*> \brief \b DGET52 * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * * Definition * ========== * * SUBROUTINE DGET52( LEFT, N, A, LDA, B, LDB, E, LDE, ALPHAR, * ALPHAI, BETA, WORK, RESULT ) * * .. Scalar Arguments .. * LOGICAL LEFT * INTEGER LDA, LDB, LDE, N * .. * .. Array Arguments .. * DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ), * $ B( LDB, * ), BETA( * ), E( LDE, * ), * $ RESULT( 2 ), WORK( * ) * .. * * Purpose * ======= * *>\details \b Purpose: *>\verbatim *> *> DGET52 does an eigenvector check for the generalized eigenvalue *> problem. *> *> The basic test for right eigenvectors is: *> *> | b(j) A E(j) - a(j) B E(j) | *> RESULT(1) = max ------------------------------- *> j n ulp max( |b(j) A|, |a(j) B| ) *> *> using the 1-norm. Here, a(j)/b(j) = w is the j-th generalized *> eigenvalue of A - w B, or, equivalently, b(j)/a(j) = m is the j-th *> generalized eigenvalue of m A - B. *> *> For real eigenvalues, the test is straightforward. For complex *> eigenvalues, E(j) and a(j) are complex, represented by *> Er(j) + i*Ei(j) and ar(j) + i*ai(j), resp., so the test for that *> eigenvector becomes *> *> max( |Wr|, |Wi| ) *> -------------------------------------------- *> n ulp max( |b(j) A|, (|ar(j)|+|ai(j)|) |B| ) *> *> where *> *> Wr = b(j) A Er(j) - ar(j) B Er(j) + ai(j) B Ei(j) *> *> Wi = b(j) A Ei(j) - ai(j) B Er(j) - ar(j) B Ei(j) *> *> T T _ *> For left eigenvectors, A , B , a, and b are used. *> *> DGET52 also tests the normalization of E. Each eigenvector is *> supposed to be normalized so that the maximum "absolute value" *> of its elements is 1, where in this case, "absolute value" *> of a complex value x is |Re(x)| + |Im(x)| ; let us call this *> maximum "absolute value" norm of a vector v M(v). *> if a(j)=b(j)=0, then the eigenvector is set to be the jth coordinate *> vector. The normalization test is: *> *> RESULT(2) = max | M(v(j)) - 1 | / ( n ulp ) *> eigenvectors v(j) *> *>\endverbatim * * Arguments * ========= * *> \param[in] LEFT *> \verbatim *> LEFT is LOGICAL *> =.TRUE.: The eigenvectors in the columns of E are assumed *> to be *left* eigenvectors. *> =.FALSE.: The eigenvectors in the columns of E are assumed *> to be *right* eigenvectors. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The size of the matrices. If it is zero, DGET52 does *> nothing. It must be at least zero. *> \endverbatim *> *> \param[in] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA, N) *> The matrix A. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of A. It must be at least 1 *> and at least N. *> \endverbatim *> *> \param[in] B *> \verbatim *> B is DOUBLE PRECISION array, dimension (LDB, N) *> The matrix B. *> \endverbatim *> *> \param[in] LDB *> \verbatim *> LDB is INTEGER *> The leading dimension of B. It must be at least 1 *> and at least N. *> \endverbatim *> *> \param[in] E *> \verbatim *> E is DOUBLE PRECISION array, dimension (LDE, N) *> The matrix of eigenvectors. It must be O( 1 ). Complex *> eigenvalues and eigenvectors always come in pairs, the *> eigenvalue and its conjugate being stored in adjacent *> elements of ALPHAR, ALPHAI, and BETA. Thus, if a(j)/b(j) *> and a(j+1)/b(j+1) are a complex conjugate pair of *> generalized eigenvalues, then