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|
SUBROUTINE DDRVGG( NSIZES, NN, NTYPES, DOTYPE, ISEED, THRESH,
$ THRSHN, NOUNIT, A, LDA, B, S, T, S2, T2, Q,
$ LDQ, Z, ALPHR1, ALPHI1, BETA1, ALPHR2, ALPHI2,
$ BETA2, VL, VR, WORK, LWORK, RESULT, INFO )
*
* -- LAPACK test routine (version 3.1) --
* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
* November 2006
*
* .. Scalar Arguments ..
INTEGER INFO, LDA, LDQ, LWORK, NOUNIT, NSIZES, NTYPES
DOUBLE PRECISION THRESH, THRSHN
* ..
* .. Array Arguments ..
LOGICAL DOTYPE( * )
INTEGER ISEED( 4 ), NN( * )
DOUBLE PRECISION A( LDA, * ), ALPHI1( * ), ALPHI2( * ),
$ ALPHR1( * ), ALPHR2( * ), B( LDA, * ),
$ BETA1( * ), BETA2( * ), Q( LDQ, * ),
$ RESULT( * ), S( LDA, * ), S2( LDA, * ),
$ T( LDA, * ), T2( LDA, * ), VL( LDQ, * ),
$ VR( LDQ, * ), WORK( * ), Z( LDQ, * )
* ..
*
* Purpose
* =======
*
* DDRVGG checks the nonsymmetric generalized eigenvalue driver
* routines.
* T T T
* DGEGS factors A and B as Q S Z and Q T Z , where means
* transpose, T is upper triangular, S is in generalized Schur form
* (block upper triangular, with 1x1 and 2x2 blocks on the diagonal,
* the 2x2 blocks corresponding to complex conjugate pairs of
* generalized eigenvalues), and Q and Z are orthogonal. It also
* computes the generalized eigenvalues (alpha(1),beta(1)), ...,
* (alpha(n),beta(n)), where alpha(j)=S(j,j) and beta(j)=P(j,j) --
* thus, w(j) = alpha(j)/beta(j) is a root of the generalized
* eigenvalue problem
*
* det( A - w(j) B ) = 0
*
* and m(j) = beta(j)/alpha(j) is a root of the essentially equivalent
* problem
*
* det( m(j) A - B ) = 0
*
* DGEGV computes the generalized eigenvalues (alpha(1),beta(1)), ...,
* (alpha(n),beta(n)), the matrix L whose columns contain the
* generalized left eigenvectors l, and the matrix R whose columns
* contain the generalized right eigenvectors r for the pair (A,B).
*
* When DDRVGG 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, one matrix will be generated and used
* to test the nonsymmetric eigenroutines. For each matrix, 7
* tests will be performed and compared with the threshhold THRESH:
*
* Results from DGEGS:
*
* T
* (1) | A - Q S Z | / ( |A| n ulp )
*
* T
* (2) | B - Q T Z | / ( |B| n ulp )
*
* T
* (3) | I - QQ | / ( n ulp )
*
* T
* (4) | I - ZZ | / ( n ulp )
*
* (5) maximum over j of D(j) where:
*
* if alpha(j) is real:
* |alpha(j) - S(j,j)| |beta(j) - T(j,j)|
* D(j) = ------------------------ + -----------------------
* max(|alpha(j)|,|S(j,j)|) max(|beta(j)|,|T(j,j)|)
*
* if alpha(j) is complex:
* | det( s S - w T ) |
* D(j) = ---------------------------------------------------
* ulp max( s norm(S), |w| norm(T) )*norm( s S - w T )
*
* and S and T are here the 2 x 2 diagonal blocks of S and T
* corresponding to the j-th eigenvalue.
*
* Results from DGEGV:
*
* (6) max over all left eigenvalue/-vector pairs (beta/alpha,l) of
*
* | l**H * (beta A - alpha B) | / ( ulp max( |beta A|, |alpha B| ) )
*
* where l**H is the conjugate tranpose of l.
