DCHKST2STG.F(3)

📦
version 3.12.1 · 3 versions
, in arch rolling

💖 DCHKST2STG(3) 💖

okay bestie, this is the TESTING/EIG/dchkst2stg.f(3) page from the Library Functions Manual — manual name is literally TESTING/EIG/dchkst2stg.f, title is DCHKST2STG(3), and we are keeping every single character of these signatures. No cap, no merging, no “close enough” energy. 🫶✨

✨ NAME ✨

TESTING/EIG/dchkst2stg.f

🌸 SYNOPSIS 🌸

💅 Functions/Subroutines 💅

here’s the synopsis subroutine, exact vibes only:

       subroutine dchkst2stg (nsizes, nn, ntypes, dotype, iseed, thresh,
           nounit, a, lda, ap, sd, se, d1, d2, d3, d4, d5, wa1, wa2, wa3, wr,
           u, ldu, v, vp, tau, z, work, lwork, iwork, liwork, result, info)

DCHKST2STG

🔥 Function/Subroutine Documentation 🔥

okay so this is the full typed-out declaration, and yes — every argument, every type, every dimension(...), every comma is staying right here. it’s giving iconic thoroughness, honestly. 💅

   subroutine dchkst2stg (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( * ) ap, double
       precision, dimension( * ) sd, double precision, dimension( * ) se,
       double precision, dimension( * ) d1, double precision, dimension( * )
       d2, double precision, dimension( * ) d3, double precision, dimension( *
       ) d4, double precision, dimension( * ) d5, double precision, dimension(
       * ) wa1, double precision, dimension( * ) wa2, double precision,
       dimension( * ) wa3, double precision, dimension( * ) wr, double
       precision, dimension( ldu, * ) u, integer ldu, double precision,
       dimension( ldu, * ) v, double precision, dimension( * ) vp, double
       precision, dimension( * ) tau, double precision, dimension( ldu, * ) z,
       double precision, dimension( * ) work, integer lwork, integer,
       dimension( * ) iwork, integer liwork, double precision, dimension( * )
       result, integer info)
       DCHKST2STG

🎀 Purpose: 🎀

DCHKST2STG is the vibe check for the symmetric eigenvalue problem routines using the 2-stage reduction techniques. Here’s the situation, bestie: since the generation of Q or the vectors is not available in this release, we only compare the eigenvalue resulting when using the 2-stage to the one considered as reference using the standard 1-stage reduction DSYTRD. For that, we call the standard DSYTRD and compute D1 using DSTEQR, then we call the 2-stage DSYTRD_2STAGE with Upper and Lower, and we compute D2 and D3 using DSTEQR, and then we replaced tests 3 and 4 by tests 11 and 12. Tests 1 and 2 remain to verify that the 1-stage results are OK and can be trusted. This testing routine will converge to DCHKST in the next release when vectors and generation of Q will be implemented.

  • DSYTRD factors A as U S U', where ' means transpose, S is symmetric tridiagonal, and U is orthogonal. DSYTRD can use either just the lower or just the upper triangle of A; DCHKST2STG checks both cases. U is represented as a product of Householder transformations, whose vectors are stored in the first n-1 columns of V, and whose scale factors are in TAU.
  • DSPTRD does the same as DSYTRD, except that A and V are stored in format.
  • DORGTR constructs the matrix U from the contents of V and TAU.
  • DOPGTR constructs the matrix U from the contents of VP and TAU.
  • DSTEQR factors S as Z D1 Z', where Z is the orthogonal matrix of eigenvectors and D1 is a diagonal matrix with the eigenvalues on the diagonal. D2 is the matrix of eigenvalues computed when Z is not computed.
  • DSTERF computes D3, the matrix of eigenvalues, by the PWK method, which does not yield eigenvectors.
  • DPTEQR factors S as Z4 D4 Z4', for a symmetric positive definite tridiagonal matrix. D5 is the matrix of eigenvalues computed when Z is not computed.
  • DSTEBZ computes selected eigenvalues. WA1, WA2, and WA3 will denote eigenvalues computed to high absolute accuracy, with different range options. WR will denote eigenvalues computed to high relative accuracy.
  • DSTEIN computes Y, the eigenvectors of S, given the eigenvalues.
  • DSTEDC factors S as Z D1 Z', where Z is the orthogonal matrix of eigenvectors and D1 is a diagonal matrix with the eigenvalues on the diagonal ('I' option). It may also update an input orthogonal matrix, usually the output from DSYTRD/DORGTR or DSPTRD/DOPGTR ('V' option). It may also just compute eigenvalues ('N' option).
  • DSTEMR factors S as Z D1 Z', where Z is the orthogonal matrix of eigenvectors and D1 is a diagonal matrix with the eigenvalues on the diagonal ('I' option). DSTEMR uses the Relatively Robust Representation whenever possible.

