/home/abui.../cdrgev3.f(3)
πΈ NAME πΈ
okay bestie, this is the manual page for /home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/TESTING/EIG/cdrgev3.f β yes, the whole path is the name, and it's living in the Library Functions Manual under the manual name /home/abui.../cdrgev3.f(3). iconic, honestly.
β¨ SYNOPSIS β¨
π Functions/Subroutines π
subroutine CDRGEV3 (nsizes, nn, ntypes, dotype, iseed, thresh, nounit,
a, lda, b, s, t, q, ldq, z, qe, ldqe, alpha, beta, alpha1, beta1,
work, lwork, rwork, result, info)
CDRGEV3
π Function/Subroutine Documentation π
subroutine CDRGEV3 (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( ldqe, * ) qe,
integer ldqe, complex, dimension( * ) alpha, complex, dimension( * )
beta, complex, dimension( * ) alpha1, complex, dimension( * ) beta1,
complex, dimension( * ) work, integer lwork, real, dimension( * ) rwork,
real, dimension( * ) result, integer info)
CDRGEV3
π Purpose π
Bestie, here's the lore: CDRGEV3 checks the nonsymmetric generalized eigenvalue problem driver routine CGGEV3.
CGGEV3 computes for a pair of n-by-n nonsymmetric matrices (A,B) the generalized eigenvalues and, optionally, the left and right eigenvectors.
A generalized eigenvalue for a pair of matrices (A,B) is a scalar w or a ratio alpha/beta = w, such that A - w*B is singular. It is usually represented as the pair (alpha,beta), as there is reasonable interpretation for beta=0, and even for both being zero.
A right generalized eigenvector corresponding to a generalized eigenvalue w for a pair of matrices (A,B) is a vector r such that (A - wB) * r = 0. A left generalized eigenvector is a vector l such that l**H * (A - wB) = 0, where l**H is the conjugate-transpose of l.
When CDRGEV3 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 tests will be performed and compared with the threshold THRESH.
Results from CGGEV3:
(1)max over all left eigenvalue/-vector pairs(alpha/beta,l)of
| VL**H * (beta A - alpha B) |/( ulp max(|beta A|, |alpha B|) )
where VL**H is the conjugate-transpose of VL.
(2)| |VL(i)| - 1 | / ulpand whether largest component real
VL(i) denotes the i-th column of VL.
(3)max over all left eigenvalue/-vector pairs(alpha/beta,r)of
| (beta A - alpha B) * VR | / ( ulp max(|beta A|, |alpha B|) )
(4)| |VR(i)| - 1 | / ulpand whether largest component real
VR(i) denotes the i-th column of VR.
(5)W(full) = W(partial)
W(full) denotes the eigenvalues computed when both l and r are also computed, and W(partial) denotes the eigenvalues computed when only W, only W and r, or only W and l are computed.
(6)VL(full) = VL(partial)
VL(full) denotes the left eigenvectors computed when both l and r are computed, and VL(partial) denotes the result when only l is computed.
(7)VR(full) = VR(partial)
VR(full) denotes the right eigenvectors computed when both l and r are also computed, and VR(partial) denotes the result when only l is computed.
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 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.
π¦ Parameters π¦
NSIZES
NSIZES is INTEGER. The number of sizes of matrices to use. If it is zero, CDRGEV3 does nothing. NSIZES >= 0.
NN
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
NTYPES is INTEGER. The number of elements in DOTYPE. If it is zero, CDRGEV3 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. This is only useful if DOTYPE(1:MAXTYP) is .FALSE. and DOTYPE(MAXTYP+1) is .TRUE. .
DOTYPE
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
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 CDRGEV3 to continue the same random number sequence.
THRESH
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. It must be at least zero.
NOUNIT
NOUNIT is INTEGER. The FORTRAN unit number for printing out error messages (e.g., if a routine returns IERR not equal to 0.)
A
A is COMPLEX array, dimension(LDA, max(NN)). Used to hold the original A matrix. Used as input only if NTYPES=MAXTYP+1, DOTYPE(1:MAXTYP)=.FALSE., and DOTYPE(MAXTYP+1)=.TRUE.
LDA
LDAβ okay soLDAisINTEGER, and it's the leading dimension ofA,B,S, andT. It must be at least 1 and at leastmax( NN ). Slay. β¨BβBis aCOMPLEXarray,dimension(LDA, max(NN)). It holds the originalBmatrix. It's used as input only ifNTYPES=MAXTYP+1,DOTYPE(1:MAXTYP)=.FALSE., andDOTYPE(MAXTYP+1)=.TRUE.π«ΆSβSis aCOMPLEXarray,dimension (LDA, max(NN)). It's the Schur form matrix computed fromAbyCGGEV3. On exit,Scontains the Schur form matrix corresponding to the matrix inA. Iconic. πTβTis aCOMPLEXarray,dimension (LDA, max(NN)). It's the upper triangular matrix computed fromBbyCGGEV3. Periodt. πΈQβQis aCOMPLEXarray,dimension (LDQ, max(NN)). It's the (left) eigenvectors matrix computed byCGGEV3. πLDQβLDQisINTEGER. It's the leading dimension ofQandZ. It must be at least 1 and at leastmax( NN ). πZβZis aCOMPLEXarray,dimension( LDQ, max(NN) ). It's the (right) orthogonal matrix computed byCGGEV3. π¦QEβQEis aCOMPLEXarray,dimension( LDQ, max(NN) ).QEholds the computed right or left eigenvectors. πLDQEβLDQEisINTEGER. It's the leading dimension ofQE.LDQE >= max(1,max(NN)).π₯ALPHAβALPHAis aCOMPLEXarray,dimension (max(NN)). That's the whole description, bestie. β¨BETAβBETAis aCOMPLEXarray,dimension (max(NN)). These are the generalized eigenvalues of(A,B)computed byCGGEV3.( ALPHAR(k)+ALPHAI(k)*i ) / BETA(k)is the k-th generalized eigenvalue ofAandB. π§ALPHA1βALPHA1is aCOMPLEXarray,dimension (max(NN)). Short and sweet. βBETA1βBETA1is aCOMPLEXarray,dimension (max(NN)). LikeALPHAR,ALPHAI,BETA, these arrays contain the eigenvalues ofAandB, but those computed whenCGGEV3only computes a partial eigendecomposition, i.e. not the eigenvalues and left and right eigenvectors. πWORKβWORKis aCOMPLEXarray,dimension (LWORK). πLWORKβLWORKisINTEGER. It's the number of entries inWORK.LWORK >= N*(N+1). πRWORKβRWORKis aREALarray,dimension (8*N). Real workspace, no cap. πRESULTβRESULTis aREALarray,dimension (2). These are the values computed by the tests described above. The values are currently limited to1/ulp, to avoid overflow. πINFOβINFOisINTEGER:= 0: successful exit< 0: ifINFO = -i, the i-th argument had an illegal value.> 0: A routine returned an error code.INFOis the absolute value of theINFOvalue returned. π
β¨ Author β¨
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 395 of file cdrgev3.f.
π Author π
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