TESTING/MATGEN/zlatmt.f(3)
πΈ NAME πΈ
TESTING/MATGEN/zlatmt.f β the ZLATMT routine, from the Library Functions Manual, part 1, bestie π
β¨ SYNOPSIS β¨
Functions/Subroutines
subroutine zlatmt (m, n, dist, iseed, sym, d, mode, cond, dmax, rank,
kl, ku, pack, a, lda, work, info)
ZLATMT
π Function/Subroutine Documentation π
subroutine zlatmt (integer m, integer n, character dist, integer, dimension(
4 ) iseed, character sym, double precision, dimension( * ) d, integer
mode, double precision cond, double precision dmax, integer rank,
integer kl, integer ku, character pack, complex*16, dimension( lda, * )
a, integer lda, complex*16, dimension( * ) work, integer info)
ZLATMT
Purpose
Okay so ZLATMT generates random matrices with specified singular values (or hermitian with specified eigenvalues) for testing LAPACK programs. π
It operates by applying the following sequence of operations:
- Set the diagonal to
D, whereDmay be input or computed according toMODE,COND,DMAX, andSYMas described below. - Generate a matrix with the appropriate band structure, by one of two methods:
Method A:
- Generate a dense
M x Nmatrix by multiplyingDon the left and the right by random unitary matrices, then: - Reduce the bandwidth according to
KLandKU, using Householder transformations.
Method B:
- Convert the bandwidth-0 (i.e., diagonal) matrix to a bandwidth-1 matrix using Givens rotations, out-of-band elements back, much as in QR; then convert the bandwidth-1 to a bandwidth-2 matrix, etc.
- Note that for reasonably small bandwidths (relative to
MandN) this requires less storage, as a dense matrix is not generated. - Also, for hermitian or symmetric matrices, only one triangle is generated.
Method A is chosen if the bandwidth is a large fraction of the order of the matrix, and LDA is at least M (so a dense matrix can be stored.) Method B is chosen if the bandwidth is small (< 1/2 N for hermitian or symmetric, < .3 N+M for non-symmetric), or LDA is less than M and not less than the bandwidth.
Pack the matrix if desired. Options specified by PACK are:
- no packing
- zero out upper half (if hermitian)
- zero out lower half (if hermitian)
- store the upper half columnwise (if hermitian or upper triangular)
- store the lower half columnwise (if hermitian or lower triangular)
- store the lower triangle in banded format (if hermitian or lower triangular)
- store the upper triangle in banded format (if hermitian or upper triangular)
- store the entire matrix in banded format
If Method B is chosen, and band format is specified, then the matrix will be generated in the band format, so no repacking will be necessary. π«Ά
Parameters
MβM is INTEGER. The number of rows ofA. Not modified.NβN is INTEGER. The number of columns ofA.Nmust equalMif the matrix is symmetric or hermitian (i.e., ifSYMis not'N'). Not modified.DISTβDIST is CHARACTER*1. On entry,DISTspecifies the type of distribution to be used to generate the random eigen-/singular values:'U'=>UNIFORM( 0, 1 )('U'for uniform)'S'=>UNIFORM( -1, 1 )('S'for symmetric)'N'=>NORMAL( 0, 1 )('N'for normal)
Not modified.
ISEEDβISEED is INTEGER array, dimension ( 4 ). On entryISEEDspecifies the seed of the random number generator. They should lie between0and4095inclusive, andISEED(4)should 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 ofISEEDare changed on exit, and can be used in the next call toZLATMTto continue the same random number sequence. Changed on exit.SYMβSYM is CHARACTER*1.- If
SYM='H', the generated matrix is hermitian, with eigenvalues specified byD,COND,MODE, andDMAX; they may be positive, negative, or zero. - If
SYM='P', the generated matrix is hermitian, with eigenvalues (= singular values) specified byD,COND,MODE, andDMAX; they will not be negative. - If
SYM='N', the generated matrix is nonsymmetric, with singular values specified byD,COND,MODE, andDMAX; they will not be negative. - If
SYM='S', the generated matrix is (complex) symmetric, with singular values specified byD,COND,MODE, andDMAX; they will not be negative.
- If
Not modified.
DβD is DOUBLE PRECISION array, dimension ( MIN( M, N ) ). This array is used to specify the singular values or eigenvalues ofA(seeSYM, above.) IfMODE=0, thenDis assumed to contain the singular/eigenvalues, otherwise they will be computed according toMODE,COND, andDMAX, and placed inD. Modified ifMODEis nonzero.MODEβMODE is INTEGER. On entry this describes how the singular/eigenvalues are to be specified:MODE = 0means useDas inputMODE = 1setsD(1)=1andD(2:RANK)=1.0/CONDMODE = 2setsD(1:RANK-1)=1andD(RANK)=1.0/CONDMODE = 3setsD(I)=COND**(-(I-1)/(RANK-1))MODE = 4setsD(i)=1 - (i-1)/(N-1)*(1 - 1/COND)MODE = 5setsDto random numbers in the range( 1/COND , 1 )such that their logarithms are uniformly distributed.MODE = 6setDto random numbers from same distribution as the rest of the matrix.MODE < 0has the same meaning asABS(MODE), except that the order of the elements ofDis reversed.
