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cdrgev.f
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1*> \brief \b CDRGEV
2*
3* =========== DOCUMENTATION ===========
4*
5* Online html documentation available at
6* http://www.netlib.org/lapack/explore-html/
7*
8* Definition:
9* ===========
10*
11* SUBROUTINE CDRGEV( NSIZES, NN, NTYPES, DOTYPE, ISEED, THRESH,
12* NOUNIT, A, LDA, B, S, T, Q, LDQ, Z, QE, LDQE,
13* ALPHA, BETA, ALPHA1, BETA1, WORK, LWORK, RWORK,
14* RESULT, INFO )
15*
16* .. Scalar Arguments ..
17* INTEGER INFO, LDA, LDQ, LDQE, LWORK, NOUNIT, NSIZES,
18* $ NTYPES
19* REAL THRESH
20* ..
21* .. Array Arguments ..
22* LOGICAL DOTYPE( * )
23* INTEGER ISEED( 4 ), NN( * )
24* REAL RESULT( * ), RWORK( * )
25* COMPLEX A( LDA, * ), ALPHA( * ), ALPHA1( * ),
26* $ B( LDA, * ), BETA( * ), BETA1( * ),
27* $ Q( LDQ, * ), QE( LDQE, * ), S( LDA, * ),
28* $ T( LDA, * ), WORK( * ), Z( LDQ, * )
29* ..
30*
31*
32*> \par Purpose:
33* =============
34*>
35*> \verbatim
36*>
37*> CDRGEV checks the nonsymmetric generalized eigenvalue problem driver
38*> routine CGGEV.
39*>
40*> CGGEV computes for a pair of n-by-n nonsymmetric matrices (A,B) the
41*> generalized eigenvalues and, optionally, the left and right
42*> eigenvectors.
43*>
44*> A generalized eigenvalue for a pair of matrices (A,B) is a scalar w
45*> or a ratio alpha/beta = w, such that A - w*B is singular. It is
46*> usually represented as the pair (alpha,beta), as there is reasonable
47*> interpretation for beta=0, and even for both being zero.
48*>
49*> A right generalized eigenvector corresponding to a generalized
50*> eigenvalue w for a pair of matrices (A,B) is a vector r such that
51*> (A - wB) * r = 0. A left generalized eigenvector is a vector l such
52*> that l**H * (A - wB) = 0, where l**H is the conjugate-transpose of l.
53*>
54*> When CDRGEV is called, a number of matrix "sizes" ("n's") and a
55*> number of matrix "types" are specified. For each size ("n")
56*> and each type of matrix, a pair of matrices (A, B) will be generated
57*> and used for testing. For each matrix pair, the following tests
58*> will be performed and compared with the threshold THRESH.
59*>
60*> Results from CGGEV:
61*>
62*> (1) max over all left eigenvalue/-vector pairs (alpha/beta,l) of
63*>
64*> | VL**H * (beta A - alpha B) |/( ulp max(|beta A|, |alpha B|) )
65*>
66*> where VL**H is the conjugate-transpose of VL.
67*>
68*> (2) | |VL(i)| - 1 | / ulp and whether largest component real
69*>
70*> VL(i) denotes the i-th column of VL.
71*>
72*> (3) max over all right eigenvalue/-vector pairs (alpha/beta,r) of
73*>
74*> | (beta A - alpha B) * VR | / ( ulp max(|beta A|, |alpha B|) )
75*>
76*> (4) | |VR(i)| - 1 | / ulp and whether largest component real
77*>
78*> VR(i) denotes the i-th column of VR.
79*>
80*> (5) W(full) = W(partial)
81*> W(full) denotes the eigenvalues computed when both l and r
82*> are also computed, and W(partial) denotes the eigenvalues
83*> computed when only W, only W and r, or only W and l are
84*> computed.
85*>
86*> (6) VL(full) = VL(partial)
87*> VL(full) denotes the left eigenvectors computed when both l
88*> and r are computed, and VL(partial) denotes the result
89*> when only l is computed.
90*>
91*> (7) VR(full) = VR(partial)
92*> VR(full) denotes the right eigenvectors computed when both l
93*> and r are also computed, and VR(partial) denotes the result
94*> when only l is computed.
