/home/abui.../zdrgev3.f(3)
π NAME
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/TESTING/EIG/zdrgev3.f β bestie, this is the manual page for /home/abui.../zdrgev3.f(3) from the Library Functions Manual, and it's giving full-on LAPACK testing routine energy. π
β¨ SYNOPSIS
π§ Functions/Subroutines
subroutine ZDRGEV3 (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)
ZDRGEV3
π Function/Subroutine Documentation
π subroutine ZDRGEV3
subroutine ZDRGEV3 (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)
ZDRGEV3
π Purpose
Okay so <pink>ZDRGEV3</pink> checks the nonsymmetric generalized eigenvalue problem driver routine ZGGEV3. That's the assignment, and it is so serious about it. β¨
ZGGEV3 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 ZDRGEV3 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.
π Results from ZGGEV3
- 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 ofVL.- 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 ofVR.W(full) = W(partial)βW(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)βVL(full)denotes the left eigenvectors computed when bothlandrare computed, andVL(partial)denotes the result when onlylis computed.VR(full) = VR(partial)βVR(full)denotes the right eigenvectors computed when bothlandrare also computed, andVR(partial)denotes the result when onlylis computed.
π¦ Test Matrices
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.
That's all 26 matrix types, periodt. No skipping, no cap. π
πΈ Parameters
NSIZESβNSIZES is INTEGER. The number of sizes of matrices to use. If it is zero,ZDRGEV3does nothing.NSIZES >= 0.NNβNN is INTEGER array, dimension (NSIZES). An array containing the sizes to be used for the matrices. Zero values will be skipped.NN >= 0.NTYPESβNTYPES is INTEGER. The number of elements inDOTYPE. If it is zero,ZDRGEV3does nothing. It must be at least zero. If it isMAXTYP+1andNSIZESis 1, then an additional type,MAXTYP+1, is defined, which is to use whatever matrix is inA. This is only useful ifDOTYPE(1:MAXTYP)is.FALSE.andDOTYPE(MAXTYP+1)is.TRUE..DOTYPEβDOTYPE is LOGICAL array, 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.ISEEDβISEED is INTEGER array, dimension (4). On entryISEEDspecifies 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 ofISEEDare changed on exit, and can be used in the next call toZDRGESto continue the same random number sequence.THRESHβTHRESH is DOUBLE PRECISION. A test will count as failed if the error, computed as described above, exceedsTHRESH. Note that the error is scaled to beO(1), soTHRESHshould 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.
Bestie,THRESHis scaled toO(1)and<red>must be at least zero</red>β think 10 or 100, not some precision-dependent tiny number. π
NOUNITβNOUNIT is INTEGER. The FORTRAN unit number for printing out error messages (e.g., if a routine returnsIERRnot equal to 0.)AAβ bestie,Ais aCOMPLEX*16array, dimension(LDA, max(NN)). It holds the originalAmatrix. Itβs used as input only ifNTYPES=MAXTYP+1,DOTYPE(1:MAXTYP)=.FALSE., andDOTYPE(MAXTYP+1)=.TRUE.β¨LDAβLDAisINTEGER. Itβs the leading dimension ofA,B,S, andT. It must be at least 1 and at leastmax( NN ). πBβBis aCOMPLEX*16array, dimension(LDA, max(NN)). It holds the originalBmatrix. Itβs used as input only ifNTYPES=MAXTYP+1,DOTYPE(1:MAXTYP)=.FALSE., andDOTYPE(MAXTYP+1)=.TRUE.π¦SβSis aCOMPLEX*16array, dimension(LDA, max(NN)). This is the Schur form matrix computed fromAbyZGGEV3. On exit,Scontains the Schur form matrix corresponding to the matrix inA. πTβTis aCOMPLEX*16array, dimension(LDA, max(NN)). Itβs the upper triangular matrix computed fromBbyZGGEV3. πΈQβQis aCOMPLEX*16array, dimension(LDQ, max(NN)). Itβs the (left) eigenvectors matrix computed byZGGEV3. πLDQβLDQisINTEGER. Itβs the leading dimension ofQandZ. It must be at least 1 and at leastmax( NN ). β¨ZβZis aCOMPLEX*16array, dimension( LDQ, max(NN) ). Itβs the (right) orthogonal matrix computed byZGGEV3. πQEβQEis aCOMPLEX*16array, dimension( LDQ, max(NN) ).QEholds the computed right or left eigenvectors. π«ΆLDQEβLDQEisINTEGER. Itβs the leading dimension ofQE.LDQE >= max(1,max(NN)). πALPHAβALPHAis aCOMPLEX*16array, dimension(max(NN)). βBETAβBETAis aCOMPLEX*16array, dimension(max(NN)). These are the generalized eigenvalues of(A,B)computed byZGGEV3.( ALPHAR(k)+ALPHAI(k)*i ) / BETA(k)is the k-th generalized eigenvalue ofAandB. π₯ALPHA1βALPHA1is aCOMPLEX*16array, dimension(max(NN)). πBETA1βBETA1is aCOMPLEX*16array, dimension(max(NN)). LikeALPHAR,ALPHAI,BETA, these arrays contain the eigenvalues ofAandB, but those computed whenZGGEV3only computes a partial eigendecomposition, i.e. not the eigenvalues and left and right eigenvectors. πWORKβWORKis aCOMPLEX*16array, dimension(LWORK). π§LWORKβLWORKisINTEGER. Itβs the number of entries inWORK.LWORK >= N*(N+1). πRWORKβRWORKis aDOUBLE PRECISIONarray, dimension(8*N). Itβs real workspace. πRESULTβRESULTis aDOUBLE PRECISIONarray, dimension(2). Itβs the values computed by the tests described above. The values are currently limited to1/ulp, to avoid overflow. πINFOβINFOisINTEGER. Hereβs the vibe check:= 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 β¨
These icons slayed the source:
Univ. of TennesseeUniv. of California BerkeleyUniv. of Colorado DenverNAG Ltd.
Definition at line 395 of file zdrgev3.f.
Author (Doxygen edition) π«Ά
Generated automatically by Doxygen for LAPACK from the source code.
byeee bestie π
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