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
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
1001
1002
1003
1004
1005
1006
1007
1008
1009
1010
1011
1012
1013
1014
1015
1016
1017
|
*> \brief \b DDRVVX
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
* Definition
* ==========
*
* SUBROUTINE DDRVVX( NSIZES, NN, NTYPES, DOTYPE, ISEED, THRESH,
* NIUNIT, NOUNIT, A, LDA, H, WR, WI, WR1, WI1,
* VL, LDVL, VR, LDVR, LRE, LDLRE, RCONDV, RCNDV1,
* RCDVIN, RCONDE, RCNDE1, RCDEIN, SCALE, SCALE1,
* RESULT, WORK, NWORK, IWORK, INFO )
*
* .. Scalar Arguments ..
* INTEGER INFO, LDA, LDLRE, LDVL, LDVR, NIUNIT, NOUNIT,
* $ NSIZES, NTYPES, NWORK
* DOUBLE PRECISION THRESH
* ..
* .. Array Arguments ..
* LOGICAL DOTYPE( * )
* INTEGER ISEED( 4 ), IWORK( * ), NN( * )
* DOUBLE PRECISION A( LDA, * ), H( LDA, * ), LRE( LDLRE, * ),
* $ RCDEIN( * ), RCDVIN( * ), RCNDE1( * ),
* $ RCNDV1( * ), RCONDE( * ), RCONDV( * ),
* $ RESULT( 11 ), SCALE( * ), SCALE1( * ),
* $ VL( LDVL, * ), VR( LDVR, * ), WI( * ),
* $ WI1( * ), WORK( * ), WR( * ), WR1( * )
* ..
*
* Purpose
* =======
*
*>\details \b Purpose:
*>\verbatim
*>
*> DDRVVX checks the nonsymmetric eigenvalue problem expert driver
*> DGEEVX.
*>
*> DDRVVX uses both test matrices generated randomly depending on
*> data supplied in the calling sequence, as well as on data
*> read from an input file and including precomputed condition
*> numbers to which it compares the ones it computes.
*>
*> When DDRVVX is called, a number of matrix "sizes" ("n's") and a
*> number of matrix "types" are specified in the calling sequence.
*> For each size ("n") and each type of matrix, one matrix will be
*> generated and used to test the nonsymmetric eigenroutines. For
*> each matrix, 9 tests will be performed:
*>
*> (1) | A * VR - VR * W | / ( n |A| ulp )
*>
*> Here VR is the matrix of unit right eigenvectors.
*> W is a block diagonal matrix, with a 1x1 block for each
*> real eigenvalue and a 2x2 block for each complex conjugate
*> pair. If eigenvalues j and j+1 are a complex conjugate pair,
*> so WR(j) = WR(j+1) = wr and WI(j) = - WI(j+1) = wi, then the
*> 2 x 2 block corresponding to the pair will be:
*>
*> ( wr wi )
*> ( -wi wr )
*>
*> Such a block multiplying an n x 2 matrix ( ur ui ) on the
*> right will be the same as multiplying ur + i*ui by wr + i*wi.
*>
*> (2) | A**H * VL - VL * W**H | / ( n |A| ulp )
*>
*> Here VL is the matrix of unit left eigenvectors, A**H is the
*> conjugate transpose of A, and W is as above.
*>
*> (3) | |VR(i)| - 1 | / ulp and largest component real
*>
*> VR(i) denotes the i-th column of VR.
*>
*> (4) | |VL(i)| - 1 | / ulp and largest component real
*>
*> VL(i) denotes the i-th column of VL.
*>
*> (5) W(full) = W(partial)
*>
*> W(full) denotes the eigenvalues computed when VR, VL, RCONDV
*> and RCONDE are also computed, and W(partial) denotes the
*> eigenvalues computed when only some of VR, VL, RCONDV, and
*> RCONDE are computed.
*>
*> (6) VR(full) = VR(partial)
*>
*> VR(full) denotes the right eigenvectors computed when VL, RCONDV
*> and RCONDE are computed, and VR(partial) denotes the result
*> when only some of VL and RCONDV are computed.
*>
*> (7) VL(full) = VL(partial)
*>
*> VL(full) denotes the left eigenvectors computed when VR, RCONDV
*> and RCONDE are computed, and VL(partial) denotes the result
*> when only some of VR and RCONDV are computed.
*>
*> (8) 0 if SCALE, ILO, IHI, ABNRM (full) =
*> SCALE, ILO, IHI, ABNRM (partial)
*> 1/ulp otherwise
*>
*> SCALE, ILO, IHI and ABNRM describe how the matrix is balanced.
