SDRVVX
Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
November 2006
November 2006
Purpose
SDRVVX checks the nonsymmetric eigenvalue problem expert driver
SGEEVX.
SDRVVX uses both test matrices generated randomly depending on
data supplied in the calling sequence, as well as on data
read from an input file and including precomputed condition
numbers to which it compares the ones it computes.
When SDRVVX is called, a number of matrix "sizes" ("n's") and a
number of matrix "types" are specified in the calling sequence.
For each size ("n") and each type of matrix, one matrix will be
generated and used to test the nonsymmetric eigenroutines. For
each matrix, 9 tests will be performed:
(1) | A * VR - VR * W | / ( n |A| ulp )
Here VR is the matrix of unit right eigenvectors.
W is a block diagonal matrix, with a 1x1 block for each
real eigenvalue and a 2x2 block for each complex conjugate
pair. If eigenvalues j and j+1 are a complex conjugate pair,
so WR(j) = WR(j+1) = wr and WI(j) = - WI(j+1) = wi, then the
2 x 2 block corresponding to the pair will be:
( wr wi )
( -wi wr )
Such a block multiplying an n x 2 matrix ( ur ui ) on the
right will be the same as multiplying ur + i*ui by wr + i*wi.
(2) | A**H * VL - VL * W**H | / ( n |A| ulp )
Here VL is the matrix of unit left eigenvectors, A**H is the
conjugate transpose of A, and W is as above.
(3) | |VR(i)| - 1 | / ulp and largest component real
VR(i) denotes the i-th column of VR.
(4) | |VL(i)| - 1 | / ulp and largest component real
VL(i) denotes the i-th column of VL.
(5) W(full) = W(partial)
W(full) denotes the eigenvalues computed when VR, VL, RCONDV
and RCONDE are also computed, and W(partial) denotes the
eigenvalues computed when only some of VR, VL, RCONDV, and
RCONDE are computed.
(6) VR(full) = VR(partial)
VR(full) denotes the right eigenvectors computed when VL, RCONDV
and RCONDE are computed, and VR(partial) denotes the result
when only some of VL and RCONDV are computed.
(7) VL(full) = VL(partial)
VL(full) denotes the left eigenvectors computed when VR, RCONDV
and RCONDE are computed, and VL(partial) denotes the result
when only some of VR and RCONDV are computed.
(8) 0 if SCALE, ILO, IHI, ABNRM (full) =
SCALE, ILO, IHI, ABNRM (partial)
1/ulp otherwise
SCALE, ILO, IHI and ABNRM describe how the matrix is balanced.
(full) is when VR, VL, RCONDE and RCONDV are also computed, and
(partial) is when some are not computed.
(9) RCONDV(full) = RCONDV(partial)
RCONDV(full) denotes the reciprocal condition numbers of the
right eigenvectors computed when VR, VL and RCONDE are also
computed. RCONDV(partial) denotes the reciprocal condition
numbers when only some of VR, VL and RCONDE are computed.
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 a constant near
the overflow threshold
(8) Same as (4), but multiplied by a constant near
the 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 a constant
near the overflow threshold
(18) Same as (16), but multiplied by a constant
near the underflow threshold
(19) Nonsymmetric matrix with random entries chosen from (-1,1).
If N is at least 4, all entries in first two rows and last
row, and first column and last two columns are zero.
(20) Same as (19), but multiplied by a constant
near the overflow threshold
(21) Same as (19), but multiplied by a constant
near the underflow threshold
In addition, an input file will be read from logical unit number
NIUNIT. The file contains matrices along with precomputed
eigenvalues and reciprocal condition numbers for the eigenvalues
and right eigenvectors. For these matrices, in addition to tests
(1) to (9) we will compute the following two tests:
(10) |RCONDV - RCDVIN| / cond(RCONDV)
RCONDV is the reciprocal right eigenvector condition number
computed by SGEEVX and RCDVIN (the precomputed true value)
is supplied as input. cond(RCONDV) is the condition number of
RCONDV, and takes errors in computing RCONDV into account, so
that the resulting quantity should be O(ULP). cond(RCONDV) is
essentially given by norm(A)/RCONDE.
(11) |RCONDE - RCDEIN| / cond(RCONDE)
RCONDE is the reciprocal eigenvalue condition number
computed by SGEEVX and RCDEIN (the precomputed true value)
is supplied as input. cond(RCONDE) is the condition number
of RCONDE, and takes errors in computing RCONDE into account,
so that the resulting quantity should be O(ULP). cond(RCONDE)
is essentially given by norm(A)/RCONDV.
