/home/abui.../ddrges3.f(3)
π /home/abui.../ddrges3.f(3) β Library Functions Manual π
bestie, this is the manual page for /home/abui.../ddrges3.f(3) from the Library Functions Manual. It's giving βdeep LAPACK testing internalsβ and honestly? iconic. π
π NAME π
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/TESTING/EIG/ddrges3.f
β¨ SYNOPSIS β¨
π§ Functions/Subroutines π§
subroutine DDRGES3 (nsizes, nn, ntypes, dotype, iseed, thresh, nounit,
a, lda, b, s, t, q, ldq, z, alphar, alphai, beta, work, lwork,
result, bwork, info)
DDRGES3 β she's the main character of this page. π
π¦ Function/Subroutine Documentation π¦
subroutine DDRGES3 (integer nsizes, integer, dimension( * ) nn, integer
ntypes, logical, dimension( * ) dotype, integer, dimension( 4 ) iseed,
double precision thresh, integer nounit, double precision, dimension(
lda, * ) a, integer lda, double precision, dimension( lda, * ) b, double
precision, dimension( lda, * ) s, double precision, dimension( lda, * )
t, double precision, dimension( ldq, * ) q, integer ldq, double
precision, dimension( ldq, * ) z, double precision, dimension( * )
alphar, double precision, dimension( * ) alphai, double precision,
dimension( * ) beta, double precision, dimension( * ) work, integer
lwork, double precision, dimension( 13 ) result, logical, dimension( * )
bwork, integer info)
DDRGES3 β yes, that's the whole signature, no cap. π«Ά
π Purpose π
okay so DDRGES3 checks the nonsymmetric generalized eigenvalue (Schur form) problem driver DGGES3.
DGGES3 factors A and B as Q S Z' and Q T Z', where ' means transpose, T is upper triangular, S is in generalized Schur form (block upper triangular, with 1x1 and 2x2 blocks on the diagonal, the 2x2 blocks corresponding to complex conjugate pairs of generalized eigenvalues), and Q and Z are orthogonal. 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 also reorders the eigenvalues so that a selected cluster of eigenvalues appears in the leading diagonal block of the Schur forms.
When DDRGES3 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).
- (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
Ais in Schur form (i.e. quasi-triangular form) (no sorting of eigenvalues) - (6) if eigenvalues = diagonal blocks of the Schur form
(S, T), i.e., test the maximum overjofD(j)where:
if alpha(j) is real:
|alpha(j) - S(j,j)| |beta(j) - T(j,j)|
D(j) = ------------------------ + -----------------------
max(|alpha(j)|,|S(j,j)|) max(|beta(j)|,|T(j,j)|)
if alpha(j) is complex:
| det( s S - w T ) |
D(j) = ---------------------------------------------------
ulp max( s norm(S), |w| norm(T) )*norm( s S - w T )
and S and T are here the 2 x 2 diagonal blocks of S and T corresponding to the j-th and j+1-th eigenvalues. (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
Ais in Schur form (i.e. quasi-triangular form) (with sorting of eigenvalues). - (11) if eigenvalues = diagonal blocks of the Schur form
(S, T), i.e. test the maximum overjofD(j)where:
if alpha(j) is real:
|alpha(j) - S(j,j)| |beta(j) - T(j,j)|
D(j) = ------------------------ + -----------------------
max(|alpha(j)|,|S(j,j)|) max(|beta(j)|,|T(j,j)|)
if alpha(j) is complex:
| det( s S - w T ) |
D(j) = ---------------------------------------------------
ulp max( s norm(S), |w| norm(T) )*norm( s S - w T )
and S and T are here the 2 x 2 diagonal blocks of S and T corresponding to the j-th and j+1-th eigenvalues. (with sorting of eigenvalues).
- (12) if sorting worked and
SDIMis the number of eigenvalues which wereSELECTed.