*
* (7) max over all right eigenvalue/-vector pairs (beta/alpha,r) of
*
* | (beta A - alpha B) r | / ( ulp max( |beta A|, |alpha B| ) )
*
* 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,
* DDRVGG does nothing. It must be at least zero.
*
* NN (input) INTEGER array, dimension (NSIZES)
* An array containing the sizes to be used for the matrices.
* Zero values will be skipped. The values must be at least
* zero.
*
* NTYPES (input) INTEGER
* The number of elements in DOTYPE. If it is zero, DDRVGG
* 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 DDRVGG to continue the same random number
* sequence.
*
* THRESH (input) 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.
*
* THRSHN (input) DOUBLE PRECISION
* Threshhold for reporting eigenvector normalization error.
* If the normalization of any eigenvector differs from 1 by
* more than THRSHN*ulp, then a special error message will be
* printed. (This is handled separately from the other tests,
* since only a compiler or programming error should cause an
* error message, at least if THRSHN is at least 5--10.)
*
* NOUNIT (input) INTEGER
* The FORTRAN unit number for printing out error messages
* (e.g., if a routine returns IINFO not equal to 0.)
*
* A (input/workspace) 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.
*
* LDA (input) INTEGER
* The leading dimension of A, B, S, T, S2, and T2.
* It must be at least 1 and at least max( NN ).
*
* B (input/workspace) 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.
*
* S (workspace) DOUBLE PRECISION array, dimension (LDA, max(NN))
* The Schur form matrix computed from A by DGEGS. On exit, S
* contains the Schur form matrix corresponding to the matrix
* in A.
*
* T (workspace) DOUBLE PRECISION array, dimension (LDA, max(NN))
* The upper triangular matrix computed from B by DGEGS.
*
* S2 (workspace) DOUBLE PRECISION array, dimension (LDA, max(NN))
* The matrix computed from A by DGEGV. This will be the
* Schur form of some matrix related to A, but will not, in
* general, be the same as S.
*
* T2 (workspace) DOUBLE PRECISION array, dimension (LDA, max(NN))
* The matrix computed from B by DGEGV. This will be the
* Schur form of some matrix related to B, but will not, in
* general, be the same as T.
*
* Q (workspace) DOUBLE PRECISION array, dimension (LDQ, max(NN))
* The (left) orthogonal matrix computed by DGEGS.
*
* LDQ (input) INTEGER
* The leading dimension of Q, Z, VL, and VR. It must
* be at least 1 and at least max( NN ).
*
* Z (workspace) DOUBLE PRECISION array of
* dimension( LDQ, max(NN) )
* The (right) orthogonal matrix computed by DGEGS.
*
* ALPHR1 (workspace) DOUBLE PRECISION array, dimension (max(NN))
* ALPHI1 (workspace) DOUBLE PRECISION array, dimension (max(NN))
* BETA1 (workspace) DOUBLE PRECISION array, dimension (max(NN))
*
* The generalized eigenvalues of (A,B) computed by DGEGS.
* ( ALPHR1(k)+ALPHI1(k)*i ) / BETA1(k) is the k-th
* generalized eigenvalue of the matrices in A and B.
*
* ALPHR2 (workspace) DOUBLE PRECISION array, dimension (max(NN))
* ALPHI2 (workspace) DOUBLE PRECISION array, dimension (max(NN))
* BETA2 (workspace) DOUBLE PRECISION array, dimension (max(NN))
*
* The generalized eigenvalues of (A,B) computed by DGEGV.
* ( ALPHR2(k)+ALPHI2(k)*i ) / BETA2(k) is the k-th
* generalized eigenvalue of the matrices in A and B.
*
* VL (workspace) DOUBLE PRECISION array, dimension (LDQ, max(NN))
* The (block lower triangular) left eigenvector matrix for
* the matrices in A and B. (See DTGEVC for the format.)
*
* VR (workspace) DOUBLE PRECISION array, dimension (LDQ, max(NN))
* The (block upper triangular) right eigenvector matrix for
* the matrices in A and B. (See DTGEVC for the format.)