*> (full) is when VR, VL, RCONDE and RCONDV are also computed, and
*> (partial) is when some are not computed.
*>
*> (9) RCONDV(full) = RCONDV(partial)
*>
*> RCONDV(full) denotes the reciprocal condition numbers of the
*> right eigenvectors computed when VR, VL and RCONDE are also
*> computed. RCONDV(partial) denotes the reciprocal condition
*> numbers when only some of VR, VL and RCONDE are computed.
*>
*> The "sizes" 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) The zero matrix.
*> (2) The identity matrix.
*> (3) A (transposed) Jordan block, with 1's on the diagonal.
*>
*> (4) A diagonal matrix with evenly spaced entries
*> 1, ..., ULP and random signs.
*> (ULP = (first number larger than 1) - 1 )
*> (5) A diagonal matrix with geometrically spaced entries
*> 1, ..., ULP and random signs.
*> (6) A diagonal matrix with "clustered" entries 1, ULP, ..., ULP
*> and random signs.
*>
*> (7) Same as (4), but multiplied by a constant near
*> the overflow threshold
*> (8) Same as (4), but multiplied by a constant near
*> the underflow threshold
*>
*> (9) A matrix of the form U' T U, where U is orthogonal and
*> T has evenly spaced entries 1, ..., ULP with random signs
*> on the diagonal and random O(1) entries in the upper
*> triangle.
*>
*> (10) A matrix of the form U' T U, where U is orthogonal and
*> T has geometrically spaced entries 1, ..., ULP with random
*> signs on the diagonal and random O(1) entries in the upper
*> triangle.
*>
*> (11) A matrix of the form U' T U, where U is orthogonal and
*> T has "clustered" entries 1, ULP,..., ULP with random
*> signs on the diagonal and random O(1) entries in the upper
*> triangle.
*>
*> (12) A matrix of the form U' T U, where U is orthogonal and
*> T has real or complex conjugate paired eigenvalues randomly
*> chosen from ( ULP, 1 ) and random O(1) entries in the upper
*> triangle.
*>
*> (13) A matrix of the form X' T X, where X has condition
*> SQRT( ULP ) and T has evenly spaced entries 1, ..., ULP
*> with random signs on the diagonal and random O(1) entries
*> in the upper triangle.
*>
*> (14) A matrix of the form X' T X, where X has condition
*> SQRT( ULP ) and T has geometrically spaced entries
*> 1, ..., ULP with random signs on the diagonal and random
*> O(1) entries in the upper triangle.
*>
*> (15) A matrix of the form X' T X, where X has condition
*> SQRT( ULP ) and T has "clustered" entries 1, ULP,..., ULP
*> with random signs on the diagonal and random O(1) entries
*> in the upper triangle.
*>
*> (16) A matrix of the form X' T X, where X has condition
*> SQRT( ULP ) and T has real or complex conjugate paired
*> eigenvalues randomly chosen from ( ULP, 1 ) and random
*> O(1) entries in the upper triangle.
*>
*> (17) Same as (16), but multiplied by a constant
*> near the overflow threshold
*> (18) Same as (16), but multiplied by a constant
*> near the underflow threshold
*>
*> (19) Nonsymmetric matrix with random entries chosen from (-1,1).
*> If N is at least 4, all entries in first two rows and last
*> row, and first column and last two columns are zero.
*> (20) Same as (19), but multiplied by a constant
*> near the overflow threshold
*> (21) Same as (19), but multiplied by a constant
*> near the underflow threshold
*>
*> In addition, an input file will be read from logical unit number
*> NIUNIT. The file contains matrices along with precomputed
*> eigenvalues and reciprocal condition numbers for the eigenvalues
*> and right eigenvectors. For these matrices, in addition to tests
*> (1) to (9) we will compute the following two tests:
*>
*> (10) |RCONDV - RCDVIN| / cond(RCONDV)
*>
*> RCONDV is the reciprocal right eigenvector condition number
*> computed by DGEEVX and RCDVIN (the precomputed true value)
*> is supplied as input. cond(RCONDV) is the condition number of
*> RCONDV, and takes errors in computing RCONDV into account, so
*> that the resulting quantity should be O(ULP). cond(RCONDV) is
*> essentially given by norm(A)/RCONDE.
*>
*> (11) |RCONDE - RCDEIN| / cond(RCONDE)
*>
*> RCONDE is the reciprocal eigenvalue condition number
*> computed by DGEEVX and RCDEIN (the precomputed true value)
*> is supplied as input. cond(RCONDE) is the condition number
*> of RCONDE, and takes errors in computing RCONDE into account,
*> so that the resulting quantity should be O(ULP). cond(RCONDE)
*> is essentially given by norm(A)/RCONDV.
