1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
|
SUBROUTINE CDRGEV( NSIZES, NN, NTYPES, DOTYPE, ISEED, THRESH,
$ NOUNIT, A, LDA, B, S, T, Q, LDQ, Z, QE, LDQE,
$ ALPHA, BETA, ALPHA1, BETA1, WORK, LWORK, RWORK,
$ RESULT, INFO )
*
* -- LAPACK test routine (version 3.1.1) --
* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
* February 2007
*
* .. Scalar Arguments ..
INTEGER INFO, LDA, LDQ, LDQE, LWORK, NOUNIT, NSIZES,
$ NTYPES
REAL THRESH
* ..
* .. Array Arguments ..
LOGICAL DOTYPE( * )
INTEGER ISEED( 4 ), NN( * )
REAL RESULT( * ), RWORK( * )
COMPLEX A( LDA, * ), ALPHA( * ), ALPHA1( * ),
$ B( LDA, * ), BETA( * ), BETA1( * ),
$ Q( LDQ, * ), QE( LDQE, * ), S( LDA, * ),
$ T( LDA, * ), WORK( * ), Z( LDQ, * )
* ..
*
* Purpose
* =======
*
* CDRGEV checks the nonsymmetric generalized eigenvalue problem driver
* routine CGGEV.
*
* CGGEV 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 reasonalbe
* 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 CDRGEV 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 threshhold THRESH.
*
* Results from CGGEV:
*
* (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.
*
*
* Arguments
* =========
*
* NSIZES (input) INTEGER
* The number of sizes of matrices to use. If it is zero,
* CDRGES does nothing. NSIZES >= 0.
*
* NN (input) INTEGER array, dimension (NSIZES)
* An array containing the sizes to be used for the matrices.
* Zero values will be skipped. NN >= 0.
*
* NTYPES (input) INTEGER
* The number of elements in DOTYPE. If it is zero, CDRGEV
* 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. .
*
* DOTYPE (input) 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.
*
* ISEED (input/output) 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 CDRGES to continue the same random number
* sequence.
*
* THRESH (input) REAL
* 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.
*
* NOUNIT (input) INTEGER
* The FORTRAN unit number for printing out error messages
* (e.g., if a routine returns IERR not equal to 0.)
*
* A (input/workspace) COMPLEX 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.
*
* LDA (input) INTEGER
* The leading dimension of A, B, S, and T.
* It must be at least 1 and at least max( NN ).
*
* B (input/workspace) COMPLEX 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.
*
* S (workspace) COMPLEX array, dimension (LDA, max(NN))
* The Schur form matrix computed from A by CGGEV. On exit, S
* contains the Schur form matrix corresponding to the matrix
* in A.
*
* T (workspace) COMPLEX array, dimension (LDA, max(NN))
* The upper triangular matrix computed from B by CGGEV.
*
* Q (workspace) COMPLEX array, dimension (LDQ, max(NN))
* The (left) eigenvectors matrix computed by CGGEV.
*
* LDQ (input) INTEGER
* The leading dimension of Q and Z. It must
* be at least 1 and at least max( NN ).
*
* Z (workspace) COMPLEX array, dimension( LDQ, max(NN) )
* The (right) orthogonal matrix computed by CGGEV.
*
* QE (workspace) COMPLEX array, dimension( LDQ, max(NN) )
* QE holds the computed right or left eigenvectors.
*
* LDQE (input) INTEGER
* The leading dimension of QE. LDQE >= max(1,max(NN)).
*
* ALPHA (workspace) COMPLEX array, dimension (max(NN))
* BETA (workspace) COMPLEX array, dimension (max(NN))
* The generalized eigenvalues of (A,B) computed by CGGEV.
* ( ALPHAR(k)+ALPHAI(k)*i ) / BETA(k) is the k-th
* generalized eigenvalue of A and B.
*
* ALPHA1 (workspace) COMPLEX array, dimension (max(NN))
* BETA1 (workspace) COMPLEX array, dimension (max(NN))
* Like ALPHAR, ALPHAI, BETA, these arrays contain the
* eigenvalues of A and B, but those computed when CGGEV only
* computes a partial eigendecomposition, i.e. not the
* eigenvalues and left and right eigenvectors.
*
* WORK (workspace) COMPLEX array, dimension (LWORK)
*
* LWORK (input) INTEGER
* The number of entries in WORK. LWORK >= N*(N+1)
*
* RWORK (workspace) REAL array, dimension (8*N)
* Real workspace.
*
* RESULT (output) REAL array, dimension (2)
* The values computed by the tests described above.