SGEEVX.
SDRVVX uses both test matrices generated randomly depending on
data supplied in the calling sequence, as well as on data
read from an input file and including precomputed condition
numbers to which it compares the ones it computes.
When SDRVVX is called, a number of matrix "sizes" ("n's") and a
number of matrix "types" are specified in the calling sequence.
For each size ("n") and each type of matrix, one matrix will be
generated and used to test the nonsymmetric eigenroutines. For
each matrix, 9 tests will be performed:
(1) | A * VR - VR * W | / ( n |A| ulp )
Here VR is the matrix of unit right eigenvectors.
W is a block diagonal matrix, with a 1x1 block for each
real eigenvalue and a 2x2 block for each complex conjugate
pair. If eigenvalues j and j+1 are a complex conjugate pair,
so WR(j) = WR(j+1) = wr and WI(j) = - WI(j+1) = wi, then the
2 x 2 block corresponding to the pair will be:
( wr wi )
( -wi wr )
Such a block multiplying an n x 2 matrix ( ur ui ) on the
right will be the same as multiplying ur + i*ui by wr + i*wi.
(2) | A**H * VL - VL * W**H | / ( n |A| ulp )
Here VL is the matrix of unit left eigenvectors, A**H is the
conjugate transpose of A, and W is as above.
(3) | |VR(i)| - 1 | / ulp and largest component real
VR(i) denotes the i-th column of VR.
(4) | |VL(i)| - 1 | / ulp and largest component real
VL(i) denotes the i-th column of VL.
(5) W(full) = W(partial)
W(full) denotes the eigenvalues computed when VR, VL, RCONDV
and RCONDE are also computed, and W(partial) denotes the
eigenvalues computed when only some of VR, VL, RCONDV, and
RCONDE are computed.
(6) VR(full) = VR(partial)
VR(full) denotes the right eigenvectors computed when VL, RCONDV
and RCONDE are computed, and VR(partial) denotes the result
when only some of VL and RCONDV are computed.
(7) VL(full) = VL(partial)
VL(full) denotes the left eigenvectors computed when VR, RCONDV
and RCONDE are computed, and VL(partial) denotes the result
when only some of VR and RCONDV are computed.
(8) 0 if SCALE, ILO, IHI, ABNRM (full) =
SCALE, ILO, IHI, ABNRM (partial)
1/ulp otherwise
SCALE, ILO, IHI and ABNRM describe how the matrix is balanced.
(full) is when VR, VL, RCONDE and RCONDV are also computed, and
(partial) is when some are not computed.
(9) RCONDV(full) = RCONDV(partial)
RCONDV(full) denotes the reciprocal condition numbers of the
right eigenvectors computed when VR, VL and RCONDE are also
computed. RCONDV(partial) denotes the reciprocal condition
numbers when only some of VR, VL and RCONDE are computed.
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 a constant near
the overflow threshold
(8) Same as (4), but multiplied by a constant near
the 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 a constant
near the overflow threshold
(18) Same as (16), but multiplied by a constant
near the underflow threshold
(19) Nonsymmetric matrix with random entries chosen from (-1,1).
If N is at least 4, all entries in first two rows and last
row, and first column and last two columns are zero.
(20) Same as (19), but multiplied by a constant
near the overflow threshold
(21) Same as (19), but multiplied by a constant
near the underflow threshold
In addition, an input file will be read from logical unit number
NIUNIT. The file contains matrices along with precomputed
eigenvalues and reciprocal condition numbers for the eigenvalues
and right eigenvectors. For these matrices, in addition to tests
(1) to (9) we will compute the following two tests:
(10) |RCONDV - RCDVIN| / cond(RCONDV)
RCONDV is the reciprocal right eigenvector condition number
computed by SGEEVX and RCDVIN (the precomputed true value)
is supplied as input. cond(RCONDV) is the condition number of
RCONDV, and takes errors in computing RCONDV into account, so
that the resulting quantity should be O(ULP). cond(RCONDV) is
essentially given by norm(A)/RCONDE.
(11) |RCONDE - RCDEIN| / cond(RCONDE)
RCONDE is the reciprocal eigenvalue condition number
computed by SGEEVX and RCDEIN (the precomputed true value)
is supplied as input. cond(RCONDE) is the condition number
of RCONDE, and takes errors in computing RCONDE into account,
so that the resulting quantity should be O(ULP). cond(RCONDE)
is essentially given by norm(A)/RCONDV.
