FMT = 9999 )'CGEGV', IINFO, N, JTYPE, $ IOLDSD INFO = ABS( IINFO ) GO TO 130 END IF * NTEST = 7 * * Do Tests 6 and 7 * CALL CGET52( .TRUE., N, A, LDA, B, LDA, VL, LDQ, ALPHA2, $ BETA2, WORK, RWORK, DUMMA( 1 ) ) RESULT( 6 ) = DUMMA( 1 ) IF( DUMMA( 2 ).GT.THRSHN ) THEN WRITE( NOUNIT, FMT = 9998 )'Left', 'CGEGV', DUMMA( 2 ), $ N, JTYPE, IOLDSD END IF * CALL CGET52( .FALSE., N, A, LDA, B, LDA, VR, LDQ, ALPHA2, $ BETA2, WORK, RWORK, DUMMA( 1 ) ) RESULT( 7 ) = DUMMA( 1 ) IF( DUMMA( 2 ).GT.THRESH ) THEN WRITE( NOUNIT, FMT = 9998 )'Right', 'CGEGV', DUMMA( 2 ), $ N, JTYPE, IOLDSD END IF * * End of Loop -- Check for RESULT(j) > THRESH * 130 CONTINUE * NTESTT = NTESTT + NTEST * * Print out tests which fail. * DO 140 JR = 1, NTEST IF( RESULT( JR ).GE.THRESH ) THEN * * If this is the first test to fail, * print a header to the data file. * IF( NERRS.EQ.0 ) THEN WRITE( NOUNIT, FMT = 9997 )'CGG' * * Matrix types * WRITE( NOUNIT, FMT = 9996 ) WRITE( NOUNIT, FMT = 9995 ) WRITE( NOUNIT, FMT = 9994 )'Unitary' * * Tests performed * WRITE( NOUNIT, FMT = 9993 )'unitary', '*', $ 'conjugate transpose', ( '*', J = 1, 5 ) * END IF NERRS = NERRS + 1 IF( RESULT( JR ).LT.10000.0 ) THEN WRITE( NOUNIT, FMT = 9992 )N, JTYPE, IOLDSD, JR, $ RESULT( JR ) ELSE WRITE( NOUNIT, FMT = 9991 )N, JTYPE, IOLDSD, JR, $ RESULT( JR ) END IF END IF 140 CONTINUE * 150 CONTINUE 160 CONTINUE * * Summary * CALL ALASVM( 'CGG', NOUNIT, NERRS, NTESTT, 0 ) RETURN * 9999 FORMAT( ' CDRVGG: ', A, ' returned INFO=', I6, '.', / 9X, 'N=', $ I6, ', JTYPE=', I6, ', ISEED=(', 3( I5, ',' ), I5, ')' ) * 9998 FORMAT( ' CDRVGG: ', A, ' Eigenvectors from ', A, ' incorrectly ', $ 'normalized.', / ' Bits of error=', 0P, G10.3, ',', 9X, $ 'N=', I6, ', JTYPE=', I6, ', ISEED=(', 3( I5, ',' ), I5, $ ')' ) * 9997 FORMAT( / 1X, A3, $ ' -- Complex Generalized eigenvalue problem driver' ) * 9996 FORMAT( ' Matrix types (see CDRVGG for details): ' ) * 9995 FORMAT( ' Special Matrices:', 23X, $ '(J''=transposed Jordan block)', $ / ' 1=(0,0) 2=(I,0) 3=(0,I) 4=(I,I) 5=(J'',J'') ', $ '6=(diag(J'',I), diag(I,J''))', / ' Diagonal Matrices: ( ', $ 'D=diag(0,1,2,...) )', / ' 7=(D,I) 9=(large*D, small*I', $ ') 11=(large*I, small*D) 13=(large*D, large*I)', / $ ' 8=(I,D) 10=(small*D, large*I) 12=(small*I, large*D) ', $ ' 14=(small*D, small*I)', / ' 15=(D, reversed D)' ) 9994 FORMAT( ' Matrices Rotated by Random ', A, ' Matrices U, V:', $ / ' 16=Transposed Jordan Blocks 19=geometric ', $ 'alpha, beta=0,1', / ' 17=arithm. alpha&beta ', $ ' 20=arithmetic alpha, beta=0,1', / ' 18=clustered ', $ 'alpha, beta=0,1 21=random alpha, beta=0,1', $ / ' Large & Small Matrices:', / ' 22=(large, small) ', $ '23=(small,large) 24=(small,small) 25=(large,large)', $ / ' 26=random O(1) matrices.' ) * 9993 FORMAT( / ' Tests performed: (S is Schur, T is triangular, ', $ 'Q and Z are ', A, ',', / 20X, $ 'l and r are the appropriate left and right', / 19X, $ 'eigenvectors, resp., a is alpha, b is beta, and', / 19X, A, $ ' means ', A, '.)', / ' 1 = | A - Q S Z', A, $ ' | / ( |A| n ulp ) 2 = | B - Q T Z', A, $ ' | / ( |B| n ulp )', / ' 3 = | I - QQ', A, $ ' | / ( n ulp ) 4 = | I - ZZ', A, $ ' | / ( n ulp )', / $ ' 5 = difference between (alpha,beta) and diagonals of', $ ' (S,T)', / ' 6 = max | ( b A - a B )', A, $ ' l | / const. 7 = max | ( b A - a B ) r | / const.', $ / 1X ) 9992 FORMAT( ' Matrix order=', I5, ', type=', I2, ', seed=', $ 4( I4, ',' ), ' result ', I3, ' is', 0P, F8.2 ) 9991 FORMAT( ' Matrix order=', I5, ', type=', I2, ', seed=', $ 4( I4, ',' ), ' result ', I3, ' is', 1P, E10.3 ) * * End of CDRVGG * END |