TESTING/EIG/zdrges3.f(3)

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version 3.12.1 · 2 versions
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💅 TESTING/EIG/zdrges3.f(3) 💅

okay so this is from the Library Functions Manual, and it's literally the manual page for TESTING/EIG/zdrges3.f. No cap, bestie, we're diving in 💖

🌸 NAME 🌸

TESTING/EIG/zdrges3.f — that's the name, periodt. 💅

✨ SYNOPSIS ✨

🎀 Functions/Subroutines 🎀

subroutine zdrges3 (nsizes, nn, ntypes, dotype, iseed, thresh, nounit,
    a, lda, b, s, t, q, ldq, z, alpha, beta, work, lwork, rwork, result,
    bwork, info)
    ZDRGES3

🎀 Function/Subroutine Documentation 🎀

subroutine zdrges3 (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( * ) alpha, complex*16, dimension( * ) beta,
    complex*16, dimension( * ) work, integer lwork, double precision,
    dimension( * ) rwork, double precision, dimension( 13 ) result, logical,
    dimension( * ) bwork, integer info)
    ZDRGES3

🦋 Purpose 🦋

okay so ZDRGES3 checks the nonsymmetric generalized eigenvalue (Schur form) problem driver ZGGES3. slay 💅

ZGGES3 factors A and B as Q*S*Z' and Q*T*Z', where ' means conjugate transpose, S and T are upper triangular (i.e., in generalized Schur form), and Q and Z are unitary. It also computes the generalized eigenvalues (alpha(j),beta(j)), j=1,...,n. Thus, w(j) = alpha(j)/beta(j) is a root of the characteristic equation

                det( A - w(j) B ) = 0

Optionally it also reorder the eigenvalues so that a selected cluster of eigenvalues appears in the leading diagonal block of the Schur forms.

When ZDRGES3 is called, a number of matrix () and a number of matrix 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 13 tests will be performed and compared with the threshold THRESH except the tests (5), (11) and (13).

  • Test (1): | A - Q S Z' | / ( |A| n ulp ) (no sorting of eigenvalues)
  • Test (2): | B - Q T Z' | / ( |B| n ulp ) (no sorting of eigenvalues)
  • Test (3): | I - QQ' | / ( n ulp ) (no sorting of eigenvalues)
  • Test (4): | I - ZZ' | / ( n ulp ) (no sorting of eigenvalues)
  • Test (5): if A is in Schur form (i.e. triangular form) (no sorting of eigenvalues)
  • Test (6): if eigenvalues = diagonal elements of the Schur form (S, T), i.e., test the maximum over j of D(j) where:
                    |alpha(j) - S(j,j)|        |beta(j) - T(j,j)|
          D(j) = ------------------------ + -----------------------
                 max(|alpha(j)|,|S(j,j)|)   max(|beta(j)|,|T(j,j)|)

(no sorting of eigenvalues)

  • Test (7): | (A,B) - Q (S,T) Z' | / ( |(A,B)| n ulp ) (with sorting of eigenvalues).
  • Test (8): | I - QQ' | / ( n ulp ) (with sorting of eigenvalues).
  • Test (9): | I - ZZ' | / ( n ulp ) (with sorting of eigenvalues).
  • Test (10): if A is in Schur form (i.e. quasi-triangular form) (with sorting of eigenvalues).
  • Test (11): if eigenvalues = diagonal elements of the Schur form (S, T), i.e. test the maximum over j of D(j) where:
                    |alpha(j) - S(j,j)|        |beta(j) - T(j,j)|
          D(j) = ------------------------ + -----------------------
                 max(|alpha(j)|,|S(j,j)|)   max(|beta(j)|,|T(j,j)|)

(with sorting of eigenvalues).

  • Test (12): if sorting worked and SDIM is the number of eigenvalues which were CELECTed.

