|
- *> \brief \b DDRGEV3
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE DDRGEV3( NSIZES, NN, NTYPES, DOTYPE, ISEED, THRESH,
- * NOUNIT, A, LDA, B, S, T, Q, LDQ, Z, QE, LDQE,
- * ALPHAR, ALPHAI, BETA, ALPHR1, ALPHI1, BETA1,
- * WORK, LWORK, RESULT, INFO )
- *
- * .. Scalar Arguments ..
- * INTEGER INFO, LDA, LDQ, LDQE, LWORK, NOUNIT, NSIZES,
- * $ NTYPES
- * DOUBLE PRECISION THRESH
- * ..
- * .. Array Arguments ..
- * LOGICAL DOTYPE( * )
- * INTEGER ISEED( 4 ), NN( * )
- * DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
- * $ ALPHI1( * ), ALPHR1( * ), B( LDA, * ),
- * $ BETA( * ), BETA1( * ), Q( LDQ, * ),
- * $ QE( LDQE, * ), RESULT( * ), S( LDA, * ),
- * $ T( LDA, * ), WORK( * ), Z( LDQ, * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> DDRGEV3 checks the nonsymmetric generalized eigenvalue problem driver
- *> routine DGGEV3.
- *>
- *> DGGEV3 computes for a pair of n-by-n nonsymmetric matrices (A,B) the
- *> generalized eigenvalues and, optionally, the left and right
- *> eigenvectors.
- *>
- *> A generalized eigenvalue for a pair of matrices (A,B) is a scalar w
- *> or a ratio alpha/beta = w, such that A - w*B is singular. It is
- *> usually represented as the pair (alpha,beta), as there is reasonable
- *> interpretation for beta=0, and even for both being zero.
- *>
- *> A right generalized eigenvector corresponding to a generalized
- *> eigenvalue w for a pair of matrices (A,B) is a vector r such that
- *> (A - wB) * r = 0. A left generalized eigenvector is a vector l such
- *> that l**H * (A - wB) = 0, where l**H is the conjugate-transpose of l.
- *>
- *> When DDRGEV3 is called, a number of matrix "sizes" ("n's") and a
- *> number of matrix "types" are specified. For each size ("n")
- *> and each type of matrix, a pair of matrices (A, B) will be generated
- *> and used for testing. For each matrix pair, the following tests
- *> will be performed and compared with the threshold THRESH.
- *>
- *> Results from DGGEV3:
- *>
- *> (1) max over all left eigenvalue/-vector pairs (alpha/beta,l) of
- *>
- *> | VL**H * (beta A - alpha B) |/( ulp max(|beta A|, |alpha B|) )
- *>
- *> where VL**H is the conjugate-transpose of VL.
- *>
- *> (2) | |VL(i)| - 1 | / ulp and whether largest component real
- *>
- *> VL(i) denotes the i-th column of VL.
- *>
- *> (3) max over all left eigenvalue/-vector pairs (alpha/beta,r) of
- *>
- *> | (beta A - alpha B) * VR | / ( ulp max(|beta A|, |alpha B|) )
- *>
- *> (4) | |VR(i)| - 1 | / ulp and whether largest component real
- *>
- *> VR(i) denotes the i-th column of VR.
- *>
- *> (5) W(full) = W(partial)
- *> W(full) denotes the eigenvalues computed when both l and r
- *> are also computed, and W(partial) denotes the eigenvalues
- *> computed when only W, only W and r, or only W and l are
- *> computed.
- *>
- *> (6) VL(full) = VL(partial)
- *> VL(full) denotes the left eigenvectors computed when both l
- *> and r are computed, and VL(partial) denotes the result
- *> when only l is computed.
- *>
- *> (7) VR(full) = VR(partial)
- *> VR(full) denotes the right eigenvectors computed when both l
- *> and r are also computed, and VR(partial) denotes the result
- *> when only l is computed.
- *>
- *>
- *> 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 "types" are specified by a logical array DOTYPE( 1:NTYPES ); if
- *> DOTYPE(j) is .TRUE., then matrix type "j" 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)
- *>
- *> t t
- *> (5) ( J , J ) (a pair of transposed Jordan blocks)
- *>
- *> 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 "big" 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 )
- *> 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 )
- *>
- *> 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.
- *>
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] NSIZES
- *> \verbatim
- *> NSIZES is INTEGER
- *> The number of sizes of matrices to use. If it is zero,
- *> DDRGEV3 does nothing. NSIZES >= 0.
- *> \endverbatim
- *>
- *> \param[in] NN
- *> \verbatim
- *> NN is INTEGER array, dimension (NSIZES)
- *> An array containing the sizes to be used for the matrices.
- *> Zero values will be skipped. NN >= 0.
