DCHKHS
Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
February 2007
February 2007
Purpose
DCHKHS checks the nonsymmetric eigenvalue problem routines.
DGEHRD factors A as U H U' , where ' means transpose,
H is hessenberg, and U is an orthogonal matrix.
DORGHR generates the orthogonal matrix U.
DORMHR multiplies a matrix by the orthogonal matrix U.
DHSEQR factors H as Z T Z' , where Z is orthogonal and
T is "quasi-triangular", and the eigenvalue vector W.
DTREVC computes the left and right eigenvector matrices
L and R for T.
DHSEIN computes the left and right eigenvector matrices
Y and X for H, using inverse iteration.
When DCHKHS 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**T | / ( |A| n ulp )
(2) | I - UU**T | / ( n ulp )
(3) | H - Z T Z**T | / ( |H| n ulp )
(4) | I - ZZ**T | / ( n ulp )
(5) | A - UZ H (UZ)**T | / ( |A| n ulp )
(6) | I - UZ (UZ)**T | / ( 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 signs.
(ULP = (first number larger than 1) - 1 )
(5) A diagonal matrix with geometrically spaced entries
1, ..., ULP and random signs.
(6) A diagonal matrix with "clustered" entries 1, ULP, ..., ULP
and random signs.
(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 orthogonal and
T has evenly spaced entries 1, ..., ULP with random signs
on the diagonal and random O(1) entries in the upper
triangle.
(10) A matrix of the form U' T U, where U is orthogonal and
T has geometrically spaced entries 1, ..., ULP with random
signs on the diagonal and random O(1) entries in the upper
triangle.
(11) A matrix of the form U' T U, where U is orthogonal and
T has "clustered" entries 1, ULP,..., ULP with random
signs on the diagonal and random O(1) entries in the upper
triangle.
(12) A matrix of the form U' T U, where U is orthogonal and
T has real or complex conjugate paired eigenvalues randomly
chosen from ( ULP, 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 signs 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 signs 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 signs 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 real or complex conjugate paired
eigenvalues randomly chosen from ( ULP, 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 (-1,1).
(20) Same as (19), but multiplied by SQRT( overflow threshold )
(21) Same as (19), but multiplied by SQRT( underflow threshold )
DGEHRD factors A as U H U' , where ' means transpose,
H is hessenberg, and U is an orthogonal matrix.
DORGHR generates the orthogonal matrix U.
DORMHR multiplies a matrix by the orthogonal matrix U.
DHSEQR factors H as Z T Z' , where Z is orthogonal and
T is "quasi-triangular", and the eigenvalue vector W.
DTREVC computes the left and right eigenvector matrices
L and R for T.
DHSEIN computes the left and right eigenvector matrices
Y and X for H, using inverse iteration.
When DCHKHS 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**T | / ( |A| n ulp )
(2) | I - UU**T | / ( n ulp )
(3) | H - Z T Z**T | / ( |H| n ulp )
(4) | I - ZZ**T | / ( n ulp )
(5) | A - UZ H (UZ)**T | / ( |A| n ulp )
(6) | I - UZ (UZ)**T | / ( 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 signs.
(ULP = (first number larger than 1) - 1 )
(5) A diagonal matrix with geometrically spaced entries
1, ..., ULP and random signs.
(6) A diagonal matrix with "clustered" entries 1, ULP, ..., ULP
and random signs.
(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 orthogonal and
T has evenly spaced entries 1, ..., ULP with random signs
on the diagonal and random O(1) entries in the upper
triangle.
(10) A matrix of the form U' T U, where U is orthogonal and
T has geometrically spaced entries 1, ..., ULP with random
signs on the diagonal and random O(1) entries in the upper
triangle.
(11) A matrix of the form U' T U, where U is orthogonal and
T has "clustered" entries 1, ULP,..., ULP with random
signs on the diagonal and random O(1) entries in the upper
triangle.