*>
*>\endverbatim
*
* Arguments
* =========
*
*> \param[in] NSIZES
*> \verbatim
*> NSIZES is INTEGER
*> The number of sizes of matrices to use. NSIZES must be at
*> least zero. If it is zero, no randomly generated matrices
*> are tested, but any test matrices read from NIUNIT will be
*> tested.
*> \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. The values must be at least
*> zero.
*> \endverbatim
*>
*> \param[in] NTYPES
*> \verbatim
*> NTYPES is INTEGER
*> The number of elements in DOTYPE. NTYPES must be at least
*> zero. If it is zero, no randomly generated test matrices
*> are tested, but and test matrices read from NIUNIT will be
*> tested. 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 DDRVVX 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] NIUNIT
*> \verbatim
*> NIUNIT is INTEGER
*> The FORTRAN unit number for reading in the data file of
*> problems to solve.
*> \endverbatim
*>
*> \param[in] NOUNIT
*> \verbatim
*> NOUNIT is INTEGER
*> The FORTRAN unit number for printing out error messages
*> (e.g., if a routine returns INFO not equal to 0.)
*> \endverbatim
*>
*> \param[out] A
*> \verbatim
*> A is DOUBLE PRECISION array, dimension
*> (LDA, max(NN,12))
*> Used to hold the matrix whose eigenvalues are to be
*> computed. On exit, A contains the last matrix actually used.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*> LDA is INTEGER
*> The leading dimension of the arrays A and H.
*> LDA >= max(NN,12), since 12 is the dimension of the largest
*> matrix in the precomputed input file.
*> \endverbatim
*>
*> \param[out] H
*> \verbatim
*> H is DOUBLE PRECISION array, dimension
*> (LDA, max(NN,12))
*> Another copy of the test matrix A, modified by DGEEVX.
*> \endverbatim
*>
*> \param[out] WR
*> \verbatim
*> WR is DOUBLE PRECISION array, dimension (max(NN))
*> \endverbatim
*>
*> \param[out] WI
*> \verbatim
*> WI is DOUBLE PRECISION array, dimension (max(NN))
*> \endverbatim
*> \verbatim
*> The real and imaginary parts of the eigenvalues of A.
*> On exit, WR + WI*i are the eigenvalues of the matrix in A.
*> \endverbatim
*>
*> \param[out] WR1
*> \verbatim
*> WR1 is DOUBLE PRECISION array, dimension (max(NN,12))
*> \endverbatim
*>
*> \param[out] WI1
*> \verbatim
*> WI1 is DOUBLE PRECISION array, dimension (max(NN,12))
*> \endverbatim
*> \verbatim
*> Like WR, WI, these arrays contain the eigenvalues of A,
*> but those computed when DGEEVX only computes a partial
*> eigendecomposition, i.e. not the eigenvalues and left
*> and right eigenvectors.
*> \endverbatim
*>
*> \param[out] VL
*> \verbatim
*> VL is DOUBLE PRECISION array, dimension
*> (LDVL, max(NN,12))
*> VL holds the computed left eigenvectors.
*> \endverbatim
*>
*> \param[in] LDVL
*> \verbatim
*> LDVL is INTEGER
*> Leading dimension of VL. Must be at least max(1,max(NN,12)).
*> \endverbatim
*>
*> \param[out] VR
*> \verbatim
*> VR is DOUBLE PRECISION array, dimension
*> (LDVR, max(NN,12))
*> VR holds the computed right eigenvectors.
*> \endverbatim
*>
*> \param[in] LDVR
*> \verbatim
*> LDVR is INTEGER
*> Leading dimension of VR. Must be at least max(1,max(NN,12)).
*> \endverbatim
*>
*> \param[out] LRE
*> \verbatim
*> LRE is DOUBLE PRECISION array, dimension
*> (LDLRE, max(NN,12))
*> LRE holds the computed right or left eigenvectors.
*> \endverbatim
*>
*> \param[in] LDLRE
*> \verbatim
*> LDLRE is INTEGER
*> Leading dimension of LRE. Must be at least max(1,max(NN,12))
*> \endverbatim
*>
*> \param[out] RCONDV
*> \verbatim
*> RCONDV is DOUBLE PRECISION array, dimension (N)
*> RCONDV holds the computed reciprocal condition numbers
*> for eigenvectors.
*> \endverbatim
*>
*> \param[out] RCNDV1
*> \verbatim
*> RCNDV1 is DOUBLE PRECISION array, dimension (N)
*> RCNDV1 holds more computed reciprocal condition numbers
*> for eigenvectors.
