ZDRGEV(3)
π¦ ZDRGEV(3) π¦
Library Functions Manual β header ref: /home/abui...IG/zdrgev.f(3). Manual name folded in near the top, exactly as requested, bestie. π
π NAME π
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/TESTING/EIG/zdrgev.f β yes, that whole path is the name. Iconic. β¨
π SYNOPSIS π
Functions/Subroutines
subroutine ZDRGEV (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)
ZDRGEV
πΈ Function/Subroutine Documentation πΈ
subroutine ZDRGEV (integer nsizes, integer, dimension( * ) nn, integer
ntypes, logical, dimension( * ) dotype, integer, dimension( 4 ) iseed,
double precision thresh, integer nounit, complex*16, dimension( lda, * )
a, integer lda, complex*16, dimension( lda, * ) b, complex*16,
dimension( lda, * ) s, complex*16, dimension( lda, * ) t, complex*16,
dimension( ldq, * ) q, integer ldq, complex*16, dimension( ldq, * ) z,
complex*16, dimension( ldqe, * ) qe, integer ldqe, complex*16,
dimension( * ) alpha, complex*16, dimension( * ) beta, complex*16,
dimension( * ) alpha1, complex*16, dimension( * ) beta1, complex*16,
dimension( * ) work, integer lwork, double precision, dimension( * )
rwork, double precision, dimension( * ) result, integer info)
ZDRGEV
π― Purpose π―
Okay bestie, ZDRGEV is the vibe-checker for the nonsymmetric generalized eigenvalue problem driver routine ZGGEV. π
ZGGEV 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 ZDRGEV 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 tests will be performed and compared with the threshold THRESH.
Results from ZGGEV:
- 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.
| |VL(i)| - 1 | / ulpand whether largest component real
VL(i) denotes the i-th column of VL.
- max over all left eigenvalue/-vector pairs
(alpha/beta,r)of
| (beta A - alpha B) * VR | / ( ulp max(|beta A|, |alpha B|) )
| |VR(i)| - 1 | / ulpand whether largest component real
VR(i) denotes the i-th column of VR.
W(full) = W(partial)W(full)denotes the eigenvalues computed when bothlandrare also computed, andW(partial)denotes the eigenvalues computed when onlyW, onlyWandr, or onlyWandlare computed.VL(full) = VL(partial)VL(full)denotes the left eigenvectors computed when bothlandrare computed, andVL(partial)denotes the result when onlylis computed.VR(full) = VR(partial)VR(full)denotes the right eigenvectors computed when bothlandrare also computed, andVR(partial)denotes the result when onlylis computed.
π§ͺ Test Matrices π§ͺ
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:
- Type 1 β
( 0, 0 ), a pair of zero matrices. Literally zeros, no cap. - Type 2 β
( I, 0 ), an identity and a zero matrix. - Type 3 β
( 0, I ), an identity and a zero matrix. (Yes, same little description as type 2 in the original, keep it.) - Type 4 β
( I, I ), a pair of identity matrices. - Type 5 β a pair of transposed Jordan blocks, exactly this layout:
t t
(5) ( J , J )
- Type 6 β
( X, Y ), where theXandYsituation is:
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.
- Type 7 β
( D, I ), whereDisdiag( 0, 1,..., N-1 ), a diagonal matrix with those diagonal entries. - Type 8 β
( I, D ). - Type 9 β
( big*D, small*I ), wherebigis near overflow andsmall=1/big. - Type 10 β
( small*D, big*I ). - Type 11 β
( big*I, small*D ). - Type 12 β
( small*I, big*D ). - Type 13 β
( big*D, big*I ). - Type 14 β
( small*D, small*I ). - Type 15 β
( D1, D2 ), whereD1isdiag( 0, 0, 1, ..., N-3, 0 )andD2isdiag( 0, N-3, N-4,..., 1, 0, 0 ):
(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 )
- Type 16 β
Q ( J^t, J^t ) Z, whereQandZare random orthogonal matrices:
t t
(16) Q ( J , J ) Z where Q and Z are random orthogonal matrices.
- Type 17 β
Q ( T1, T2 ) Z, whereT1andT2are 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 ):
(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 )
- Type 18 β
Q ( T1, T2 ) Z, withdiag(T1) = ( 0, 0, 1, 1, s, ..., s, 0 ),diag(T2) = ( 0, 1, 0, 1,..., 1, 0 ), ands = 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.
