CDRGES(3)
CDRGES(3) β Library Functions Manual π β¨
okay so this is the cdrges.f page from the Library Functions Manual, and we're gonna make it make sense, bestie π¦
NAME π
bestie, the name is literally this file path right here:
/home/abuild/rpmbuild/BUILD/lapack-
static-3.12.0-build/lapack-3.12.0/TESTING/EIG/cdrges.f
that's it. that's the name. iconic.
SYNOPSIS π
Functions/Subroutines
subroutine CDRGES (nsizes, nn, ntypes, dotype, iseed, thresh, nounit, a,
lda, b, s, t, q, ldq, z, alpha, beta, work, lwork, rwork, result,
bwork, info)
CDRGES
Function/Subroutine Documentation π¦
okay so here's the full glow-up of the signature, no cap:
subroutine CDRGES (integer nsizes, integer, dimension( * ) nn, integer
ntypes, logical, dimension( * ) dotype, integer, dimension( 4 ) iseed,
real thresh, integer nounit, complex, dimension( lda, * ) a, integer
lda, complex, dimension( lda, * ) b, complex, dimension( lda, * ) s,
complex, dimension( lda, * ) t, complex, dimension( ldq, * ) q, integer
ldq, complex, dimension( ldq, * ) z, complex, dimension( * ) alpha,
complex, dimension( * ) beta, complex, dimension( * ) work, integer
lwork, real, dimension( * ) rwork, real, dimension( 13 ) result,
logical, dimension( * ) bwork, integer info)
CDRGES
Purpose π
okay so CDRGES is the vibe check for the nonsymmetric generalized eigenvalue (Schur form) problem driver CGGES. no cap.
CGGES factors A and B as Q*S*Z' and Q*T*Z', where ' means conjugate transpose, S and T are upper triangular (i.e., in generalized Schur form), and Q and Z are unitary. it also computes the generalized eigenvalues (alpha(j),beta(j)), j=1,...,n. so like, w(j) = alpha(j)/beta(j) is a root of the characteristic equation:
det( A - w(j) B ) = 0
optionally it also reorder the eigenvalues so that a selected cluster of eigenvalues appears in the leading diagonal block of the Schur forms. (yes, the original says "reorder" not "reorders" β we don't fix, bestie. periodt.)
when CDRGES is called, a number of matrix () and a number of matrix are specified. for each size () and each TYPE of matrix, a pair of matrices (A, B) will be generated and used for testing. for each matrix pair, the following 13 tests will be performed and compared with the threshold THRESH except the tests (5), (11) and (13). (yes, (13) is excluded but not listed below β iykyk. not me pointing it out π)
here's the test lineup, bestie:
(1) | A - Q S Z' | / ( |A| n ulp ) (no sorting of eigenvalues)
(2) | B - Q T Z' | / ( |B| n ulp ) (no sorting of eigenvalues)
(3) | I - QQ' | / ( n ulp ) (no sorting of eigenvalues)
(4) | I - ZZ' | / ( n ulp ) (no sorting of eigenvalues)
(5) if A is in Schur form (i.e. triangular form) (no sorting of
eigenvalues)
(6) if eigenvalues = diagonal elements of the Schur form (S, T),
i.e., test the maximum over j of D(j) where:
|alpha(j) - S(j,j)| |beta(j) - T(j,j)|
D(j) = ------------------------ + -----------------------
max(|alpha(j)|,|S(j,j)|) max(|beta(j)|,|T(j,j)|)
(no sorting of eigenvalues)
(7) | (A,B) - Q (S,T) Z' | / ( |(A,B)| n ulp )
(with sorting of eigenvalues).
(8) | I - QQ' | / ( n ulp ) (with sorting of eigenvalues).
(9) | I - ZZ' | / ( n ulp ) (with sorting of eigenvalues).
(10) if A is in Schur form (i.e. quasi-triangular form)
(with sorting of eigenvalues).
(11) if eigenvalues = diagonal elements of the Schur form (S, T),
i.e. test the maximum over j of D(j) where:
|alpha(j) - S(j,j)| |beta(j) - T(j,j)|
D(j) = ------------------------ + -----------------------
max(|alpha(j)|,|S(j,j)|) max(|beta(j)|,|T(j,j)|)
(with sorting of eigenvalues).