Arguments
| NSIZES |
(input) INTEGER
The number of sizes of matrices to use. NSIZES must be at
least zero. If it is zero, no randomly generated matrices are tested, but any test matrices read from NIUNIT will be tested. |
| 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. NTYPES must be at least
zero. If it is zero, no randomly generated test matrices are tested, but and test matrices read from NIUNIT will be tested. 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 SDRVVX 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. |
| NIUNIT |
(input) INTEGER
The FORTRAN unit number for reading in the data file of
problems to solve. |
| NOUNIT |
(input) INTEGER
The FORTRAN unit number for printing out error messages
(e.g., if a routine returns INFO not equal to 0.) |
| A |
(workspace) REAL array, dimension
(LDA, max(NN,12))
Used to hold the matrix whose eigenvalues are to be computed. On exit, A contains the last matrix actually used. |
| LDA |
(input) INTEGER
The leading dimension of the arrays A and H.
LDA >= max(NN,12), since 12 is the dimension of the largest matrix in the precomputed input file. |
| H |
(workspace) REAL array, dimension
(LDA, max(NN,12))
Another copy of the test matrix A, modified by SGEEVX. |
| WR |
(workspace) REAL array, dimension (max(NN))
|
| WI |
(workspace) REAL array, dimension (max(NN))
The real and imaginary parts of the eigenvalues of A.
On exit, WR + WI*i are the eigenvalues of the matrix in A. |
| WR1 |
(workspace) REAL array, dimension (max(NN,12))
|
| WI1 |
(workspace) REAL array, dimension (max(NN,12))
Like WR, WI, these arrays contain the eigenvalues of A,
but those computed when SGEEVX only computes a partial eigendecomposition, i.e. not the eigenvalues and left and right eigenvectors. |
| VL |
(workspace) REAL array, dimension
(LDVL, max(NN,12))
VL holds the computed left eigenvectors. |
| LDVL |
(input) INTEGER
Leading dimension of VL. Must be at least max(1,max(NN,12)).
|
| VR |
(workspace) REAL array, dimension
(LDVR, max(NN,12))
VR holds the computed right eigenvectors. |
| LDVR |
(input) INTEGER
Leading dimension of VR. Must be at least max(1,max(NN,12)).
|
| LRE |
(workspace) REAL array, dimension
(LDLRE, max(NN,12))
LRE holds the computed right or left eigenvectors. |
| LDLRE |
(input) INTEGER
Leading dimension of LRE. Must be at least max(1,max(NN,12))
|
| RCONDV |
(workspace) REAL array, dimension (N)
RCONDV holds the computed reciprocal condition numbers
for eigenvectors. |
| RCNDV1 |
(workspace) REAL array, dimension (N)
RCNDV1 holds more computed reciprocal condition numbers
for eigenvectors. |
| RCDVIN |
(workspace) REAL array, dimension (N)
When COMP = .TRUE. RCDVIN holds the precomputed reciprocal
condition numbers for eigenvectors to be compared with RCONDV. |
| RCONDE |
(workspace) REAL array, dimension (N)
RCONDE holds the computed reciprocal condition numbers
for eigenvalues. |
| RCNDE1 |
(workspace) REAL array, dimension (N)
RCNDE1 holds more computed reciprocal condition numbers
for eigenvalues. |
| RCDEIN |
(workspace) REAL array, dimension (N)
When COMP = .TRUE. RCDEIN holds the precomputed reciprocal
condition numbers for eigenvalues to be compared with RCONDE. |
| RESULT |
(output) REAL array, dimension (11)
The values computed by the seven tests described above.
The values are currently limited to 1/ulp, to avoid overflow. |
| WORK |
(workspace) REAL array, dimension (NWORK)
|
| NWORK |
(input) INTEGER
The number of entries in WORK. This must be at least
max(6*12+2*12**2,6*NN(j)+2*NN(j)**2) = max( 360 ,6*NN(j)+2*NN(j)**2) for all j. |
| IWORK |
(workspace) INTEGER array, dimension (2*max(NN,12))
|
| INFO |
(output) INTEGER
If 0, then successful exit.
If <0, then input paramter -INFO is incorrect. If >0, SLATMR, SLATMS, SLATME or SGET23 returned an error code, and INFO is its absolute value. *----------------------------------------------------------------------- Some Local Variables and Parameters: ZERO, ONE Real 0 and 1. MAXTYP The number of types defined. NMAX Largest value in NN or 12. NERRS The number of tests which have exceeded THRESH 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. 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) Selectw whether CONDS is to be 1 or 1/sqrt(ulp). (0 means irrelevant.) |