ZCHKGG(3)
π ZCHKGG(3) β Library Functions Manual π
okay so bestie, this is ZCHKGG(3) from the Library Functions Manual β yes, the manual name is literally Library Functions Manual, and this page is giving serious LAPACK testing energy. β¨ The source path is right below in NAME, no cap. π
π NAME π
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/TESTING/EIG/zchkgg.f
β¨ SYNOPSIS β¨
πΈ Functions/Subroutines πΈ
subroutine ZCHKGG (nsizes, nn, ntypes, dotype, iseed, thresh, tstdif,
thrshn, nounit, a, lda, b, h, t, s1, s2, p1, p2, u, ldu, v, q, z,
alpha1, beta1, alpha3, beta3, evectl, evectr, work, lwork, rwork,
llwork, result, info)
ZCHKGG
π«Ά Function/Subroutine Documentation π«Ά
π subroutine ZCHKGG π
subroutine ZCHKGG (integer nsizes, integer, dimension( * ) nn, integer
ntypes, logical, dimension( * ) dotype, integer, dimension( 4 ) iseed,
double precision thresh, logical tstdif, double precision thrshn,
integer nounit, complex*16, dimension( lda, * ) a, integer lda,
complex*16, dimension( lda, * ) b, complex*16, dimension( lda, * ) h,
complex*16, dimension( lda, * ) t, complex*16, dimension( lda, * ) s1,
complex*16, dimension( lda, * ) s2, complex*16, dimension( lda, * ) p1,
complex*16, dimension( lda, * ) p2, complex*16, dimension( ldu, * ) u,
integer ldu, complex*16, dimension( ldu, * ) v, complex*16, dimension(
ldu, * ) q, complex*16, dimension( ldu, * ) z, complex*16, dimension( *
) alpha1, complex*16, dimension( * ) beta1, complex*16, dimension( * )
alpha3, complex*16, dimension( * ) beta3, complex*16, dimension( ldu, *
) evectl, complex*16, dimension( ldu, * ) evectr, complex*16, dimension(
* ) work, integer lwork, double precision, dimension( * ) rwork,
logical, dimension( * ) llwork, double precision, dimension( 15 )
result, integer info)
ZCHKGG
πΈ Purpose πΈ
okay so ZCHKGG checks the nonsymmetric generalized eigenvalue problem routines. periodt. π
ZGGHRD factors A and B as U H V and U T V, where the little H up top means conjugate transpose β so H is hessenberg, T is triangular, and U and V are unitary. slay.
ZHGEQZ factors H and T as Q S Z and Q P Z, where P and S are upper triangular and Q and Z are unitary. It also computes the generalized eigenvalues (alpha(1),beta(1)),...,(alpha(n),beta(n)), where alpha(j)=S(j,j) and beta(j)=P(j,j) β thus, w(j) = alpha(j)/beta(j) is a root of the generalized eigenvalue problem
det( A - w(j) B ) = 0
and m(j) = beta(j)/alpha(j) is a root of the essentially equivalent problem
det( m(j) A - B ) = 0
ZTGEVC computes the matrix L of left eigenvectors and the matrix R of right eigenvectors for the matrix pair ( S, P ). In the description below, l and r are left and right eigenvectors corresponding to the generalized eigenvalues (alpha,beta). iykyk. π¦
When ZCHKGG is called, a number of matrix sizes () and a number of matrix types are specified. For each size () and each type of matrix, one matrix will be generated and used to test the nonsymmetric eigenroutines. For each matrix, 13 tests will be performed. The first twelve should be small β O(1). They will be compared with the threshold THRESH:
H
(1) | A - U H V | / ( |A| n ulp )
H
(2) | B - U T V | / ( |B| n ulp )
H
(3) | I - UU | / ( n ulp )
H
(4) | I - VV | / ( n ulp )
H
(5) | H - Q S Z | / ( |H| n ulp )
H
(6) | T - Q P Z | / ( |T| n ulp )
H
(7) | I - QQ | / ( n ulp )
H
(8) | I - ZZ | / ( n ulp )
(9) max over all left eigenvalue/-vector pairs (beta/alpha,l) of
H
| (beta A - alpha B) l | / ( ulp max( |beta A|, |alpha B| ) )
(10) max over all left eigenvalue/-vector pairs (beta/alpha,l') of
H
| (beta H - alpha T) l' | / ( ulp max( |beta H|, |alpha T| ) )
where the eigenvectors l' are the result of passing Q to
DTGEVC and back transforming (JOB='B').