E(,j) contains the real part *> of the eigenvector and E(,j+1) contains the imaginary part. *> Note that whether E(,j) is a real eigenvector or part of a *> complex one is specified by whether ALPHAI(j) is zero or not. *> \endverbatim *> *> \param[in] LDE *> \verbatim *> LDE is INTEGER *> The leading dimension of E. It must be at least 1 and at *> least N. *> \endverbatim *> *> \param[in] ALPHAR *> \verbatim *> ALPHAR is DOUBLE PRECISION array, dimension (N) *> The real parts of the values a(j) as described above, which, *> along with b(j), define the generalized eigenvalues. *> Complex eigenvalues always come in complex conjugate pairs *> a(j)/b(j) and a(j+1)/b(j+1), which are stored in adjacent *> elements in ALPHAR, ALPHAI, and BETA. Thus, if the j-th *> and (j+1)-st eigenvalues form a pair, ALPHAR(j+1)/BETA(j+1) *> is assumed to be equal to ALPHAR(j)/BETA(j). *> \endverbatim *> *> \param[in] ALPHAI *> \verbatim *> ALPHAI is DOUBLE PRECISION array, dimension (N) *> The imaginary parts of the values a(j) as described above, *> which, along with b(j), define the generalized eigenvalues. *> If ALPHAI(j)=0, then the eigenvalue is real, otherwise it *> is part of a complex conjugate pair. Complex eigenvalues *> always come in complex conjugate pairs a(j)/b(j) and *> a(j+1)/b(j+1), which are stored in adjacent elements in *> ALPHAR, ALPHAI, and BETA. Thus, if the j-th and (j+1)-st *> eigenvalues form a pair, ALPHAI(j+1)/BETA(j+1) is assumed to *> be equal to -ALPHAI(j)/BETA(j). Also, nonzero values in *> ALPHAI are assumed to always come in adjacent pairs. *> \endverbatim *> *> \param[in] BETA *> \verbatim *> BETA is DOUBLE PRECISION array, dimension (N) *> The values b(j) as described above, which, along with a(j), *> define the generalized eigenvalues. *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension (N**2+N) *> \endverbatim *> *> \param[out] RESULT *> \verbatim *> RESULT is DOUBLE PRECISION array, dimension (2) *> The values computed by the test described above. If A E or *> B E is likely to overflow, then RESULT(1:2) is set to *> 10 / ulp. *> \endverbatim *> * * Authors * ======= * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date November 2011 * *> \ingroup double_eig * * ===================================================================== SUBROUTINE DGET52( LEFT, N, A, LDA, B, LDB, E, LDE, ALPHAR, $ ALPHAI, BETA, WORK, RESULT ) * * -- LAPACK test routine (version 3.1) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * November 2011 * * .. Scalar Arguments .. LOGICAL LEFT INTEGER LDA, LDB, LDE, N * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ), $ B( LDB, * ), BETA( * ), E( LDE, * ), $ RESULT( 2 ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE, TEN PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0, TEN = 10.0D0 ) * .. * .. Local Scalars .. LOGICAL ILCPLX CHARACTER NORMAB, TRANS INTEGER J, JVEC DOUBLE PRECISION ABMAX, ACOEF, ALFMAX, ANORM, BCOEFI, BCOEFR, $ BETMAX, BNORM, ENORM, ENRMER, ERRNRM, SAFMAX, $ SAFMIN, SALFI, SALFR, SBETA, SCALE, TEMP1, ULP * .. * .. External Functions .. DOUBLE PRECISION DLAMCH, DLANGE EXTERNAL DLAMCH, DLANGE * .. * .. External Subroutines .. EXTERNAL DGEMV * .. * .. Intrinsic Functions .. INTRINSIC