95*>
96*>
97*> Test Matrices
98*> ---- --------
99*>
100*> The sizes of the test matrices are specified by an array
101*> NN(1:NSIZES); the value of each element NN(j) specifies one size.
102*> The "types" are specified by a logical array DOTYPE( 1:NTYPES ); if
103*> DOTYPE(j) is .TRUE., then matrix type "j" will be generated.
104*> Currently, the list of possible types is:
105*>
106*> (1) ( 0, 0 ) (a pair of zero matrices)
107*>
108*> (2) ( I, 0 ) (an identity and a zero matrix)
109*>
110*> (3) ( 0, I ) (an identity and a zero matrix)
111*>
112*> (4) ( I, I ) (a pair of identity matrices)
113*>
114*> t t
115*> (5) ( J , J ) (a pair of transposed Jordan blocks)
116*>
117*> t ( I 0 )
118*> (6) ( X, Y ) where X = ( J 0 ) and Y = ( t )
119*> ( 0 I ) ( 0 J )
120*> and I is a k x k identity and J a (k+1)x(k+1)
121*> Jordan block; k=(N-1)/2
122*>
123*> (7) ( D, I ) where D is diag( 0, 1,..., N-1 ) (a diagonal
124*> matrix with those diagonal entries.)
125*> (8) ( I, D )
126*>
127*> (9) ( big*D, small*I ) where "big" is near overflow and small=1/big
128*>
129*> (10) ( small*D, big*I )
130*>
131*> (11) ( big*I, small*D )
132*>
133*> (12) ( small*I, big*D )
134*>
135*> (13) ( big*D, big*I )
136*>
137*> (14) ( small*D, small*I )
138*>
139*> (15) ( D1, D2 ) where D1 is diag( 0, 0, 1, ..., N-3, 0 ) and
140*> D2 is diag( 0, N-3, N-4,..., 1, 0, 0 )
141*> t t
142*> (16) Q ( J , J ) Z where Q and Z are random orthogonal matrices.
143*>
144*> (17) Q ( T1, T2 ) Z where T1 and T2 are upper triangular matrices
145*> with random O(1) entries above the diagonal
146*> and diagonal entries diag(T1) =
147*> ( 0, 0, 1, ..., N-3, 0 ) and diag(T2) =
148*> ( 0, N-3, N-4,..., 1, 0, 0 )
149*>
150*> (18) Q ( T1, T2 ) Z diag(T1) = ( 0, 0, 1, 1, s, ..., s, 0 )
151*> diag(T2) = ( 0, 1, 0, 1,..., 1, 0 )
152*> s = machine precision.
153*>
154*> (19) Q ( T1, T2 ) Z diag(T1)=( 0,0,1,1, 1-d, ..., 1-(N-5)*d=s, 0 )
155*> diag(T2) = ( 0, 1, 0, 1, ..., 1, 0 )
156*>
157*> N-5
158*> (20) Q ( T1, T2 ) Z diag(T1)=( 0, 0, 1, 1, a, ..., a =s, 0 )
159*> diag(T2) = ( 0, 1, 0, 1, ..., 1, 0, 0 )
160*>
161*> (21) Q ( T1, T2 ) Z diag(T1)=( 0, 0, 1, r1, r2, ..., r(N-4), 0 )
162*> diag(T2) = ( 0, 1, 0, 1, ..., 1, 0, 0 )
163*> where r1,..., r(N-4) are random.
164*>
165*> (22) Q ( big*T1, small*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 )
166*> diag(T2) = ( 0, 1, ..., 1, 0, 0 )
167*>
168*> (23) Q ( small*T1, big*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 )
169*> diag(T2) = ( 0, 1, ..., 1, 0, 0 )
170*>
171*> (24) Q ( small*T1, small*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 )
172*> diag(T2) = ( 0, 1, ..., 1, 0, 0 )
173*>
174*> (25) Q ( big*T1, big*T2 ) Z diag(T1) = ( 0, 0, 1, ..., N-3, 0 )
175*> diag(T2) = ( 0, 1, ..., 1, 0, 0 )
176*>
177*> (26) Q ( T1, T2 ) Z where T1 and T2 are random upper-triangular
178*> matrices.