*> \endverbatim
*>
*> \param[out] RCDVIN
*> \verbatim
*> RCDVIN is DOUBLE PRECISION array, dimension (N)
*> When COMP = .TRUE. RCDVIN holds the precomputed reciprocal
*> condition numbers for eigenvectors to be compared with
*> RCONDV.
*> \endverbatim
*>
*> \param[out] RCONDE
*> \verbatim
*> RCONDE is DOUBLE PRECISION array, dimension (N)
*> RCONDE holds the computed reciprocal condition numbers
*> for eigenvalues.
*> \endverbatim
*>
*> \param[out] RCNDE1
*> \verbatim
*> RCNDE1 is DOUBLE PRECISION array, dimension (N)
*> RCNDE1 holds more computed reciprocal condition numbers
*> for eigenvalues.
*> \endverbatim
*>
*> \param[out] RCDEIN
*> \verbatim
*> RCDEIN is DOUBLE PRECISION array, dimension (N)
*> When COMP = .TRUE. RCDEIN holds the precomputed reciprocal
*> condition numbers for eigenvalues to be compared with
*> RCONDE.
*> \endverbatim
*>
*> \param[out] RESULT
*> \verbatim
*> RESULT is DOUBLE PRECISION array, dimension (11)
*> The values computed by the seven tests described above.
*> The values are currently limited to 1/ulp, to avoid overflow.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*> WORK is DOUBLE PRECISION array, dimension (NWORK)
*> \endverbatim
*>
*> \param[in] NWORK
*> \verbatim
*> NWORK is INTEGER
*> The number of entries in WORK. This must be at least
*> max(6*12+2*12**2,6*NN(j)+2*NN(j)**2) =
*> max( 360 ,6*NN(j)+2*NN(j)**2) for all j.
*> \endverbatim
*>
*> \param[out] IWORK
*> \verbatim
*> IWORK is INTEGER array, dimension (2*max(NN,12))
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*> INFO is INTEGER
*> If 0, then successful exit.
*> If <0, then input paramter -INFO is incorrect.
*> If >0, DLATMR, SLATMS, SLATME or DGET23 returned an error
*> code, and INFO is its absolute value.
*> \endverbatim
*> \verbatim
*>-----------------------------------------------------------------------
*> \endverbatim
*> \verbatim
*> Some Local Variables and Parameters:
*> ---- ----- --------- --- ----------
*> \endverbatim
*> \verbatim
*> ZERO, ONE Real 0 and 1.
*> MAXTYP The number of types defined.
*> NMAX Largest value in NN or 12.
*> NERRS The number of tests which have exceeded THRESH
*> COND, CONDS,
*> IMODE Values to be passed to the matrix generators.
*> ANORM Norm of A; passed to matrix generators.
*> \endverbatim
*> \verbatim
*> OVFL, UNFL Overflow and underflow thresholds.
*> ULP, ULPINV Finest relative precision and its inverse.
*> RTULP, RTULPI Square roots of the previous 4 values.
*> \endverbatim
*> \verbatim
*> The following four arrays decode JTYPE:
*> KTYPE(j) The general type (1-10) for type "j".
*> KMODE(j) The MODE value to be passed to the matrix
*> generator for type "j".
*> KMAGN(j) The order of magnitude ( O(1),
*> O(overflow^(1/2) ), O(underflow^(1/2) )
*> KCONDS(j) Selectw whether CONDS is to be 1 or
*> 1/sqrt(ulp). (0 means irrelevant.)
*> \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 DDRVVX( NSIZES, NN, NTYPES, DOTYPE, ISEED, THRESH,
$ NIUNIT, NOUNIT, A, LDA, H, WR, WI, WR1, WI1,
$ VL, LDVL, VR, LDVR, LRE, LDLRE, RCONDV, RCNDV1,
$ RCDVIN, RCONDE, RCNDE1, RCDEIN, SCALE, SCALE1,
$ RESULT, WORK, NWORK, IWORK, INFO )
*
* -- 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 ..
INTEGER INFO, LDA, LDLRE, LDVL, LDVR, NIUNIT, NOUNIT,
$ NSIZES, NTYPES, NWORK
DOUBLE PRECISION THRESH
* ..
* .. Array Arguments ..
LOGICAL DOTYPE( * )
INTEGER ISEED( 4 ), IWORK( * ), NN( * )
DOUBLE PRECISION A( LDA, * ), H( LDA, * ), LRE( LDLRE, * ),
$ RCDEIN( * ), RCDVIN( * ), RCNDE1( * ),
$ RCNDV1( * ), RCONDE( * ), RCONDV( * ),
$ RESULT( 11 ), SCALE( * ), SCALE1( * ),
$ VL( LDVL, * ), VR( LDVR, * ), WI( * ),
$ WI1( * ), WORK( * ), WR( * ), WR1( * )
* ..