*
* WORK (workspace) DOUBLE PRECISION array, dimension (LWORK)
*
* LWORK (input) INTEGER
* The number of entries in WORK. This must be at least
* 2*N + MAX( 6*N, N*(NB+1), (k+1)*(2*k+N+1) ), where
* "k" is the sum of the blocksize and number-of-shifts for
* DHGEQZ, and NB is the greatest of the blocksizes for
* DGEQRF, DORMQR, and DORGQR. (The blocksizes and the
* number-of-shifts are retrieved through calls to ILAENV.)
*
* RESULT (output) DOUBLE PRECISION array, dimension (15)
* 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 ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
INTEGER MAXTYP
PARAMETER ( MAXTYP = 26 )
* ..
* .. Local Scalars ..
LOGICAL BADNN, ILABAD
INTEGER I1, IADD, IINFO, IN, J, JC, JR, JSIZE, JTYPE,
$ LWKOPT, MTYPES, N, N1, NB, NBZ, NERRS, NMATS,
$ NMAX, NS, NTEST, NTESTT
DOUBLE PRECISION SAFMAX, SAFMIN, TEMP1, TEMP2, 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 DUMMA( 4 ), RMAGN( 0: 3 )
* ..
* .. External Functions ..
INTEGER ILAENV
DOUBLE PRECISION DLAMCH, DLARND
EXTERNAL ILAENV, DLAMCH, DLARND
* ..
* .. External Subroutines ..
EXTERNAL ALASVM, DGEGS, DGEGV, DGET51, DGET52, DGET53,
$ 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 /
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 IASIGN / 6*0, 2, 0, 2*2, 2*0, 3*2, 0, 2, 3*0,
$ 5*2, 0 /
DATA IBSIGN / 7*0, 2, 2*0, 2*2, 2*0, 2, 0, 2, 9*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
*
* Maximum blocksize and shift -- we assume that blocksize and number
* of shifts are monotone increasing functions of N.
*
NB = MAX( 1, ILAENV( 1, 'DGEQRF', ' ', NMAX, NMAX, -1, -1 ),
$ ILAENV( 1, 'DORMQR', 'LT', NMAX, NMAX, NMAX, -1 ),
$ ILAENV( 1, 'DORGQR', ' ', NMAX, NMAX, NMAX, -1 ) )
NBZ = ILAENV( 1, 'DHGEQZ', 'SII', NMAX, 1, NMAX, 0 )
NS = ILAENV( 4, 'DHGEQZ', 'SII', NMAX, 1, NMAX, 0 )
I1 = NBZ + NS
LWKOPT = 2*NMAX + MAX( 6*NMAX, NMAX*( NB+1 ),
$ ( 2*I1+NMAX+1 )*( I1+1 ) )
*
* Check for errors
*
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 = -10
ELSE IF( LDQ.LE.1 .OR. LDQ.LT.NMAX ) THEN
INFO = -19
ELSE IF( LWKOPT.GT.LWORK ) THEN
INFO = -30
END IF
*
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'DDRVGG', -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 170 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 160 JTYPE = 1, MTYPES
IF( .NOT.DOTYPE( JTYPE ) )
$ GO TO 160
NMATS = NMATS + 1
NTEST = 0
*
* Save ISEED in case of an error.
*
DO 20 J = 1, 4
IOLDSD( J ) = ISEED( J )
20 CONTINUE
*
* Initialize RESULT
*
DO 30 J = 1, 15
RESULT( J ) = ZERO
30 CONTINUE
*
* Compute A and B
*
* Description of control parameters:
*
* KZLASS: =1 means w/o rotation, =2 means w/ rotation,
* =3 means random.