179*>
180*> \endverbatim
181*
182* Arguments:
183* ==========
184*
185*> \param[in] NSIZES
186*> \verbatim
187*> NSIZES is INTEGER
188*> The number of sizes of matrices to use. If it is zero,
189*> CDRGES does nothing. NSIZES >= 0.
190*> \endverbatim
191*>
192*> \param[in] NN
193*> \verbatim
194*> NN is INTEGER array, dimension (NSIZES)
195*> An array containing the sizes to be used for the matrices.
196*> Zero values will be skipped. NN >= 0.
197*> \endverbatim
198*>
199*> \param[in] NTYPES
200*> \verbatim
201*> NTYPES is INTEGER
202*> The number of elements in DOTYPE. If it is zero, CDRGEV
203*> does nothing. It must be at least zero. If it is MAXTYP+1
204*> and NSIZES is 1, then an additional type, MAXTYP+1 is
205*> defined, which is to use whatever matrix is in A. This
206*> is only useful if DOTYPE(1:MAXTYP) is .FALSE. and
207*> DOTYPE(MAXTYP+1) is .TRUE. .
208*> \endverbatim
209*>
210*> \param[in] DOTYPE
211*> \verbatim
212*> DOTYPE is LOGICAL array, dimension (NTYPES)
213*> If DOTYPE(j) is .TRUE., then for each size in NN a
214*> matrix of that size and of type j will be generated.
215*> If NTYPES is smaller than the maximum number of types
216*> defined (PARAMETER MAXTYP), then types NTYPES+1 through
217*> MAXTYP will not be generated. If NTYPES is larger
218*> than MAXTYP, DOTYPE(MAXTYP+1) through DOTYPE(NTYPES)
219*> will be ignored.
220*> \endverbatim
221*>
222*> \param[in,out] ISEED
223*> \verbatim
224*> ISEED is INTEGER array, dimension (4)
225*> On entry ISEED specifies the seed of the random number
226*> generator. The array elements should be between 0 and 4095;
227*> if not they will be reduced mod 4096. Also, ISEED(4) must
228*> be odd. The random number generator uses a linear
229*> congruential sequence limited to small integers, and so
230*> should produce machine independent random numbers. The
231*> values of ISEED are changed on exit, and can be used in the
232*> next call to CDRGES to continue the same random number
233*> sequence.
234*> \endverbatim
235*>
236*> \param[in] THRESH
237*> \verbatim
238*> THRESH is REAL
239*> A test will count as "failed" if the "error", computed as
240*> described above, exceeds THRESH. Note that the error is
241*> scaled to be O(1), so THRESH should be a reasonably small
242*> multiple of 1, e.g., 10 or 100. In particular, it should
243*> not depend on the precision (single vs. double) or the size
244*> of the matrix. It must be at least zero.
245*> \endverbatim
246*>
247*> \param[in] NOUNIT
248*> \verbatim
249*> NOUNIT is INTEGER
250*> The FORTRAN unit number for printing out error messages
251*> (e.g., if a routine returns IERR not equal to 0.)
252*> \endverbatim
253*>
254*> \param[in,out] A
255*> \verbatim
256*> A is COMPLEX array, dimension(LDA, max(NN))
257*> Used to hold the original A matrix. Used as input only
258*> if NTYPES=MAXTYP+1, DOTYPE(1:MAXTYP)=.FALSE., and
259*> DOTYPE(MAXTYP+1)=.TRUE.
260*> \endverbatim
261*>
262*> \param[in] LDA
263*> \verbatim
264*> LDA is INTEGER
265*> The leading dimension of A, B, S, and T.
266*> It must be at least 1 and at least max( NN ).
267*> \endverbatim
268*>
269*> \param[in,out] B
270*> \verbatim
271*> B is COMPLEX array, dimension(LDA, max(NN))
272*> Used to hold the original B matrix. Used as input only
273*> if NTYPES=MAXTYP+1, DOTYPE(1:MAXTYP)=.FALSE., and
274*> DOTYPE(MAXTYP+1)=.TRUE.
275*> \endverbatim
276*>
277*> \param[out] S
278*> \verbatim
279*> S is COMPLEX array, dimension (LDA, max(NN))
280*> The Schur form matrix computed from A by CGGEV. On exit, S
281*> contains the Schur form matrix corresponding to the matrix
282*> in A.
