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csgt01.f 6.7 kB

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  1. *> \brief \b CSGT01
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. * Definition:
  9. * ===========
  10. *
  11. * SUBROUTINE CSGT01( ITYPE, UPLO, N, M, A, LDA, B, LDB, Z, LDZ, D,
  12. * WORK, RWORK, RESULT )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER UPLO
  16. * INTEGER ITYPE, LDA, LDB, LDZ, M, N
  17. * ..
  18. * .. Array Arguments ..
  19. * REAL D( * ), RESULT( * ), RWORK( * )
  20. * COMPLEX A( LDA, * ), B( LDB, * ), WORK( * ),
  21. * $ Z( LDZ, * )
  22. * ..
  23. *
  24. *
  25. *> \par Purpose:
  26. * =============
  27. *>
  28. *> \verbatim
  29. *>
  30. *> CSGT01 checks a decomposition of the form
  31. *>
  32. *> A Z = B Z D or
  33. *> A B Z = Z D or
  34. *> B A Z = Z D
  35. *>
  36. *> where A is a Hermitian matrix, B is Hermitian positive definite,
  37. *> Z is unitary, and D is diagonal.
  38. *>
  39. *> One of the following test ratios is computed:
  40. *>
  41. *> ITYPE = 1: RESULT(1) = | A Z - B Z D | / ( |A| |Z| n ulp )
  42. *>
  43. *> ITYPE = 2: RESULT(1) = | A B Z - Z D | / ( |A| |Z| n ulp )
  44. *>
  45. *> ITYPE = 3: RESULT(1) = | B A Z - Z D | / ( |A| |Z| n ulp )
  46. *> \endverbatim
  47. *
  48. * Arguments:
  49. * ==========
  50. *
  51. *> \param[in] ITYPE
  52. *> \verbatim
  53. *> ITYPE is INTEGER
  54. *> The form of the Hermitian generalized eigenproblem.
  55. *> = 1: A*z = (lambda)*B*z
  56. *> = 2: A*B*z = (lambda)*z
  57. *> = 3: B*A*z = (lambda)*z
  58. *> \endverbatim
  59. *>
  60. *> \param[in] UPLO
  61. *> \verbatim
  62. *> UPLO is CHARACTER*1
  63. *> Specifies whether the upper or lower triangular part of the
  64. *> Hermitian matrices A and B is stored.
  65. *> = 'U': Upper triangular
  66. *> = 'L': Lower triangular
  67. *> \endverbatim
  68. *>
  69. *> \param[in] N
  70. *> \verbatim
  71. *> N is INTEGER
  72. *> The order of the matrix A. N >= 0.
  73. *> \endverbatim
  74. *>
  75. *> \param[in] M
  76. *> \verbatim
  77. *> M is INTEGER
  78. *> The number of eigenvalues found. M >= 0.
  79. *> \endverbatim
  80. *>
  81. *> \param[in] A
  82. *> \verbatim
  83. *> A is COMPLEX array, dimension (LDA, N)
  84. *> The original Hermitian matrix A.
  85. *> \endverbatim
  86. *>
  87. *> \param[in] LDA
  88. *> \verbatim
  89. *> LDA is INTEGER
  90. *> The leading dimension of the array A. LDA >= max(1,N).
  91. *> \endverbatim
  92. *>
  93. *> \param[in] B
  94. *> \verbatim
  95. *> B is COMPLEX array, dimension (LDB, N)
  96. *> The original Hermitian positive definite matrix B.
  97. *> \endverbatim
  98. *>
  99. *> \param[in] LDB
  100. *> \verbatim
  101. *> LDB is INTEGER
  102. *> The leading dimension of the array B. LDB >= max(1,N).
  103. *> \endverbatim
  104. *>
  105. *> \param[in] Z
  106. *> \verbatim
  107. *> Z is COMPLEX array, dimension (LDZ, M)
  108. *> The computed eigenvectors of the generalized eigenproblem.
  109. *> \endverbatim
  110. *>
  111. *> \param[in] LDZ
  112. *> \verbatim
  113. *> LDZ is INTEGER
  114. *> The leading dimension of the array Z. LDZ >= max(1,N).
  115. *> \endverbatim
  116. *>
  117. *> \param[in] D
  118. *> \verbatim
  119. *> D is REAL array, dimension (M)
  120. *> The computed eigenvalues of the generalized eigenproblem.
  121. *> \endverbatim
  122. *>
  123. *> \param[out] WORK
  124. *> \verbatim
  125. *> WORK is COMPLEX array, dimension (N*N)
  126. *> \endverbatim
  127. *>
  128. *> \param[out] RWORK
  129. *> \verbatim
  130. *> RWORK is REAL array, dimension (N)
  131. *> \endverbatim
  132. *>
  133. *> \param[out] RESULT
  134. *> \verbatim
  135. *> RESULT is REAL array, dimension (1)
  136. *> The test ratio as described above.
