/home/abui.../sdrges3.f(3)
πΈ NAME πΈ
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/TESTING/EIG/sdrges3.f
That's it. That's the name section. This is the page for sdrges3.f from the Library Functions Manual, and yes bestie, the header is literally a whole file path β it's giving βI live in a build directory and I'm proud.β π
β¨ SYNOPSIS β¨
π§ Functions/Subroutines π§
subroutine SDRGES3 (nsizes, nn, ntypes, dotype, iseed, thresh, nounit,
a, lda, b, s, t, q, ldq, z, alphar, alphai, beta, work, lwork,
result, bwork, info)
SDRGES3
π Function/Subroutine Documentation π
π subroutine SDRGES3 π
subroutine SDRGES3 (integer nsizes, integer, dimension( * ) nn, integer
ntypes, logical, dimension( * ) dotype, integer, dimension( 4 ) iseed,
real thresh, integer nounit, real, dimension( lda, * ) a, integer lda,
real, dimension( lda, * ) b, real, dimension( lda, * ) s, real,
dimension( lda, * ) t, real, dimension( ldq, * ) q, integer ldq, real,
dimension( ldq, * ) z, real, dimension( * ) alphar, real, dimension( * )
alphai, real, dimension( * ) beta, real, dimension( * ) work, integer
lwork, real, dimension( 13 ) result, logical, dimension( * ) bwork,
integer info)
SDRGES3
π― Purpose π―
Okay bestie, so SDRGES3 checks the nonsymmetric generalized eigenvalue (Schur form) problem driver SGGES3. That's the whole assignment. π
SGGES3 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. Main character energy tbh. β¨
When SDRGES3 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). π«Ά
Here's the test roster, exactly as the page spells it:
- (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 over j of D(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 over j of D(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.
Plot twist: the page promises 13 tests and name-drops test (13) in the exemption list, but the list here goes (1)β(12). That's not me, that's literally the source. π
π§ͺ Test Matrices π§ͺ
The source underlines this with =============, so you know it's serious. 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 j 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§Έ Parameters π§Έ
NSIZES
NSIZES is INTEGER. It's the number of sizes of matrices to use. If it is zero, SDRGES3 does nothing β iconic minimal effort, honestly. NSIZES >= 0.
NN
NN is INTEGER array, dimension (NSIZES). It's an array containing the sizes to be used for the matrices. Zero values will be skipped. NN >= 0.
NTYPES
NTYPES is INTEGER. It's the number of elements in DOTYPE. If it is zero, SDRGES3 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
ISEEDβINTEGER array, dimension (4). On entry,ISEEDspecifies the seed of the random number generator. π² The array elements should be between0and4095; if not they will be reduced mod4096. 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. reproducible chaos, slay β¨THRESHβREAL. The source literally says:A test will count as if the , computed as described above, exceeds THRESH.(Those blanks are in the original, bestie β not me. π)- The error is scaled to be
O(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.
- The error is scaled to be
NOUNITβINTEGER. The FORTRAN unit number for printing out error messages (e.g., if a routine returnsIINFOnot equal to0.) πAβREAL 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.π§LDAβINTEGER. The leading dimension ofA,B,S, andT. It must be at least1and at leastmax( NN ). πBβREAL 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.π§SβREAL array, dimension (LDA, max(NN)). The Schur form matrix computed fromAbySGGES3. On exit,Scontains the Schur form matrix corresponding to the matrix inA. πTβREAL array, dimension (LDA, max(NN)). The upper triangular matrix computed fromBbySGGES3. β¨QβREAL array, dimension (LDQ, max(NN)). The (left) orthogonal matrix computed bySGGES3. π¦LDQβINTEGER. The leading dimension ofQandZ. It must be at least1and at leastmax( NN ). πZβREAL array, dimension( LDQ, max(NN) ). The (right) orthogonal matrix computed bySGGES3. π¦ALPHARβREAL array, dimension (max(NN)). πΈALPHAIβREAL array, dimension (max(NN)). πΈBETAβREAL array, dimension (max(NN)). The generalized eigenvalues of(A,B)computed bySGGES3.( ALPHAR(k)+ALPHAI(k)*i ) / BETA(k)is the k-th generalized eigenvalue ofAandB. π₯WORKβREAL array, dimension (LWORK). πLWORKβINTEGER. The dimension of the arrayWORK.LWORK >= MAX( 10*(N+1), 3*N*N ), whereNis the largest matrix dimension. πRESULTβREAL array, dimension (15). The values computed by the tests described above. The values are currently limited to1/ulp, to avoid overflow. πBWORKβLOGICAL array, dimension (N). π§INFOβINTEGER.= 0: successful exit π< 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.
Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 399 of file sdrges3.f.
Author (the Doxygen one) β¨
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