TESTING/EIG/zchkgg.f(3)
πΈ TESTING/EIG/zchkgg.f πΈ
bestie, welcome to the zchkgg page β it's giving linear algebra realness and we're gonna get through it together π
β¨ NAME β¨
TESTING/EIG/zchkgg.f
π SYNOPSIS π
Functions/Subroutines
subroutine zchkgg (nsizes, nn, ntypes, dotype, iseed, thresh, tstdif,
thrshn, nounit, a, lda, b, h, t, s1, s2, p1, p2, u, ldu, v, q, z,
alpha1, beta1, alpha3, beta3, evectl, evectr, work, lwork, rwork,
llwork, result, info)
ZCHKGG
π Function/Subroutine Documentation π
subroutine zchkgg
okay so here's the full signature with all the types and dimensions β copy it exactly if you're calling this:
subroutine zchkgg (integer nsizes, integer, dimension( * ) nn, integer
ntypes, logical, dimension( * ) dotype, integer, dimension( 4 ) iseed,
double precision thresh, logical tstdif, double precision thrshn,
integer nounit, complex*16, dimension( lda, * ) a, integer lda,
complex*16, dimension( lda, * ) b, complex*16, dimension( lda, * ) h,
complex*16, dimension( lda, * ) t, complex*16, dimension( lda, * ) s1,
complex*16, dimension( lda, * ) s2, complex*16, dimension( lda, * ) p1,
complex*16, dimension( lda, * ) p2, complex*16, dimension( ldu, * ) u,
integer ldu, complex*16, dimension( ldu, * ) v, complex*16, dimension(
ldu, * ) q, complex*16, dimension( ldu, * ) z, complex*16, dimension( *
) alpha1, complex*16, dimension( * ) beta1, complex*16, dimension( * )
alpha3, complex*16, dimension( * ) beta3, complex*16, dimension( ldu, *
) evectl, complex*16, dimension( ldu, * ) evectr, complex*16, dimension(
* ) work, integer lwork, double precision, dimension( * ) rwork,
logical, dimension( * ) llwork, double precision, dimension( 15 )
result, integer info)
ZCHKGG
π Purpose π
so what does this even do? ZCHKGG checks the nonsymmetric generalized eigenvalue problem routines. periodt.
ZGGHRD factors A and B as U H V^H and U T V^H, where ^H means conjugate transpose, H is hessenberg, T is triangular, and U and V are unitary.
ZHGEQZ factors H and T as Q S Z^H and Q P Z^H, where P and S are upper triangular and Q and Z are unitary. It also computes the generalized eigenvalues (alpha(1),beta(1)),...,(alpha(n),beta(n)), where alpha(j)=S(j,j) and beta(j)=P(j,j) β thus, w(j) = alpha(j)/beta(j) is a root of the generalized eigenvalue problem
det( A - w(j) B ) = 0
and m(j) = beta(j)/alpha(j) is a root of the essentially equivalent problem
det( m(j) A - B ) = 0
ZTGEVC computes the matrix L of left eigenvectors and the matrix R of right eigenvectors for the matrix pair ( S, P ). In the description below, l and r are left and right eigenvectors corresponding to the generalized eigenvalues (alpha,beta).
When ZCHKGG is called, a number of matrix sizes and a number of matrix types 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, 13 tests will be performed. The first twelve tests should be small β O(1). They will be compared with the threshold THRESH:
H
(1) | A - U H V | / ( |A| n ulp )
H
(2) | B - U T V | / ( |B| n ulp )
H
(3) | I - UU | / ( n ulp )
H
(4) | I - VV | / ( n ulp )
H
(5) | H - Q S Z | / ( |H| n ulp )
H
(6) | T - Q P Z | / ( |T| n ulp )
H
(7) | I - QQ | / ( n ulp )
H
(8) | I - ZZ | / ( n ulp )
(9) max over all left eigenvalue/-vector pairs (beta/alpha,l) of
H
| (beta A - alpha B) l | / ( ulp max( |beta A|, |alpha B| ) )
(10) max over all left eigenvalue/-vector pairs (beta/alpha,l') of
H
| (beta H - alpha T) l' | / ( ulp max( |beta H|, |alpha T| ) )
where the eigenvectors l' are the result of passing Q to
DTGEVC and back transforming (JOB='B').
(11) max over all right eigenvalue/-vector pairs (beta/alpha,r) of
| (beta A - alpha B) r | / ( ulp max( |beta A|, |alpha B| ) )
(12) max over all right eigenvalue/-vector pairs (beta/alpha,r') of
| (beta H - alpha T) r' | / ( ulp max( |beta H|, |alpha T| ) )
where the eigenvectors r' are the result of passing Z to
DTGEVC and back transforming (JOB='B').
(13) | S(Q,Z computed) - S(Q,Z not computed) | / ( |S| ulp )
(14) | P(Q,Z computed) - P(Q,Z not computed) | / ( |P| ulp )
(15) max( |alpha(Q,Z computed) - alpha(Q,Z not computed)|/|S| ,
|beta(Q,Z computed) - beta(Q,Z not computed)|/|P| ) / ulp
the last three test ratios will usually be small, but there is no mathematical requirement that they be so. they are therefore compared with THRESH only if TSTDIF is .TRUE.
