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ssgt01.f 6.4 kB

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  1. *> \brief \b SSGT01
  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 SSGT01( ITYPE, UPLO, N, M, A, LDA, B, LDB, Z, LDZ, D,
  12. * WORK, RESULT )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER UPLO
  16. * INTEGER ITYPE, LDA, LDB, LDZ, M, N
  17. * ..
  18. * .. Array Arguments ..
  19. * REAL A( LDA, * ), B( LDB, * ), D( * ), RESULT( * ),
  20. * $ WORK( * ), Z( LDZ, * )
  21. * ..
  22. *
  23. *
  24. *> \par Purpose:
  25. * =============
  26. *>
  27. *> \verbatim
  28. *>
  29. *> SSGT01 checks a decomposition of the form
  30. *>
  31. *> A Z = B Z D or
  32. *> A B Z = Z D or
  33. *> B A Z = Z D
  34. *>
  35. *> where A is a symmetric matrix, B is
  36. *> symmetric positive definite, Z is orthogonal, and D is diagonal.
  37. *>
  38. *> One of the following test ratios is computed:
  39. *>
  40. *> ITYPE = 1: RESULT(1) = | A Z - B Z D | / ( |A| |Z| n ulp )
  41. *>
  42. *> ITYPE = 2: RESULT(1) = | A B Z - Z D | / ( |A| |Z| n ulp )
  43. *>
  44. *> ITYPE = 3: RESULT(1) = | B A Z - Z D | / ( |A| |Z| n ulp )
  45. *> \endverbatim
  46. *
  47. * Arguments:
  48. * ==========
  49. *
  50. *> \param[in] ITYPE
  51. *> \verbatim
  52. *> ITYPE is INTEGER
  53. *> The form of the symmetric generalized eigenproblem.
  54. *> = 1: A*z = (lambda)*B*z
  55. *> = 2: A*B*z = (lambda)*z
  56. *> = 3: B*A*z = (lambda)*z
  57. *> \endverbatim
  58. *>
  59. *> \param[in] UPLO
  60. *> \verbatim
  61. *> UPLO is CHARACTER*1
  62. *> Specifies whether the upper or lower triangular part of the
  63. *> symmetric matrices A and B is stored.
  64. *> = 'U': Upper triangular
  65. *> = 'L': Lower triangular
  66. *> \endverbatim
  67. *>
  68. *> \param[in] N
  69. *> \verbatim
  70. *> N is INTEGER
  71. *> The order of the matrix A. N >= 0.
  72. *> \endverbatim
  73. *>
  74. *> \param[in] M
  75. *> \verbatim
  76. *> M is INTEGER
  77. *> The number of eigenvalues found. 0 <= M <= N.
  78. *> \endverbatim
  79. *>
  80. *> \param[in] A
  81. *> \verbatim
  82. *> A is REAL array, dimension (LDA, N)
  83. *> The original symmetric matrix A.
  84. *> \endverbatim
  85. *>
  86. *> \param[in] LDA
  87. *> \verbatim
  88. *> LDA is INTEGER
  89. *> The leading dimension of the array A. LDA >= max(1,N).
  90. *> \endverbatim
  91. *>
  92. *> \param[in] B
  93. *> \verbatim
  94. *> B is REAL array, dimension (LDB, N)
  95. *> The original symmetric positive definite matrix B.
  96. *> \endverbatim
  97. *>
  98. *> \param[in] LDB
  99. *> \verbatim
  100. *> LDB is INTEGER
  101. *> The leading dimension of the array B. LDB >= max(1,N).
  102. *> \endverbatim
  103. *>
  104. *> \param[in] Z
  105. *> \verbatim
  106. *> Z is REAL array, dimension (LDZ, M)
  107. *> The computed eigenvectors of the generalized eigenproblem.
  108. *> \endverbatim
  109. *>
  110. *> \param[in] LDZ
  111. *> \verbatim
  112. *> LDZ is INTEGER
  113. *> The leading dimension of the array Z. LDZ >= max(1,N).
  114. *> \endverbatim
  115. *>
  116. *> \param[in] D
  117. *> \verbatim
  118. *> D is REAL array, dimension (M)
  119. *> The computed eigenvalues of the generalized eigenproblem.
  120. *> \endverbatim
  121. *>
  122. *> \param[out] WORK
  123. *> \verbatim
  124. *> WORK is REAL array, dimension (N*N)
  125. *> \endverbatim
  126. *>
  127. *> \param[out] RESULT
  128. *> \verbatim
  129. *> RESULT is REAL array, dimension (1)
  130. *> The test ratio as described above.