(12) if sorting worked and SDIM is the number of eigenvalues
which were CELECTed.
Test Matrices π
the sizes of the test matrices are specified by an array NN(1:NSIZES); the value of each element NN(j) specifies one size. the are specified by a logical array DOTYPE( 1:NTYPES ); if DOTYPE(j) is .TRUE., then matrix type will be generated. currently, the list of possible types is:
(1) ( 0, 0 ) (a pair of zero matrices)
(2) ( I, 0 ) (an identity and a zero matrix)
(3) ( 0, I ) (an identity and a zero matrix)
(4) ( I, I ) (a pair of identity matrices)
t t
(5) ( J , J ) (a pair of transposed Jordan blocks)
t ( I 0 )
(6) ( X, Y ) where X = ( J 0 ) and Y = ( t )
( 0 I ) ( 0 J )
and I is a k x k identity and J a (k+1)x(k+1)
Jordan block; k=(N-1)/2
(7) ( D, I ) where D is diag( 0, 1,..., N-1 ) (a diagonal
matrix with those diagonal entries.)
(8) ( I, D )
(9) ( big*D, small*I ) where is near overflow and small=1/big
(10) ( small*D, big*I )
(11) ( big*I, small*D )
(12) ( small*I, big*D )
(13) ( big*D, big*I )
(14) ( small*D, small*I )
(15) ( D1, D2 ) where D1 is diag( 0, 0, 1, ..., N-3, 0 ) and
D2 is diag( 0, N-3, N-4,..., 1, 0, 0 )
t t
(16) Q ( J , J ) Z where Q and Z are random orthogonal matrices.
(17) Q ( T1, T2 ) Z where T1 and T2 are upper triangular matrices
with random O(1) entries above the diagonal
and diagonal entries diag(T1) =
( 0, 0, 1, ..., N-3, 0 ) and diag(T2) =
( 0, N-3, N-4,..., 1, 0, 0 )
(18) Q ( T1, T2 ) Z diag(T1) = ( 0, 0, 1, 1, s, ..., s, 0 )
diag(T2) = ( 0, 1, 0, 1,..., 1, 0 )
s = machine precision.
(19) Q ( T1, T2 ) Z diag(T1)=( 0,0,1,1, 1-d, ..., 1-(N-5)*d=s, 0 )
diag(T2) = ( 0, 1, 0, 1, ..., 1, 0 )
N-5
(20) Q ( T1, T2 ) Z diag(T1)=( 0, 0, 1, 1, a, ..., a =s, 0 )
diag(T2) = ( 0, 1, 0, 1, ..., 1, 0, 0 )
(21) Q ( T1, T2 ) Z diag(T1)=( 0, 0, 1, r1, r2, ..., r(N-4), 0 )
diag(T2) = ( 0, 1, 0, 1, ..., 1, 0, 0 )
where r1,..., r(N-4) are random.
(22) Q ( big*T1, small*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 )
diag(T2) = ( 0, 1, ..., 1, 0, 0 )
(23) Q ( small*T1, big*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 )
diag(T2) = ( 0, 1, ..., 1, 0, 0 )
(24) Q ( small*T1, small*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 )
diag(T2) = ( 0, 1, ..., 1, 0, 0 )
(25) Q ( big*T1, big*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 )
diag(T2) = ( 0, 1, ..., 1, 0, 0 )
(26) Q ( T1, T2 ) Z where T1 and T2 are random upper-triangular
matrices.