When DCHKST2STG is called, a number of matrix sizes (NN) and a number of matrix types (DOTYPE) are specified. For each size (NN(j)) and each type of matrix, one matrix will be generated and used to test the symmetric eigenroutines. For each matrix, a number of tests will be performed:

✨ The 37 tests, aka the whole main-character checklist ✨

  • Test (1) — | A - V S V' | / ( |A| n ulp ) via DSYTRD( UPLO='U', ... )
  • Test (2) — | I - UV' | / ( n ulp ) via DORGTR( UPLO='U', ... )
  • Test (3) — originally | A - V S V' | / ( |A| n ulp ) via DSYTRD( UPLO='L', ... ), but replaced by | D1 - D2 | / ( |D1| ulp ) where D1 is the eigenvalue matrix computed using S and D2 is the eigenvalue matrix computed using S_2stage, the output of DSYTRD_2STAGE(, ,....). D1 and D2 are computed via DSTEQR('N',...).
  • Test (4) — originally | I - UV' | / ( n ulp ) via DORGTR( UPLO='L', ... ), but replaced by | D1 - D3 | / ( |D1| ulp ) where D1 is the eigenvalue matrix computed using S and D3 is the eigenvalue matrix computed using S_2stage, the output of DSYTRD_2STAGE(, ,....). D1 and D3 are computed via DSTEQR('N',...).
  • Tests (5-8) — same as 1-4, but for DSPTRD and DOPGTR.
  • Test (9) — | S - Z D Z' | / ( |S| n ulp ) via DSTEQR('V',...)
  • Test (10) — | I - ZZ' | / ( n ulp ) via DSTEQR('V',...)
  • Test (11) — | D1 - D2 | / ( |D1| ulp ) via DSTEQR('N',...)
  • Test (12) — | D1 - D3 | / ( |D1| ulp ) via DSTERF
  • Test (13) — 0 if the true eigenvalues (computed by sturm count) of S are within THRESH of those in D1. 2*THRESH if they are not. (Tested using DSTECH.)

For S positive definite:

  • Test (14) — | S - Z4 D4 Z4' | / ( |S| n ulp ) via DPTEQR('V',...)
  • Test (15) — | I - Z4 Z4' | / ( n ulp ) via DPTEQR('V',...)
  • Test (16) — | D4 - D5 | / ( 100 |D4| ulp ) via DPTEQR('N',...)

When S is also diagonally dominant by the factor gamma < 1:

  • Test (17) — the max-omega situation:
max | D4(i) - WR(i) | / ( |D4(i)| omega ) ,
 i
omega = 2 (2n-1) ULP (1 + 8 gamma**2) / (1 - gamma)**4

via DSTEBZ( 'A', 'E', ...)

  • Test (18) — | WA1 - D3 | / ( |D3| ulp ) via DSTEBZ( 'A', 'E', ...)
  • Test (19) — the double min-max drama:
( max { min | WA2(i)-WA3(j) | } +
   i     j
  max { min | WA3(i)-WA2(j) | } ) / ( |D3| ulp )
   i     j

via DSTEBZ( 'I', 'E', ...)