- *> \endverbatim
- *>
- *> \param[in] NTYPES
- *> \verbatim
- *> NTYPES is INTEGER
- *> The number of elements in DOTYPE. If it is zero, DDRGEV3
- *> 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. This
- *> is only useful if DOTYPE(1:MAXTYP) is .FALSE. and
- *> DOTYPE(MAXTYP+1) is .TRUE. .
- *> \endverbatim
- *>
- *> \param[in] DOTYPE
- *> \verbatim
- *> 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.
- *> \endverbatim
- *>
- *> \param[in,out] ISEED
- *> \verbatim
- *> 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 DDRGEV3 to continue the same random number
- *> sequence.
- *> \endverbatim
- *>
- *> \param[in] THRESH
- *> \verbatim
- *> THRESH is DOUBLE PRECISION
- *> A test will count as "failed" if the "error", 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. It must be at least zero.
- *> \endverbatim
- *>
- *> \param[in] NOUNIT
- *> \verbatim
- *> NOUNIT is INTEGER
- *> The FORTRAN unit number for printing out error messages
- *> (e.g., if a routine returns IERR not equal to 0.)
- *> \endverbatim
- *>
- *> \param[in,out] A
- *> \verbatim
- *> A is DOUBLE PRECISION array,
- *> dimension(LDA, max(NN))
- *> Used to hold the original A matrix. Used as input only
- *> if NTYPES=MAXTYP+1, DOTYPE(1:MAXTYP)=.FALSE., and
- *> DOTYPE(MAXTYP+1)=.TRUE.
- *> \endverbatim
- *>
- *> \param[in] LDA
- *> \verbatim
- *> LDA is INTEGER
- *> The leading dimension of A, B, S, and T.
- *> It must be at least 1 and at least max( NN ).
- *> \endverbatim
- *>
- *> \param[in,out] B
- *> \verbatim
- *> B is DOUBLE PRECISION array,
- *> dimension(LDA, max(NN))
- *> Used to hold the original B matrix. Used as input only
- *> if NTYPES=MAXTYP+1, DOTYPE(1:MAXTYP)=.FALSE., and
- *> DOTYPE(MAXTYP+1)=.TRUE.
- *> \endverbatim
- *>
- *> \param[out] S
- *> \verbatim
- *> S is DOUBLE PRECISION array,
- *> dimension (LDA, max(NN))
- *> The Schur form matrix computed from A by DGGEV3. On exit, S
- *> contains the Schur form matrix corresponding to the matrix
- *> in A.
- *> \endverbatim
- *>
- *> \param[out] T
- *> \verbatim
- *> T is DOUBLE PRECISION array,
- *> dimension (LDA, max(NN))
- *> The upper triangular matrix computed from B by DGGEV3.
- *> \endverbatim
- *>
- *> \param[out] Q
- *> \verbatim
- *> Q is DOUBLE PRECISION array,
- *> dimension (LDQ, max(NN))
- *> The (left) eigenvectors matrix computed by DGGEV3.
- *> \endverbatim
- *>
- *> \param[in] LDQ
- *> \verbatim
- *> LDQ is INTEGER
- *> The leading dimension of Q and Z. It must
- *> be at least 1 and at least max( NN ).
- *> \endverbatim
- *>
- *> \param[out] Z
- *> \verbatim
- *> Z is DOUBLE PRECISION array, dimension( LDQ, max(NN) )
- *> The (right) orthogonal matrix computed by DGGEV3.
- *> \endverbatim
- *>
- *> \param[out] QE
- *> \verbatim
- *> QE is DOUBLE PRECISION array, dimension( LDQ, max(NN) )
- *> QE holds the computed right or left eigenvectors.
- *> \endverbatim
- *>
- *> \param[in] LDQE
- *> \verbatim
- *> LDQE is INTEGER
- *> The leading dimension of QE. LDQE >= max(1,max(NN)).
- *> \endverbatim
- *>
- *> \param[out] ALPHAR
- *> \verbatim
- *> ALPHAR is DOUBLE PRECISION array, dimension (max(NN))
- *> \endverbatim
- *>
- *> \param[out] ALPHAI
- *> \verbatim
- *> ALPHAI is DOUBLE PRECISION array, dimension (max(NN))
- *> \endverbatim
- *>
- *> \param[out] BETA
- *> \verbatim
- *> BETA is DOUBLE PRECISION array, dimension (max(NN))
- *>
- *> The generalized eigenvalues of (A,B) computed by DGGEV3.
- *> ( ALPHAR(k)+ALPHAI(k)*i ) / BETA(k) is the k-th
- *> generalized eigenvalue of A and B.