π² Test Matrices π²
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 j will be generated. Currently, the list of possible types is:
- (1)
( 0, 0 )β a pair of zero matrices. - (2)
( I, 0 )β an identity and a zero matrix. - (3)
( 0, I )β an identity and a zero matrix. - (4)
( I, I )β a pair of identity matrices. - (5) a pair of transposed Jordan blocks:
t t
( J , J )
- (6)
( 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)
( D, I )whereDisdiag( 0, 1,..., N-1 )(a diagonal matrix with those diagonal entries.) - (8)
( I, D ) - (9)
( big*D, small*I )wherebigis near overflow andsmall=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 )whereD1isdiag( 0, 0, 1, ..., N-3, 0 )andD2isdiag( 0, N-3, N-4,..., 1, 0, 0 ) - (16)
Q ( J^t, J^t ) ZwhereQandZare random orthogonal matrices. - (17)
Q ( T1, T2 ) ZwhereT1andT2are upper triangular matrices with randomO(1)entries above the diagonal and diagonal entriesdiag(T1) = ( 0, 0, 1, ..., N-3, 0 )anddiag(T2) = ( 0, N-3, N-4,..., 1, 0, 0 ) - (18)
Q ( T1, T2 ) Zdiag(T1) = ( 0, 0, 1, 1, s, ..., s, 0 )diag(T2) = ( 0, 1, 0, 1,..., 1, 0 )s = machine precision. - (19)
Q ( T1, T2 ) Zdiag(T1)=( 0,0,1,1, 1-d, ..., 1-(N-5)*d=s, 0 )diag(T2) = ( 0, 1, 0, 1, ..., 1, 0 ) - (20)
Q ( T1, T2 ) Z
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 ) Zdiag(T1)=( 0, 0, 1, r1, r2, ..., r(N-4), 0 )diag(T2) = ( 0, 1, 0, 1, ..., 1, 0, 0 )wherer1,..., r(N-4)are random. - (22)
Q ( big*T1, small*T2 ) Zwithdiag(T1) = ( 0, 0, 1, ..., N-3, 0 )anddiag(T2) = ( 0, 1, ..., 1, 0, 0 ) - (23)
Q ( small*T1, big*T2 ) Zwithdiag(T1) = ( 0, 0, 1, ..., N-3, 0 )anddiag(T2) = ( 0, 1, ..., 1, 0, 0 ) - (24)
Q ( small*T1, small*T2 ) Zwithdiag(T1) = ( 0, 0, 1, ..., N-3, 0 )anddiag(T2) = ( 0, 1, ..., 1, 0, 0 ) - (25)
Q ( big*T1, big*T2 ) Zwithdiag(T1) = ( 0, 0, 1, ..., N-3, 0 )anddiag(T2) = ( 0, 1, ..., 1, 0, 0 ) - (26)
Q ( T1, T2 ) ZwhereT1andT2are random upper-triangular matrices.
π«Ά Parameters π«Ά
NSIZES
NSIZES is INTEGER. The number of sizes of matrices to use. If it is zero, DDRGES3 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, DDRGES3 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
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(INTEGER array, dimension (4)) β On entry,ISEEDspecifies the seed of the random number generator. The array elements should be between0and4095; if not they will be reducedmod 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 toDDRGES3to continue the same random number sequence. πTHRESHβDOUBLE PRECISION. The pageβs sentence here is literallyA test will count as if the , computed as described above, exceeds THRESH.so those two blanks are the source being chaotic, not me skipping words π. Note that the error is scaled to beO(1), soTHRESHshould be a reasonably small multiple of1, e.g.,10or100. In particular, it should not depend on the precision (single vs. double) or the size of the matrix.THRESH >= 0.NOUNITβINTEGER. TheFORTRANunit number for printing out error messages (e.g., if a routine returnsIINFO not equal to 0.)AβDOUBLE PRECISION array, dimension(LDA, max(NN)). Used to hold the originalAmatrix. Used as input only ifNTYPES=MAXTYP+1,DOTYPE(1:MAXTYP)=.FALSE., andDOTYPE(MAXTYP+1)=.TRUE.LDAβINTEGER. The leading dimension ofA,B,S, andT. It must be at least1and at leastmax( NN ).BβDOUBLE PRECISION array, dimension(LDA, max(NN)). Used to hold the originalBmatrix. Used as input only ifNTYPES=MAXTYP+1,DOTYPE(1:MAXTYP)=.FALSE., andDOTYPE(MAXTYP+1)=.TRUE.SβDOUBLE PRECISION array, dimension (LDA, max(NN)). The Schur form matrix computed fromAbyDGGES3. On exit,Scontains the Schur form matrix corresponding to the matrix inA.TβDOUBLE PRECISION array, dimension (LDA, max(NN)). The upper triangular matrix computed fromBbyDGGES3.QβDOUBLE PRECISION array, dimension (LDQ, max(NN)). The (left) orthogonal matrix computed byDGGES3.LDQβINTEGER. The leading dimension ofQandZ. It must be at least1and at leastmax( NN ).ZβDOUBLE PRECISION array, dimension( LDQ, max(NN) ). The (right) orthogonal matrix computed byDGGES3.ALPHARβDOUBLE PRECISION array, dimension (max(NN)).ALPHAIβDOUBLE PRECISION array, dimension (max(NN)).BETAβDOUBLE PRECISION array, dimension (max(NN)). The generalized eigenvalues of(A,B)computed byDGGES3.( ALPHAR(k)+ALPHAI(k)*i ) / BETA(k)is thek-thgeneralized eigenvalue ofAandB.WORKβDOUBLE PRECISION array, dimension (LWORK).LWORKβINTEGER. The dimension of the arrayWORK.LWORK >= MAX( 10*(N+1), 3*N*N ), whereNis the largest matrix dimension.RESULTβDOUBLE PRECISION array, dimension (15). The values computed by the tests described above. The values are currently limited to1/ulp, to avoid overflow.BWORKβLOGICAL array, dimension (N).INFOβINTEGER.= 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 399 of file ddrges3.f.
Author π
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