ABS, DBLE, MAX * .. * .. Executable Statements .. * RESULT( 1 ) = ZERO RESULT( 2 ) = ZERO IF( N.LE.0 ) $ RETURN * SAFMIN = DLAMCH( 'Safe minimum' ) SAFMAX = ONE / SAFMIN ULP = DLAMCH( 'Epsilon' )*DLAMCH( 'Base' ) * IF( LEFT ) THEN TRANS = 'T' NORMAB = 'I' ELSE TRANS = 'N' NORMAB = 'O' END IF * * Norm of A, B, and E: * ANORM = MAX( DLANGE( NORMAB, N, N, A, LDA, WORK ), SAFMIN ) BNORM = MAX( DLANGE( NORMAB, N, N, B, LDB, WORK ), SAFMIN ) ENORM = MAX( DLANGE( 'O', N, N, E, LDE, WORK ), ULP ) ALFMAX = SAFMAX / MAX( ONE, BNORM ) BETMAX = SAFMAX / MAX( ONE, ANORM ) * * Compute error matrix. * Column i = ( b(i) A - a(i) B ) E(i) / max( |a(i) B| |b(i) A| ) * ILCPLX = .FALSE. DO 10 JVEC = 1, N IF( ILCPLX ) THEN * * 2nd Eigenvalue/-vector of pair -- do nothing * ILCPLX = .FALSE. ELSE SALFR = ALPHAR( JVEC ) SALFI = ALPHAI( JVEC ) SBETA = BETA( JVEC ) IF( SALFI.EQ.ZERO ) THEN * * Real eigenvalue and -vector * ABMAX = MAX( ABS( SALFR ), ABS( SBETA ) ) IF( ABS( SALFR ).GT.ALFMAX .OR. ABS( SBETA ).GT. $ BETMAX .OR. ABMAX.LT.ONE ) THEN SCALE = ONE / MAX( ABMAX, SAFMIN ) SALFR = SCALE*SALFR SBETA = SCALE*SBETA END IF SCALE = ONE / MAX( ABS( SALFR )*BNORM, $ ABS( SBETA )*ANORM, SAFMIN ) ACOEF = SCALE*SBETA BCOEFR = SCALE*SALFR CALL DGEMV( TRANS, N, N, ACOEF, A, LDA, E( 1, JVEC ), 1, $ ZERO, WORK( N*( JVEC-1 )+1 ), 1 ) CALL DGEMV( TRANS, N, N, -BCOEFR, B, LDA, E( 1, JVEC ), $ 1, ONE, WORK( N*( JVEC-1 )+1 ), 1 ) ELSE * * Complex conjugate pair * ILCPLX = .TRUE. IF( JVEC.EQ.N ) THEN RESULT( 1 ) = TEN / ULP RETURN END IF ABMAX = MAX( ABS( SALFR )+ABS( SALFI ), ABS( SBETA ) ) IF( ABS( SALFR )+ABS( SALFI ).GT.ALFMAX .OR. $ ABS( SBETA ).GT.BETMAX .OR. ABMAX.LT.ONE ) THEN SCALE = ONE / MAX( ABMAX, SAFMIN ) SALFR = SCALE*SALFR SALFI = SCALE*SALFI SBETA = SCALE*SBETA END IF SCALE = ONE / MAX( ( ABS( SALFR )+ABS( SALFI ) )*BNORM, $ ABS( SBETA )*ANORM, SAFMIN ) ACOEF = SCALE*SBETA BCOEFR = SCALE*SALFR BCOEFI = SCALE*SALFI IF( LEFT ) THEN BCOEFI = -BCOEFI END IF * CALL DGEMV( TRANS, N, N, ACOEF, A, LDA, E( 1, JVEC ), 1, $ ZERO, WORK( N*( JVEC-1 )+1 ), 1 ) CALL DGEMV( TRANS, N, N, -BCOEFR, B, LDA, E( 1, JVEC ), $ 1, ONE, WORK( N*( JVEC-1 )+1 ), 1 ) CALL DGEMV( TRANS, N, N, BCOEFI, B, LDA, E( 1, JVEC+1 ), $ 1, ONE, WORK( N*( JVEC-1 )+1 ), 1 ) * CALL DGEMV( TRANS, N, N, ACOEF, A, LDA, E( 1, JVEC+1 ), $ 1, ZERO, WORK( N*JVEC+1 ), 1 ) CALL DGEMV( TRANS, N, N, -BCOEFI, B, LDA, E( 1, JVEC ), $ 1, ONE, WORK( N*JVEC+1 ), 1 ) CALL DGEMV( TRANS, N, N, -BCOEFR, B, LDA, E( 1, JVEC+1 ), $ 1, ONE, WORK( N*JVEC+1 ), 1 ) END IF END IF 10 CONTINUE * ERRNRM = DLANGE( 'One', N, N, WORK, N, WORK( N**2+1 ) ) / ENORM * * Compute RESULT(1) * RESULT( 1 ) = ERRNRM / ULP * * Normalization of E: * ENRMER = ZERO ILCPLX = .FALSE. DO 40 JVEC = 1, N IF( ILCPLX ) THEN ILCPLX = .FALSE. ELSE TEMP1 = ZERO IF( ALPHAI( JVEC ).EQ.ZERO ) THEN DO 20 J = 1, N TEMP1 = MAX( TEMP1, ABS( E( J, JVEC ) ) ) 20 CONTINUE ENRMER = MAX( ENRMER, TEMP1-ONE ) ELSE ILCPLX = .TRUE. DO 30 J = 1, N TEMP1 = MAX( TEMP1, ABS( E( J, JVEC ) )+ $ ABS( E( J, JVEC+1 ) ) ) 30 CONTINUE ENRMER = MAX( ENRMER, TEMP1-ONE ) END IF END IF 40 CONTINUE * * Compute RESULT(2) : the normalization error in E. * RESULT( 2 ) = ENRMER / ( DBLE( N )*ULP ) * RETURN * * End of DGET52 * END