CDRGES(3)

πŸ“¦ version 3.12.0, in opensuse-leap 16.0

CDRGES(3) β€” Library Functions Manual πŸ’…βœ¨

okay so this is the cdrges.f page from the Library Functions Manual, and we're gonna make it make sense, bestie πŸ¦‹


NAME πŸ’–

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 πŸŽ€

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 πŸ¦‹

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 πŸ’–

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 πŸ’€)

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 🌈

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 πŸ‘‘

okay bestie, here are the parameters. keep up:

  • NSIZES β€” NSIZES is INTEGER. The number of sizes of matrices to use. If it is zero, SDRGES does nothing. NSIZES >= 0.
  • NN β€” NN is INTEGER array, dimension (NSIZES). An array containing the sizes to be used for the matrices. Zero values will be skipped. NN >= 0.
  • NTYPES β€” NTYPES is INTEGER. The number of elements in DOTYPE. If it is zero, SDRGES does nothing. It must be at least zero. 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 on input. This is only useful if DOTYPE(1:MAXTYP) is .FALSE. and DOTYPE(MAXTYP+1) is .TRUE. .
  • DOTYPE β€” DOTYPE is 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 β€” ISEED is 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 SDRGES to continue the same random number sequence.
  • THRESH β€” THRESH is REAL. A test will count as if the , 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. THRESH >= 0.
  • NOUNIT β€” NOUNIT is INTEGER. The FORTRAN unit number for printing out error messages (e.g., if a routine returns IINFO not equal to 0.)
  • A
  • A β€” COMPLEX array, dimension(LDA, max(NN)). This baby holds the original A matrix. It’s used as input only if NTYPES=MAXTYP+1, DOTYPE(1:MAXTYP)=.FALSE., and DOTYPE(MAXTYP+1)=.TRUE. 🫢
  • LDA β€” INTEGER. It’s the leading dimension of A, B, S, and T. It must be at least 1 and at least max( NN ). no tiny dimensions allowed, bestie ✨
  • B β€” COMPLEX array, dimension(LDA, max(NN)). This one holds the original B matrix. It’s used as input only if NTYPES=MAXTYP+1, DOTYPE(1:MAXTYP)=.FALSE., and DOTYPE(MAXTYP+1)=.TRUE. πŸ’–
  • S β€” COMPLEX array, dimension (LDA, max(NN)). The Schur form matrix computed from A by CGGES. On exit, S contains the Schur form matrix corresponding to the matrix in A. Schur form slay, literally πŸ’…
  • T β€” COMPLEX array, dimension (LDA, max(NN)). The upper triangular matrix computed from B by CGGES. triangular icon behavior πŸŽ€
  • Q β€” COMPLEX array, dimension (LDQ, max(NN)). The (left) orthogonal matrix computed by CGGES. left orthogonal main character energy πŸ‘‘
  • LDQ β€” INTEGER. The leading dimension of Q and Z. It must be at least 1 and at least max( NN ). same vibe as LDA, but for the Q/Z girlies 🌸
  • Z β€” COMPLEX array, dimension( LDQ, max(NN) ). The (right) orthogonal matrix computed by CGGES. right orthogonal, matching set πŸ’…
  • ALPHA β€” COMPLEX array, dimension (max(NN)). short spec, iconic presence ⭐
  • BETA β€” COMPLEX array, dimension (max(NN)). The generalized eigenvalues of (A,B) computed by CGGES. ALPHA(k) / BETA(k) is the k-th generalized eigenvalue of A and B. the ratio is the moment, iykyk πŸ”₯
  • WORK β€” COMPLEX array, dimension (LWORK). complex workspace, doing its thing πŸ¦‹
  • LWORK β€” INTEGER. The dimension of the array WORK. LWORK >= 3*N*N. do not skimp on this math, fr fr 😭
  • RWORK β€” REAL array, dimension ( 8*N ). Real workspace. real ones only in this workspace 🌈
  • RESULT β€” REAL array, dimension (15). The values computed by the tests described above. The values are currently limited to 1/ulp, to avoid overflow. tiny values only, overflow said not today πŸ’€
  • BWORK β€” LOGICAL array, dimension (N). logic girlies assemble 🧚
  • INFO β€” INTEGER. Here’s the whole vibe check:
    • = 0: successful exit
    • < 0: if INFO = -i, the i-th argument had an illegal value.
    • > 0: a routine returned an error code. INFO is the absolute value of the INFO value returned.

Author πŸŽ€

  • Univ. of Tennessee
  • Univ. of California Berkeley
  • Univ. of Colorado Denver
  • NAG Ltd.

Definition at line 378 of file cdrges.f. that’s the exact spot, bestie ✨

Author (generated edition) πŸ’–

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Sign-off tea 🫢 This page is from LAPACK Version 3.12.0, and the footer path is /home/abui...IG/cdrges.f(3). There’s no extra date printed on this snippet, so I’m not gonna invent one, bestie πŸ’…. It’s generated automatically by Doxygen for LAPACK from the source code. Version 3.12.0 said periodt.

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