  137. *> \endverbatim
  138. *
  139. * Authors:
  140. * ========
  141. *
  142. *> \author Univ. of Tennessee
  143. *> \author Univ. of California Berkeley
  144. *> \author Univ. of Colorado Denver
  145. *> \author NAG Ltd.
  146. *
  147. *> \ingroup complex_eig
  148. *
  149. * =====================================================================
  150. SUBROUTINE CSGT01( ITYPE, UPLO, N, M, A, LDA, B, LDB, Z, LDZ, D,
  151. $ WORK, RWORK, RESULT )
  152. *
  153. * -- LAPACK test routine --
  154. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  155. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  156. *
  157. * .. Scalar Arguments ..
  158. CHARACTER UPLO
  159. INTEGER ITYPE, LDA, LDB, LDZ, M, N
  160. * ..
  161. * .. Array Arguments ..
  162. REAL D( * ), RESULT( * ), RWORK( * )
  163. COMPLEX A( LDA, * ), B( LDB, * ), WORK( * ),
  164. $ Z( LDZ, * )
  165. * ..
  166. *
  167. * =====================================================================
  168. *
  169. * .. Parameters ..
  170. REAL ZERO, ONE
  171. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  172. COMPLEX CZERO, CONE
  173. PARAMETER ( CZERO = ( 0.0E+0, 0.0E+0 ),
  174. $ CONE = ( 1.0E+0, 0.0E+0 ) )
  175. * ..
  176. * .. Local Scalars ..
  177. INTEGER I
  178. REAL ANORM, ULP
  179. * ..
  180. * .. External Functions ..
  181. REAL CLANGE, CLANHE, SLAMCH
  182. EXTERNAL CLANGE, CLANHE, SLAMCH
  183. * ..
  184. * .. External Subroutines ..
  185. EXTERNAL CHEMM, CSSCAL
  186. * ..
  187. * .. Executable Statements ..
  188. *
  189. RESULT( 1 ) = ZERO
  190. IF( N.LE.0 )
  191. $ RETURN
  192. *
  193. ULP = SLAMCH( 'Epsilon' )
  194. *
  195. * Compute product of 1-norms of A and Z.
  196. *
  197. ANORM = CLANHE( '1', UPLO, N, A, LDA, RWORK )*
  198. $ CLANGE( '1', N, M, Z, LDZ, RWORK )
  199. IF( ANORM.EQ.ZERO )
  200. $ ANORM = ONE
  201. *
  202. IF( ITYPE.EQ.1 ) THEN
  203. *
  204. * Norm of AZ - BZD
  205. *
  206. CALL CHEMM( 'Left', UPLO, N, M, CONE, A, LDA, Z, LDZ, CZERO,
  207. $ WORK, N )
  208. DO 10 I = 1, M
  209. CALL CSSCAL( N, D( I ), Z( 1, I ), 1 )
  210. 10 CONTINUE
  211. CALL CHEMM( 'Left', UPLO, N, M, CONE, B, LDB, Z, LDZ, -CONE,
  212. $ WORK, N )
  213. *
  214. RESULT( 1 ) = ( CLANGE( '1', N, M, WORK, N, RWORK ) / ANORM ) /
  215. $ ( N*ULP )
  216. *
  217. ELSE IF( ITYPE.EQ.2 ) THEN
  218. *
  219. * Norm of ABZ - ZD
  220. *
  221. CALL CHEMM( 'Left', UPLO, N, M, CONE, B, LDB, Z, LDZ, CZERO,
  222. $ WORK, N )
  223. DO 20 I = 1, M
  224. CALL CSSCAL( N, D( I ), Z( 1, I ), 1 )
  225. 20 CONTINUE
  226. CALL CHEMM( 'Left', UPLO, N, M, CONE, A, LDA, WORK, N, -CONE,
  227. $ Z, LDZ )
  228. *
  229. RESULT( 1 ) = ( CLANGE( '1', N, M, Z, LDZ, RWORK ) / ANORM ) /
  230. $ ( N*ULP )
  231. *
  232. ELSE IF( ITYPE.EQ.3 ) THEN
  233. *
  234. * Norm of BAZ - ZD
  235. *
  236. CALL CHEMM( 'Left', UPLO, N, M, CONE, A, LDA, Z, LDZ, CZERO,
  237. $ WORK, N )
  238. DO 30 I = 1, M
  239. CALL CSSCAL( N, D( I ), Z( 1, I ), 1 )
  240. 30 CONTINUE
  241. CALL CHEMM( 'Left', UPLO, N, M, CONE, B, LDB, WORK, N, -CONE,
  242. $ Z, LDZ )
  243. *
  244. RESULT( 1 ) = ( CLANGE( '1', N, M, Z, LDZ, RWORK ) / ANORM ) /
  245. $ ( N*ULP )
  246. END IF
  247. *
  248. RETURN
  249. *
  250. * End of CSGT01
  251. *
  252. END