283*> \endverbatim
284*>
285*> \param[out] T
286*> \verbatim
287*> T is COMPLEX array, dimension (LDA, max(NN))
288*> The upper triangular matrix computed from B by CGGEV.
289*> \endverbatim
290*>
291*> \param[out] Q
292*> \verbatim
293*> Q is COMPLEX array, dimension (LDQ, max(NN))
294*> The (left) eigenvectors matrix computed by CGGEV.
295*> \endverbatim
296*>
297*> \param[in] LDQ
298*> \verbatim
299*> LDQ is INTEGER
300*> The leading dimension of Q and Z. It must
301*> be at least 1 and at least max( NN ).
302*> \endverbatim
303*>
304*> \param[out] Z
305*> \verbatim
306*> Z is COMPLEX array, dimension( LDQ, max(NN) )
307*> The (right) orthogonal matrix computed by CGGEV.
308*> \endverbatim
309*>
310*> \param[out] QE
311*> \verbatim
312*> QE is COMPLEX array, dimension( LDQ, max(NN) )
313*> QE holds the computed right or left eigenvectors.
314*> \endverbatim
315*>
316*> \param[in] LDQE
317*> \verbatim
318*> LDQE is INTEGER
319*> The leading dimension of QE. LDQE >= max(1,max(NN)).
320*> \endverbatim
321*>
322*> \param[out] ALPHA
323*> \verbatim
324*> ALPHA is COMPLEX array, dimension (max(NN))
325*> \endverbatim
326*>
327*> \param[out] BETA
328*> \verbatim
329*> BETA is COMPLEX array, dimension (max(NN))
330*>
331*> The generalized eigenvalues of (A,B) computed by CGGEV.
332*> ( ALPHAR(k)+ALPHAI(k)*i ) / BETA(k) is the k-th
333*> generalized eigenvalue of A and B.
334*> \endverbatim
335*>
336*> \param[out] ALPHA1
337*> \verbatim
338*> ALPHA1 is COMPLEX array, dimension (max(NN))
339*> \endverbatim
340*>
341*> \param[out] BETA1
342*> \verbatim
343*> BETA1 is COMPLEX array, dimension (max(NN))
344*>
345*> Like ALPHAR, ALPHAI, BETA, these arrays contain the
346*> eigenvalues of A and B, but those computed when CGGEV only
347*> computes a partial eigendecomposition, i.e. not the
348*> eigenvalues and left and right eigenvectors.
349*> \endverbatim
350*>
351*> \param[out] WORK
352*> \verbatim
353*> WORK is COMPLEX array, dimension (LWORK)
354*> \endverbatim
355*>
356*> \param[in] LWORK
357*> \verbatim
358*> LWORK is INTEGER
359*> The number of entries in WORK. LWORK >= N*(N+1)
360*> \endverbatim
361*>
362*> \param[out] RWORK
363*> \verbatim
364*> RWORK is REAL array, dimension (8*N)
365*> Real workspace.
366*> \endverbatim
367*>
368*> \param[out] RESULT
369*> \verbatim
370*> RESULT is REAL array, dimension (2)
371*> The values computed by the tests described above.
372*> The values are currently limited to 1/ulp, to avoid overflow.
373*> \endverbatim
374*>
375*> \param[out] INFO
376*> \verbatim
377*> INFO is INTEGER
378*> = 0: successful exit
379*> < 0: if INFO = -i, the i-th argument had an illegal value.
380*> > 0: A routine returned an error code. INFO is the
381*> absolute value of the INFO value returned.
382*> \endverbatim
383*
384* Authors:
385* ========
386*
387*> \author Univ. of Tennessee
388*> \author Univ. of California Berkeley
389*> \author Univ. of Colorado Denver
390*> \author NAG Ltd.
391*
392*> \ingroup complex_eig
393*
394* =====================================================================
395 SUBROUTINE cdrgev( NSIZES, NN, NTYPES, DOTYPE, ISEED, THRESH,
396 $ NOUNIT, A, LDA, B, S, T, Q, LDQ, Z, QE, LDQE,
397 $ ALPHA, BETA, ALPHA1, BETA1, WORK, LWORK, RWORK,
398 $ RESULT, INFO )
399*
400* -- LAPACK test routine --
401* -- LAPACK is a software package provided by Univ. of Tennessee, --
402* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
403*
404* .. Scalar Arguments ..