* 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 110
IINFO = 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 50 JC = 1, N - 1
DO 40 JR = JC, N
Q( JR, JC ) = DLARND( 3, ISEED )
Z( JR, JC ) = DLARND( 3, ISEED )
40 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
50 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 70 JC = 1, N
DO 60 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 )
60 CONTINUE
70 CONTINUE
CALL DORM2R( 'L', 'N', N, N, N-1, Q, LDQ, WORK, A,
$ LDA, WORK( 2*N+1 ), IINFO )
IF( IINFO.NE.0 )
$ GO TO 100
CALL DORM2R( 'R', 'T', N, N, N-1, Z, LDQ, WORK( N+1 ),
$ A, LDA, WORK( 2*N+1 ), IINFO )
IF( IINFO.NE.0 )
$ GO TO 100
CALL DORM2R( 'L', 'N', N, N, N-1, Q, LDQ, WORK, B,
$ LDA, WORK( 2*N+1 ), IINFO )
IF( IINFO.NE.0 )
$ GO TO 100
CALL DORM2R( 'R', 'T', N, N, N-1, Z, LDQ, WORK( N+1 ),
$ B, LDA, WORK( 2*N+1 ), IINFO )
IF( IINFO.NE.0 )
$ GO TO 100
END IF
ELSE
*
* Random matrices
*
DO 90 JC = 1, N
DO 80 JR = 1, N
A( JR, JC ) = RMAGN( KAMAGN( JTYPE ) )*
$ DLARND( 2, ISEED )
B( JR, JC ) = RMAGN( KBMAGN( JTYPE ) )*
$ DLARND( 2, ISEED )
80 CONTINUE
90 CONTINUE
END IF
*
100 CONTINUE
*
IF( IINFO.NE.0 ) THEN
WRITE( NOUNIT, FMT = 9999 )'Generator', IINFO, N, JTYPE,
$ IOLDSD
INFO = ABS( IINFO )
RETURN
END IF
*
110 CONTINUE
*
* Call DGEGS to compute H, T, Q, Z, alpha, and beta.
*
CALL DLACPY( ' ', N, N, A, LDA, S, LDA )
CALL DLACPY( ' ', N, N, B, LDA, T, LDA )
NTEST = 1
RESULT( 1 ) = ULPINV
*
CALL DGEGS( 'V', 'V', N, S, LDA, T, LDA, ALPHR1, ALPHI1,
$ BETA1, Q, LDQ, Z, LDQ, WORK, LWORK, IINFO )
IF( IINFO.NE.0 ) THEN
WRITE( NOUNIT, FMT = 9999 )'DGEGS', IINFO, N, JTYPE,
$ IOLDSD
INFO = ABS( IINFO )
GO TO 140
END IF
*
NTEST = 4
*
* Do tests 1--4
*
CALL DGET51( 1, N, A, LDA, S, LDA, Q, LDQ, Z, LDQ, WORK,
$ RESULT( 1 ) )
CALL DGET51( 1, N, B, LDA, T, LDA, Q, LDQ, Z, LDQ, WORK,
$ RESULT( 2 ) )
CALL DGET51( 3, N, B, LDA, T, LDA, Q, LDQ, Q, LDQ, WORK,
$ RESULT( 3 ) )
CALL DGET51( 3, N, B, LDA, T, LDA, Z, LDQ, Z, LDQ, WORK,
$ RESULT( 4 ) )
*
* Do test 5: compare eigenvalues with diagonals.
* Also check Schur form of A.
*
TEMP1 = ZERO
*
DO 120 J = 1, N
ILABAD = .FALSE.
IF( ALPHI1( J ).EQ.ZERO ) THEN
TEMP2 = ( ABS( ALPHR1( J )-S( J, J ) ) /
$ MAX( SAFMIN, ABS( ALPHR1( J ) ), ABS( S( J,
$ J ) ) )+ABS( BETA1( J )-T( J, J ) ) /
$ MAX( SAFMIN, ABS( BETA1( J ) ), ABS( T( J,
$ J ) ) ) ) / ULP
IF( J.LT.N ) THEN
IF( S( J+1, J ).NE.ZERO )
$ ILABAD = .TRUE.
END IF
IF( J.GT.1 ) THEN
IF( S( J, J-1 ).NE.ZERO )
$ ILABAD = .TRUE.
