/home/abui.../cdrges3.f(3)
π NAME π
/home/abui.../cdrges3.f(3) β Library Functions Manual. Bestie, this is the page for:
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/TESTING/EIG/cdrges3.f
πΈ SYNOPSIS πΈ
β¨ Functions/Subroutines β¨
subroutine CDRGES3 (nsizes, nn, ntypes, dotype, iseed, thresh, nounit,
a, lda, b, s, t, q, ldq, z, alpha, beta, work, lwork, rwork, result,
bwork, info)
CDRGES3
π Function/Subroutine Documentation π
π¦ subroutine CDRGES3 π¦
subroutine CDRGES3 (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)
CDRGES3
π Purpose π
Okay so CDRGES3 checks the nonsymmetric generalized eigenvalue (Schur form) problem driver CGGES3. It's literally the vibe check for that driver, no cap.
CGGES3 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. Thus, w(j) = alpha(j)/beta(j) is a root of the characteristic equation
det( A - w(j) B ) = 0
Optionally it can also reorder the eigenvalues so that a selected cluster of eigenvalues appears in the leading diagonal block of the Schur forms.
When CDRGES3 is called, a number of matrix sizes and a number of matrix types 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).
(1)β| A - Q S Z' | / ( |A| n ulp )(no sorting of eigenvalues)(2)β| B - Q T Z' | / ( |B| n ulp )(no sorting of eigenvalues)(3)β| I - QQ' | / ( n ulp )(no sorting of eigenvalues)(4)β| I - ZZ' | / ( n ulp )(no sorting of eigenvalues)(5)β ifAis in Schur form (i.e. triangular form) (no sorting of eigenvalues)(6)β if eigenvalues = diagonal elements of the Schur form(S, T), i.e., test the maximum overjofD(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)β| (A,B) - Q (S,T) Z' | / ( |(A,B)| n ulp )(with sorting of eigenvalues).(8)β| I - QQ' | / ( n ulp )(with sorting of eigenvalues).(9)β| I - ZZ' | / ( n ulp )(with sorting of eigenvalues).(10)β ifAis in Schur form (i.e. quasi-triangular form) (with sorting of eigenvalues).(11)β if eigenvalues = diagonal elements of the Schur form(S, T), i.e. test the maximum overjofD(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)β if sorting worked andSDIMis the number of eigenvalues which wereCELECTed.
π 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 types 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)β( 0, 0 )(a pair of zero matrices)(2)β( I, 0 )(an identity and a zero matrix)(3)β( 0, I )(an identity and a zero matrix)(4)β( I, I )(a pair of identity matrices)(5)β a pair of transposed Jordan blocks:
t t
(5) ( J , J ) (a pair of transposed Jordan blocks)
(6)β( X, Y )where:
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)β( D, I )whereDisdiag( 0, 1,..., N-1 )(a diagonal matrix with those diagonal entries.)(8)β( I, D )(9)β( big*D, small*I )where is near overflow andsmall=1/big(10)β( small*D, big*I )(11)β( big*I, small*D )(12)β( small*I, big*D )(13)β( big*D, big*I )(14)β( small*D, small*I )(15)β( D1, D2 )where:
(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 )
(16)β whereQandZare random orthogonal matrices:
t t
(16) Q ( J , J ) Z where Q and Z are random orthogonal matrices.
(17)β whereT1andT2are upper triangular 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)β withs = machine precision.:
(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)β:
(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 )
(20)β:
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)β wherer1,..., r(N-4)are random:
(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)β:
(22) Q ( big*T1, small*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 )
diag(T2) = ( 0, 1, ..., 1, 0, 0 )
(23)β:
(23) Q ( small*T1, big*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 )
diag(T2) = ( 0, 1, ..., 1, 0, 0 )
(24)β:
(24) Q ( small*T1, small*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 )
diag(T2) = ( 0, 1, ..., 1, 0, 0 )
(25)β:
(25) Q ( big*T1, big*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 )
diag(T2) = ( 0, 1, ..., 1, 0, 0 )
(26)β whereT1andT2are random upper-triangular matrices:
(26) Q ( T1, T2 ) Z where T1 and T2 are random upper-triangular
matrices.
π Parameters π
NSIZESβINTEGER. The number of sizes of matrices to use. If it is zero,SDRGES3does nothing.NSIZES >= 0.NNβINTEGER array, dimension(NSIZES). An array containing the sizes to be used for the matrices. Zero values will be skipped.NN >= 0.NTYPESβINTEGER. The number of elements inDOTYPE. If it is zero,SDRGES3does 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..DOTYPEβLOGICAL 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.ISEEDβINTEGER 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 toSDRGES3to continue the same random number sequence.THRESHβREAL. A test will count as failed if the error, 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.NOUNITβINTEGER. The FORTRAN unit number for printing out error messages (e.g., if a routine returnsIINFOnot equal to 0.)Aβ (description continues in the next part, bestie β hold that thought π )
Argument roll call, continued β every single one, no skips, no cap. π
AβCOMPLEX array, dimension(LDA, max(NN)). Holds the originalAmatrix. Itβs used as input only ifNTYPES=MAXTYP+1,DOTYPE(1:MAXTYP)=.FALSE., andDOTYPE(MAXTYP+1)=.TRUE.πLDAβINTEGER. The leading dimension ofA,B,S, andT. It must be at least1and at leastmax( NN ). β¨BβCOMPLEX array, dimension(LDA, max(NN)). Holds the originalBmatrix. Itβs used as input only ifNTYPES=MAXTYP+1,DOTYPE(1:MAXTYP)=.FALSE., andDOTYPE(MAXTYP+1)=.TRUE.π¦SβCOMPLEX array, dimension (LDA, max(NN)). The Schur form matrix computed fromAbyCGGES3. On exit,Scontains the Schur form matrix corresponding to the matrix inA. πΈTβCOMPLEX array, dimension (LDA, max(NN)). The upper triangular matrix computed fromBbyCGGES3. πQβCOMPLEX array, dimension (LDQ, max(NN)). The (left) orthogonal matrix computed byCGGES3. πLDQβINTEGER. The leading dimension ofQandZ. It must be at least1and at leastmax( NN ). βZβCOMPLEX array, dimension( LDQ, max(NN) ). The (right) orthogonal matrix computed byCGGES3. πALPHAβCOMPLEX array, dimension (max(NN)). Just the type/dimension tea here β no extra description in this block. πBETAβCOMPLEX array, dimension (max(NN)). The generalized eigenvalues of(A,B)computed byCGGES3. And the iconic formula:ALPHA(k) / BETA(k)is the k-th generalized eigenvalue ofAandB. πWORKβCOMPLEX array, dimension (LWORK). π§LWORKβINTEGER. The dimension of the arrayWORK.LWORK >= 3*N*N. π₯RWORKβREAL array, dimension ( 8*N ). Real workspace. πRESULTβREAL array, dimension (15). The values computed by the tests described above. The values are currently limited to1/ulp, to avoid overflow. π«ΆBWORKβLOGICAL array, dimension (N). π¦INFOβINTEGER. The exit-code fortune cookie:= 0: successful exit π< 0: ifINFO = -i, the i-th argument had an illegal value. π¨> 0: A routine returned an error code.INFOis the absolute value of theINFOvalue returned. π
π Author
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 378 of file cdrges3.f. π
π» Author
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