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
INTEGER MAXTYP
PARAMETER ( MAXTYP = 21 )
* ..
* .. Local Scalars ..
LOGICAL BADNN
CHARACTER BALANC
CHARACTER*3 PATH
INTEGER I, IBAL, IINFO, IMODE, ITYPE, IWK, J, JCOL,
$ JSIZE, JTYPE, MTYPES, N, NERRS, NFAIL, NMAX,
$ NNWORK, NTEST, NTESTF, NTESTT
DOUBLE PRECISION ANORM, COND, CONDS, OVFL, RTULP, RTULPI, ULP,
$ ULPINV, UNFL
* ..
* .. Local Arrays ..
CHARACTER ADUMMA( 1 ), BAL( 4 )
INTEGER IDUMMA( 1 ), IOLDSD( 4 ), KCONDS( MAXTYP ),
$ KMAGN( MAXTYP ), KMODE( MAXTYP ),
$ KTYPE( MAXTYP )
* ..
* .. External Functions ..
DOUBLE PRECISION DLAMCH
EXTERNAL DLAMCH
* ..
* .. External Subroutines ..
EXTERNAL DGET23, DLABAD, DLASET, DLASUM, DLATME, DLATMR,
$ DLATMS, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, MAX, MIN, SQRT
* ..
* .. Data statements ..
DATA KTYPE / 1, 2, 3, 5*4, 4*6, 6*6, 3*9 /
DATA KMAGN / 3*1, 1, 1, 1, 2, 3, 4*1, 1, 1, 1, 1, 2,
$ 3, 1, 2, 3 /
DATA KMODE / 3*0, 4, 3, 1, 4, 4, 4, 3, 1, 5, 4, 3,
$ 1, 5, 5, 5, 4, 3, 1 /
DATA KCONDS / 3*0, 5*0, 4*1, 6*2, 3*0 /
DATA BAL / 'N', 'P', 'S', 'B' /
* ..
* .. Executable Statements ..
*
PATH( 1: 1 ) = 'Double precision'
PATH( 2: 3 ) = 'VX'
*
* Check for errors
*
NTESTT = 0
NTESTF = 0
INFO = 0
*
* Important constants
*
BADNN = .FALSE.
*
* 12 is the largest dimension in the input file of precomputed
* problems
*
NMAX = 12
DO 10 J = 1, NSIZES
NMAX = MAX( NMAX, NN( J ) )
IF( NN( J ).LT.0 )
$ BADNN = .TRUE.
10 CONTINUE
*
* 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.LT.1 .OR. LDA.LT.NMAX ) THEN
INFO = -10
ELSE IF( LDVL.LT.1 .OR. LDVL.LT.NMAX ) THEN
INFO = -17
ELSE IF( LDVR.LT.1 .OR. LDVR.LT.NMAX ) THEN
INFO = -19
ELSE IF( LDLRE.LT.1 .OR. LDLRE.LT.NMAX ) THEN
INFO = -21
ELSE IF( 6*NMAX+2*NMAX**2.GT.NWORK ) THEN
INFO = -32
END IF
*
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'DDRVVX', -INFO )
RETURN
END IF
*
* If nothing to do check on NIUNIT
*
IF( NSIZES.EQ.0 .OR. NTYPES.EQ.0 )
$ GO TO 160
*
* More Important constants
*
UNFL = DLAMCH( 'Safe minimum' )
OVFL = ONE / UNFL
CALL DLABAD( UNFL, OVFL )
ULP = DLAMCH( 'Precision' )
ULPINV = ONE / ULP
RTULP = SQRT( ULP )
RTULPI = ONE / RTULP
*
* Loop over sizes, types
*
NERRS = 0
*
DO 150 JSIZE = 1, NSIZES
N = NN( JSIZE )
IF( NSIZES.NE.1 ) THEN
MTYPES = MIN( MAXTYP, NTYPES )
ELSE
MTYPES = MIN( MAXTYP+1, NTYPES )
END IF
*
DO 140 JTYPE = 1, MTYPES
IF( .NOT.DOTYPE( JTYPE ) )
$ GO TO 140
*
* Save ISEED in case of an error.