In addition, the normalization of L and R are checked, and compared with the threshold THRSHN.
π§ͺ Test Matrices π§ͺ
okay so 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:
( 0, 0 )β a pair of zero matrices - Type 2:
( I, 0 )β an identity and a zero matrix - Type 3:
( 0, I )β an identity and a zero matrix - Type 4:
( I, I )β a pair of identity matrices - Type 5:
t t
( J , J )
β a pair of transposed Jordan blocks
- Type 6:
t ( I 0 )
( X, Y ) where X = ( J 0 ) and Y = ( t )
( 0 I ) ( 0 J )
β and I is a k x k identity and J a (k+1)x(k+1) Jordan block; k=(N-1)/2
- Type 7:
( D, I )β whereDisP*D1,Pis a random unitary diagonal matrix (i.e., with random magnitude 1 entries on the diagonal), andD1=diag( 0, 1,..., N-1 )(i.e., a diagonal matrix withD1(1,1)=0,D1(2,2)=1, ...,D1(N,N)=N-1.) - Type 8:
( I, D ) - Type 9:
( big*D, small*I )β wherebigis near overflow andsmall=1/big - Type 10:
( small*D, big*I ) - Type 11:
( big*I, small*D ) - Type 12:
( small*I, big*D ) - Type 13:
( big*D, big*I ) - Type 14:
( small*D, small*I ) - Type 15:
( D1, D2 )β whereD1=P*diag( 0, 0, 1, ..., N-3, 0 )andD2=Q*diag( 0, N-3, N-4,..., 1, 0, 0 ), andPandQare random unitary diagonal matrices. - Type 16:
t t
U ( J , J ) V where U and V are random unitary matrices.
- Type 17:
U ( T1, T2 ) V where T1 and T2 are upper triangular matrices
with random O(1) entries above the diagonal
and diagonal entries diag(T1) =
P*( 0, 0, 1, ..., N-3, 0 ) and diag(T2) =
Q*( 0, N-3, N-4,..., 1, 0, 0 )
- Type 18:
U ( T1, T2 ) V diag(T1) = ( 0, 0, 1, 1, s, ..., s, 0 )
diag(T2) = ( 0, 1, 0, 1,..., 1, 0 )
s = machine precision.
- Type 19:
U ( T1, T2 ) V diag(T1)=( 0,0,1,1, 1-d, ..., 1-(N-5)*d=s, 0 )
diag(T2) = ( 0, 1, 0, 1, ..., 1, 0 )
- Type 20:
N-5
U ( T1, T2 ) V diag(T1)=( 0, 0, 1, 1, a, ..., a =s, 0 )
diag(T2) = ( 0, 1, 0, 1, ..., 1, 0, 0 )
- Type 21:
U ( T1, T2 ) V 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:
U ( big*T1, small*T2 ) V diag(T1) = P*( 0, 0, 1, ..., N-3, 0 )
diag(T2) = ( 0, 1, ..., 1, 0, 0 )
- Type 23:
U ( small*T1, big*T2 ) V diag(T1) = P*( 0, 0, 1, ..., N-3, 0 )
diag(T2) = ( 0, 1, ..., 1, 0, 0 )
- Type 24:
U ( small*T1, small*T2 ) V diag(T1) = P*( 0, 0, 1, ..., N-3, 0 )
diag(T2) = ( 0, 1, ..., 1, 0, 0 )
- Type 25:
U ( big*T1, big*T2 ) V diag(T1) = P*( 0, 0, 1, ..., N-3, 0 )
diag(T2) = ( 0, 1, ..., 1, 0, 0 )
- Type 26:
U ( T1, T2 ) V where T1 and T2 are random upper-triangular
matrices.
that's the whole test matrix menu, bestie β it's giving variety β¨
π Parameters π
NSIZES
NSIZES is INTEGER β the number of sizes of matrices to use. if it is zero, ZCHKGG does nothing. it must be at least zero.