- *> \endverbatim
- *>
- *> \param[out] ALPHR1
- *> \verbatim
- *> ALPHR1 is DOUBLE PRECISION array, dimension (max(NN))
- *> \endverbatim
- *>
- *> \param[out] ALPHI1
- *> \verbatim
- *> ALPHI1 is DOUBLE PRECISION array, dimension (max(NN))
- *> \endverbatim
- *>
- *> \param[out] BETA1
- *> \verbatim
- *> BETA1 is DOUBLE PRECISION array, dimension (max(NN))
- *>
- *> Like ALPHAR, ALPHAI, BETA, these arrays contain the
- *> eigenvalues of A and B, but those computed when DGGEV3 only
- *> computes a partial eigendecomposition, i.e. not the
- *> eigenvalues and left and right eigenvectors.
- *> \endverbatim
- *>
- *> \param[out] WORK
- *> \verbatim
- *> WORK is DOUBLE PRECISION array, dimension (LWORK)
- *> \endverbatim
- *>
- *> \param[in] LWORK
- *> \verbatim
- *> LWORK is INTEGER
- *> The number of entries in WORK. LWORK >= MAX( 8*N, N*(N+1) ).
- *> \endverbatim
- *>
- *> \param[out] RESULT
- *> \verbatim
- *> RESULT is DOUBLE PRECISION array, dimension (2)
- *> The values computed by the tests described above.
- *> The values are currently limited to 1/ulp, to avoid overflow.
- *> \endverbatim
- *>
- *> \param[out] INFO
- *> \verbatim
- *> INFO is 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.
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \ingroup double_eig
- *
- * =====================================================================
- SUBROUTINE DDRGEV3( NSIZES, NN, NTYPES, DOTYPE, ISEED, THRESH,
- $ NOUNIT, A, LDA, B, S, T, Q, LDQ, Z, QE, LDQE,
- $ ALPHAR, ALPHAI, BETA, ALPHR1, ALPHI1, BETA1,
- $ WORK, LWORK, RESULT, INFO )
- *
- * -- LAPACK test routine --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- *
- * .. Scalar Arguments ..
- INTEGER INFO, LDA, LDQ, LDQE, LWORK, NOUNIT, NSIZES,
- $ NTYPES
- DOUBLE PRECISION THRESH
- * ..
- * .. Array Arguments ..
- LOGICAL DOTYPE( * )
- INTEGER ISEED( 4 ), NN( * )
- DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
- $ ALPHI1( * ), ALPHR1( * ), B( LDA, * ),
- $ BETA( * ), BETA1( * ), Q( LDQ, * ),
- $ QE( LDQE, * ), RESULT( * ), S( LDA, * ),
- $ T( LDA, * ), WORK( * ), Z( LDQ, * )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- DOUBLE PRECISION ZERO, ONE
- PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
- INTEGER MAXTYP
- PARAMETER ( MAXTYP = 27 )
- * ..
- * .. Local Scalars ..
- LOGICAL BADNN
- INTEGER I, IADD, IERR, IN, J, JC, JR, JSIZE, JTYPE,
- $ MAXWRK, MINWRK, MTYPES, N, N1, NERRS, NMATS,
- $ NMAX, NTESTT
- DOUBLE PRECISION SAFMAX, SAFMIN, ULP, ULPINV
- * ..
- * .. Local Arrays ..
- INTEGER IASIGN( MAXTYP ), IBSIGN( MAXTYP ),
- $ IOLDSD( 4 ), KADD( 6 ), KAMAGN( MAXTYP ),
- $ KATYPE( MAXTYP ), KAZERO( MAXTYP ),
- $ KBMAGN( MAXTYP ), KBTYPE( MAXTYP ),
- $ KBZERO( MAXTYP ), KCLASS( MAXTYP ),
- $ KTRIAN( MAXTYP ), KZ1( 6 ), KZ2( 6 )
- DOUBLE PRECISION RMAGN( 0: 3 )
- * ..
- * .. External Functions ..
- INTEGER ILAENV
- DOUBLE PRECISION DLAMCH, DLARND
- EXTERNAL ILAENV, DLAMCH, DLARND
- * ..
- * .. External Subroutines ..
- EXTERNAL ALASVM, DGET52, DGGEV3, DLABAD, DLACPY, DLARFG,
- $ DLASET, DLATM4, DORM2R, XERBLA
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC ABS, DBLE, MAX, MIN, SIGN
- * ..
- * .. Data statements ..