(12) A matrix of the form U' T U, where U is orthogonal and
T has real or complex conjugate paired eigenvalues randomly
chosen from ( ULP, 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 signs 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 signs 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 signs 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 real or complex conjugate paired
eigenvalues randomly chosen from ( ULP, 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 (-1,1).
(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,
DCHKHS 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, DCHKHS
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 DCHKHS to continue the same random number sequence. Modified. |
| THRESH |
DOUBLE PRECISION
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 |
DOUBLE PRECISION 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 |
DOUBLE PRECISION array, dimension (LDA,max(NN))
The upper hessenberg matrix computed by DGEHRD. On exit,
H contains the Hessenberg form of the matrix in A. Modified. |
| T1 |
DOUBLE PRECISION array, dimension (LDA,max(NN))
The Schur (="quasi-triangular") matrix computed by DHSEQR
if Z is computed. On exit, T1 contains the Schur form of the matrix in A. Modified. |
| T2 |
DOUBLE PRECISION array, dimension (LDA,max(NN))
The Schur matrix computed by DHSEQR 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 |
DOUBLE PRECISION array, dimension (LDU,max(NN))
The orthogonal matrix computed by DGEHRD.
Modified. |
| Z |
DOUBLE PRECISION array, dimension (LDU,max(NN))
The orthogonal matrix computed by DHSEQR.
Modified. |
| UZ |
DOUBLE PRECISION array, dimension (LDU,max(NN))
The product of U times Z.
Modified. |
| WR1 |
DOUBLE PRECISION array, dimension (max(NN))
|
| WI1 |
DOUBLE PRECISION array, dimension (max(NN))
The real and imaginary parts of the eigenvalues of A,
as computed when Z is computed. On exit, WR1 + WI1*i are the eigenvalues of the matrix in A. Modified. |
| WR3 |
DOUBLE PRECISION array, dimension (max(NN))
|
| WI3 |
DOUBLE PRECISION array, dimension (max(NN))
Like WR1, WI1, these arrays contain the eigenvalues of A,
but those computed when DHSEQR only computes the eigenvalues, i.e., not the Schur vectors and no more of the Schur form than is necessary for computing the eigenvalues. Modified. |
| EVECTL |
DOUBLE PRECISION array, dimension (LDU,max(NN))
The (upper triangular) left eigenvector matrix for the
matrix in T1. For complex conjugate pairs, the real part is stored in one row and the imaginary part in the next. Modified. |
| EVEZTR |
DOUBLE PRECISION array, dimension (LDU,max(NN))
The (upper triangular) right eigenvector matrix for the
matrix in T1. For complex conjugate pairs, the real part is stored in one column and the imaginary part in the next. Modified. |
| EVECTY |
DOUBLE PRECISION array, dimension (LDU,max(NN))
The left eigenvector matrix for the
matrix in H. For complex conjugate pairs, the real part is stored in one row and the imaginary part in the next. Modified. |
| EVECTX |
DOUBLE PRECISION array, dimension (LDU,max(NN))
The right eigenvector matrix for the
matrix in H. For complex conjugate pairs, the real part is stored in one column and the imaginary part in the next. Modified. |
| UU |
DOUBLE PRECISION array, dimension (LDU,max(NN))
Details of the orthogonal matrix computed by DGEHRD.
Modified. |
| TAU |
DOUBLE PRECISION array, dimension(max(NN))
Further details of the orthogonal matrix computed by DGEHRD.
Modified. |
| WORK |
DOUBLE PRECISION array, dimension (NWORK)
Workspace.
Modified. |
| NWORK |
INTEGER
The number of entries in WORK. NWORK >= 4*NN(j)*NN(j) + 2.
|
| IWORK |
INTEGER array, dimension (max(NN))
Workspace.
Modified. |
| SELECT |
LOGICAL array, dimension (max(NN))
Workspace.
Modified. |
| RESULT |
DOUBLE PRECISION 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. -28: NWORK too small. If DLATMR, SLATMS, or SLATME returns an error code, the absolute value of it is returned. If 1, then DHSEQR 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 DLAFTS). 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.) |