* The values are currently limited to 1/ulp, to avoid overflow.
*
* INFO (output) 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.
*
* =====================================================================
*
* .. Parameters ..
REAL ZERO, ONE
PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
COMPLEX CZERO, CONE
PARAMETER ( CZERO = ( 0.0E+0, 0.0E+0 ),
$ CONE = ( 1.0E+0, 0.0E+0 ) )
INTEGER MAXTYP
PARAMETER ( MAXTYP = 26 )
* ..
* .. Local Scalars ..
LOGICAL BADNN
INTEGER I, IADD, IERR, IN, J, JC, JR, JSIZE, JTYPE,
$ MAXWRK, MINWRK, MTYPES, N, N1, NB, NERRS,
$ NMATS, NMAX, NTESTT
REAL SAFMAX, SAFMIN, ULP, ULPINV
COMPLEX CTEMP
* ..
* .. Local Arrays ..
LOGICAL LASIGN( MAXTYP ), LBSIGN( MAXTYP )
INTEGER IOLDSD( 4 ), KADD( 6 ), KAMAGN( MAXTYP ),
$ KATYPE( MAXTYP ), KAZERO( MAXTYP ),
$ KBMAGN( MAXTYP ), KBTYPE( MAXTYP ),
$ KBZERO( MAXTYP ), KCLASS( MAXTYP ),
$ KTRIAN( MAXTYP ), KZ1( 6 ), KZ2( 6 )
REAL RMAGN( 0: 3 )
* ..
* .. External Functions ..
INTEGER ILAENV
REAL SLAMCH
COMPLEX CLARND
EXTERNAL ILAENV, SLAMCH, CLARND
* ..
* .. External Subroutines ..
EXTERNAL ALASVM, CGET52, CGGEV, CLACPY, CLARFG, CLASET,
$ CLATM4, CUNM2R, SLABAD, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, CONJG, MAX, MIN, REAL, SIGN
* ..
* .. Data statements ..
DATA KCLASS / 15*1, 10*2, 1*3 /
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 /
DATA KBTYPE / 0, 0, 1, 1, 2, -3, 1, 4, 1, 1, 4, 4,
$ 1, 1, -4, 2, -4, 8*8, 0 /
DATA KAZERO / 6*1, 2, 1, 2*2, 2*1, 2*2, 3, 1, 3,
$ 4*5, 4*3, 1 /
DATA KBZERO / 6*1, 1, 2, 2*1, 2*2, 2*1, 4, 1, 4,
$ 4*6, 4*4, 1 /
DATA KAMAGN / 8*1, 2, 3, 2, 3, 2, 3, 7*1, 2, 3, 3,
$ 2, 1 /
DATA KBMAGN / 8*1, 3, 2, 3, 2, 2, 3, 7*1, 3, 2, 3,
$ 2, 1 /
DATA KTRIAN / 16*0, 10*1 /
DATA LASIGN / 6*.FALSE., .TRUE., .FALSE., 2*.TRUE.,
$ 2*.FALSE., 3*.TRUE., .FALSE., .TRUE.,
$ 3*.FALSE., 5*.TRUE., .FALSE. /
DATA LBSIGN / 7*.FALSE., .TRUE., 2*.FALSE.,
$ 2*.TRUE., 2*.FALSE., .TRUE., .FALSE., .TRUE.,
$ 9*.FALSE. /
* ..
* .. 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 = NMAX*( NMAX+1 )
NB = MAX( 1, ILAENV( 1, 'CGEQRF', ' ', NMAX, NMAX, -1, -1 ),
$ ILAENV( 1, 'CUNMQR', 'LC', NMAX, NMAX, NMAX, -1 ),
$ ILAENV( 1, 'CUNGQR', ' ', NMAX, NMAX, NMAX, -1 ) )
MAXWRK = MAX( 2*NMAX, NMAX*( NB+1 ), NMAX*( NMAX+1 ) )
WORK( 1 ) = MAXWRK
END IF
*
IF( LWORK.LT.MINWRK )
$ INFO = -23
*
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'CDRGEV', -INFO )
RETURN
END IF
*
* Quick return if possible
*
IF( NSIZES.EQ.0 .OR. NTYPES.EQ.0 )
$ RETURN
*
ULP = SLAMCH( 'Precision' )
SAFMIN = SLAMCH( 'Safe minimum' )
SAFMIN = SAFMIN / ULP
SAFMAX = ONE / SAFMIN
CALL SLABAD( 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 / REAL( 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:
*
* KCLASS: =1 means w/o rotation, =2 means w/ rotation,
* =3 means random.