  • Test (20) — | S - Y WA1 Y' | / ( |S| n ulp ) via DSTEBZ, SSTEIN
  • Test (21) — | I - Y Y' | / ( n ulp ) via DSTEBZ, SSTEIN
  • Test (22) — | S - Z D Z' | / ( |S| n ulp ) via DSTEDC('I')
  • Test (23) — | I - ZZ' | / ( n ulp ) via DSTEDC('I')
  • Test (24) — | S - Z D Z' | / ( |S| n ulp ) via DSTEDC('V')
  • Test (25) — | I - ZZ' | / ( n ulp ) via DSTEDC('V')
  • Test (26) — | D1 - D2 | / ( |D1| ulp ) via DSTEDC('V') and DSTEDC('N')
Test 27 is disabled at the moment because DSTEMR does not guarantee high relatvie accuracy.
  • Test (27) — the disabled max-omega situation:
max | D6(i) - WR(i) | / ( |D6(i)| omega ) ,
 i
omega = 2 (2n-1) ULP (1 + 8 gamma**2) / (1 - gamma)**4

via DSTEMR('V', 'A')

  • Test (28) — the max-omega situation again:
max | D6(i) - WR(i) | / ( |D6(i)| omega ) ,
 i
omega = 2 (2n-1) ULP (1 + 8 gamma**2) / (1 - gamma)**4

via DSTEMR('V', 'I')

Tests 29 through 34 are disable at present because DSTEMR does not handle partial spectrum requests.
  • Test (29) — | S - Z D Z' | / ( |S| n ulp ) via DSTEMR('V', 'I')
  • Test (30) — | I - ZZ' | / ( n ulp ) via DSTEMR('V', 'I')
  • Test (31) — the double min-max drama:
( max { min | WA2(i)-WA3(j) | } +
   i     j
  max { min | WA3(i)-WA2(j) | } ) / ( |D3| ulp )
   i     j

via DSTEMR('N', 'I') vs. SSTEMR('V', 'I')

  • Test (32) — | S - Z D Z' | / ( |S| n ulp ) via DSTEMR('V', 'V')
  • Test (33) — | I - ZZ' | / ( n ulp ) via DSTEMR('V', 'V')
  • Test (34) — the double min-max drama:
( max { min | WA2(i)-WA3(j) | } +
   i     j
  max { min | WA3(i)-WA2(j) | } ) / ( |D3| ulp )
   i     j

via DSTEMR('N', 'V') vs. SSTEMR('V', 'V')

  • Test (35) — | S - Z D Z' | / ( |S| n ulp ) via DSTEMR('V', 'A')
  • Test (36) — | I - ZZ' | / ( n ulp ) via DSTEMR('V', 'A')
  • Test (37) — the double min-max drama:
( max { min | WA2(i)-WA3(j) | } +
   i     j
  max { min | WA3(i)-WA2(j) | } ) / ( |D3| ulp )
   i     j

via DSTEMR('N', 'A') vs. SSTEMR('V', 'A')

The sizes 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 will be generated. Currently, the list of possible types is:

🎀 The matrix-type menu 🎀

  1. The zero matrix.
  2. The identity matrix.
  3. A diagonal matrix with evenly spaced entries 1, ..., ULP and random signs. (ULP = (first number larger than 1) - 1 )
  4. A diagonal matrix with geometrically spaced entries 1, ..., ULP and random signs.
  5. A diagonal matrix with entries 1, ULP, ..., ULP and random signs.
  6. Same as (4), but multiplied by SQRT( overflow threshold )
  7. Same as (4), but multiplied by SQRT( underflow threshold )
  8. A matrix of the form U' D U, where U is orthogonal and D has evenly spaced entries 1, ..., ULP with random signs on the diagonal.
  9. A matrix of the form U' D U, where U is orthogonal and D has geometrically spaced entries 1, ..., ULP with random signs on the diagonal.
  10. A matrix of the form U' D U, where U is orthogonal and D has entries 1, ULP,..., ULP with random signs on the diagonal.
  11. Same as (8), but multiplied by SQRT( overflow threshold )
  12. Same as (8), but multiplied by SQRT( underflow threshold )
  13. Symmetric matrix with random entries chosen from (-1,1).
  14. Same as (13), but multiplied by SQRT( overflow threshold )
  15. Same as (13), but multiplied by SQRT( underflow threshold )
  16. Same as (8), but diagonal elements are all positive.
  17. Same as (9), but diagonal elements are all positive.
  18. Same as (10), but diagonal elements are all positive.
  19. Same as (16), but multiplied by SQRT( overflow threshold )
  20. Same as (16), but multiplied by SQRT( underflow threshold )
  21. A diagonally dominant tridiagonal matrix with geometrically spaced diagonal entries 1, ..., ULP.