END IF
ELSE
IF( ALPHI1( J ).GT.ZERO ) THEN
I1 = J
ELSE
I1 = J - 1
END IF
IF( I1.LE.0 .OR. I1.GE.N ) THEN
ILABAD = .TRUE.
ELSE IF( I1.LT.N-1 ) THEN
IF( S( I1+2, I1+1 ).NE.ZERO )
$ ILABAD = .TRUE.
ELSE IF( I1.GT.1 ) THEN
IF( S( I1, I1-1 ).NE.ZERO )
$ ILABAD = .TRUE.
END IF
IF( .NOT.ILABAD ) THEN
CALL DGET53( S( I1, I1 ), LDA, T( I1, I1 ), LDA,
$ BETA1( J ), ALPHR1( J ), ALPHI1( J ),
$ TEMP2, IINFO )
IF( IINFO.GE.3 ) THEN
WRITE( NOUNIT, FMT = 9997 )IINFO, J, N, JTYPE,
$ IOLDSD
INFO = ABS( IINFO )
END IF
ELSE
TEMP2 = ULPINV
END IF
END IF
TEMP1 = MAX( TEMP1, TEMP2 )
IF( ILABAD ) THEN
WRITE( NOUNIT, FMT = 9996 )J, N, JTYPE, IOLDSD
END IF
120 CONTINUE
RESULT( 5 ) = TEMP1
*
* Call DGEGV to compute S2, T2, VL, and VR, do tests.
*
* Eigenvalues and Eigenvectors
*
CALL DLACPY( ' ', N, N, A, LDA, S2, LDA )
CALL DLACPY( ' ', N, N, B, LDA, T2, LDA )
NTEST = 6
RESULT( 6 ) = ULPINV
*
CALL DGEGV( 'V', 'V', N, S2, LDA, T2, LDA, ALPHR2, ALPHI2,
$ BETA2, VL, LDQ, VR, LDQ, WORK, LWORK, IINFO )
IF( IINFO.NE.0 ) THEN
WRITE( NOUNIT, FMT = 9999 )'DGEGV', IINFO, N, JTYPE,
$ IOLDSD
INFO = ABS( IINFO )
GO TO 140
END IF
*
NTEST = 7
*
* Do Tests 6 and 7
*
CALL DGET52( .TRUE., N, A, LDA, B, LDA, VL, LDQ, ALPHR2,
$ ALPHI2, BETA2, WORK, DUMMA( 1 ) )
RESULT( 6 ) = DUMMA( 1 )
IF( DUMMA( 2 ).GT.THRSHN ) THEN
WRITE( NOUNIT, FMT = 9998 )'Left', 'DGEGV', DUMMA( 2 ),
$ N, JTYPE, IOLDSD
END IF
*
CALL DGET52( .FALSE., N, A, LDA, B, LDA, VR, LDQ, ALPHR2,
$ ALPHI2, BETA2, WORK, DUMMA( 1 ) )
RESULT( 7 ) = DUMMA( 1 )
IF( DUMMA( 2 ).GT.THRESH ) THEN
WRITE( NOUNIT, FMT = 9998 )'Right', 'DGEGV', DUMMA( 2 ),
$ N, JTYPE, IOLDSD
END IF
*
* Check form of Complex eigenvalues.
*
DO 130 J = 1, N
ILABAD = .FALSE.
IF( ALPHI2( J ).GT.ZERO ) THEN
IF( J.EQ.N ) THEN
ILABAD = .TRUE.
ELSE IF( ALPHI2( J+1 ).GE.ZERO ) THEN
ILABAD = .TRUE.
END IF
ELSE IF( ALPHI2( J ).LT.ZERO ) THEN
IF( J.EQ.1 ) THEN
ILABAD = .TRUE.
ELSE IF( ALPHI2( J-1 ).LE.ZERO ) THEN
ILABAD = .TRUE.