(11) max over all right eigenvalue/-vector pairs (beta/alpha,r) of
| (beta A - alpha B) r | / ( ulp max( |beta A|, |alpha B| ) )
(12) max over all right eigenvalue/-vector pairs (beta/alpha,r') of
| (beta H - alpha T) r' | / ( ulp max( |beta H|, |alpha T| ) )
where the eigenvectors r' are the result of passing Z to
DTGEVC and back transforming (JOB='B').
The last three test ratios will usually be small, but there is no mathematical requirement that they be so. They are therefore compared with THRESH only if TSTDIF is .TRUE.
(13) | S(Q,Z computed) - S(Q,Z not computed) | / ( |S| ulp )
(14) | P(Q,Z computed) - P(Q,Z not computed) | / ( |P| ulp )
(15) max( |alpha(Q,Z computed) - alpha(Q,Z not computed)|/|S| ,
|beta(Q,Z computed) - beta(Q,Z not computed)|/|P| ) / ulp
In addition, the normalization of L and R are checked, and compared with the threshold THRSHN. π«Ά
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 j will be generated. Currently, the list of possible types is:
- (1)
( 0, 0 )β a pair of zero matrices. π - (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 )β where
t ( I 0 )
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 )β whereDisP*D1,Pis a random unitary diagonal matrix (i.e., with random magnitude 1 entries on the diagonal), andD1=diag( 0, 1,..., N-1 )(i.e., a diagonal matrix withD1(1,1)=0,D1(2,2)=1, ...,D1(N,N)=N-1.) - (8)
( I, D ) - (9)
( big*D, small*I )β 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 )β whereD1=P*diag( 0, 0, 1, ..., N-3, 0 )andD2=Q*diag( 0, N-3, N-4,..., 1, 0, 0 ), andPandQare random unitary diagonal matrices. - (16)
U ( J , J ) Vwith transposed blocks:
t t
U ( J , J ) V
where U and V are random unitary matrices.
- (17)
U ( T1, T2 ) Vβ whereT1andT2are upper triangular matrices with randomO(1)entries above the diagonal and diagonal entriesdiag(T1) = P*( 0, 0, 1, ..., N-3, 0 )anddiag(T2) = Q*( 0, N-3, N-4,..., 1, 0, 0 ). - (18)
U ( T1, T2 ) Vβdiag(T1) = ( 0, 0, 1, 1, s, ..., s, 0 ),diag(T2) = ( 0, 1, 0, 1,..., 1, 0 ),s = machine precision. - (19)
U ( T1, T2 ) Vβdiag(T1)=( 0,0,1,1, 1-d, ..., 1-(N-5)*d=s, 0 ),diag(T2) = ( 0, 1, 0, 1, ..., 1, 0 ). - (20)
U ( T1, T2 ) Vβ with
N-5
diag(T1)=( 0, 0, 1, 1, a, ..., a =s, 0 )
diag(T2) = ( 0, 1, 0, 1, ..., 1, 0, 0 )
- (21)
U ( T1, T2 ) Vβdiag(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)
U ( big*T1, small*T2 ) Vβdiag(T1) = P*( 0, 0, 1, ..., N-3, 0 ),diag(T2) = ( 0, 1, ..., 1, 0, 0 ). - (23)
U ( small*T1, big*T2 ) Vβdiag(T1) = P*( 0, 0, 1, ..., N-3, 0 ),diag(T2) = ( 0, 1, ..., 1, 0, 0 ). - (24)
U ( small*T1, small*T2 ) Vβdiag(T1) = P*( 0, 0, 1, ..., N-3, 0 ),diag(T2) = ( 0, 1, ..., 1, 0, 0 ). - (25)
U ( big*T1, big*T2 ) Vβdiag(T1) = P*( 0, 0, 1, ..., N-3, 0 ),diag(T2) = ( 0, 1, ..., 1, 0, 0 ). - (26)
U ( T1, T2 ) Vβ whereT1andT2are random upper-triangular matrices.
π Parameters π
NSIZES
NSIZES is INTEGER. It's the number of sizes of matrices to use. If it is zero, ZCHKGG does nothing. It must be at least zero. β¨
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. The values must be at least zero. π«Ά
NTYPES
NTYPES is INTEGER. It's the number of elements in DOTYPE. If it is zero, ZCHKGG 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. . π
DOTYPE
DOTYPEβ okay so, this is aLOGICALarray, 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. the way this is literally the type-enable list πISEEDβ seed central:INTEGERarray, dimension(4). On entryISEEDspecifies the seed of the random number generator. 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 toZCHKGGto continue the same random number sequence. seed continuity slay π±THRESHβ threshold time:DOUBLE PRECISION. A test will count as a fail if the value computed as described above exceedsTHRESH. 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. It must be at least zero. β οΈ do not mess with zeroTSTDIFβLOGICAL. Specifies whether test ratios13-15will be computed and compared withTHRESH.= .FALSE.: Only test ratios1-12will be computed and tested. Ratios13-15will be set to zero.= .TRUE.: All the test ratios1-15will be computed and tested.