NN
NN is INTEGER array, dimension (NSIZES) β 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 β the number of elements in DOTYPE. if it is zero, ZCHKGG 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
DOTYPEβ LOGICAL array, dimension (NTYPES) IfDOTYPE(j)is.TRUE., then for each size inNNa matrix of that size and of type j will be generated. IfNTYPESis smaller than the maximum number of types defined (PARAMETER MAXTYP), then typesNTYPES+1throughMAXTYPwill not be generated. And ifNTYPESis larger thanMAXTYP, thenDOTYPE(MAXTYP+1)throughDOTYPE(NTYPES)just get ignored, bestie. Nothing happens. Crickets. πISEEDβ INTEGER array, dimension (4) On entry,ISEEDspecifies the seed of the random number generator. Okay so the array elements should be between0and4095β if they're not, they get reduced mod4096. Also,ISEED(4)must be odd (no exceptions, it's giving strict). The random number generator uses a linear congruential sequence limited to small integers, so it should produce machine independent random numbers β¨. The values ofISEEDare changed on exit, and can be used in the next call toZCHKGGto continue the same random number sequence. So like, it's a little continuity thread you can pick back up π§΅THRESHβ DOUBLE PRECISION A test will count as [blank] if the [blank], computed as described above, exceedsTHRESH. Ngl the source text literally has gaps there β we're not gonna invent words for it, that's not the vibe π. Note that the error is scaled to beO(1), soTHRESHshould be a reasonably small multiple of1, e.g.10or100. In particular, it should not depend on the precision (single vs. double) or the size of the matrix. It must be at least zero.TSTDIFβ LOGICAL Specifies whether test ratios13-15will be computed and compared withTHRESH. π= .FALSE.:Only test ratios1-12will be computed and tested. Ratios13-15will be set to zero.= .TRUE.:All the test ratios1-15will be computed and tested. Full send π₯
THRSHNβ DOUBLE PRECISION Threshold for reporting eigenvector normalization error. If the normalization of any eigenvector differs from1by more thanTHRSHN*ulp, then a special error message will be printed. (This is handled separately from the other tests, since only a compiler or programming error should cause an error message, at least ifTHRSHNis at least5--10.) So like, if this one screams at you, something is genuinely cursed π«NOUNITβ INTEGER The FORTRAN unit number for printing out error messages (e.g., if a routine returnsIINFOnot equal to0.)Aβ COMPLEX16 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.πLDAβ INTEGER The leading dimension ofA,B,H,T,S1,P1,S2, andP2. It must be at least1and at leastmax( NN ).Bβ COMPLEX16 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.Hβ COMPLEX16 array, dimension (LDA, max(NN))* The upper Hessenberg matrix computed fromAbyZGGHRD.Tβ COMPLEX16 array, dimension (LDA, max(NN))* The upper triangular matrix computed fromBbyZGGHRD.S1β COMPLEX16 array, dimension (LDA, max(NN))* The Schur (upper triangular) matrix computed fromHbyZHGEQZwhenQandZare also computed.S2β COMPLEX16 array, dimension (LDA, max(NN))* The Schur (upper triangular) matrix computed fromHbyZHGEQZwhenQandZare not computed.P1β COMPLEX16 array, dimension (LDA, max(NN))* The upper triangular matrix computed fromTbyZHGEQZwhenQandZare also computed.P2β COMPLEX16 array, dimension (LDA, max(NN))* The upper triangular matrix computed fromTbyZHGEQZwhenQandZare not computed.Uβ COMPLEX16 array, dimension (LDU, max(NN))* The (left) unitary matrix computed byZGGHRD.LDUβ INTEGER The leading dimension ofU,V,Q,Z,EVECTL, andEVEZTR. It must be at least1and at leastmax( NN ).Vβ COMPLEX16 array, dimension (LDU, max(NN))* The (right) unitary matrix computed byZGGHRD.Qβ COMPLEX16 array, dimension (LDU, max(NN))* The (left) unitary matrix computed byZHGEQZ.Zβ COMPLEX16 array, dimension (LDU, max(NN))* The (left) unitary matrix computed byZHGEQZ.ALPHA1β COMPLEX16 array, dimension (max(NN))* (yes bestie, that's the whole description β it's giving mysterious main character energy π)BETA1β COMPLEX16 array, dimension (max(NN))* The generalized eigenvalues of(A,B)computed byZHGEQZwhenQ,Z, and the full Schur matrices are computed.ALPHA3β COMPLEX16 array, dimension (max(NN))* (also just vibes, no description. iconic honestly)BETA3β COMPLEX16 array, dimension (max(NN))* The generalized eigenvalues of(A,B)computed byZHGEQZwhen neitherQ,Z, nor the Schur matrices are computed.EVECTLβ COMPLEX16 array, dimension (LDU, max(NN))* The (lower triangular) left eigenvector matrix for the matrices inS1andP1.EVECTRβ COMPLEX16 array, dimension (LDU, max(NN))* The (upper triangular) right eigenvector matrix for the matrices inS1andP1.WORKβ COMPLEX16 array, dimension (LWORK)* (just the workspace, doing workspace things β¨)LWORKβ INTEGER The number of entries inWORK. This must be at leastmax( 4*N, 2 * N**2, 1 ), for allN=NN(j). Do not skimp, she needs room πRWORKβ DOUBLE PRECISION array, dimension (2max(NN))* (the real-arithmetic bestie ofWORK)LLWORKβ LOGICAL array, dimension (max(NN)) (a whole array of little.TRUE./.FALSE.guys π¦)RESULTβ DOUBLE PRECISION array, dimension (15) The values computed by the tests described above. The values are currently limited to1/ulp, to avoid overflow. So like, they're capped β no runaway numbers allowed πINFOβ INTEGER= 0: successful exit. slay π< 0: ifINFO = -i, thei-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 498 of file zchkgg.f.
π¨οΈ Author
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