*
DO 20 J = 1, 4
IOLDSD( J ) = ISEED( J )
20 CONTINUE
*
* Compute "A"
*
* Control parameters:
*
* KMAGN KCONDS KMODE KTYPE
* =1 O(1) 1 clustered 1 zero
* =2 large large clustered 2 identity
* =3 small exponential Jordan
* =4 arithmetic diagonal, (w/ eigenvalues)
* =5 random log symmetric, w/ eigenvalues
* =6 random general, w/ eigenvalues
* =7 random diagonal
* =8 random symmetric
* =9 random general
* =10 random triangular
*
IF( MTYPES.GT.MAXTYP )
$ GO TO 90
*
ITYPE = KTYPE( JTYPE )
IMODE = KMODE( JTYPE )
*
* Compute norm
*
GO TO ( 30, 40, 50 )KMAGN( JTYPE )
*
30 CONTINUE
ANORM = ONE
GO TO 60
*
40 CONTINUE
ANORM = OVFL*ULP
GO TO 60
*
50 CONTINUE
ANORM = UNFL*ULPINV
GO TO 60
*
60 CONTINUE
*
CALL DLASET( 'Full', LDA, N, ZERO, ZERO, A, LDA )
IINFO = 0
COND = ULPINV
*
* Special Matrices -- Identity & Jordan block
*
* Zero
*
IF( ITYPE.EQ.1 ) THEN
IINFO = 0
*
ELSE IF( ITYPE.EQ.2 ) THEN
*
* Identity
*
DO 70 JCOL = 1, N
A( JCOL, JCOL ) = ANORM
70 CONTINUE
*
ELSE IF( ITYPE.EQ.3 ) THEN
*
* Jordan Block
*
DO 80 JCOL = 1, N
A( JCOL, JCOL ) = ANORM
IF( JCOL.GT.1 )
$ A( JCOL, JCOL-1 ) = ONE
80 CONTINUE
*
ELSE IF( ITYPE.EQ.4 ) THEN
*
* Diagonal Matrix, [Eigen]values Specified
*
CALL DLATMS( N, N, 'S', ISEED, 'S', WORK, IMODE, COND,
$ ANORM, 0, 0, 'N', A, LDA, WORK( N+1 ),
$ IINFO )
*
ELSE IF( ITYPE.EQ.5 ) THEN
*
* Symmetric, eigenvalues specified
*
CALL DLATMS( N, N, 'S', ISEED, 'S', WORK, IMODE, COND,
$ ANORM, N, N, 'N', A, LDA, WORK( N+1 ),
$ IINFO )
*
ELSE IF( ITYPE.EQ.6 ) THEN
*
* General, eigenvalues specified
*
IF( KCONDS( JTYPE ).EQ.1 ) THEN
CONDS = ONE
ELSE IF( KCONDS( JTYPE ).EQ.2 ) THEN
CONDS = RTULPI
ELSE
CONDS = ZERO
END IF
*
ADUMMA( 1 ) = ' '
CALL DLATME( N, 'S', ISEED, WORK, IMODE, COND, ONE,
$ ADUMMA, 'T', 'T', 'T', WORK( N+1 ), 4,
$ CONDS, N, N, ANORM, A, LDA, WORK( 2*N+1 ),
$ IINFO )
*
ELSE IF( ITYPE.EQ.7 ) THEN
*
* Diagonal, random eigenvalues
*
CALL DLATMR( N, N, 'S', ISEED, 'S', WORK, 6, ONE, ONE,
$ 'T', 'N', WORK( N+1 ), 1, ONE,
$ WORK( 2*N+1 ), 1, ONE, 'N', IDUMMA, 0, 0,
$ ZERO, ANORM, 'NO', A, LDA, IWORK, IINFO )
*
ELSE IF( ITYPE.EQ.8 ) THEN
*
* Symmetric, random eigenvalues
*
CALL DLATMR( N, N, 'S', ISEED, 'S', WORK, 6, ONE, ONE,
$ 'T', 'N', WORK( N+1 ), 1, ONE,
$ WORK( 2*N+1 ), 1, ONE, 'N', IDUMMA, N, N,
