CDRVST
Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
November 2006
November 2006
Purpose
CDRVST checks the Hermitian eigenvalue problem drivers.
CHEEVD computes all eigenvalues and, optionally,
eigenvectors of a complex Hermitian matrix,
using a divide-and-conquer algorithm.
CHEEVX computes selected eigenvalues and, optionally,
eigenvectors of a complex Hermitian matrix.
CHEEVR computes selected eigenvalues and, optionally,
eigenvectors of a complex Hermitian matrix
using the Relatively Robust Representation where it can.
CHPEVD computes all eigenvalues and, optionally,
eigenvectors of a complex Hermitian matrix in packed
storage, using a divide-and-conquer algorithm.
CHPEVX computes selected eigenvalues and, optionally,
eigenvectors of a complex Hermitian matrix in packed
storage.
CHBEVD computes all eigenvalues and, optionally,
eigenvectors of a complex Hermitian band matrix,
using a divide-and-conquer algorithm.
CHBEVX computes selected eigenvalues and, optionally,
eigenvectors of a complex Hermitian band matrix.
CHEEV computes all eigenvalues and, optionally,
eigenvectors of a complex Hermitian matrix.
CHPEV computes all eigenvalues and, optionally,
eigenvectors of a complex Hermitian matrix in packed
storage.
CHBEV computes all eigenvalues and, optionally,
eigenvectors of a complex Hermitian band matrix.
When CDRVST 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 appropriate drivers. For each matrix and each
driver routine called, the following tests will be performed:
(1) | A - Z D Z' | / ( |A| n ulp )
(2) | I - Z Z' | / ( n ulp )
(3) | D1 - D2 | / ( |D1| ulp )
where Z is the matrix of eigenvectors returned when the
eigenvector option is given and D1 and D2 are the eigenvalues
returned with and without the eigenvector option.
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 diagonal matrix with evenly spaced entries
1, ..., ULP and random signs.
(ULP = (first number larger than 1) - 1 )
(4) A diagonal matrix with geometrically spaced entries
1, ..., ULP and random signs.
(5) A diagonal matrix with "clustered" entries 1, ULP, ..., ULP
and random signs.
(6) Same as (4), but multiplied by SQRT( overflow threshold )
(7) Same as (4), but multiplied by SQRT( underflow threshold )
(8) A matrix of the form U* D U, where U is unitary and
D has evenly spaced entries 1, ..., ULP with random signs
on the diagonal.
(9) A matrix of the form U* D U, where U is unitary and
D has geometrically spaced entries 1, ..., ULP with random
signs on the diagonal.
(10) A matrix of the form U* D U, where U is unitary and
D has "clustered" entries 1, ULP,..., ULP with random
signs on the diagonal.
(11) Same as (8), but multiplied by SQRT( overflow threshold )
(12) Same as (8), but multiplied by SQRT( underflow threshold )
(13) Symmetric matrix with random entries chosen from (-1,1).
(14) Same as (13), but multiplied by SQRT( overflow threshold )
(15) Same as (13), but multiplied by SQRT( underflow threshold )
(16) A band matrix with half bandwidth randomly chosen between
0 and N-1, with evenly spaced eigenvalues 1, ..., ULP
with random signs.
(17) Same as (16), but multiplied by SQRT( overflow threshold )
(18) Same as (16), but multiplied by SQRT( underflow threshold )
CHEEVD computes all eigenvalues and, optionally,
eigenvectors of a complex Hermitian matrix,
using a divide-and-conquer algorithm.
CHEEVX computes selected eigenvalues and, optionally,
eigenvectors of a complex Hermitian matrix.
CHEEVR computes selected eigenvalues and, optionally,
eigenvectors of a complex Hermitian matrix
using the Relatively Robust Representation where it can.
CHPEVD computes all eigenvalues and, optionally,
eigenvectors of a complex Hermitian matrix in packed
storage, using a divide-and-conquer algorithm.
CHPEVX computes selected eigenvalues and, optionally,
eigenvectors of a complex Hermitian matrix in packed
storage.
CHBEVD computes all eigenvalues and, optionally,
eigenvectors of a complex Hermitian band matrix,
using a divide-and-conquer algorithm.
CHBEVX computes selected eigenvalues and, optionally,
eigenvectors of a complex Hermitian band matrix.
CHEEV computes all eigenvalues and, optionally,
eigenvectors of a complex Hermitian matrix.
CHPEV computes all eigenvalues and, optionally,
eigenvectors of a complex Hermitian matrix in packed
storage.
CHBEV computes all eigenvalues and, optionally,
eigenvectors of a complex Hermitian band matrix.