* KATYPE: the "type" to be passed to CLATM4 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.
* LASIGN: .TRUE. if the diagonal elements of A are to be
* multiplied by a random magnitude 1 number.
* KBTYPE, KBZERO, KBMAGN, LBSIGN: 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 CLASET( 'Full', N, N, CZERO, CZERO, A, LDA )
ELSE
IN = N
END IF
CALL CLATM4( KATYPE( JTYPE ), IN, KZ1( KAZERO( JTYPE ) ),
$ KZ2( KAZERO( JTYPE ) ), LASIGN( 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 ) = RMAGN( KAMAGN( JTYPE ) )
*
* Generate B (w/o rotation)
*
IF( ABS( KBTYPE( JTYPE ) ).EQ.3 ) THEN
IN = 2*( ( N-1 ) / 2 ) + 1
IF( IN.NE.N )
$ CALL CLASET( 'Full', N, N, CZERO, CZERO, B, LDA )
ELSE
IN = N
END IF
CALL CLATM4( KBTYPE( JTYPE ), IN, KZ1( KBZERO( JTYPE ) ),
$ KZ2( KBZERO( JTYPE ) ), LBSIGN( 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 ) = RMAGN( KBMAGN( JTYPE ) )
*
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 ) = CLARND( 3, ISEED )
Z( JR, JC ) = CLARND( 3, ISEED )
30 CONTINUE
CALL CLARFG( N+1-JC, Q( JC, JC ), Q( JC+1, JC ), 1,
$ WORK( JC ) )
WORK( 2*N+JC ) = SIGN( ONE, REAL( Q( JC, JC ) ) )
Q( JC, JC ) = CONE
CALL CLARFG( N+1-JC, Z( JC, JC ), Z( JC+1, JC ), 1,
$ WORK( N+JC ) )
WORK( 3*N+JC ) = SIGN( ONE, REAL( Z( JC, JC ) ) )
Z( JC, JC ) = CONE
40 CONTINUE
CTEMP = CLARND( 3, ISEED )
Q( N, N ) = CONE
WORK( N ) = CZERO
WORK( 3*N ) = CTEMP / ABS( CTEMP )
CTEMP = CLARND( 3, ISEED )
Z( N, N ) = CONE
WORK( 2*N ) = CZERO
WORK( 4*N ) = CTEMP / ABS( CTEMP )
*
* Apply the diagonal matrices
*
DO 60 JC = 1, N
DO 50 JR = 1, N
A( JR, JC ) = WORK( 2*N+JR )*
$ CONJG( WORK( 3*N+JC ) )*
$ A( JR, JC )
B( JR, JC ) = WORK( 2*N+JR )*
$ CONJG( WORK( 3*N+JC ) )*
$ B( JR, JC )
50 CONTINUE
60 CONTINUE
CALL CUNM2R( 'L', 'N', N, N, N-1, Q, LDQ, WORK, A,
$ LDA, WORK( 2*N+1 ), IERR )
IF( IERR.NE.0 )
$ GO TO 90
CALL CUNM2R( 'R', 'C', N, N, N-1, Z, LDQ, WORK( N+1 ),
$ A, LDA, WORK( 2*N+1 ), IERR )
IF( IERR.NE.0 )
$ GO TO 90
CALL CUNM2R( 'L', 'N', N, N, N-1, Q, LDQ, WORK, B,
$ LDA, WORK( 2*N+1 ), IERR )
IF( IERR.NE.0 )
$ GO TO 90
CALL CUNM2R( 'R', 'C', 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
*
* Random matrices
*
DO 80 JC = 1, N
DO 70 JR = 1, N
A( JR, JC ) = RMAGN( KAMAGN( JTYPE ) )*
$ CLARND( 4, ISEED )
B( JR, JC ) = RMAGN( KBMAGN( JTYPE ) )*
$ CLARND( 4, ISEED )
70 CONTINUE
80 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 CGGEV to compute eigenvalues and eigenvectors.