$ ZERO, ANORM, 'NO', A, LDA, IWORK, IINFO )
*
ELSE IF( ITYPE.EQ.9 ) THEN
*
* General, random eigenvalues
*
CALL DLATMR( N, N, 'S', ISEED, 'N', WORK, 6, ONE, ONE,
$ 'T', 'N', WORK( N+1 ), 1, ONE,
$ WORK( 2*N+1 ), 1, ONE, 'N', IDUMMA, N, N,
$ ZERO, ANORM, 'NO', A, LDA, IWORK, IINFO )
IF( N.GE.4 ) THEN
CALL DLASET( 'Full', 2, N, ZERO, ZERO, A, LDA )
CALL DLASET( 'Full', N-3, 1, ZERO, ZERO, A( 3, 1 ),
$ LDA )
CALL DLASET( 'Full', N-3, 2, ZERO, ZERO, A( 3, N-1 ),
$ LDA )
CALL DLASET( 'Full', 1, N, ZERO, ZERO, A( N, 1 ),
$ LDA )
END IF
*
ELSE IF( ITYPE.EQ.10 ) THEN
*
* Triangular, random eigenvalues
*
CALL DLATMR( N, N, 'S', ISEED, 'N', WORK, 6, ONE, ONE,
$ 'T', 'N', WORK( N+1 ), 1, ONE,
$ WORK( 2*N+1 ), 1, ONE, 'N', IDUMMA, N, 0,
$ ZERO, ANORM, 'NO', A, LDA, IWORK, IINFO )
*
ELSE
*
IINFO = 1
END IF
*
IF( IINFO.NE.0 ) THEN
WRITE( NOUNIT, FMT = 9992 )'Generator', IINFO, N, JTYPE,
$ IOLDSD
INFO = ABS( IINFO )
RETURN
END IF
*
90 CONTINUE
*
* Test for minimal and generous workspace
*
DO 130 IWK = 1, 3
IF( IWK.EQ.1 ) THEN
NNWORK = 3*N
ELSE IF( IWK.EQ.2 ) THEN
NNWORK = 6*N + N**2
ELSE
NNWORK = 6*N + 2*N**2
END IF
NNWORK = MAX( NNWORK, 1 )
*
* Test for all balancing options
*
DO 120 IBAL = 1, 4
BALANC = BAL( IBAL )
*
* Perform tests
*
CALL DGET23( .FALSE., BALANC, JTYPE, THRESH, IOLDSD,
$ NOUNIT, N, A, LDA, H, WR, WI, WR1, WI1,
$ VL, LDVL, VR, LDVR, LRE, LDLRE, RCONDV,
$ RCNDV1, RCDVIN, RCONDE, RCNDE1, RCDEIN,
$ SCALE, SCALE1, RESULT, WORK, NNWORK,
$ IWORK, INFO )
*
* Check for RESULT(j) > THRESH
*
NTEST = 0
NFAIL = 0
DO 100 J = 1, 9
IF( RESULT( J ).GE.ZERO )
$ NTEST = NTEST + 1
IF( RESULT( J ).GE.THRESH )
$ NFAIL = NFAIL + 1
100 CONTINUE
*
IF( NFAIL.GT.0 )
$ NTESTF = NTESTF + 1
IF( NTESTF.EQ.1 ) THEN
WRITE( NOUNIT, FMT = 9999 )PATH
WRITE( NOUNIT, FMT = 9998 )
WRITE( NOUNIT, FMT = 9997 )
WRITE( NOUNIT, FMT = 9996 )
WRITE( NOUNIT, FMT = 9995 )THRESH
NTESTF = 2
END IF
*
DO 110 J = 1, 9
IF( RESULT( J ).GE.THRESH ) THEN
WRITE( NOUNIT, FMT = 9994 )BALANC, N, IWK,
$ IOLDSD, JTYPE, J, RESULT( J )
END IF
110 CONTINUE
*
NERRS = NERRS + NFAIL
NTESTT = NTESTT + NTEST
*
120 CONTINUE
130 CONTINUE
140 CONTINUE
150 CONTINUE
*
160 CONTINUE
*
* Read in data from file to check accuracy of condition estimation.