THRSHNβ precision police:DOUBLE PRECISION. Threshold for reporting eigenvector normalization error. If the normalization of any eigenvector differs from1by more thanTHRSHN*ulp, then a special error message will be printed. (This is handled separately from the other tests, since only a compiler or programming error should cause an error message, at least ifTHRSHNis at least5--10.) compiler oopsie detector πNOUNITβINTEGER. TheFORTRANunit number for printing out error messages (e.g., if a routine returnsIINFOnot equal to0.) error-message printer go brrr π¨οΈAβCOMPLEX*16array, dimension(LDA, max(NN)). Used to hold the originalAmatrix. Used as input only ifNTYPES=MAXTYP+1,DOTYPE(1:MAXTYP)=.FALSE., andDOTYPE(MAXTYP+1)=.TRUE.conditional input moment πLDAβINTEGER. The leading dimension ofA,B,H,T,S1,P1,S2, andP2. It must be at least1and at leastmax( NN ). big enough or bust πBβCOMPLEX*16array, 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«ΆHβCOMPLEX*16array, dimension(LDA, max(NN)). The upper Hessenberg matrix computed fromAbyZGGHRD. Hessenberg hive β¨TβCOMPLEX*16array, dimension(LDA, max(NN)). The upper triangular matrix computed fromBbyZGGHRD. πΈS1βCOMPLEX*16array, dimension(LDA, max(NN)). The Schur (upper triangular) matrix computed fromHbyZHGEQZwhenQandZare also computed. π¦S2βCOMPLEX*16array, dimension(LDA, max(NN)). The Schur (upper triangular) matrix computed fromHbyZHGEQZwhenQandZare not computed. πP1βCOMPLEX*16array, dimension(LDA, max(NN)). The upper triangular matrix computed fromTbyZHGEQZwhenQandZare also computed. πP2βCOMPLEX*16array, dimension(LDA, max(NN)). The upper triangular matrix computed fromTbyZHGEQZwhenQandZare not computed. πUβCOMPLEX*16array, dimension(LDU, max(NN)). The (left) unitary matrix computed byZGGHRD. πLDUβINTEGER. The leading dimension ofU,V,Q,Z,EVECTL, andEVEZTR. It must be at least1and at leastmax( NN ). yes, EVEZTR β source spelling, not me πVβCOMPLEX*16array, dimension(LDU, max(NN)). The (right) unitary matrix computed byZGGHRD. πQβCOMPLEX*16array, dimension(LDU, max(NN)). The (left) unitary matrix computed byZHGEQZ. π«ZβCOMPLEX*16array, dimension(LDU, max(NN)). The (left) unitary matrix computed byZHGEQZ. both of them say left in the source, Iβm just the messenger πALPHA1βCOMPLEX*16array, dimension(max(NN)). πBETA1βCOMPLEX*16array, dimension(max(NN)). The generalized eigenvalues of(A,B)computed byZHGEQZwhenQ,Z, and the full Schur matrices are computed. π₯ALPHA3βCOMPLEX*16array, dimension(max(NN)). π§BETA3βCOMPLEX*16array, dimension(max(NN)). The generalized eigenvalues of(A,B)computed byZHGEQZwhen neitherQ,Z, nor the Schur matrices are computed. βEVECTLβCOMPLEX*16array, dimension(LDU, max(NN)). The (lower triangular) left eigenvector matrix for the matrices inS1andP1. πEVECTRβCOMPLEX*16array, dimension(LDU, max(NN)). The (upper triangular) right eigenvector matrix for the matrices inS1andP1. π«ΆWORKβCOMPLEX*16array, dimension(LWORK). π οΈLWORKβINTEGER. The number of entries inWORK. This must be at leastmax( 4*N, 2 * N**2, 1 ), for allN=NN(j). work work work work work πRWORKβDOUBLE PRECISIONarray, dimension(2*max(NN)). πΈLLWORKβLOGICALarray, dimension(max(NN)). πRESULTβDOUBLE PRECISIONarray, dimension(15). The values computed by the tests described above. The values are currently limited to1/ulp, to avoid overflow. capped for safety π₯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.
π Author
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 498 of file zchkgg.f. π«Ά
π Author
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