405 INTEGER INFO, LDA, LDQ, LDQE, LWORK, NOUNIT, NSIZES,
406 $ NTYPES
407 REAL THRESH
408* ..
409* .. Array Arguments ..
410 LOGICAL DOTYPE( * )
411 INTEGER ISEED( 4 ), NN( * )
412 REAL RESULT( * ), RWORK( * )
413 COMPLEX A( LDA, * ), ALPHA( * ), ALPHA1( * ),
414 $ b( lda, * ), beta( * ), beta1( * ),
415 $ q( ldq, * ), qe( ldqe, * ), s( lda, * ),
416 $ t( lda, * ), work( * ), z( ldq, * )
417* ..
418*
419* =====================================================================
420*
421* .. Parameters ..
422 REAL ZERO, ONE
423 PARAMETER ( ZERO = 0.0e+0, one = 1.0e+0 )
424 COMPLEX CZERO, CONE
425 parameter( czero = ( 0.0e+0, 0.0e+0 ),
426 $ cone = ( 1.0e+0, 0.0e+0 ) )
427 INTEGER MAXTYP
428 parameter( maxtyp = 26 )
429* ..
430* .. Local Scalars ..
431 LOGICAL BADNN
432 INTEGER I, IADD, IERR, IN, J, JC, JR, JSIZE, JTYPE,
433 $ MAXWRK, MINWRK, MTYPES, N, N1, NB, NERRS,
434 $ nmats, nmax, ntestt
435 REAL SAFMAX, SAFMIN, ULP, ULPINV
436 COMPLEX CTEMP
437* ..
438* .. Local Arrays ..
439 LOGICAL LASIGN( MAXTYP ), LBSIGN( MAXTYP )
440 INTEGER IOLDSD( 4 ), KADD( 6 ), KAMAGN( MAXTYP ),
441 $ KATYPE( MAXTYP ), KAZERO( MAXTYP ),
442 $ kbmagn( maxtyp ), kbtype( maxtyp ),
443 $ kbzero( maxtyp ), kclass( maxtyp ),
444 $ ktrian( maxtyp ), kz1( 6 ), kz2( 6 )
445 REAL RMAGN( 0: 3 )
446* ..
447* .. External Functions ..
448 INTEGER ILAENV
449 REAL SLAMCH
450 COMPLEX CLARND
451 EXTERNAL ilaenv, slamch, clarnd
452* ..
453* .. External Subroutines ..
454 EXTERNAL alasvm, cget52, cggev, clacpy, clarfg, claset,
456* ..
457* .. Intrinsic Functions ..
458 INTRINSIC abs, conjg, max, min, real, sign
459* ..
460* .. Data statements ..
461 DATA kclass / 15*1, 10*2, 1*3 /
462 DATA kz1 / 0, 1, 2, 1, 3, 3 /
463 DATA kz2 / 0, 0, 1, 2, 1, 1 /
464 DATA kadd / 0, 0, 0, 0, 3, 2 /
465 DATA katype / 0, 1, 0, 1, 2, 3, 4, 1, 4, 4, 1, 1, 4,
466 $ 4, 4, 2, 4, 5, 8, 7, 9, 4*4, 0 /
467 DATA kbtype / 0, 0, 1, 1, 2, -3, 1, 4, 1, 1, 4, 4,
468 $ 1, 1, -4, 2, -4, 8*8, 0 /
469 DATA kazero / 6*1, 2, 1, 2*2, 2*1, 2*2, 3, 1, 3,
470 $ 4*5, 4*3, 1 /
471 DATA kbzero / 6*1, 1, 2, 2*1, 2*2, 2*1, 4, 1, 4,
472 $ 4*6, 4*4, 1 /
473 DATA kamagn / 8*1, 2, 3, 2, 3, 2, 3, 7*1, 2, 3, 3,
474 $ 2, 1 /
475 DATA kbmagn / 8*1, 3, 2, 3, 2, 2, 3, 7*1, 3, 2, 3,
476 $ 2, 1 /
477 DATA ktrian / 16*0, 10*1 /
478 DATA lasign / 6*.false., .true., .false., 2*.true.,
479 $ 2*.false., 3*.true., .false., .true.,
480 $ 3*.false., 5*.true., .false. /
481 DATA lbsign / 7*.false., .true., 2*.false.,
482 $ 2*.true., 2*.false., .true., .false., .true.,
483 $ 9*.false. /
484* ..
