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clatm6.f 8.8 kB

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  1. *> \brief \b CLATM6
  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 CLATM6( TYPE, N, A, LDA, B, X, LDX, Y, LDY, ALPHA,
  12. * BETA, WX, WY, S, DIF )
  13. *
  14. * .. Scalar Arguments ..
  15. * INTEGER LDA, LDX, LDY, N, TYPE
  16. * COMPLEX ALPHA, BETA, WX, WY
  17. * ..
  18. * .. Array Arguments ..
  19. * REAL DIF( * ), S( * )
  20. * COMPLEX A( LDA, * ), B( LDA, * ), X( LDX, * ),
  21. * $ Y( LDY, * )
  22. * ..
  23. *
  24. *
  25. *> \par Purpose:
  26. * =============
  27. *>
  28. *> \verbatim
  29. *>
  30. *> CLATM6 generates test matrices for the generalized eigenvalue
  31. *> problem, their corresponding right and left eigenvector matrices,
  32. *> and also reciprocal condition numbers for all eigenvalues and
  33. *> the reciprocal condition numbers of eigenvectors corresponding to
  34. *> the 1th and 5th eigenvalues.
  35. *>
  36. *> Test Matrices
  37. *> =============
  38. *>
  39. *> Two kinds of test matrix pairs
  40. *> (A, B) = inverse(YH) * (Da, Db) * inverse(X)
  41. *> are used in the tests:
  42. *>
  43. *> Type 1:
  44. *> Da = 1+a 0 0 0 0 Db = 1 0 0 0 0
  45. *> 0 2+a 0 0 0 0 1 0 0 0
  46. *> 0 0 3+a 0 0 0 0 1 0 0
  47. *> 0 0 0 4+a 0 0 0 0 1 0
  48. *> 0 0 0 0 5+a , 0 0 0 0 1
  49. *> and Type 2:
  50. *> Da = 1+i 0 0 0 0 Db = 1 0 0 0 0
  51. *> 0 1-i 0 0 0 0 1 0 0 0
  52. *> 0 0 1 0 0 0 0 1 0 0
  53. *> 0 0 0 (1+a)+(1+b)i 0 0 0 0 1 0
  54. *> 0 0 0 0 (1+a)-(1+b)i, 0 0 0 0 1 .
  55. *>
  56. *> In both cases the same inverse(YH) and inverse(X) are used to compute
  57. *> (A, B), giving the exact eigenvectors to (A,B) as (YH, X):
  58. *>
  59. *> YH: = 1 0 -y y -y X = 1 0 -x -x x
  60. *> 0 1 -y y -y 0 1 x -x -x
  61. *> 0 0 1 0 0 0 0 1 0 0
  62. *> 0 0 0 1 0 0 0 0 1 0
  63. *> 0 0 0 0 1, 0 0 0 0 1 , where
  64. *>
  65. *> a, b, x and y will have all values independently of each other.
  66. *> \endverbatim
  67. *
  68. * Arguments:
  69. * ==========
  70. *
  71. *> \param[in] TYPE
  72. *> \verbatim
  73. *> TYPE is INTEGER
  74. *> Specifies the problem type (see further details).
  75. *> \endverbatim
  76. *>
  77. *> \param[in] N
  78. *> \verbatim
  79. *> N is INTEGER
  80. *> Size of the matrices A and B.
  81. *> \endverbatim
  82. *>
  83. *> \param[out] A
  84. *> \verbatim
  85. *> A is COMPLEX array, dimension (LDA, N).
  86. *> On exit A N-by-N is initialized according to TYPE.
  87. *> \endverbatim
  88. *>
  89. *> \param[in] LDA
  90. *> \verbatim
  91. *> LDA is INTEGER
  92. *> The leading dimension of A and of B.
  93. *> \endverbatim
  94. *>
  95. *> \param[out] B
  96. *> \verbatim
  97. *> B is COMPLEX array, dimension (LDA, N).
  98. *> On exit B N-by-N is initialized according to TYPE.
  99. *> \endverbatim
  100. *>
  101. *> \param[out] X
  102. *> \verbatim
  103. *> X is COMPLEX array, dimension (LDX, N).
  104. *> On exit X is the N-by-N matrix of right eigenvectors.
  105. *> \endverbatim
  106. *>
  107. *> \param[in] LDX
  108. *> \verbatim
  109. *> LDX is INTEGER
  110. *> The leading dimension of X.