- DATA KCLASS / 15*1, 10*2, 1*3, 1*4 /
- DATA KZ1 / 0, 1, 2, 1, 3, 3 /
- DATA KZ2 / 0, 0, 1, 2, 1, 1 /
- DATA KADD / 0, 0, 0, 0, 3, 2 /
- DATA KATYPE / 0, 1, 0, 1, 2, 3, 4, 1, 4, 4, 1, 1, 4,
- $ 4, 4, 2, 4, 5, 8, 7, 9, 4*4, 0, 0 /
- DATA KBTYPE / 0, 0, 1, 1, 2, -3, 1, 4, 1, 1, 4, 4,
- $ 1, 1, -4, 2, -4, 8*8, 0, 0 /
- DATA KAZERO / 6*1, 2, 1, 2*2, 2*1, 2*2, 3, 1, 3,
- $ 4*5, 4*3, 1, 1 /
- DATA KBZERO / 6*1, 1, 2, 2*1, 2*2, 2*1, 4, 1, 4,
- $ 4*6, 4*4, 1, 1 /
- DATA KAMAGN / 8*1, 2, 3, 2, 3, 2, 3, 7*1, 2, 3, 3,
- $ 2, 1, 3 /
- DATA KBMAGN / 8*1, 3, 2, 3, 2, 2, 3, 7*1, 3, 2, 3,
- $ 2, 1, 3 /
- DATA KTRIAN / 16*0, 11*1 /
- DATA IASIGN / 6*0, 2, 0, 2*2, 2*0, 3*2, 0, 2, 3*0,
- $ 5*2, 2*0 /
- DATA IBSIGN / 7*0, 2, 2*0, 2*2, 2*0, 2, 0, 2, 10*0 /
- * ..
- * .. Executable Statements ..
- *
- * Check for errors
- *
- INFO = 0
- *
- BADNN = .FALSE.
- NMAX = 1
- DO 10 J = 1, NSIZES
- NMAX = MAX( NMAX, NN( J ) )
- IF( NN( J ).LT.0 )
- $ BADNN = .TRUE.
- 10 CONTINUE
- *
- IF( NSIZES.LT.0 ) THEN
- INFO = -1
- ELSE IF( BADNN ) THEN
- INFO = -2
- ELSE IF( NTYPES.LT.0 ) THEN
- INFO = -3
- ELSE IF( THRESH.LT.ZERO ) THEN
- INFO = -6
- ELSE IF( LDA.LE.1 .OR. LDA.LT.NMAX ) THEN
- INFO = -9
- ELSE IF( LDQ.LE.1 .OR. LDQ.LT.NMAX ) THEN
- INFO = -14
- ELSE IF( LDQE.LE.1 .OR. LDQE.LT.NMAX ) THEN
- INFO = -17
- END IF
- *
- * Compute workspace
- * (Note: Comments in the code beginning "Workspace:" describe the
- * minimal amount of workspace needed at that point in the code,
- * as well as the preferred amount for good performance.
- * NB refers to the optimal block size for the immediately
- * following subroutine, as returned by ILAENV.
- *
- MINWRK = 1
- IF( INFO.EQ.0 .AND. LWORK.GE.1 ) THEN
- MINWRK = MAX( 1, 8*NMAX, NMAX*( NMAX+1 ) )
- MAXWRK = 7*NMAX + NMAX*ILAENV( 1, 'DGEQRF', ' ', NMAX, 1, NMAX,
- $ 0 )
- MAXWRK = MAX( MAXWRK, NMAX*( NMAX+1 ) )
- WORK( 1 ) = MAXWRK
- END IF
- *
- IF( LWORK.LT.MINWRK )
- $ INFO = -25
- *
- IF( INFO.NE.0 ) THEN
- CALL XERBLA( 'DDRGEV3', -INFO )
- RETURN
- END IF
- *
- * Quick return if possible
- *
- IF( NSIZES.EQ.0 .OR. NTYPES.EQ.0 )
- $ RETURN
- *
- SAFMIN = DLAMCH( 'Safe minimum' )
- ULP = DLAMCH( 'Epsilon' )*DLAMCH( 'Base' )
- SAFMIN = SAFMIN / ULP
- SAFMAX = ONE / SAFMIN
- CALL DLABAD( SAFMIN, SAFMAX )
- ULPINV = ONE / ULP
- *
- * The values RMAGN(2:3) depend on N, see below.
- *
- RMAGN( 0 ) = ZERO
- RMAGN( 1 ) = ONE
- *
- * Loop over sizes, types
- *
- NTESTT = 0
- NERRS = 0
- NMATS = 0
- *
- DO 220 JSIZE = 1, NSIZES
- N = NN( JSIZE )
- N1 = MAX( 1, N )
- RMAGN( 2 ) = SAFMAX*ULP / DBLE( N1 )
- RMAGN( 3 ) = SAFMIN*ULPINV*N1
- *
- IF( NSIZES.NE.1 ) THEN
- MTYPES = MIN( MAXTYP, NTYPES )
- ELSE
- MTYPES = MIN( MAXTYP+1, NTYPES )
- END IF
- *
- DO 210 JTYPE = 1, MTYPES
- IF( .NOT.DOTYPE( JTYPE ) )
- $ GO TO 210
- NMATS = NMATS + 1
- *
- * Save ISEED in case of an error.
