TESTING/EIG/zchkbd.f(3)

πŸ“¦
version 3.12.1 Β· 2 versions
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🌸 NAME 🌸

TESTING/EIG/zchkbd.f β€” okay so this is from the manual page TESTING/EIG/zchkbd.f(3), and bestie, it's giving β€œdeep Fortran testing energy” in the most iconic way πŸ’…

✨ SYNOPSIS ✨

πŸ’« Functions/Subroutines πŸ’«

subroutine zchkbd (nsizes, mval, nval, ntypes, dotype, nrhs, iseed,
    thresh, a, lda, bd, be, s1, s2, x, ldx, y, z, q, ldq, pt, ldpt, u,
    vt, work, lwork, rwork, nout, info)
    ZCHKBD

ZCHKBD β€” the main character, obviously πŸ‘‘

πŸ¦‹ Function/Subroutine Documentation πŸ¦‹

subroutine zchkbd (integer nsizes, integer, dimension( * ) mval, integer,
    dimension( * ) nval, integer ntypes, logical, dimension( * ) dotype,
    integer nrhs, integer, dimension( 4 ) iseed, double precision thresh,
    complex*16, dimension( lda, * ) a, integer lda, double precision,
    dimension( * ) bd, double precision, dimension( * ) be, double
    precision, dimension( * ) s1, double precision, dimension( * ) s2,
    complex*16, dimension( ldx, * ) x, integer ldx, complex*16, dimension(
    ldx, * ) y, complex*16, dimension( ldx, * ) z, complex*16, dimension(
    ldq, * ) q, integer ldq, complex*16, dimension( ldpt, * ) pt, integer
    ldpt, complex*16, dimension( ldpt, * ) u, complex*16, dimension( ldpt, *
    ) vt, complex*16, dimension( * ) work, integer lwork, double precision,
    dimension( * ) rwork, integer nout, integer info)
    ZCHKBD

πŸ’– Purpose πŸ’–

okay so ZCHKBD checks the singular value decomposition (SVD) routines. No cap, it is literally the vibe-checker for SVD stuff ✨

ZGEBRD reduces a complex general m by n matrix A to real upper or lower bidiagonal form by an orthogonal transformation:

Q' * A * P = B

or

A = Q * B * P'

The matrix B is upper bidiagonal if m >= n and lower bidiagonal if m < n.

ZUNGBR generates the orthogonal matrices Q and P' from ZGEBRD. Note that Q and P are not necessarily square.

ZBDSQR computes the singular value decomposition of the bidiagonal matrix B as:

B = U S V'

It is called three times to compute:

  1. B = U S1 V', where S1 is the diagonal matrix of singular values and the columns of the matrices U and V are the left and right singular vectors, respectively, of B.
  2. Same as 1), but the singular values are stored in S2 and the singular vectors are not computed.
  3. A = (UQ) S (P'V'), the SVD of the original matrix A.

In addition, ZBDSQR has an option to apply the left orthogonal matrix U to a matrix X, useful in least squares applications. slay for least squares, honestly πŸ’…

For each pair of matrix dimensions (M,N) and each selected matrix type, an M by N matrix A and an M by NRHS matrix X are generated. The problem dimensions are as follows:

A:          M x N
Q:          M x min(M,N) (but M x M if NRHS > 0)
P:          min(M,N) x N
B:          min(M,N) x min(M,N)
U, V:       min(M,N) x min(M,N)
S1, S2      diagonal, order min(M,N)
X:          M x NRHS

For each generated matrix, 14 tests are performed:

🌈 Test ZGEBRD and ZUNGBR 🌈

  1. | A - Q B PT | / ( |A| max(M,N) ulp ), PT = P'
  2. | I - Q' Q | / ( M ulp )
  3. | I - PT PT' | / ( N ulp )

πŸŽ€ Test ZBDSQR on bidiagonal matrix B πŸŽ€

  1. | B - U S1 VT | / ( |B| min(M,N) ulp ), VT = V'
  2. | Y - U Z | / ( |Y| max(min(M,N),k) ulp ), where Y = Q' X and Z = U' Y.
  3. | I - U' U | / ( min(M,N) ulp )
  4. | I - VT VT' | / ( min(M,N) ulp )
  5. S1 contains min(M,N) nonnegative values in decreasing order. (Return 0 if true, 1/ULP if false.)
  6. 0 if the true singular values of B are within THRESH of those in S1. 2*THRESH if they are not. (Tested using DSVDCH)
  7. | S1 - S2 | / ( |S1| ulp ), where S2 is computed without computing U and V.