  111. *> \endverbatim
  112. *>
  113. *> \param[out] Y
  114. *> \verbatim
  115. *> Y is COMPLEX array, dimension (LDY, N).
  116. *> On exit Y is the N-by-N matrix of left eigenvectors.
  117. *> \endverbatim
  118. *>
  119. *> \param[in] LDY
  120. *> \verbatim
  121. *> LDY is INTEGER
  122. *> The leading dimension of Y.
  123. *> \endverbatim
  124. *>
  125. *> \param[in] ALPHA
  126. *> \verbatim
  127. *> ALPHA is COMPLEX
  128. *> \endverbatim
  129. *>
  130. *> \param[in] BETA
  131. *> \verbatim
  132. *> BETA is COMPLEX
  133. *>
  134. *> Weighting constants for matrix A.
  135. *> \endverbatim
  136. *>
  137. *> \param[in] WX
  138. *> \verbatim
  139. *> WX is COMPLEX
  140. *> Constant for right eigenvector matrix.
  141. *> \endverbatim
  142. *>
  143. *> \param[in] WY
  144. *> \verbatim
  145. *> WY is COMPLEX
  146. *> Constant for left eigenvector matrix.
  147. *> \endverbatim
  148. *>
  149. *> \param[out] S
  150. *> \verbatim
  151. *> S is REAL array, dimension (N)
  152. *> S(i) is the reciprocal condition number for eigenvalue i.
  153. *> \endverbatim
  154. *>
  155. *> \param[out] DIF
  156. *> \verbatim
  157. *> DIF is REAL array, dimension (N)
  158. *> DIF(i) is the reciprocal condition number for eigenvector i.
  159. *> \endverbatim
  160. *
  161. * Authors:
  162. * ========
  163. *
  164. *> \author Univ. of Tennessee
  165. *> \author Univ. of California Berkeley
  166. *> \author Univ. of Colorado Denver
  167. *> \author NAG Ltd.
  168. *
  169. *> \ingroup complex_matgen
  170. *
  171. * =====================================================================
  172. SUBROUTINE CLATM6( TYPE, N, A, LDA, B, X, LDX, Y, LDY, ALPHA,
  173. $ BETA, WX, WY, S, DIF )
  174. *
  175. * -- LAPACK computational routine --
  176. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  177. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  178. *
  179. * .. Scalar Arguments ..
  180. INTEGER LDA, LDX, LDY, N, TYPE
  181. COMPLEX ALPHA, BETA, WX, WY
  182. * ..
  183. * .. Array Arguments ..
  184. REAL DIF( * ), S( * )
  185. COMPLEX A( LDA, * ), B( LDA, * ), X( LDX, * ),
  186. $ Y( LDY, * )
  187. * ..
  188. *
  189. * =====================================================================
  190. *
  191. * .. Parameters ..
  192. REAL RONE, TWO, THREE
  193. PARAMETER ( RONE = 1.0E+0, TWO = 2.0E+0, THREE = 3.0E+0 )
  194. COMPLEX ZERO, ONE
  195. PARAMETER ( ZERO = ( 0.0E+0, 0.0E+0 ),
  196. $ ONE = ( 1.0E+0, 0.0E+0 ) )
  197. * ..
  198. * .. Local Scalars ..
  199. INTEGER I, INFO, J
  200. * ..
  201. * .. Local Arrays ..
  202. REAL RWORK( 50 )
  203. COMPLEX WORK( 26 ), Z( 8, 8 )
  204. * ..
  205. * .. Intrinsic Functions ..
  206. INTRINSIC CABS, CMPLX, CONJG, REAL, SQRT
  207. * ..
  208. * .. External Subroutines ..
  209. EXTERNAL CGESVD, CLACPY, CLAKF2
  210. * ..
  211. * .. Executable Statements ..
  212. *
  213. * Generate test problem ...
  214. * (Da, Db) ...