END IF
END IF
IF( ILABAD ) THEN
WRITE( NOUNIT, FMT = 9996 )J, N, JTYPE, IOLDSD
END IF
130 CONTINUE
*
* End of Loop -- Check for RESULT(j) > THRESH
*
140 CONTINUE
*
NTESTT = NTESTT + NTEST
*
* Print out tests which fail.
*
DO 150 JR = 1, NTEST
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 = 9995 )'DGG'
*
* Matrix types
*
WRITE( NOUNIT, FMT = 9994 )
WRITE( NOUNIT, FMT = 9993 )
WRITE( NOUNIT, FMT = 9992 )'Orthogonal'
*
* Tests performed
*
WRITE( NOUNIT, FMT = 9991 )'orthogonal', '''',
$ 'transpose', ( '''', J = 1, 5 )
*
END IF
NERRS = NERRS + 1
IF( RESULT( JR ).LT.10000.0D0 ) THEN
WRITE( NOUNIT, FMT = 9990 )N, JTYPE, IOLDSD, JR,
$ RESULT( JR )
ELSE
WRITE( NOUNIT, FMT = 9989 )N, JTYPE, IOLDSD, JR,
$ RESULT( JR )
END IF
END IF
150 CONTINUE
*
160 CONTINUE
170 CONTINUE
*
* Summary
*
CALL ALASVM( 'DGG', NOUNIT, NERRS, NTESTT, 0 )
RETURN
*
9999 FORMAT( ' DDRVGG: ', A, ' returned INFO=', I6, '.', / 9X, 'N=',
$ I6, ', JTYPE=', I6, ', ISEED=(', 3( I5, ',' ), I5, ')' )
*
9998 FORMAT( ' DDRVGG: ', A, ' Eigenvectors from ', A, ' incorrectly ',
$ 'normalized.', / ' Bits of error=', 0P, G10.3, ',', 9X,
$ 'N=', I6, ', JTYPE=', I6, ', ISEED=(', 3( I5, ',' ), I5,
$ ')' )
*
9997 FORMAT( ' DDRVGG: DGET53 returned INFO=', I1, ' for eigenvalue ',
$ I6, '.', / 9X, 'N=', I6, ', JTYPE=', I6, ', ISEED=(',
$ 3( I5, ',' ), I5, ')' )
*
9996 FORMAT( ' DDRVGG: S not in Schur form at eigenvalue ', I6, '.',
$ / 9X, 'N=', I6, ', JTYPE=', I6, ', ISEED=(', 3( I5, ',' ),
$ I5, ')' )
*
9995 FORMAT( / 1X, A3, ' -- Real Generalized eigenvalue problem driver'
$ )
*
9994 FORMAT( ' Matrix types (see DDRVGG for details): ' )
*
9993 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)' )
9992 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.' )
*
9991 FORMAT( / ' Tests performed: (S is Schur, T is triangular, ',
$ 'Q and Z are ', A, ',', / 20X,
$ 'l and r are the appropriate left and right', / 19X,
$ 'eigenvectors, resp., a is alpha, b is beta, and', / 19X, A,
$ ' means ', A, '.)', / ' 1 = | A - Q S Z', A,
$ ' | / ( |A| n ulp ) 2 = | B - Q T Z', A,
$ ' | / ( |B| n ulp )', / ' 3 = | I - QQ', A,
$ ' | / ( n ulp ) 4 = | I - ZZ', A,
$ ' | / ( n ulp )', /
$ ' 5 = difference between (alpha,beta) and diagonals of',
$ ' (S,T)', / ' 6 = max | ( b A - a B )', A,
$ ' l | / const. 7 = max | ( b A - a B ) r | / const.',
$ / 1X )
9990 FORMAT( ' Matrix order=', I5, ', type=', I2, ', seed=',
$ 4( I4, ',' ), ' result ', I3, ' is', 0P, F8.2 )
9989 FORMAT( ' Matrix order=', I5, ', type=', I2, ', seed=',
$ 4( I4, ',' ), ' result ', I3, ' is', 1P, D10.3 )
*
* End of DDRVGG
*
END
|