*
CALL CLACPY( ' ', N, N, A, LDA, S, LDA )
CALL CLACPY( ' ', N, N, B, LDA, T, LDA )
CALL CGGEV( 'V', 'V', N, S, LDA, T, LDA, ALPHA, BETA, Q,
$ LDQ, Z, LDQ, WORK, LWORK, RWORK, IERR )
IF( IERR.NE.0 .AND. IERR.NE.N+1 ) THEN
RESULT( 1 ) = ULPINV
WRITE( NOUNIT, FMT = 9999 )'CGGEV1', IERR, N, JTYPE,
$ IOLDSD
INFO = ABS( IERR )
GO TO 190
END IF
*
* Do the tests (1) and (2)
*
CALL CGET52( .TRUE., N, A, LDA, B, LDA, Q, LDQ, ALPHA, BETA,
$ WORK, RWORK, RESULT( 1 ) )
IF( RESULT( 2 ).GT.THRESH ) THEN
WRITE( NOUNIT, FMT = 9998 )'Left', 'CGGEV1',
$ RESULT( 2 ), N, JTYPE, IOLDSD
END IF
*
* Do the tests (3) and (4)
*
CALL CGET52( .FALSE., N, A, LDA, B, LDA, Z, LDQ, ALPHA,
$ BETA, WORK, RWORK, RESULT( 3 ) )
IF( RESULT( 4 ).GT.THRESH ) THEN
WRITE( NOUNIT, FMT = 9998 )'Right', 'CGGEV1',
$ RESULT( 4 ), N, JTYPE, IOLDSD
END IF
*
* Do test (5)
*
CALL CLACPY( ' ', N, N, A, LDA, S, LDA )
CALL CLACPY( ' ', N, N, B, LDA, T, LDA )
CALL CGGEV( 'N', 'N', N, S, LDA, T, LDA, ALPHA1, BETA1, Q,
$ LDQ, Z, LDQ, WORK, LWORK, RWORK, IERR )
IF( IERR.NE.0 .AND. IERR.NE.N+1 ) THEN
RESULT( 1 ) = ULPINV
WRITE( NOUNIT, FMT = 9999 )'CGGEV2', IERR, N, JTYPE,
$ IOLDSD
INFO = ABS( IERR )
GO TO 190
END IF
*
DO 120 J = 1, N
IF( ALPHA( J ).NE.ALPHA1( J ) .OR. BETA( J ).NE.
$ BETA1( J ) )RESULT( 5 ) = ULPINV
120 CONTINUE
*
* Do test (6): Compute eigenvalues and left eigenvectors,
* and test them
*
CALL CLACPY( ' ', N, N, A, LDA, S, LDA )
CALL CLACPY( ' ', N, N, B, LDA, T, LDA )
CALL CGGEV( 'V', 'N', N, S, LDA, T, LDA, ALPHA1, BETA1, QE,
$ LDQE, Z, LDQ, WORK, LWORK, RWORK, IERR )
IF( IERR.NE.0 .AND. IERR.NE.N+1 ) THEN
RESULT( 1 ) = ULPINV
WRITE( NOUNIT, FMT = 9999 )'CGGEV3', IERR, N, JTYPE,
$ IOLDSD
INFO = ABS( IERR )
GO TO 190
END IF
*
DO 130 J = 1, N
IF( ALPHA( J ).NE.ALPHA1( 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 test (7): Compute eigenvalues and right eigenvectors,
* and test them
*
CALL CLACPY( ' ', N, N, A, LDA, S, LDA )
CALL CLACPY( ' ', N, N, B, LDA, T, LDA )
CALL CGGEV( 'N', 'V', N, S, LDA, T, LDA, ALPHA1, BETA1, Q,
$ LDQ, QE, LDQE, WORK, LWORK, RWORK, IERR )
IF( IERR.NE.0 .AND. IERR.NE.N+1 ) THEN
RESULT( 1 ) = ULPINV
WRITE( NOUNIT, FMT = 9999 )'CGGEV4', IERR, N, JTYPE,
$ IOLDSD
INFO = ABS( IERR )
GO TO 190
END IF
*
DO 160 J = 1, N
IF( ALPHA( J ).NE.ALPHA1( 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 )'CGV'
*
* 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.10000.0 ) 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( 'CGV', NOUNIT, NERRS, NTESTT, 0 )
*
WORK( 1 ) = MAXWRK
*
RETURN
*
9999 FORMAT( ' CDRGEV: ', A, ' returned INFO=', I6, '.', / 3X, 'N=',
$ I6, ', JTYPE=', I6, ', ISEED=(', 3( I5, ',' ), I5, ')' )
*
9998 FORMAT( ' CDRGEV: ', A, ' Eigenvectors from ', A, ' incorrectly ',
$ 'normalized.', / ' Bits of error=', 0P, G10.3, ',', 3X,
$ 'N=', I4, ', JTYPE=', I3, ', ISEED=(', 3( I4, ',' ), I5,
$ ')' )
*
9997 FORMAT( / 1X, A3, ' -- Complex Generalized eigenvalue problem ',
$ 'driver' )
*
9996 FORMAT( ' Matrix types (see CDRGEV 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, E10.3 )
*
* End of CDRGEV
*
END
|