  131. *> \endverbatim
  132. *
  133. * Authors:
  134. * ========
  135. *
  136. *> \author Univ. of Tennessee
  137. *> \author Univ. of California Berkeley
  138. *> \author Univ. of Colorado Denver
  139. *> \author NAG Ltd.
  140. *
  141. *> \date December 2016
  142. *
  143. *> \ingroup single_eig
  144. *
  145. * =====================================================================
  146. SUBROUTINE SSGT01( ITYPE, UPLO, N, M, A, LDA, B, LDB, Z, LDZ, D,
  147. $ WORK, RESULT )
  148. *
  149. * -- LAPACK test routine (version 3.7.0) --
  150. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  151. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  152. * December 2016
  153. *
  154. * .. Scalar Arguments ..
  155. CHARACTER UPLO
  156. INTEGER ITYPE, LDA, LDB, LDZ, M, N
  157. * ..
  158. * .. Array Arguments ..
  159. REAL A( LDA, * ), B( LDB, * ), D( * ), RESULT( * ),
  160. $ WORK( * ), Z( LDZ, * )
  161. * ..
  162. *
  163. * =====================================================================
  164. *
  165. * .. Parameters ..
  166. REAL ZERO, ONE
  167. PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0 )
  168. * ..
  169. * .. Local Scalars ..
  170. INTEGER I
  171. REAL ANORM, ULP
  172. * ..
  173. * .. External Functions ..
  174. REAL SLAMCH, SLANGE, SLANSY
  175. EXTERNAL SLAMCH, SLANGE, SLANSY
  176. * ..
  177. * .. External Subroutines ..
  178. EXTERNAL SSCAL, SSYMM
  179. * ..
  180. * .. Executable Statements ..
  181. *
  182. RESULT( 1 ) = ZERO
  183. IF( N.LE.0 )
  184. $ RETURN
  185. *
  186. ULP = SLAMCH( 'Epsilon' )
  187. *
  188. * Compute product of 1-norms of A and Z.
  189. *
  190. ANORM = SLANSY( '1', UPLO, N, A, LDA, WORK )*
  191. $ SLANGE( '1', N, M, Z, LDZ, WORK )
  192. IF( ANORM.EQ.ZERO )
  193. $ ANORM = ONE
  194. *
  195. IF( ITYPE.EQ.1 ) THEN
  196. *
  197. * Norm of AZ - BZD
  198. *
  199. CALL SSYMM( 'Left', UPLO, N, M, ONE, A, LDA, Z, LDZ, ZERO,
  200. $ WORK, N )
  201. DO 10 I = 1, M
  202. CALL SSCAL( N, D( I ), Z( 1, I ), 1 )
  203. 10 CONTINUE
  204. CALL SSYMM( 'Left', UPLO, N, M, ONE, B, LDB, Z, LDZ, -ONE,
  205. $ WORK, N )
  206. *
  207. RESULT( 1 ) = ( SLANGE( '1', N, M, WORK, N, WORK ) / ANORM ) /
  208. $ ( N*ULP )
  209. *
  210. ELSE IF( ITYPE.EQ.2 ) THEN
  211. *
  212. * Norm of ABZ - ZD
  213. *
  214. CALL SSYMM( 'Left', UPLO, N, M, ONE, B, LDB, Z, LDZ, ZERO,
  215. $ WORK, N )
  216. DO 20 I = 1, M
  217. CALL SSCAL( N, D( I ), Z( 1, I ), 1 )
  218. 20 CONTINUE
  219. CALL SSYMM( 'Left', UPLO, N, M, ONE, A, LDA, WORK, N, -ONE, Z,
  220. $ LDZ )
  221. *
  222. RESULT( 1 ) = ( SLANGE( '1', N, M, Z, LDZ, WORK ) / ANORM ) /
  223. $ ( N*ULP )
  224. *
  225. ELSE IF( ITYPE.EQ.3 ) THEN
  226. *
  227. * Norm of BAZ - ZD
  228. *
  229. CALL SSYMM( 'Left', UPLO, N, M, ONE, A, LDA, Z, LDZ, ZERO,
  230. $ WORK, N )
  231. DO 30 I = 1, M
  232. CALL SSCAL( N, D( I ), Z( 1, I ), 1 )
  233. 30 CONTINUE
  234. CALL SSYMM( 'Left', UPLO, N, M, ONE, B, LDB, WORK, N, -ONE, Z,
  235. $ LDZ )
  236. *
  237. RESULT( 1 ) = ( SLANGE( '1', N, M, Z, LDZ, WORK ) / ANORM ) /
  238. $ ( N*ULP )
  239. END IF
  240. *
  241. RETURN
  242. *
  243. * End of SSGT01
  244. *
  245. END