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SUBROUTINE DGET22( TRANSA, TRANSE, TRANSW, N, A, LDA, E, LDE, WR,
$ WI, WORK, RESULT ) * * -- LAPACK test routine (version 3.1) -- * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. * November 2006 * * .. Scalar Arguments .. CHARACTER TRANSA, TRANSE, TRANSW INTEGER LDA, LDE, N * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), E( LDE, * ), RESULT( 2 ), WI( * ), $ WORK( * ), WR( * ) * .. * * Purpose * ======= * * DGET22 does an eigenvector check. * * The basic test is: * * RESULT(1) = | A E - E W | / ( |A| |E| ulp ) * * using the 1-norm. It also tests the normalization of E: * * RESULT(2) = max | m-norm(E(j)) - 1 | / ( n ulp ) * j * * where E(j) is the j-th eigenvector, and m-norm is the max-norm of a * vector. If an eigenvector is complex, as determined from WI(j) * nonzero, then the max-norm of the vector ( er + i*ei ) is the maximum * of * |er(1)| + |ei(1)|, ... , |er(n)| + |ei(n)| * * W is a block diagonal matrix, with a 1 by 1 block for each real * eigenvalue and a 2 by 2 block for each complex conjugate pair. * If eigenvalues j and j+1 are a complex conjugate pair, so that * WR(j) = WR(j+1) = wr and WI(j) = - WI(j+1) = wi, then the 2 by 2 * block corresponding to the pair will be: * * ( wr wi ) * ( -wi wr ) * * Such a block multiplying an n by 2 matrix ( ur ui ) on the right * will be the same as multiplying ur + i*ui by wr + i*wi. * * To handle various schemes for storage of left eigenvectors, there are * options to use A-transpose instead of A, E-transpose instead of E, * and/or W-transpose instead of W. * * Arguments * ========== * * TRANSA (input) CHARACTER*1 * Specifies whether or not A is transposed. * = 'N': No transpose * = 'T': Transpose * = 'C': Conjugate transpose (= Transpose) * * TRANSE (input) CHARACTER*1 * Specifies whether or not E is transposed. * = 'N': No transpose, eigenvectors are in columns of E * = 'T': Transpose, eigenvectors are in rows of E * = 'C': Conjugate transpose (= Transpose) * * TRANSW (input) CHARACTER*1 * Specifies whether or not W is transposed. * = 'N': No transpose * = 'T': Transpose, use -WI(j) instead of WI(j) * = 'C': Conjugate transpose, use -WI(j) instead of WI(j) * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input) DOUBLE PRECISION array, dimension (LDA,N) * The matrix whose eigenvectors are in E. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * E (input) DOUBLE PRECISION array, dimension (LDE,N) * The matrix of eigenvectors. If TRANSE = 'N', the eigenvectors * are stored in the columns of E, if TRANSE = 'T' or 'C', the * eigenvectors are stored in the rows of E. * * LDE (input) INTEGER * The leading dimension of the array E. LDE >= max(1,N). * * WR (input) DOUBLE PRECISION array, dimension (N) * WI (input) DOUBLE PRECISION array, dimension (N) * The real and imaginary parts of the eigenvalues of A. * Purely real eigenvalues are indicated by WI(j) = 0. * Complex conjugate pairs are indicated by WR(j)=WR(j+1) and * WI(j) = - WI(j+1) non-zero; the real part is assumed to be * stored in the j-th row/column and the imaginary part in * the (j+1)-th row/column. * * WORK (workspace) DOUBLE PRECISION array, dimension (N*(N+1)) * * RESULT (output) DOUBLE PRECISION array, dimension (2) * RESULT(1) = | A E - E W | / ( |A| |E| ulp ) * RESULT(2) = max | m-norm(E(j)) - 1 | / ( n ulp ) * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 ) * .. * .. Local Scalars .. CHARACTER NORMA, NORME INTEGER