* Assume input eigenvalues are sorted lexicographically (increasing
* by real part, then decreasing by imaginary part)
*
JTYPE = 0
170 CONTINUE
READ( NIUNIT, FMT = *, END = 220 )N
*
* Read input data until N=0
*
IF( N.EQ.0 )
$ GO TO 220
JTYPE = JTYPE + 1
ISEED( 1 ) = JTYPE
DO 180 I = 1, N
READ( NIUNIT, FMT = * )( A( I, J ), J = 1, N )
180 CONTINUE
DO 190 I = 1, N
READ( NIUNIT, FMT = * )WR1( I ), WI1( I ), RCDEIN( I ),
$ RCDVIN( I )
190 CONTINUE
CALL DGET23( .TRUE., 'N', 22, THRESH, ISEED, NOUNIT, N, A, LDA, H,
$ WR, WI, WR1, WI1, VL, LDVL, VR, LDVR, LRE, LDLRE,
$ RCONDV, RCNDV1, RCDVIN, RCONDE, RCNDE1, RCDEIN,
$ SCALE, SCALE1, RESULT, WORK, 6*N+2*N**2, IWORK,
$ INFO )
*
* Check for RESULT(j) > THRESH
*
NTEST = 0
NFAIL = 0
DO 200 J = 1, 11
IF( RESULT( J ).GE.ZERO )
$ NTEST = NTEST + 1
IF( RESULT( J ).GE.THRESH )
$ NFAIL = NFAIL + 1
200 CONTINUE
*
IF( NFAIL.GT.0 )
$ NTESTF = NTESTF + 1
IF( NTESTF.EQ.1 ) THEN
WRITE( NOUNIT, FMT = 9999 )PATH
WRITE( NOUNIT, FMT = 9998 )
WRITE( NOUNIT, FMT = 9997 )
WRITE( NOUNIT, FMT = 9996 )
WRITE( NOUNIT, FMT = 9995 )THRESH
NTESTF = 2
END IF
*
DO 210 J = 1, 11
IF( RESULT( J ).GE.THRESH ) THEN
WRITE( NOUNIT, FMT = 9993 )N, JTYPE, J, RESULT( J )
END IF
210 CONTINUE
*
NERRS = NERRS + NFAIL
NTESTT = NTESTT + NTEST
GO TO 170
220 CONTINUE
*
* Summary
*
CALL DLASUM( PATH, NOUNIT, NERRS, NTESTT )
*
9999 FORMAT( / 1X, A3, ' -- Real Eigenvalue-Eigenvector Decomposition',
$ ' Expert Driver', /
$ ' Matrix types (see DDRVVX for details): ' )
*
9998 FORMAT( / ' Special Matrices:', / ' 1=Zero matrix. ',
$ ' ', ' 5=Diagonal: geometr. spaced entries.',
$ / ' 2=Identity matrix. ', ' 6=Diagona',
$ 'l: clustered entries.', / ' 3=Transposed Jordan block. ',
$ ' ', ' 7=Diagonal: large, evenly spaced.', / ' ',
$ '4=Diagonal: evenly spaced entries. ', ' 8=Diagonal: s',
$ 'mall, evenly spaced.' )
9997 FORMAT( ' Dense, Non-Symmetric Matrices:', / ' 9=Well-cond., ev',
$ 'enly spaced eigenvals.', ' 14=Ill-cond., geomet. spaced e',
$ 'igenals.', / ' 10=Well-cond., geom. spaced eigenvals. ',
$ ' 15=Ill-conditioned, clustered e.vals.', / ' 11=Well-cond',
$ 'itioned, clustered e.vals. ', ' 16=Ill-cond., random comp',
$ 'lex ', / ' 12=Well-cond., random complex ', ' ',
$ ' 17=Ill-cond., large rand. complx ', / ' 13=Ill-condi',
$ 'tioned, evenly spaced. ', ' 18=Ill-cond., small rand.',
$ ' complx ' )
9996 FORMAT( ' 19=Matrix with random O(1) entries. ', ' 21=Matrix ',
$ 'with small random entries.', / ' 20=Matrix with large ran',
$ 'dom entries. ', ' 22=Matrix read from input file', / )
9995 FORMAT( ' Tests performed with test threshold =', F8.2,
$ / / ' 1 = | A VR - VR W | / ( n |A| ulp ) ',
$ / ' 2 = | transpose(A) VL - VL W | / ( n |A| ulp ) ',
$ / ' 3 = | |VR(i)| - 1 | / ulp ',
$ / ' 4 = | |VL(i)| - 1 | / ulp ',
$ / ' 5 = 0 if W same no matter if VR or VL computed,',
$ ' 1/ulp otherwise', /
$ ' 6 = 0 if VR same no matter what else computed,',
$ ' 1/ulp otherwise', /
$ ' 7 = 0 if VL same no matter what else computed,',
$ ' 1/ulp otherwise', /
$ ' 8 = 0 if RCONDV same no matter what else computed,',
$ ' 1/ulp otherwise', /
$ ' 9 = 0 if SCALE, ILO, IHI, ABNRM same no matter what else',
$ ' computed, 1/ulp otherwise',
$ / ' 10 = | RCONDV - RCONDV(precomputed) | / cond(RCONDV),',
$ / ' 11 = | RCONDE - RCONDE(precomputed) | / cond(RCONDE),' )
9994 FORMAT( ' BALANC=''', A1, ''',N=', I4, ',IWK=', I1, ', seed=',
$ 4( I4, ',' ), ' type ', I2, ', test(', I2, ')=', G10.3 )
9993 FORMAT( ' N=', I5, ', input example =', I3, ', test(', I2, ')=',
$ G10.3 )
9992 FORMAT( ' DDRVVX: ', A, ' returned INFO=', I6, '.', / 9X, 'N=',
$ I6, ', JTYPE=', I6, ', ISEED=(', 3( I5, ',' ), I5, ')' )
*
RETURN
*
* End of DDRVVX
*
END
|