When CDRVST 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 appropriate drivers. For each matrix and each
driver routine called, the following tests will be performed:
(1) | A - Z D Z' | / ( |A| n ulp )
(2) | I - Z Z' | / ( n ulp )
(3) | D1 - D2 | / ( |D1| ulp )
where Z is the matrix of eigenvectors returned when the
eigenvector option is given and D1 and D2 are the eigenvalues
returned with and without the eigenvector option.
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 diagonal matrix with evenly spaced entries
1, ..., ULP and random signs.
(ULP = (first number larger than 1) - 1 )
(4) A diagonal matrix with geometrically spaced entries
1, ..., ULP and random signs.
(5) A diagonal matrix with "clustered" entries 1, ULP, ..., ULP
and random signs.
(6) Same as (4), but multiplied by SQRT( overflow threshold )
(7) Same as (4), but multiplied by SQRT( underflow threshold )
(8) A matrix of the form U* D U, where U is unitary and
D has evenly spaced entries 1, ..., ULP with random signs
on the diagonal.
(9) A matrix of the form U* D U, where U is unitary and
D has geometrically spaced entries 1, ..., ULP with random
signs on the diagonal.
(10) A matrix of the form U* D U, where U is unitary and
D has "clustered" entries 1, ULP,..., ULP with random
signs on the diagonal.
(11) Same as (8), but multiplied by SQRT( overflow threshold )
(12) Same as (8), but multiplied by SQRT( underflow threshold )
(13) Symmetric matrix with random entries chosen from (-1,1).
(14) Same as (13), but multiplied by SQRT( overflow threshold )
(15) Same as (13), but multiplied by SQRT( underflow threshold )
(16) A band matrix with half bandwidth randomly chosen between
0 and N-1, with evenly spaced eigenvalues 1, ..., ULP
with random signs.
(17) Same as (16), but multiplied by SQRT( overflow threshold )
(18) Same as (16), but multiplied by SQRT( underflow threshold )
Arguments
| NSIZES |
INTEGER
The number of sizes of matrices to use. If it is zero,
CDRVST 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, CDRVST
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 CDRVST 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. It must be at
least 1 and at least max( NN ). Not modified. |
| D1 |
REAL array, dimension (max(NN))
The eigenvalues of A, as computed by CSTEQR simlutaneously
with Z. On exit, the eigenvalues in D1 correspond with the matrix in A. Modified. |
| D2 |
REAL array, dimension (max(NN))
The eigenvalues of A, as computed by CSTEQR if Z is not
computed. On exit, the eigenvalues in D2 correspond with the matrix in A. Modified. |
| D3 |
REAL array, dimension (max(NN))
The eigenvalues of A, as computed by SSTERF. On exit, the
eigenvalues in D3 correspond with the matrix in A. Modified. |
| WA1 |
REAL array, dimension
|
| WA2 |
REAL array, dimension
|
| WA3 |
REAL array, dimension
|
| U |
COMPLEX array, dimension (LDU, max(NN))
The unitary matrix computed by CHETRD + CUNGC3.
Modified. |
| LDU |
INTEGER
The leading dimension of U, Z, and V. It must be at
least 1 and at least max( NN ). Not modified. |
| V |
COMPLEX array, dimension (LDU, max(NN))
The Housholder vectors computed by CHETRD in reducing A to
tridiagonal form. Modified. |
| TAU |
COMPLEX array, dimension (max(NN))
The Householder factors computed by CHETRD in reducing A
to tridiagonal form. Modified. |
| Z |
COMPLEX array, dimension (LDU, max(NN))
The unitary matrix of eigenvectors computed by CHEEVD,
CHEEVX, CHPEVD, CHPEVX, CHBEVD, and CHBEVX. Modified. |
| WORK |
COMPLEX array of dimension ( LWORK )
Workspace.
Modified. |
| LWORK |
INTEGER
The number of entries in WORK. This must be at least
2*max( NN(j), 2 )**2. Not modified. |
| RWORK |
REAL array, dimension (3*max(NN))
Workspace.
Modified. |
| LRWORK |
INTEGER
The number of entries in RWORK.
|
| IWORK |
INTEGER array, dimension (6*max(NN))
Workspace.
Modified. |
| LIWORK |
INTEGER
The number of entries in IWORK.
|
| RESULT |
REAL array, dimension (??)
The values computed by the 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 -5: THRESH < 0 -9: LDA < 1 or LDA < NMAX, where NMAX is max( NN(j) ). -16: LDU < 1 or LDU < NMAX. -21: LWORK too small. If SLATMR, SLATMS, CHETRD, SORGC3, CSTEQR, SSTERF, or SORMC2 returns an error code, the absolute value of it is returned. Modified. *----------------------------------------------------------------------- Some Local Variables and Parameters: ZERO, ONE Real 0 and 1. MAXTYP The number of types defined. NTEST The number of tests performed, or which can be performed so far, for the current matrix. NTESTT The total number of tests performed so far. 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, 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 Square roots of the previous 2 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) ) |