TESTING/EIG/ddrvev.f(3)
π NAME π
TESTING/EIG/ddrvev.f β okay bestie, this is the Library Functions Manual page for the DDRVEV subroutine, living in TESTING/EIG/ddrvev.f. It's giving eigenvalue-testing main character energy, and we're gonna go through every parameter and every little detail. No cap. π
β¨ SYNOPSIS β¨
π§ Functions/Subroutines
subroutine ddrvev (nsizes, nn, ntypes, dotype, iseed, thresh, nounit, a,
lda, h, wr, wi, wr1, wi1, vl, ldvl, vr, ldvr, lre, ldlre, result,
work, nwork, iwork, info)
DDRVEV
π¦ Function/Subroutine Documentation π¦
π subroutine ddrvev π
subroutine ddrvev (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( lda, * ) h, double
precision, dimension( * ) wr, double precision, dimension( * ) wi,
double precision, dimension( * ) wr1, double precision, dimension( * )
wi1, double precision, dimension( ldvl, * ) vl, integer ldvl, double
precision, dimension( ldvr, * ) vr, integer ldvr, double precision,
dimension( ldlre, * ) lre, integer ldlre, double precision, dimension( 7
) result, double precision, dimension( * ) work, integer nwork, integer,
dimension( * ) iwork, integer info)
DDRVEV
π― Purpose π―
DDRVEV checks the nonsymmetric eigenvalue problem driver DGEEV. Periodt. π
When DDRVEV is called, a number of matrix sizes (NSIZES) and a number of matrix types (NTYPES) 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, 7 tests will be performed:
(1)β| A * VR - VR * W | / ( n |A| ulp )
Here VR is the matrix of unit right eigenvectors. W is a block diagonal matrix, with a 1x1 block for each real eigenvalue and a 2x2 block for each complex conjugate pair. If eigenvalues j and j+1 are a complex conjugate pair, so WR(j) = WR(j+1) = wr and WI(j) = - WI(j+1) = wi, then the 2 x 2 block corresponding to the pair will be:
( wr wi )
( -wi wr )
Such a block multiplying an n x 2 matrix ( ur ui ) on the right will be the same as multiplying ur + i*ui by wr + i*wi. iykyk β¨
(2)β| A**H * VL - VL * W**H | / ( n |A| ulp )
Here VL is the matrix of unit left eigenvectors, A**H is the conjugate transpose of A, and W is as above.
(3)β| |VR(i)| - 1 | / ulp and whether largest component real
VR(i) denotes the i-th column of VR.
(4)β| |VL(i)| - 1 | / ulp and whether largest component real
VL(i) denotes the i-th column of VL.
(5)βW(full) = W(partial)
W(full) denotes the eigenvalues computed when both VR and VL are also computed, and W(partial) denotes the eigenvalues computed when only W, only W and VR, or only W and VL are computed.
(6)βVR(full) = VR(partial)
VR(full) denotes the right eigenvectors computed when both VR and VL are computed, and VR(partial) denotes the result when only VR is computed.
(7)βVL(full) = VL(partial)
VL(full) denotes the left eigenvectors computed when both VR and VL are also computed, and VL(partial) denotes the result when only VL is computed.
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 j will be generated. Currently, the list of possible types is:
(1)The zero matrix.(2)The identity matrix.(3)A (transposed) Jordan block, with1's on the diagonal.(4)A diagonal matrix with evenly spaced entries1, ..., ULPand random signs. (ULP = (first number larger than 1) - 1)(5)A diagonal matrix with geometrically spaced entries1, ..., ULPand random signs.(6)A diagonal matrix with entries1, ULP, ..., ULPand random signs.(7)Same as(4), but multiplied by a constant near the overflow threshold.(8)Same as(4), but multiplied by a constant near the underflow threshold.(9)A matrix of the formU' T U, whereUis orthogonal andThas evenly spaced entries1, ..., ULPwith random signs on the diagonal and randomO(1)entries in the upper triangle.(10)A matrix of the formU' T U, whereUis orthogonal andThas geometrically spaced entries1, ..., ULPwith random signs on the diagonal and randomO(1)entries in the upper triangle.(11)A matrix of the formU' T U, whereUis orthogonal andThas entries1, ULP,..., ULPwith random signs on the diagonal and randomO(1)entries in the upper triangle.(12)A matrix of the formU' T U, whereUis orthogonal andThas real or complex conjugate paired eigenvalues randomly chosen from( ULP, 1 )and randomO(1)entries in the upper triangle.(13)A matrix of the formX' T X, whereXhas conditionSQRT( ULP )andThas evenly spaced entries1, ..., ULPwith random signs on the diagonal and randomO(1)entries in the upper triangle.(14)A matrix of the formX' T X, whereXhas conditionSQRT( ULP )andThas geometrically spaced entries1, ..., ULPwith random signs on the diagonal and randomO(1)entries in the upper triangle.(15)A matrix of the formX' T X, whereXhas conditionSQRT( ULP )andThas entries1, ULP,..., ULPwith random signs on the diagonal and randomO(1)entries in the upper triangle.(16)A matrix of the formX' T X, whereXhas conditionSQRT( ULP )andThas real or complex conjugate paired eigenvalues randomly chosen from( ULP, 1 )and randomO(1)entries in the upper triangle.(17)Same as(16), but multiplied by a constant near the overflow threshold.(18)Same as(16), but multiplied by a constant near the underflow threshold.(19)Nonsymmetric matrix with random entries chosen from(-1,1). IfNis at least4, all entries in first two rows and last row, and first column and last two columns are zero.(20)Same as(19), but multiplied by a constant near the overflow threshold.(21)Same as(19), but multiplied by a constant near the underflow threshold.