Parameters 💖

okay bestie, this is the parameter tour, and yes, every single one matters. no skipping. ✨

  • NSIZES — INTEGER. This is the number of sizes of matrices to use. If it is zero, DCHKST2STG does nothing. It must be at least zero. 💅
  • NN — INTEGER array, dimension (NSIZES). An array containing the sizes to be used for the matrices. Zero values will be skipped. The values must be at least zero. 🎀
  • NTYPES — INTEGER. The number of elements in DOTYPE. If it is zero, DCHKST2STG 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 — 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 — 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. 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 DCHKST2STG to continue the same random number sequence. 🔥
  • THRESH — DOUBLE PRECISION. A test will count as ... if the ..., 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 — INTEGER. The FORTRAN unit number for printing out error messages (e.g., if a routine returns IINFO not equal to 0). 🙈
  • A — DOUBLE PRECISION array of dimension ( LDA , max(NN) ). Used to hold the matrix whose eigenvalues are to be computed. On exit, A contains the last matrix actually used. 💜
  • LDA — INTEGER. The leading dimension of A. It must be at least 1 and at least max( NN ). 👑
  • AP — DOUBLE PRECISION array of dimension( max(NN)*max(NN+1)/2 ). The matrix A stored in packed format. 🍓
  • SD — DOUBLE PRECISION array of dimension( max(NN) ). The diagonal of the tridiagonal matrix computed by DSYTRD. On exit, SD and SE contain the tridiagonal form of the matrix in A. ✨
  • SE — DOUBLE PRECISION array of dimension( max(NN) ). The off-diagonal of the tridiagonal matrix computed by DSYTRD. On exit, SD and SE contain the tridiagonal form of the matrix in A. 🌈
  • D1 — DOUBLE PRECISION array of dimension( max(NN) ). The eigenvalues of A, as computed by DSTEQR simultaneously with Z. On exit, the eigenvalues in D1 correspond with the matrix in A. ⭐
  • D2 — DOUBLE PRECISION array of dimension( max(NN) ). The eigenvalues of A, as computed by DSTEQR if Z is not computed. On exit, the eigenvalues in D2 correspond with the matrix in A. 🧚
  • D3 — DOUBLE PRECISION array of dimension( max(NN) ). The eigenvalues of A, as computed by DSTERF. On exit, the eigenvalues in D3 correspond with the matrix in A. 💫
  • D4 — DOUBLE PRECISION array of dimension( max(NN) ). The eigenvalues of A, as computed by DPTEQR(V). DPTEQR factors S as Z4 D4 Z4*. On exit, the eigenvalues in D4 correspond with the matrix in A. 💖
  • D5 — DOUBLE PRECISION array of dimension( max(NN) ). The eigenvalues of A, as computed by DPTEQR(N) when Z is not computed. On exit, the eigenvalues in D4 correspond with the matrix in A. 🎀
  • WA1 — DOUBLE PRECISION array of dimension( max(NN) ). All eigenvalues of A, computed to high absolute accuracy, with different range options, as computed by DSTEBZ. 🦋
  • WA2 — DOUBLE PRECISION array of dimension( max(NN) ). Selected eigenvalues of A, computed to high absolute accuracy, with different range options, as computed by DSTEBZ. Choose random values for IL and IU, and ask for the IL-th through IU-th eigenvalues. 🌸
  • WA3 — DOUBLE PRECISION array of dimension( max(NN) ). Selected eigenvalues of A, computed to high absolute accuracy, with different range options, as computed by DSTEBZ. Determine the values VL and VU of the IL-th and IU-th eigenvalues and ask for all eigenvalues in this range. 🔥
  • WR — DOUBLE PRECISION array of dimension( max(NN) ). All eigenvalues of A, computed to high absolute accuracy, with different options, as computed by DSTEBZ. 💀
  • U — DOUBLE PRECISION array of dimension( LDU, max(NN) ). The orthogonal matrix computed by DSYTRD + DORGTR. 🙈
  • LDU — INTEGER. The leading dimension of U, Z, and V. It must be at least 1 and at least max( NN ). 💜
  • V — DOUBLE PRECISION array of dimension( LDU, max(NN) ). The Householder vectors computed by DSYTRD in reducing A to tridiagonal form. The vectors computed with UPLO='U' are in the upper triangle, and the vectors computed with UPLO='L' are in the lower triangle. (As described in DSYTRD, the sub- and superdiagonal are not set to 1, although the true Householder vector has a 1 in that position. The routines that use V, such as DORGTR, set those entries to 1 before using them, and then restore them later.) 👑
  • VP — DOUBLE PRECISION array of dimension( max(NN)*max(NN+1)/2 ). The matrix V stored in packed format. 🍓
  • TAU — DOUBLE PRECISION array of dimension( max(NN) ). The Householder factors computed by DSYTRD in reducing A to tridiagonal form. ✨
  • Z — DOUBLE PRECISION array of dimension( LDU, max(NN) ). The orthogonal matrix of eigenvectors computed by DSTEQR, DPTEQR, and DSTEIN. 🌈
  • WORK — DOUBLE PRECISION array of dimension( LWORK ). ⭐
  • LWORK — INTEGER. The number of entries in WORK. This must be at least 1 + 4 * Nmax + 2 * Nmax * lg Nmax + 3 * Nmax**2 where Nmax = max( NN(j), 2 ) and lg = log base 2. 🧚
  • IWORK — INTEGER array, Workspace. 💫
  • LIWORK — INTEGER. The number of entries in IWORK. This must be at least 6 + 6*Nmax + 5 * Nmax * lg Nmax where Nmax = max( NN(j), 2 ) and lg = log base 2. 💖
  • RESULT — DOUBLE PRECISION array, dimension (26). The values computed by the tests described above. The values are currently limited to 1/ulp, to avoid overflow. 🎀
  • INFO — that's the entry, bestie. the page just lists INFO here. 😭