πŸ¦‹ Test ZBDSQR on matrix A πŸ¦‹

  1. | A - (QU) S (VT PT) | / ( |A| max(M,N) ulp )
  2. | X - (QU) Z | / ( |X| max(M,k) ulp )
  3. | I - (QU)'(QU) | / ( M ulp )
  4. | I - (VT PT) (PT'VT') | / ( N ulp )

The possible matrix types are iconic and numerous:

  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 (3), but multiplied by SQRT( overflow threshold )
  7. Same as (3), but multiplied by SQRT( underflow threshold )
  8. A matrix of the form U D V, where U and V are orthogonal and D has evenly spaced entries 1, ..., ULP with random signs on the diagonal.
  9. A matrix of the form U D V, where U and V are orthogonal and D has geometrically spaced entries 1, ..., ULP with random signs on the diagonal.
  10. A matrix of the form U D V, where U and V are 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. Rectangular 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 )

Special case, bestie β€” listen up πŸ‘€

  1. A bidiagonal matrix with random entries chosen from a logarithmic distribution on [ulp^2,ulp^(-2)] (I.e., each entry is e^x, where x is chosen uniformly on [ 2 log(ulp), -2 log(ulp) ] .) For this type:
    • (a) ZGEBRD is not called to reduce it to bidiagonal form.
    • (b) the bidiagonal is min(M,N) x min(M,N); if M<N, the matrix will be lower bidiagonal, otherwise upper.
    • (c) only tests 5--8 and 14 are performed.

A subset of the full set of matrix types may be selected through the logical array DOTYPE.

πŸŽ€ Parameters πŸŽ€

NSIZES

NSIZES is INTEGER β€” the number of values of M and N contained in the vectors MVAL and NVAL. The matrix sizes are used in pairs (M,N).

MVAL

MVAL is INTEGER array, dimension (NM) β€” the values of the matrix row dimension M.

NVAL

NVAL is INTEGER array, dimension (NM) β€” the values of the matrix column dimension N.

NTYPES

NTYPES is INTEGER β€” the number of elements in DOTYPE.

If it is zero, ZCHKBD 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 matrices are in A and B. 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 (m,n), a matrix 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.

NRHS

NRHS is INTEGER β€” the number of columns in the matrices X, Y, and Z, used in testing ZBDSQR.

If NRHS = 0, then the operations on the right-hand side will not be tested. NRHS must be at least 0.

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 values of ISEED are changed on exit, and can be used in the next call to ZCHKBD to continue the same random number sequence.

THRESH

THRESH is DOUBLE PRECISION β€” the threshold value for the test ratios.

A result is included in the output file if RESULT >= THRESH. To have every test ratio printed, use THRESH = 0. Note that the expected value of the test ratios is O(1), so THRESH should be a reasonably small multiple of 1, e.g., 10 or 100.

A

A is COMPLEX*16 array, dimension (LDA,NMAX) where NMAX is the maximum value of N in NVAL.

LDA

LDA is INTEGER β€” the leading dimension of the array A.

LDA >= max(1,MMAX), where MMAX is the maximum value of M in MVAL.

BD

BD is DOUBLE PRECISION array, dimension (max(min(MVAL(j),NVAL(j))))

BE

BE is DOUBLE PRECISION array, dimension (max(min(MVAL(j),NVAL(j))))

S1

S1 is DOUBLE PRECISION array, dimension (max(min(MVAL(j),NVAL(j))))

S2

S2 is DOUBLE PRECISION array, dimension (max(min(MVAL(j),NVAL(j))))

X

X is COMPLEX*16 array, dimension (LDX,NRHS)

LDX

LDX is INTEGER β€” the leading dimension of the arrays X, Y, and Z.