  215. *
  216. DO 20 I = 1, N
  217. DO 10 J = 1, N
  218. *
  219. IF( I.EQ.J ) THEN
  220. A( I, I ) = CMPLX( I ) + ALPHA
  221. B( I, I ) = ONE
  222. ELSE
  223. A( I, J ) = ZERO
  224. B( I, J ) = ZERO
  225. END IF
  226. *
  227. 10 CONTINUE
  228. 20 CONTINUE
  229. IF( TYPE.EQ.2 ) THEN
  230. A( 1, 1 ) = CMPLX( RONE, RONE )
  231. A( 2, 2 ) = CONJG( A( 1, 1 ) )
  232. A( 3, 3 ) = ONE
  233. A( 4, 4 ) = CMPLX( REAL( ONE+ALPHA ), REAL( ONE+BETA ) )
  234. A( 5, 5 ) = CONJG( A( 4, 4 ) )
  235. END IF
  236. *
  237. * Form X and Y
  238. *
  239. CALL CLACPY( 'F', N, N, B, LDA, Y, LDY )
  240. Y( 3, 1 ) = -CONJG( WY )
  241. Y( 4, 1 ) = CONJG( WY )
  242. Y( 5, 1 ) = -CONJG( WY )
  243. Y( 3, 2 ) = -CONJG( WY )
  244. Y( 4, 2 ) = CONJG( WY )
  245. Y( 5, 2 ) = -CONJG( WY )
  246. *
  247. CALL CLACPY( 'F', N, N, B, LDA, X, LDX )
  248. X( 1, 3 ) = -WX
  249. X( 1, 4 ) = -WX
  250. X( 1, 5 ) = WX
  251. X( 2, 3 ) = WX
  252. X( 2, 4 ) = -WX
  253. X( 2, 5 ) = -WX
  254. *
  255. * Form (A, B)
  256. *
  257. B( 1, 3 ) = WX + WY
  258. B( 2, 3 ) = -WX + WY
  259. B( 1, 4 ) = WX - WY
  260. B( 2, 4 ) = WX - WY
  261. B( 1, 5 ) = -WX + WY
  262. B( 2, 5 ) = WX + WY
  263. A( 1, 3 ) = WX*A( 1, 1 ) + WY*A( 3, 3 )
  264. A( 2, 3 ) = -WX*A( 2, 2 ) + WY*A( 3, 3 )
  265. A( 1, 4 ) = WX*A( 1, 1 ) - WY*A( 4, 4 )
  266. A( 2, 4 ) = WX*A( 2, 2 ) - WY*A( 4, 4 )
  267. A( 1, 5 ) = -WX*A( 1, 1 ) + WY*A( 5, 5 )
  268. A( 2, 5 ) = WX*A( 2, 2 ) + WY*A( 5, 5 )
  269. *
  270. * Compute condition numbers
  271. *
  272. S( 1 ) = RONE / SQRT( ( RONE+THREE*CABS( WY )*CABS( WY ) ) /
  273. $ ( RONE+CABS( A( 1, 1 ) )*CABS( A( 1, 1 ) ) ) )
  274. S( 2 ) = RONE / SQRT( ( RONE+THREE*CABS( WY )*CABS( WY ) ) /
  275. $ ( RONE+CABS( A( 2, 2 ) )*CABS( A( 2, 2 ) ) ) )
  276. S( 3 ) = RONE / SQRT( ( RONE+TWO*CABS( WX )*CABS( WX ) ) /
  277. $ ( RONE+CABS( A( 3, 3 ) )*CABS( A( 3, 3 ) ) ) )
  278. S( 4 ) = RONE / SQRT( ( RONE+TWO*CABS( WX )*CABS( WX ) ) /
  279. $ ( RONE+CABS( A( 4, 4 ) )*CABS( A( 4, 4 ) ) ) )
  280. S( 5 ) = RONE / SQRT( ( RONE+TWO*CABS( WX )*CABS( WX ) ) /
  281. $ ( RONE+CABS( A( 5, 5 ) )*CABS( A( 5, 5 ) ) ) )
  282. *
  283. CALL CLAKF2( 1, 4, A, LDA, A( 2, 2 ), B, B( 2, 2 ), Z, 8 )
  284. CALL CGESVD( 'N', 'N', 8, 8, Z, 8, RWORK, WORK, 1, WORK( 2 ), 1,
  285. $ WORK( 3 ), 24, RWORK( 9 ), INFO )
  286. DIF( 1 ) = RWORK( 8 )
  287. *
  288. CALL CLAKF2( 4, 1, A, LDA, A( 5, 5 ), B, B( 5, 5 ), Z, 8 )
  289. CALL CGESVD( 'N', 'N', 8, 8, Z, 8, RWORK, WORK, 1, WORK( 2 ), 1,
  290. $ WORK( 3 ), 24, RWORK( 9 ), INFO )
  291. DIF( 5 ) = RWORK( 8 )
  292. *
  293. RETURN
  294. *
  295. * End of CLATM6
  296. *
  297. END