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SUBROUTINE DGET53( A, LDA, B, LDB, SCALE, WR, WI, 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, LDB DOUBLE PRECISION RESULT, SCALE, WI, WR * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), B( LDB, * ) * .. * * Purpose * ======= * * DGET53 checks the generalized eigenvalues computed by DLAG2. * * The basic test for an eigenvalue is: * * | det( s A - w B ) | * RESULT = --------------------------------------------------- * ulp max( s norm(A), |w| norm(B) )*norm( s A - w B ) * * Two "safety checks" are performed: * * (1) ulp*max( s*norm(A), |w|*norm(B) ) must be at least * safe_minimum. This insures that the test performed is * not essentially det(0*A + 0*B)=0. * * (2) s*norm(A) + |w|*norm(B) must be less than 1/safe_minimum. * This insures that s*A - w*B will not overflow. * * If these tests are not passed, then s and w are scaled and * tested anyway, if this is possible. * * Arguments * ========= * * A (input) DOUBLE PRECISION array, dimension (LDA, 2) * The 2x2 matrix A. * * LDA (input) INTEGER * The leading dimension of A. It must be at least 2. * * B (input) DOUBLE PRECISION array, dimension (LDB, N) * The 2x2 upper-triangular matrix B. * * LDB (input) INTEGER * The leading dimension of B. It must be at least 2. * * SCALE (input) DOUBLE PRECISION * The "scale factor" s in the formula s A - w B . It is * assumed to be non-negative. * * WR (input) DOUBLE PRECISION * The real part of the eigenvalue w in the formula * s A - w B . * * WI (input) DOUBLE PRECISION * The imaginary part of the eigenvalue w in the formula * s A - w B . * * RESULT (output) DOUBLE PRECISION * If INFO is 2 or less, the value computed by the test * described above. * If INFO=3, this will just be 1/ulp. * * INFO (output) INTEGER * =0: The input data pass the "safety checks". * =1: s*norm(A) + |w|*norm(B) > 1/safe_minimum. * =2: ulp*max( s*norm(A), |w|*norm(B) ) < safe_minimum * =3: same as INFO=2, but s and w could not be scaled so * as to compute the test. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 ) * .. * .. Local Scalars .. DOUBLE PRECISION ABSW, ANORM, BNORM, CI11, CI12, CI22, CNORM, $ CR11, CR12, CR21, CR22, CSCALE, DETI, DETR, S1, $ SAFMIN, SCALES, SIGMIN, TEMP, ULP, WIS, WRS * .. * .. External Functions .. DOUBLE PRECISION DLAMCH EXTERNAL DLAMCH * .. * .. Intrinsic Functions .. INTRINSIC ABS, MAX, SQRT * .. * .. Executable Statements .. * * Initialize * INFO = 0 RESULT = ZERO SCALES = SCALE WRS = WR WIS = WI * * Machine constants and norms * SAFMIN = DLAMCH( 'Safe minimum' ) ULP = DLAMCH( 'Epsilon' )*DLAMCH( 'Base' ) ABSW = ABS( WRS ) + ABS( WIS ) ANORM = MAX( ABS( A( 1, 1 ) )+ABS( A( 2, 1 ) ), $ ABS( A( 1, 2 ) )+ABS( A( 2, 2 ) ), SAFMIN ) BNORM = MAX( ABS( B( 1, 1 ) ), ABS( B( 1, 2 ) )+ABS( B( 2, 2 ) ), $ SAFMIN ) * * Check for possible overflow. * TEMP = ( SAFMIN*BNORM )*ABSW + ( SAFMIN*ANORM )*SCALES IF( TEMP.GE.ONE ) THEN * * Scale down to avoid overflow * INFO = 1 TEMP = ONE / TEMP SCALES = SCALES*TEMP WRS = WRS*TEMP WIS = WIS*TEMP ABSW = ABS( WRS ) + ABS( WIS ) END IF S1 = MAX( ULP*MAX( SCALES*ANORM, ABSW*BNORM ), $ SAFMIN*MAX( SCALES, ABSW ) ) * * Check for W and SCALE essentially zero. * IF( S1.LT.SAFMIN ) THEN INFO = 2 IF( SCALES.LT.SAFMIN .AND. ABSW.LT.SAFMIN ) THEN INFO = 3 RESULT = ONE / ULP RETURN END IF * * Scale up to avoid underflow * TEMP = ONE / MAX( SCALES*ANORM+ABSW*BNORM, SAFMIN ) SCALES = SCALES*TEMP WRS = WRS*TEMP WIS = WIS*TEMP ABSW = ABS( WRS ) + ABS( WIS ) S1 = MAX( ULP*MAX( SCALES*ANORM, ABSW*BNORM ), $ SAFMIN*MAX( SCALES, ABSW ) ) IF( S1.LT.SAFMIN ) THEN INFO = 3 RESULT = ONE / ULP RETURN END IF END IF * * Compute C = s A - w B * CR11 = SCALES*A( 1, 1 ) - WRS*B( 1, 1 ) CI11 = -WIS*B( 1, 1 ) CR21 = SCALES*A( 2, 1 ) CR12 = SCALES*A( 1, 2 ) - WRS*B( 1, 2 ) CI12 = -WIS*B( 1, 2 ) CR22 = SCALES*A( 2, 2 ) - WRS*B( 2, 2 ) CI22 = -WIS*B( 2, 2 ) * * Compute the smallest singular value of s A - w B: * * |det( s A - w B )| * sigma_min = ------------------ * norm( s A - w B ) * CNORM = MAX( ABS( CR11 )+ABS( CI11 )+ABS( CR21 ), $ ABS( CR12 )+ABS( CI12 )+ABS( CR22 )+ABS( CI22 ), SAFMIN ) CSCALE = ONE / SQRT( CNORM ) DETR = ( CSCALE*CR11 )*( CSCALE*CR22 ) - $ ( CSCALE*CI11 )*( CSCALE*CI22 ) - $ ( CSCALE*CR12 )*( CSCALE*CR21 ) DETI = ( CSCALE*CR11 )*( CSCALE*CI22 ) + $ ( CSCALE*CI11 )*( CSCALE*CR22 ) - $ ( CSCALE*CI12 )*( CSCALE*CR21 ) SIGMIN = ABS( DETR ) + ABS( DETI ) RESULT = SIGMIN / S1 RETURN * * End of DGET53 * END |