- *
- DO 20 J = 1, 4
- IOLDSD( J ) = ISEED( J )
- 20 CONTINUE
- *
- * Generate test matrices A and B
- *
- * Description of control parameters:
- *
- * KZLASS: =1 means w/o rotation, =2 means w/ rotation,
- * =3 means random, =4 means random generalized
- * upper Hessenberg.
- * KATYPE: the "type" to be passed to DLATM4 for computing A.
- * KAZERO: the pattern of zeros on the diagonal for A:
- * =1: ( xxx ), =2: (0, xxx ) =3: ( 0, 0, xxx, 0 ),
- * =4: ( 0, xxx, 0, 0 ), =5: ( 0, 0, 1, xxx, 0 ),
- * =6: ( 0, 1, 0, xxx, 0 ). (xxx means a string of
- * non-zero entries.)
- * KAMAGN: the magnitude of the matrix: =0: zero, =1: O(1),
- * =2: large, =3: small.
- * IASIGN: 1 if the diagonal elements of A are to be
- * multiplied by a random magnitude 1 number, =2 if
- * randomly chosen diagonal blocks are to be rotated
- * to form 2x2 blocks.
- * KBTYPE, KBZERO, KBMAGN, IBSIGN: the same, but for B.
- * KTRIAN: =0: don't fill in the upper triangle, =1: do.
- * KZ1, KZ2, KADD: used to implement KAZERO and KBZERO.
- * RMAGN: used to implement KAMAGN and KBMAGN.
- *
- IF( MTYPES.GT.MAXTYP )
- $ GO TO 100
- IERR = 0
- IF( KCLASS( JTYPE ).LT.3 ) THEN
- *
- * Generate A (w/o rotation)
- *
- IF( ABS( KATYPE( JTYPE ) ).EQ.3 ) THEN
- IN = 2*( ( N-1 ) / 2 ) + 1
- IF( IN.NE.N )
- $ CALL DLASET( 'Full', N, N, ZERO, ZERO, A, LDA )
- ELSE
- IN = N
- END IF
- CALL DLATM4( KATYPE( JTYPE ), IN, KZ1( KAZERO( JTYPE ) ),
- $ KZ2( KAZERO( JTYPE ) ), IASIGN( JTYPE ),
- $ RMAGN( KAMAGN( JTYPE ) ), ULP,
- $ RMAGN( KTRIAN( JTYPE )*KAMAGN( JTYPE ) ), 2,
- $ ISEED, A, LDA )
- IADD = KADD( KAZERO( JTYPE ) )
- IF( IADD.GT.0 .AND. IADD.LE.N )
- $ A( IADD, IADD ) = ONE
- *
- * Generate B (w/o rotation)
- *
- IF( ABS( KBTYPE( JTYPE ) ).EQ.3 ) THEN
- IN = 2*( ( N-1 ) / 2 ) + 1
- IF( IN.NE.N )
- $ CALL DLASET( 'Full', N, N, ZERO, ZERO, B, LDA )
- ELSE
- IN = N
- END IF
- CALL DLATM4( KBTYPE( JTYPE ), IN, KZ1( KBZERO( JTYPE ) ),
- $ KZ2( KBZERO( JTYPE ) ), IBSIGN( JTYPE ),
- $ RMAGN( KBMAGN( JTYPE ) ), ONE,
- $ RMAGN( KTRIAN( JTYPE )*KBMAGN( JTYPE ) ), 2,
- $ ISEED, B, LDA )
- IADD = KADD( KBZERO( JTYPE ) )
- IF( IADD.NE.0 .AND. IADD.LE.N )
- $ B( IADD, IADD ) = ONE
- *
- IF( KCLASS( JTYPE ).EQ.2 .AND. N.GT.0 ) THEN
- *
- * Include rotations
- *
- * Generate Q, Z as Householder transformations times
- * a diagonal matrix.