π Parameters π
NSIZES
NSIZES is INTEGER. The number of sizes of matrices to use. If it is zero, DDRVEV does nothing. It must be at least zero.
NN
NN is 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
NTYPES is INTEGER. The number of elements in DOTYPE. If it is zero, DDRVEV 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. 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 DDRVEV to continue the same random number sequence. fr fr π
THRESH
THRESH is DOUBLE PRECISION. A test will count as failed 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 INFO not equal to 0.)
A
A is DOUBLE PRECISION array, 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
LDA is INTEGER. The leading dimension of A, and H. LDA must be at least 1 and at least max(NN).
H
HβDOUBLE PRECISION array, dimension (LDA, max(NN)). Itβs literally another copy of the test matrixA, exceptDGEEVhas been in there modifying it, bestie. πWRβDOUBLE PRECISION array, dimension (max(NN)). Thatβs it, thatβs the whole note. πWIβDOUBLE PRECISION array, dimension (max(NN)). The real and imaginary parts of the eigenvalues ofAlive here. On exit,WR + WI*iare the eigenvalues of the matrix inA. β¨WR1βDOUBLE PRECISION array, dimension (max(NN)). No extra lore on this one. π¦WI1βDOUBLE PRECISION array, dimension (max(NN)). LikeWR,WI, these arrays contain the eigenvalues ofA, but those are computed whenDGEEVonly computes a partial eigendecomposition, i.e. not the eigenvalues and left and right eigenvectors. Lowkey important distinction. πVLβDOUBLE PRECISION array, dimension (LDVL, max(NN)).VLholds the computed left eigenvectors. Iconic. πLDVLβINTEGER. Leading dimension ofVL. Must be at leastmax(1,max(NN)). No cap. π§VRβDOUBLE PRECISION array, dimension (LDVR, max(NN)).VRholds the computed right eigenvectors. Slay. πΈLDVRβINTEGER. Leading dimension ofVR. Must be at leastmax(1,max(NN)). Periodt. πLREβDOUBLE PRECISION array, dimension (LDLRE,max(NN)).LREholds the computed right or left eigenvectors. Versatile queen. π«ΆLDLREβINTEGER. Leading dimension ofLRE. Must be at leastmax(1,max(NN)). Okayyy. πRESULTβDOUBLE PRECISION array, dimension (7). The values computed by the seven tests described above. The values are currently limited to1/ulp, to avoid overflow. Safety first, bestie. βWORKβDOUBLE PRECISION array, dimension (NWORK). Thatβs the whole vibe. πNWORKβINTEGER. The number of entries inWORK. This must be at least5*NN(j)+2*NN(j)**2for allj. Do not skimp. πIWORKβINTEGER array, dimension (max(NN)). No extra description, just here doing its little job. πINFOβINTEGER. If itβs0, then everything ran OK. If not, hereβs the tea:-1:NSIZES < 0-2: SomeNN(j) < 0-3:NTYPES < 0-6:THRESH < 0-9:LDA < 1orLDA < NMAX, whereNMAXismax( NN(j) ).-16:LDVL < 1orLDVL < NMAX, whereNMAXismax( NN(j) ).-18:LDVR < 1orLDVR < NMAX, whereNMAXismax( NN(j) ).-20:LDLRE < 1orLDLRE < NMAX, whereNMAXismax( NN(j) ).-23:NWORKtoo small.- If
DLATMR,SLATMS,SLATMEorDGEEVreturns an error code, the absolute value of it is returned.
π Some Local Variables and Parameters
ZERO,ONEβ Real0and1. The basics, but make it cute. πMAXTYPβ The number of types defined. π¦NMAXβ Largest value inNN. πNERRSβ The number of tests which have exceededTHRESH. π¨COND,CONDS,IMODEβ Values to be passed to the matrix generators. β¨ANORMβ Norm ofA; passed to matrix generators. πOVFL,UNFLβ Overflow and underflow thresholds. Respect the limits. πΈULP,ULPINVβ Finest relative precision and its inverse. πRTULP,RTULPIβ Square roots of the previous 4 values. Math girlie behavior. π§
The following four arrays decode JTYPE:
KTYPE(j)β The general type (1-10) for type .KMODE(j)β TheMODEvalue to be passed to the matrix generator for type .KMAGN(j)β The order of magnitude (O(1),O(overflow^(1/2) ),O(underflow^(1/2) )KCONDS(j)β Selectw whetherCONDSis to be1or1/sqrt(ulp). (0means irrelevant.)
π AUTHOR
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 402 of file ddrvev.f.
πΈ AUTHOR
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β¨
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