Okay bestie, let's talk about INFO, because it's an INTEGER and it is literally the report card for this whole subroutine. 💅

  • If INFO is 0, then everything ran OK. Slay. ✨
  • -1: NSIZES < 0 — the size list said no. 🙈
  • -2: Some NN(j) < 0 — nope, not it.
  • -3: NTYPES < 0 — type count is giving negative.
  • -5: THRESH < 0 — threshold cannot be out here being negative.
  • -9: LDA < 1 or LDA < NMAX, where NMAX is max( NN(j) ). Keep your leading dimension behaving, bestie.
  • -23: LDU < 1 or LDU < NMAX.
  • -29: LWORK too small — the workspace is not giving, give it more room. 😭

Also: if DLATMR, SLATMS, DSYTRD, DORGTR, DSTEQR, SSTERF, or DORMC2 returns an error code, the absolute value of it is returned. Periodt.

🧚 Some Local Variables and Parameters 🧚

  • ZERO, ONE — real 0 and 1. The math girlies.
  • MAXTYP — the number of types defined.
  • NTEST — the number of tests performed, or which can be performed so far, for the current matrix.
  • NTESTT — the total number of tests performed so far.
  • NBLOCK — blocksize as returned by ENVIR.
  • NMAX — largest value in NN.
  • NMATS — the number of matrices generated so far.
  • NERRS — the number of tests which have exceeded THRESH so far.
  • COND, IMODE — values to be passed to the matrix generators.
  • ANORM — norm of A; passed to matrix generators.
  • OVFL, UNFL — overflow and underflow thresholds.
  • ULP, ULPINV — finest relative precision and its inverse.
  • RTOVFL, RTUNFL — square roots of the previous 2 values.

The following four arrays decode JTYPE:

  • KTYPE(j) — the general type (1-10) for type .
  • KMODE(j) — the MODE value to be passed to the matrix generator for type .
  • KMAGN(j) — the order of magnitude ( O(1), O(overflow^(1/2) ), O(underflow^(1/2) ) ).

👑 Author 👑

  • Univ. of Tennessee
  • Univ. of California Berkeley
  • Univ. of Colorado Denver
  • NAG Ltd.

Definition at line 608 of file dchkst2stg.f.

Author: Generated automatically by Doxygen for LAPACK from the source code.

Cute sign-off: this page is from LAPACK Version 3.12.0, source file TESTING/EIG/dchkst2stg.f(3). Bye bestie — go off and test those eigen things! 🫶💖

📦 where this page comes from