Parameters π
okay bestie, here are the parameters. keep up:
NSIZESβNSIZESis INTEGER. The number of sizes of matrices to use. If it is zero,SDRGESdoes nothing.NSIZES >= 0.NNβNNis INTEGER array, dimension(NSIZES). An array containing the sizes to be used for the matrices. Zero values will be skipped.NN >= 0.NTYPESβNTYPESis INTEGER. The number of elements inDOTYPE. If it is zero,SDRGESdoes nothing. It must be at least zero. If it isMAXTYP+1andNSIZESis 1, then an additional type,MAXTYP+1is defined, which is to use whatever matrix is inAon input. This is only useful ifDOTYPE(1:MAXTYP)is.FALSE.andDOTYPE(MAXTYP+1)is.TRUE..DOTYPEβDOTYPEis LOGICAL array, dimension(NTYPES). IfDOTYPE(j)is.TRUE., then for each size inNNa matrix of that size and of typejwill be generated. IfNTYPESis smaller than the maximum number of types defined (PARAMETER MAXTYP), then typesNTYPES+1throughMAXTYPwill not be generated. IfNTYPESis larger thanMAXTYP,DOTYPE(MAXTYP+1)throughDOTYPE(NTYPES)will be ignored.ISEEDβISEEDis INTEGER array, dimension(4). On entryISEEDspecifies 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 ofISEEDare changed on exit, and can be used in the next call toSDRGESto continue the same random number sequence.THRESHβTHRESHis REAL. A test will count as if the , computed as described above, exceedsTHRESH. Note that the error is scaled to beO(1), soTHRESHshould 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.THRESH >= 0.NOUNITβNOUNITis INTEGER. The FORTRAN unit number for printing out error messages (e.g., if a routine returnsIINFOnot equal to 0.)AAβCOMPLEX array, dimension(LDA, max(NN)). This baby holds the originalAmatrix. Itβs used as input only ifNTYPES=MAXTYP+1,DOTYPE(1:MAXTYP)=.FALSE., andDOTYPE(MAXTYP+1)=.TRUE.π«ΆLDAβINTEGER. Itβs the leading dimension ofA,B,S, andT. It must be at least1and at leastmax( NN ). no tiny dimensions allowed, bestie β¨BβCOMPLEX array, dimension(LDA, max(NN)). This one holds the originalBmatrix. Itβs used as input only ifNTYPES=MAXTYP+1,DOTYPE(1:MAXTYP)=.FALSE., andDOTYPE(MAXTYP+1)=.TRUE.πSβCOMPLEX array, dimension (LDA, max(NN)). The Schur form matrix computed fromAbyCGGES. On exit,Scontains the Schur form matrix corresponding to the matrix inA. Schur form slay, literally πTβCOMPLEX array, dimension (LDA, max(NN)). The upper triangular matrix computed fromBbyCGGES. triangular icon behavior πQβCOMPLEX array, dimension (LDQ, max(NN)). The(left)orthogonal matrix computed byCGGES. left orthogonal main character energy πLDQβINTEGER. The leading dimension ofQandZ. It must be at least1and at leastmax( NN ). same vibe asLDA, but for the Q/Z girlies πΈZβCOMPLEX array, dimension( LDQ, max(NN) ). The(right)orthogonal matrix computed byCGGES. right orthogonal, matching set πALPHAβCOMPLEX array, dimension (max(NN)). short spec, iconic presence βBETAβCOMPLEX array, dimension (max(NN)). The generalized eigenvalues of(A,B)computed byCGGES.ALPHA(k) / BETA(k)is the k-th generalized eigenvalue ofAandB. the ratio is the moment, iykyk π₯WORKβCOMPLEX array, dimension (LWORK). complex workspace, doing its thing π¦LWORKβINTEGER. The dimension of the arrayWORK.LWORK >= 3*N*N. do not skimp on this math, fr fr πRWORKβREAL array, dimension ( 8*N ). Real workspace. real ones only in this workspace πRESULTβREAL array, dimension (15). The values computed by the tests described above. The values are currently limited to1/ulp, to avoid overflow. tiny values only, overflow said not today πBWORKβLOGICAL array, dimension (N). logic girlies assemble π§INFOβINTEGER. Hereβs the whole vibe check:= 0: successful exit< 0: ifINFO = -i, thei-th argument had an illegal value.> 0: a routine returned an error code.INFOis the absolute value of theINFOvalue returned.
Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 378 of file cdrges.f. thatβs the exact spot, bestie β¨
Author (generated edition) π
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Sign-off tea π«Ά This page is from LAPACK Version 3.12.0, and the footer path is /home/abui...IG/cdrges.f(3). Thereβs no extra date printed on this snippet, so Iβm not gonna invent one, bestie π
. Itβs generated automatically by Doxygen for LAPACK from the source code. Version 3.12.0 said periodt.
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