DLATM6
Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
November 2006
November 2006
Purpose
DLATM6 generates test matrices for the generalized eigenvalue
problem, their corresponding right and left eigenvector matrices,
and also reciprocal condition numbers for all eigenvalues and
the reciprocal condition numbers of eigenvectors corresponding to
the 1th and 5th eigenvalues.
problem, their corresponding right and left eigenvector matrices,
and also reciprocal condition numbers for all eigenvalues and
the reciprocal condition numbers of eigenvectors corresponding to
the 1th and 5th eigenvalues.
Test Matrices
Two kinds of test matrix pairs
(A, B) = inverse(YH) * (Da, Db) * inverse(X)
are used in the tests:
Type 1:
Da = 1+a 0 0 0 0 Db = 1 0 0 0 0
0 2+a 0 0 0 0 1 0 0 0
0 0 3+a 0 0 0 0 1 0 0
0 0 0 4+a 0 0 0 0 1 0
0 0 0 0 5+a , 0 0 0 0 1 , and
Type 2:
Da = 1 -1 0 0 0 Db = 1 0 0 0 0
1 1 0 0 0 0 1 0 0 0
0 0 1 0 0 0 0 1 0 0
0 0 0 1+a 1+b 0 0 0 1 0
0 0 0 -1-b 1+a , 0 0 0 0 1 .
In both cases the same inverse(YH) and inverse(X) are used to compute
(A, B), giving the exact eigenvectors to (A,B) as (YH, X):
YH: = 1 0 -y y -y X = 1 0 -x -x x
0 1 -y y -y 0 1 x -x -x
0 0 1 0 0 0 0 1 0 0
0 0 0 1 0 0 0 0 1 0
0 0 0 0 1, 0 0 0 0 1 ,
where a, b, x and y will have all values independently of each other.
(A, B) = inverse(YH) * (Da, Db) * inverse(X)
are used in the tests:
Type 1:
Da = 1+a 0 0 0 0 Db = 1 0 0 0 0
0 2+a 0 0 0 0 1 0 0 0
0 0 3+a 0 0 0 0 1 0 0
0 0 0 4+a 0 0 0 0 1 0
0 0 0 0 5+a , 0 0 0 0 1 , and
Type 2:
Da = 1 -1 0 0 0 Db = 1 0 0 0 0
1 1 0 0 0 0 1 0 0 0
0 0 1 0 0 0 0 1 0 0
0 0 0 1+a 1+b 0 0 0 1 0
0 0 0 -1-b 1+a , 0 0 0 0 1 .
In both cases the same inverse(YH) and inverse(X) are used to compute
(A, B), giving the exact eigenvectors to (A,B) as (YH, X):
YH: = 1 0 -y y -y X = 1 0 -x -x x
0 1 -y y -y 0 1 x -x -x
0 0 1 0 0 0 0 1 0 0
0 0 0 1 0 0 0 0 1 0
0 0 0 0 1, 0 0 0 0 1 ,
where a, b, x and y will have all values independently of each other.
Arguments
TYPE |
(input) INTEGER
Specifies the problem type (see futher details).
|
N |
(input) INTEGER
Size of the matrices A and B.
|
A |
(output) DOUBLE PRECISION array, dimension (LDA, N).
On exit A N-by-N is initialized according to TYPE.
|
LDA |
(input) INTEGER
The leading dimension of A and of B.
|
B |
(output) DOUBLE PRECISION array, dimension (LDA, N).
On exit B N-by-N is initialized according to TYPE.
|
X |
(output) DOUBLE PRECISION array, dimension (LDX, N).
On exit X is the N-by-N matrix of right eigenvectors.
|
LDX |
(input) INTEGER
The leading dimension of X.
|
Y |
(output) DOUBLE PRECISION array, dimension (LDY, N).
On exit Y is the N-by-N matrix of left eigenvectors.
|
LDY |
(input) INTEGER
The leading dimension of Y.
|
ALPHA |
(input) DOUBLE PRECISION
|
BETA |
(input) DOUBLE PRECISION
Weighting constants for matrix A.
|
WX |
(input) DOUBLE PRECISION
Constant for right eigenvector matrix.
|
WY |
(input) DOUBLE PRECISION
Constant for left eigenvector matrix.
|
S |
(output) DOUBLE PRECISION array, dimension (N)
S(i) is the reciprocal condition number for eigenvalue i.
|
DIF |
(output) DOUBLE PRECISION array, dimension (N)
DIF(i) is the reciprocal condition number for eigenvector i.
|