- Type 19 β
Q ( T1, T2 ) Z, withdiag(T1)=( 0,0,1,1, 1-d, ..., 1-(N-5)*d=s, 0 )anddiag(T2) = ( 0, 1, 0, 1, ..., 1, 0 ):
(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 )
- Type 20 β
Q ( T1, T2 ) Z, with this exact diagonal energy:
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 )
- Type 21 β
Q ( T1, T2 ) Z, withdiag(T1)=( 0, 0, 1, r1, r2, ..., r(N-4), 0 ),diag(T2) = ( 0, 1, 0, 1, ..., 1, 0, 0 ), and 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.
- Type 22 β
Q ( big*T1, small*T2 ) Z, withdiag(T1) = ( 0, 0, 1, ..., N-3, 0 )anddiag(T2) = ( 0, 1, ..., 1, 0, 0 ):
(22) Q ( big*T1, small*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 )
diag(T2) = ( 0, 1, ..., 1, 0, 0 )
- Type 23 β
Q ( small*T1, big*T2 ) Z, withdiag(T1) = ( 0, 0, 1, ..., N-3, 0 )anddiag(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 )
- Type 24 β
Q ( small*T1, small*T2 ) Z, withdiag(T1) = ( 0, 0, 1, ..., N-3, 0 )anddiag(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 )
- Type 25 β
Q ( big*T1, big*T2 ) Z, withdiag(T1) = ( 0, 0, 1, ..., N-3, 0 )anddiag(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 )
- Type 26 β
Q ( T1, T2 ) Z, whereT1andT2are random upper-triangular matrices. Periodt. π«Ά
ποΈ Parameters ποΈ
NSIZES
NSIZES is INTEGER. The number of sizes of matrices to use. If it is zero, ZDRGES does nothing. NSIZES >= 0.
Yes, that says ZDRGES, exactly as written in the original. Not me being chaotic. π
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, ZDRGEV 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.
Real caveat, bestie: ISEED(4) must be odd. Do not skip that.
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 ZDRGES to continue the same random number sequence.
THRESH
THRESH is DOUBLE PRECISION. A test will count as failure if the error, 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
okay so picking up mid-arg-list β here's the rest of the parameter cast, no skips, no cap π
AβCOMPLEX*16 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.LDAβLDAisINTEGER. The leading dimension ofA,B,S, andT. It must be at least1and at leastmax( NN ).BβBisCOMPLEX*16 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.SβSisCOMPLEX*16 array, dimension (LDA, max(NN)). The Schur form matrix computed fromAbyZGGEV. On exit,Scontains the Schur form matrix corresponding to the matrix inA.TβTisCOMPLEX*16 array, dimension (LDA, max(NN)). The upper triangular matrix computed fromBbyZGGEV.QβQisCOMPLEX*16 array, dimension (LDQ, max(NN)). The (left) eigenvectors matrix computed byZGGEV.LDQβLDQisINTEGER. The leading dimension ofQandZ. It must be at least1and at leastmax( NN ).ZβZisCOMPLEX*16 array, dimension( LDQ, max(NN) ). The (right) orthogonal matrix computed byZGGEV.QEβQEisCOMPLEX*16 array, dimension( LDQ, max(NN) ).QEholds the computed right or left eigenvectors.LDQEβLDQEisINTEGER. The leading dimension ofQE.LDQE >= max(1,max(NN)).ALPHAβALPHAisCOMPLEX*16 array, dimension (max(NN)).BETAβBETAisCOMPLEX*16 array, dimension (max(NN)). The generalized eigenvalues of(A,B)computed byZGGEV.( ALPHAR(k)+ALPHAI(k)*i ) / BETA(k)is the k-th generalized eigenvalue ofAandB.ALPHA1βALPHA1isCOMPLEX*16 array, dimension (max(NN)).BETA1βBETA1isCOMPLEX*16 array, dimension (max(NN)). LikeALPHAR,ALPHAI,BETA, these arrays contain the eigenvalues ofAandB, but those computed whenZGGEVonly computes a partial eigendecomposition, i.e. not the eigenvalues and left and right eigenvectors.WORKβWORKisCOMPLEX*16 array, dimension (LWORK).LWORKβLWORKisINTEGER. The number of entries inWORK.LWORK >= N*(N+1).RWORKβRWORKisDOUBLE PRECISION array, dimension (8*N). Real workspace.RESULTβRESULTisDOUBLE PRECISION array, dimension (2). The values computed by the tests described above. The values are currently limited to1/ulp, to avoid overflow.INFOβINFOisINTEGER.= 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 Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 395 of file zdrgev.f.
π€ Author
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