🧪 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 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:

  • (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
  • (5) a pair of transposed Jordan blocks:
        t   t
(5)  ( J , J  )       (a pair of transposed Jordan blocks)
  • (6) ( X, Y ) where:
                                     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 )
  • (16) Q ( J , J ) Z where Q and Z are random orthogonal matrices:
           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 )
  • (20) Q ( T1, T2 ) Z where:
                                                        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.

🍓 Parameters 🍓

NSIZES

NSIZES is INTEGER — The number of sizes of matrices to use. If it is zero, DDRGES3 does nothing. NSIZES >= 0.

NN

NN is INTEGER array, dimension (NSIZES) — An array containing the sizes to be used for the matrices. Zero values will be skipped. NN >= 0.

NTYPES

NTYPES is INTEGER — The number of elements in DOTYPE. If it is zero, DDRGES3 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 on input. 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 DDRGES3 to continue the same random number sequence.

THRESH

THRESH is 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. THRESH >= 0.

bestie, the original literally has blanks in that sentence—no cap, I'm not hiding anything. iykyk 💀

NOUNIT

NOUNIT is INTEGER — The FORTRAN unit number for printing out error messages (e.g., if a routine returns IINFO not equal to 0.)

A

and that's where part 1 cuts off—A's description is coming in part 2, bestie 💖

  • A — COMPLEX*16 array, dimension(LDA, max(NN)) — bestie, this one holds the original A matrix 💖. It's used as input only if NTYPES=MAXTYP+1, DOTYPE(1:MAXTYP)=.FALSE., and DOTYPE(MAXTYP+1)=.TRUE. ✨
  • LDA — INTEGER. The leading dimension of A, B, S, and T. It must be at least 1 and at least max( NN ). 👑
  • B — COMPLEX*16 array, dimension(LDA, max(NN)) — this cutie holds the original B matrix 🎀. Used as input only if NTYPES=MAXTYP+1, DOTYPE(1:MAXTYP)=.FALSE., and DOTYPE(MAXTYP+1)=.TRUE. 🦋
  • S — COMPLEX*16 array, dimension (LDA, max(NN)) — the Schur form matrix computed from A by ZGGES3 🌸. On exit, S contains the Schur form matrix corresponding to the matrix in A. iconic 💅
  • T — COMPLEX*16 array, dimension (LDA, max(NN)) — the upper triangular matrix computed from B by ZGGES3 ⭐.
  • Q — COMPLEX*16 array, dimension (LDQ, max(NN)) — the (left) orthogonal matrix computed by ZGGES3 🫶.
  • LDQ — INTEGER. The leading dimension of Q and Z. It must be at least 1 and at least max( NN ). 🔥
  • Z — COMPLEX*16 array, dimension( LDQ, max(NN) ) — the (right) orthogonal matrix computed by ZGGES3 🌈.
  • ALPHA — COMPLEX*16 array, dimension (max(NN)) — no extra description needed, she's just here living her best life 💜.
  • BETA — COMPLEX*16 array, dimension (max(NN)) — the generalized eigenvalues of (A,B) computed by ZGGES3 👑. ALPHA(k) / BETA(k) is the k-th generalized eigenvalue of A and B. periodt 💅
  • WORK — COMPLEX*16 array, dimension (LWORK) — workspace, we love to see it ✨.
  • LWORK — INTEGER. The dimension of the array WORK. LWORK >= 3*N*N. no cap 🧚
  • RWORK — DOUBLE PRECISION array, dimension ( 8*N ) — real workspace, doing real things 💖.
  • RESULT — DOUBLE PRECISION array, dimension (15) — the values computed by the tests described above 😭. The values are currently limited to 1/ulp, to avoid overflow. important!! 🚨
  • BWORK — LOGICAL array, dimension (N) — logical vibes only 🌸.
  • INFO — INTEGER
    • = 0: successful exit 🎉
    • < 0: if INFO = -i, the i-th argument had an illegal value. 🙈
    • > 0: A routine returned an error code. INFO is the absolute value of the INFO value returned. 💀

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 378 of file zdrges3.f.

Author

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