- *
- DO 40 JC = 1, N - 1
- DO 30 JR = JC, N
- Q( JR, JC ) = DLARND( 3, ISEED )
- Z( JR, JC ) = DLARND( 3, ISEED )
- 30 CONTINUE
- CALL DLARFG( N+1-JC, Q( JC, JC ), Q( JC+1, JC ), 1,
- $ WORK( JC ) )
- WORK( 2*N+JC ) = SIGN( ONE, Q( JC, JC ) )
- Q( JC, JC ) = ONE
- CALL DLARFG( N+1-JC, Z( JC, JC ), Z( JC+1, JC ), 1,
- $ WORK( N+JC ) )
- WORK( 3*N+JC ) = SIGN( ONE, Z( JC, JC ) )
- Z( JC, JC ) = ONE
- 40 CONTINUE
- Q( N, N ) = ONE
- WORK( N ) = ZERO
- WORK( 3*N ) = SIGN( ONE, DLARND( 2, ISEED ) )
- Z( N, N ) = ONE
- WORK( 2*N ) = ZERO
- WORK( 4*N ) = SIGN( ONE, DLARND( 2, ISEED ) )
- *
- * Apply the diagonal matrices
- *
- DO 60 JC = 1, N
- DO 50 JR = 1, N
- A( JR, JC ) = WORK( 2*N+JR )*WORK( 3*N+JC )*
- $ A( JR, JC )
- B( JR, JC ) = WORK( 2*N+JR )*WORK( 3*N+JC )*
- $ B( JR, JC )
- 50 CONTINUE
- 60 CONTINUE
- CALL DORM2R( 'L', 'N', N, N, N-1, Q, LDQ, WORK, A,
- $ LDA, WORK( 2*N+1 ), IERR )
- IF( IERR.NE.0 )
- $ GO TO 90
- CALL DORM2R( 'R', 'T', N, N, N-1, Z, LDQ, WORK( N+1 ),
- $ A, LDA, WORK( 2*N+1 ), IERR )
- IF( IERR.NE.0 )
- $ GO TO 90
- CALL DORM2R( 'L', 'N', N, N, N-1, Q, LDQ, WORK, B,
- $ LDA, WORK( 2*N+1 ), IERR )
- IF( IERR.NE.0 )
- $ GO TO 90
- CALL DORM2R( 'R', 'T', N, N, N-1, Z, LDQ, WORK( N+1 ),
- $ B, LDA, WORK( 2*N+1 ), IERR )
- IF( IERR.NE.0 )
- $ GO TO 90
- END IF
- ELSE IF (KCLASS( JTYPE ).EQ.3) THEN
- *
- * Random matrices
- *
- DO 80 JC = 1, N
- DO 70 JR = 1, N
- A( JR, JC ) = RMAGN( KAMAGN( JTYPE ) )*
- $ DLARND( 2, ISEED )
- B( JR, JC ) = RMAGN( KBMAGN( JTYPE ) )*
- $ DLARND( 2, ISEED )
- 70 CONTINUE
- 80 CONTINUE
- ELSE
- *
- * Random upper Hessenberg pencil with singular B
- *
- DO 81 JC = 1, N
- DO 71 JR = 1, min( JC + 1, N)
- A( JR, JC ) = RMAGN( KAMAGN( JTYPE ) )*
- $ DLARND( 2, ISEED )
- 71 CONTINUE
- DO 72 JR = JC + 2, N
- A( JR, JC ) = ZERO
- 72 CONTINUE
- 81 CONTINUE
- DO 82 JC = 1, N
- DO 73 JR = 1, JC
- B( JR, JC ) = RMAGN( KAMAGN( JTYPE ) )*
- $ DLARND( 2, ISEED )
- 73 CONTINUE
- DO 74 JR = JC + 1, N
- B( JR, JC ) = ZERO
- 74 CONTINUE
- 82 CONTINUE
- DO 83 JC = 1, N, 4
- B( JC, JC ) = ZERO
- 83 CONTINUE
-
- END IF
- *
- 90 CONTINUE
- *
- IF( IERR.NE.0 ) THEN
- WRITE( NOUNIT, FMT = 9999 )'Generator', IERR, N, JTYPE,
- $ IOLDSD
- INFO = ABS( IERR )
- RETURN
- END IF
- *
- 100 CONTINUE
- *
- DO 110 I = 1, 7
- RESULT( I ) = -ONE
- 110 CONTINUE
- *
- * Call XLAENV to set the parameters used in DLAQZ0
- *
- CALL XLAENV( 12, 10 )
- CALL XLAENV( 13, 12 )
- CALL XLAENV( 14, 13 )
- CALL XLAENV( 15, 2 )
- CALL XLAENV( 17, 10 )
- *
- * Call DGGEV3 to compute eigenvalues and eigenvectors.