Thus if MODE is positive, D has entries ranging from 1 to 1/COND, if negative, from 1/COND to 1. If SYM='H', and MODE is neither 0, 6, nor -6, then the elements of D will also be multiplied by a random sign (i.e., +1 or -1.) Not modified.
CONDβCOND is DOUBLE PRECISION. On entry, this is used as described underMODEabove. If used, it must be>= 1. Not modified.DMAXβDMAX is DOUBLE PRECISION. IfMODEis neither-6,0nor6, the contents ofD, as computed according toMODEandCOND, will be scaled byDMAX / max(abs(D(i))); thus, the maximum absolute eigen- or singular value (which is to say the norm) will beabs(DMAX). Note thatDMAXneed not be positive: ifDMAXis negative (or zero),Dwill be scaled by a negative number (or zero). Not modified.RANKβRANK is INTEGER. The rank of matrix to be generated for modes1,2,3only.D( RANK+1:N ) = 0. Not modified.KLβKL is INTEGER. This specifies the lower bandwidth of the matrix. For example,KL=0implies upper triangular,KL=1implies upper Hessenberg, andKLbeing at leastM-1means that the matrix has full lower bandwidth.KLmust equalKUif the matrix is symmetric or hermitian. Not modified.KUβKU is INTEGER. This specifies the upper bandwidth of the matrix. For example,KU=0implies lower triangular,KU=1implies lower Hessenberg, andKUbeing at leastN-1means that the matrix has full upper bandwidth.KLmust equalKUif the matrix is symmetric or hermitian. Not modified.PACK
PACK is CHARACTER*1 β okay so this is the packing selector, and it decides how the matrix gets tucked into storage. Here are the exact flavors, bestie:
'N'=> no packing'U'=> zero out all subdiagonal entries (if symmetric or hermitian)'L'=> zero out all superdiagonal entries (if symmetric or hermitian)'C'=> store the upper triangle columnwise (only if the matrix is symmetric, hermitian, or upper triangular)'R'=> store the lower triangle columnwise (only if the matrix is symmetric, hermitian, or lower triangular)'B'=> store the lower triangle in band storage scheme (only if the matrix is symmetric, hermitian, or lower triangular)'Q'=> store the upper triangle in band storage scheme (only if the matrix is symmetric, hermitian, or upper triangular)'Z'=> store the entire matrix in band storage scheme (pivoting can be provided for by using this option to storeAin the trailing rows of the allocated storage)
Using these options, the various LAPACK packed and banded storage schemes can be obtained:
GBβ use'Z'PB,SB,HB, orTBβ use'B'or'Q'PP,SP,HB, orTPβ use'C'or'R'
If two calls to ZLATMT differ only in the PACK parameter, they will generate mathematically equivalent matrices. Not modified.
A is a COMPLEX*16 array, dimension ( LDA, N ). On exit, A is the desired test matrix. It is first generated in full (unpacked) form, and then packed, if so specified by PACK. Thus, the first M elements of the first N columns will always be modified. If PACK specifies a packed or banded storage scheme, all LDA elements of the first N columns will be modified; the elements of the array which do not correspond to elements of the generated matrix are set to zero. Modified.
LDA is INTEGER β it specifies the first dimension of A as declared in the calling program. If PACK='N', 'U', 'L', 'C', or 'R', then LDA must be at least M. If PACK='B' or 'Q', then LDA must be at least MIN( KL, M-1) (which is equal to MIN(KU,N-1)). If PACK='Z', LDA must be large enough to hold the packed array: MIN( KU, N-1) + MIN( KL, M-1) + 1. Not modified.
WORK is a COMPLEX*16 array, dimension ( 3*MAX( N, M ) ) β workspace. Modified.
INFO is INTEGER β error code. On exit, INFO will be set to one of the following values:
0=> normal return-1=>Mnegative or unequal toNandSYM='S', 'H', or 'P'-2=>Nnegative-3=>DISTillegal string-5=>SYMillegal string-7=>MODEnot in range-6to6-8=>CONDless than1.0, andMODEneither-6,0nor6-10=>KLnegative-11=>KUnegative, orSYMis not'N'andKUis not equal toKL-12=>PACKillegal string, orPACK='U'or'L', andSYM='N'; orPACK='C'or'Q'andSYM='N'andKLis not zero; orPACK='R'or'B'andSYM='N'andKUis not zero; orPACK='U', 'L', 'C', 'R', 'B', or 'Q', andMis notN.-14=>LDAis less thanM, orPACK='Z'andLDAis less thanMIN(KU,N-1) + MIN(KL,M-1) + 1.1=> Error return fromDLATM72=> Cannot scale toDMAX(max. sing. value is0)3=> Error return fromZLAGGE,ZLAGHEorZLAGSY
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 338 of file zlatmt.f.
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