LDX >= max(1,MMAX).

Y

Y is COMPLEX*16 array, dimension (LDX,NRHS)

Z

Z is COMPLEX*16 array, dimension (LDX,NRHS)

Q

Q is COMPLEX*16 array, dimension (LDQ,MMAX)

LDQ

  • LDQ INTEGER β€” the leading dimension of the array Q. LDQ >= max(1,MMAX). slay, dimension math bestie ✨
  • PT β€” COMPLEX*16 array, dimension (LDPT,NMAX).
  • LDPT INTEGER β€” the leading dimension of the arrays PT, U, and V. LDPT >= max(1, max(min(MVAL(j),NVAL(j)))). we love a shared leading dimension 🫢
  • U β€” COMPLEX*16 array, dimension (LDPT,max(min(MVAL(j),NVAL(j)))).
  • VT β€” COMPLEX*16 array, dimension (LDPT,max(min(MVAL(j),NVAL(j)))).
  • WORK β€” COMPLEX*16 array, dimension (LWORK).
  • LWORK INTEGER β€” the number of entries in WORK. This must be at least 3(M+N) and M(M + max(M,N,k) + 1) + N*min(M,N) for all pairs (M,N)=(MM(j),NN(j)). do not skimp on the workspace, bestie 😭
  • RWORK β€” DOUBLE PRECISION array, dimension (5*max(min(M,N))).
  • NOUT INTEGER β€” the FORTRAN unit number for printing out error messages (e.g., if a routine returns IINFO not equal to 0.). error-message pipeline, iconic πŸ’…
  • INFO INTEGER β€” if 0, then everything ran OK. we love a zero πŸŽ€
    • -1: NSIZES < 0
    • -2: Some MM(j) < 0
    • -3: Some NN(j) < 0
    • -4: NTYPES < 0
    • -6: NRHS < 0
    • -8: THRESH < 0
    • -11: LDA < 1 or LDA < MMAX, where MMAX is max( MM(j) ).
    • -17: LDB < 1 or LDB < MMAX.
    • -21: LDQ < 1 or LDQ < MMAX.
    • -23: LDP < 1 or LDP < MNMAX.
    • -27: LWORK too small.

If ZLATMR, CLATMS, ZGEBRD, ZUNGBR, or ZBDSQR, returns an error code, the absolute value of it is returned. absolute value comeback era ✨


🧸 Some Local Variables and Parameters 🧸

  • ZERO, ONE β€” Real 0 and 1.
  • MAXTYP β€” the number of types defined.
  • NTEST β€” the number of tests performed, or which can be performed so far, for the current matrix.
  • MMAX β€” largest value in NN. yes, that's what the source says, we're not editing it 🫢
  • NMAX β€” largest value in NN.
  • MNMIN β€” min(MM(j), NN(j)) (the dimension of the bidiagonal matrix.)
  • MNMAX β€” the maximum value of MNMIN for j=1,...,NSIZES.
  • NFAIL β€” the number of tests which have exceeded THRESH
  • COND, IMODE β€” values to be passed to the matrix generators.
  • ANORM β€” norm of A; passed to matrix generators.
  • OVFL, UNFL β€” overflow and underflow thresholds.
  • RTOVFL, RTUNFL β€” square roots of the previous 2 values.
  • ULP, ULPINV β€” finest relative precision and its inverse.

The following four arrays decode JTYPE:

  • KTYPE(j) β€” the general type (1-10) for type .
  • KMODE(j) β€” the MODE value 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) )

πŸ‘‘ Author πŸ‘‘

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 411 of file zchkbd.f.

πŸ€– Author πŸ€–

Generated automatically by Doxygen for LAPACK from the source code. robot author said periodt πŸ’…


That's the page, bestie β€” source is LAPACK, version 3.12.0, page TESTING/EIG/zchkbd.f(3). The footer doesn't print a date, so no invented date energy here β€” periodt βœ¨πŸ’–

πŸ“¦ where this page comes from