- *
- CALL DLACPY( ' ', N, N, A, LDA, S, LDA )
- CALL DLACPY( ' ', N, N, B, LDA, T, LDA )
- CALL DGGEV3( 'V', 'V', N, S, LDA, T, LDA, ALPHAR, ALPHAI,
- $ BETA, Q, LDQ, Z, LDQ, WORK, LWORK, IERR )
- IF( IERR.NE.0 .AND. IERR.NE.N+1 ) THEN
- RESULT( 1 ) = ULPINV
- WRITE( NOUNIT, FMT = 9999 )'DGGEV31', IERR, N, JTYPE,
- $ IOLDSD
- INFO = ABS( IERR )
- GO TO 190
- END IF
- *
- * Do the tests (1) and (2)
- *
- CALL DGET52( .TRUE., N, A, LDA, B, LDA, Q, LDQ, ALPHAR,
- $ ALPHAI, BETA, WORK, RESULT( 1 ) )
- IF( RESULT( 2 ).GT.THRESH ) THEN
- WRITE( NOUNIT, FMT = 9998 )'Left', 'DGGEV31',
- $ RESULT( 2 ), N, JTYPE, IOLDSD
- END IF
- *
- * Do the tests (3) and (4)
- *
- CALL DGET52( .FALSE., N, A, LDA, B, LDA, Z, LDQ, ALPHAR,
- $ ALPHAI, BETA, WORK, RESULT( 3 ) )
- IF( RESULT( 4 ).GT.THRESH ) THEN
- WRITE( NOUNIT, FMT = 9998 )'Right', 'DGGEV31',
- $ RESULT( 4 ), N, JTYPE, IOLDSD
- END IF
- *
- * Do the test (5)
- *
- CALL DLACPY( ' ', N, N, A, LDA, S, LDA )
- CALL DLACPY( ' ', N, N, B, LDA, T, LDA )
- CALL DGGEV3( 'N', 'N', N, S, LDA, T, LDA, ALPHR1, ALPHI1,
- $ BETA1, Q, LDQ, Z, LDQ, WORK, LWORK, IERR )
- IF( IERR.NE.0 .AND. IERR.NE.N+1 ) THEN
- RESULT( 1 ) = ULPINV
- WRITE( NOUNIT, FMT = 9999 )'DGGEV32', IERR, N, JTYPE,
- $ IOLDSD
- INFO = ABS( IERR )
- GO TO 190
- END IF
- *
- DO 120 J = 1, N
- IF( ALPHAR( J ).NE.ALPHR1( J ) .OR. ALPHAI( J ).NE.
- $ ALPHI1( J ) .OR. BETA( J ).NE.BETA1( J ) )RESULT( 5 )
- $ = ULPINV
- 120 CONTINUE
- *
- * Do the test (6): Compute eigenvalues and left eigenvectors,
- * and test them
- *
- CALL DLACPY( ' ', N, N, A, LDA, S, LDA )
- CALL DLACPY( ' ', N, N, B, LDA, T, LDA )
- CALL DGGEV3( 'V', 'N', N, S, LDA, T, LDA, ALPHR1, ALPHI1,
- $ BETA1, QE, LDQE, Z, LDQ, WORK, LWORK, IERR )
- IF( IERR.NE.0 .AND. IERR.NE.N+1 ) THEN
- RESULT( 1 ) = ULPINV
- WRITE( NOUNIT, FMT = 9999 )'DGGEV33', IERR, N, JTYPE,
- $ IOLDSD
- INFO = ABS( IERR )
- GO TO 190
- END IF
- *
- DO 130 J = 1, N
- IF( ALPHAR( J ).NE.ALPHR1( J ) .OR. ALPHAI( J ).NE.
- $ ALPHI1( J ) .OR. BETA( J ).NE.BETA1( J ) )RESULT( 6 )
- $ = ULPINV
- 130 CONTINUE
- *
- DO 150 J = 1, N
- DO 140 JC = 1, N
- IF( Q( J, JC ).NE.QE( J, JC ) )
- $ RESULT( 6 ) = ULPINV
- 140 CONTINUE
- 150 CONTINUE
- *
- * DO the test (7): Compute eigenvalues and right eigenvectors,
- * and test them
- *
- CALL DLACPY( ' ', N, N, A, LDA, S, LDA )
- CALL DLACPY( ' ', N, N, B, LDA, T, LDA )
- CALL DGGEV3( 'N', 'V', N, S, LDA, T, LDA, ALPHR1, ALPHI1,
- $ BETA1, Q, LDQ, QE, LDQE, WORK, LWORK, IERR )
- IF( IERR.NE.0 .AND. IERR.NE.N+1 ) THEN
- RESULT( 1 ) = ULPINV
- WRITE( NOUNIT, FMT = 9999 )'DGGEV34', IERR, N, JTYPE,
- $ IOLDSD
- INFO = ABS( IERR )
- GO TO 190
- END IF
- *
- DO 160 J = 1, N
- IF( ALPHAR( J ).NE.ALPHR1( J ) .OR. ALPHAI( J ).NE.
- $ ALPHI1( J ) .OR. BETA( J ).NE.BETA1( J ) )RESULT( 7 )
- $ = ULPINV
- 160 CONTINUE
- *
- DO 180 J = 1, N
- DO 170 JC = 1, N
- IF( Z( J, JC ).NE.QE( J, JC ) )
- $ RESULT( 7 ) = ULPINV
- 170 CONTINUE
- 180 CONTINUE
- *
- * End of Loop -- Check for RESULT(j) > THRESH
- *
- 190 CONTINUE
- *
- NTESTT = NTESTT + 7
- *
- * Print out tests which fail.