IECOL, IEROW, INCE, IPAIR, ITRNSE, J, JCOL, $ JVEC DOUBLE PRECISION ANORM, ENORM, ENRMAX, ENRMIN, ERRNRM, TEMP1, $ ULP, UNFL * .. * .. Local Arrays .. DOUBLE PRECISION WMAT( 2, 2 ) * .. * .. External Functions .. LOGICAL LSAME DOUBLE PRECISION DLAMCH, DLANGE EXTERNAL LSAME, DLAMCH, DLANGE * .. * .. External Subroutines .. EXTERNAL DAXPY, DGEMM, DLASET * .. * .. Intrinsic Functions .. INTRINSIC ABS, DBLE, MAX, MIN * .. * .. Executable Statements .. * * Initialize RESULT (in case N=0) * RESULT( 1 ) = ZERO RESULT( 2 ) = ZERO IF( N.LE.0 ) $ RETURN * UNFL = DLAMCH( 'Safe minimum' ) ULP = DLAMCH( 'Precision' ) * ITRNSE = 0 INCE = 1 NORMA = 'O' NORME = 'O' * IF( LSAME( TRANSA, 'T' ) .OR. LSAME( TRANSA, 'C' ) ) THEN NORMA = 'I' END IF IF( LSAME( TRANSE, 'T' ) .OR. LSAME( TRANSE, 'C' ) ) THEN NORME = 'I' ITRNSE = 1 INCE = LDE END IF * * Check normalization of E * ENRMIN = ONE / ULP ENRMAX = ZERO IF( ITRNSE.EQ.0 ) THEN * * Eigenvectors are column vectors. * IPAIR = 0 DO 30 JVEC = 1, N TEMP1 = ZERO IF( IPAIR.EQ.0 .AND. JVEC.LT.N .AND. WI( JVEC ).NE.ZERO ) $ IPAIR = 1 IF( IPAIR.EQ.1 ) THEN * * Complex eigenvector * DO 10 J = 1, N TEMP1 = MAX( TEMP1, ABS( E( J, JVEC ) )+ $ ABS( E( J, JVEC+1 ) ) ) 10 CONTINUE ENRMIN = MIN( ENRMIN, TEMP1 ) ENRMAX = MAX( ENRMAX, TEMP1 ) IPAIR = 2 ELSE IF( IPAIR.EQ.2 ) THEN IPAIR = 0 ELSE * * Real eigenvector * DO 20 J = 1, N TEMP1 = MAX( TEMP1, ABS( E( J, JVEC ) ) ) 20 CONTINUE ENRMIN = MIN( ENRMIN, TEMP1 ) ENRMAX = MAX( ENRMAX, TEMP1 ) IPAIR = 0 END IF 30 CONTINUE * ELSE * * Eigenvectors are row vectors. * DO 40 JVEC = 1, N WORK( JVEC ) = ZERO 40 CONTINUE * DO 60 J = 1, N IPAIR = 0 DO 50 JVEC = 1, N IF( IPAIR.EQ.0 .AND. JVEC.LT.N .AND. WI( JVEC ).NE.ZERO ) $ IPAIR = 1 IF( IPAIR.EQ.1 ) THEN WORK( JVEC ) = MAX( WORK( JVEC ), $ ABS( E( J, JVEC ) )+ABS( E( J, $ JVEC+1 ) ) ) WORK( JVEC+1 ) = WORK( JVEC ) ELSE IF( IPAIR.EQ.2 ) THEN IPAIR = 0 ELSE WORK( JVEC ) = MAX( WORK( JVEC ), $ ABS( E( J, JVEC ) ) ) IPAIR = 0 END IF 50 CONTINUE 60 CONTINUE * DO 70 JVEC = 1, N ENRMIN = MIN( ENRMIN, WORK( JVEC ) ) ENRMAX = MAX( ENRMAX, WORK( JVEC ) ) 70 CONTINUE END IF * * Norm of A: * ANORM = MAX( DLANGE( NORMA, N, N, A, LDA, WORK ), UNFL ) * * Norm of E: * ENORM = MAX( DLANGE( NORME, N, N, E, LDE, WORK ), ULP ) * * Norm of error: * * Error = AE - EW * CALL DLASET( 'Full', N, N, ZERO, ZERO, WORK, N ) * IPAIR = 0 IEROW = 1 IECOL = 1 * DO 80 JCOL = 1, N IF( ITRNSE.EQ.1 ) THEN IEROW = JCOL ELSE IECOL = JCOL END IF * IF( IPAIR.EQ.0 .AND. WI( JCOL ).NE.ZERO ) $ IPAIR = 1 * IF( IPAIR.EQ.1 ) THEN WMAT( 1, 1 ) = WR( JCOL ) WMAT( 2, 1 ) = -WI( JCOL ) WMAT( 1, 2 ) = WI( JCOL ) WMAT( 2, 2 ) = WR( JCOL ) CALL DGEMM( TRANSE, TRANSW, N, 2, 2, ONE, E( IEROW, IECOL ), $ LDE, WMAT, 2, ZERO, WORK( N*( JCOL-1 )+1 ), N ) IPAIR = 2 ELSE IF( IPAIR.EQ.2 ) THEN IPAIR = 0 * ELSE * CALL DAXPY( N, WR( JCOL ), E( IEROW, IECOL ), INCE, $ WORK( N*( JCOL-1 )+1 ), 1 ) IPAIR = 0 END IF * 80 CONTINUE * CALL DGEMM( TRANSA, TRANSE, N, N, N, ONE, A, LDA, E, LDE, -ONE, $ WORK, N ) * ERRNRM = DLANGE( 'One', N, N, WORK, N, WORK( N*N+1 ) ) / ENORM * * Compute RESULT(1) (avoiding under/overflow) * IF( ANORM.GT.ERRNRM ) THEN RESULT( 1 ) = ( ERRNRM / ANORM ) / ULP ELSE IF( ANORM.LT.ONE ) THEN RESULT( 1 ) = ( MIN( ERRNRM, ANORM ) / ANORM ) / ULP ELSE RESULT( 1 ) = MIN( ERRNRM / ANORM, ONE ) / ULP END IF END IF * * Compute RESULT(2) : the normalization error in E. * RESULT( 2 ) = MAX( ABS( ENRMAX-ONE ), ABS( ENRMIN-ONE ) ) / $ ( DBLE( N )*ULP ) * RETURN * * End of DGET22 * END |