- *
- DO 200 JR = 1, 7
- IF( RESULT( JR ).GE.THRESH ) THEN
- *
- * If this is the first test to fail,
- * print a header to the data file.
- *
- IF( NERRS.EQ.0 ) THEN
- WRITE( NOUNIT, FMT = 9997 )'DGV'
- *
- * Matrix types
- *
- WRITE( NOUNIT, FMT = 9996 )
- WRITE( NOUNIT, FMT = 9995 )
- WRITE( NOUNIT, FMT = 9994 )'Orthogonal'
- *
- * Tests performed
- *
- WRITE( NOUNIT, FMT = 9993 )
- *
- END IF
- NERRS = NERRS + 1
- IF( RESULT( JR ).LT.10000.0D0 ) THEN
- WRITE( NOUNIT, FMT = 9992 )N, JTYPE, IOLDSD, JR,
- $ RESULT( JR )
- ELSE
- WRITE( NOUNIT, FMT = 9991 )N, JTYPE, IOLDSD, JR,
- $ RESULT( JR )
- END IF
- END IF
- 200 CONTINUE
- *
- 210 CONTINUE
- 220 CONTINUE
- *
- * Summary
- *
- CALL ALASVM( 'DGV', NOUNIT, NERRS, NTESTT, 0 )
- *
- WORK( 1 ) = MAXWRK
- *
- RETURN
- *
- 9999 FORMAT( ' DDRGEV3: ', A, ' returned INFO=', I6, '.', / 3X, 'N=',
- $ I6, ', JTYPE=', I6, ', ISEED=(', 4( I4, ',' ), I5, ')' )
- *
- 9998 FORMAT( ' DDRGEV3: ', A, ' Eigenvectors from ', A,
- $ ' incorrectly normalized.', / ' Bits of error=', 0P, G10.3,
- $ ',', 3X, 'N=', I4, ', JTYPE=', I3, ', ISEED=(',
- $ 4( I4, ',' ), I5, ')' )
- *
- 9997 FORMAT( / 1X, A3, ' -- Real Generalized eigenvalue problem driver'
- $ )
- *
- 9996 FORMAT( ' Matrix types (see DDRGEV3 for details): ' )
- *
- 9995 FORMAT( ' Special Matrices:', 23X,
- $ '(J''=transposed Jordan block)',
- $ / ' 1=(0,0) 2=(I,0) 3=(0,I) 4=(I,I) 5=(J'',J'') ',
- $ '6=(diag(J'',I), diag(I,J''))', / ' Diagonal Matrices: ( ',
- $ 'D=diag(0,1,2,...) )', / ' 7=(D,I) 9=(large*D, small*I',
- $ ') 11=(large*I, small*D) 13=(large*D, large*I)', /
- $ ' 8=(I,D) 10=(small*D, large*I) 12=(small*I, large*D) ',
- $ ' 14=(small*D, small*I)', / ' 15=(D, reversed D)' )
- 9994 FORMAT( ' Matrices Rotated by Random ', A, ' Matrices U, V:',
- $ / ' 16=Transposed Jordan Blocks 19=geometric ',
- $ 'alpha, beta=0,1', / ' 17=arithm. alpha&beta ',
- $ ' 20=arithmetic alpha, beta=0,1', / ' 18=clustered ',
- $ 'alpha, beta=0,1 21=random alpha, beta=0,1',
- $ / ' Large & Small Matrices:', / ' 22=(large, small) ',
- $ '23=(small,large) 24=(small,small) 25=(large,large)',
- $ / ' 26=random O(1) matrices.' )
- *
- 9993 FORMAT( / ' Tests performed: ',
- $ / ' 1 = max | ( b A - a B )''*l | / const.,',
- $ / ' 2 = | |VR(i)| - 1 | / ulp,',
- $ / ' 3 = max | ( b A - a B )*r | / const.',
- $ / ' 4 = | |VL(i)| - 1 | / ulp,',
- $ / ' 5 = 0 if W same no matter if r or l computed,',
- $ / ' 6 = 0 if l same no matter if l computed,',
- $ / ' 7 = 0 if r same no matter if r computed,', / 1X )
- 9992 FORMAT( ' Matrix order=', I5, ', type=', I2, ', seed=',
- $ 4( I4, ',' ), ' result ', I2, ' is', 0P, F8.2 )
- 9991 FORMAT( ' Matrix order=', I5, ', type=', I2, ', seed=',
- $ 4( I4, ',' ), ' result ', I2, ' is', 1P, D10.3 )
- *
- * End of DDRGEV3
- *
- END
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