485* .. Executable Statements ..
486*
487* Check for errors
488*
489 info = 0
490*
491 badnn = .false.
492 nmax = 1
493 DO 10 j = 1, nsizes
494 nmax = max( nmax, nn( j ) )
495 IF( nn( j ).LT.0 )
496 $ badnn = .true.
497 10 CONTINUE
498*
499 IF( nsizes.LT.0 ) THEN
500 info = -1
501 ELSE IF( badnn ) THEN
502 info = -2
503 ELSE IF( ntypes.LT.0 ) THEN
504 info = -3
505 ELSE IF( thresh.LT.zero ) THEN
506 info = -6
507 ELSE IF( lda.LE.1 .OR. lda.LT.nmax ) THEN
508 info = -9
509 ELSE IF( ldq.LE.1 .OR. ldq.LT.nmax ) THEN
510 info = -14
511 ELSE IF( ldqe.LE.1 .OR. ldqe.LT.nmax ) THEN
512 info = -17
513 END IF
514*
515* Compute workspace
516* (Note: Comments in the code beginning "Workspace:" describe the
517* minimal amount of workspace needed at that point in the code,
518* as well as the preferred amount for good performance.
519* NB refers to the optimal block size for the immediately
520* following subroutine, as returned by ILAENV.
521*
522 minwrk = 1
523 IF( info.EQ.0 .AND. lwork.GE.1 ) THEN
524 minwrk = nmax*( nmax+1 )
525 nb = max( 1, ilaenv( 1, 'CGEQRF', ' ', nmax, nmax, -1, -1 ),
526 $ ilaenv( 1, 'CUNMQR', 'LC', nmax, nmax, nmax, -1 ),
527 $ ilaenv( 1, 'CUNGQR', ' ', nmax, nmax, nmax, -1 ) )
528 maxwrk = max( 2*nmax, nmax*( nb+1 ), nmax*( nmax+1 ) )
529 work( 1 ) = maxwrk
530 END IF
531*
532 IF( lwork.LT.minwrk )
533 $ info = -23
534*
535 IF( info.NE.0 ) THEN
536 CALL xerbla( 'CDRGEV', -info )
537 RETURN
538 END IF
539*
540* Quick return if possible
541*
542 IF( nsizes.EQ.0 .OR. ntypes.EQ.0 )
543 $ RETURN
544*
545 ulp = slamch( 'Precision' )
546 safmin = slamch( 'Safe minimum' )
547 safmin = safmin / ulp
548 safmax = one / safmin
549 CALL slabad( safmin, safmax )
550 ulpinv = one / ulp
551*
552* The values RMAGN(2:3) depend on N, see below.
553*
554 rmagn( 0 ) = zero
555 rmagn( 1 ) = one
556*
557* Loop over sizes, types
558*
559 ntestt = 0
560 nerrs = 0
561 nmats = 0
562*
563 DO 220 jsize = 1, nsizes
564 n = nn( jsize )
565 n1 = max( 1, n )
566 rmagn( 2 ) = safmax*ulp / real( n1 )
567 rmagn( 3 ) = safmin*ulpinv*n1
568*
569 IF( nsizes.NE.1 ) THEN
570 mtypes = min( maxtyp, ntypes )
571 ELSE
572 mtypes = min( maxtyp+1, ntypes )
573 END IF
574*
575 DO 210 jtype = 1, mtypes
576 IF( .NOT.dotype( jtype ) )
577 $ GO TO 210
578 nmats = nmats + 1
579*
580* Save ISEED in case of an error.
581*
582 DO 20 j = 1, 4
583 ioldsd( j ) = iseed( j )
584 20 CONTINUE
585*
586* Generate test matrices A and B
587*
588* Description of control parameters:
589*
590* KCLASS: =1 means w/o rotation, =2 means w/ rotation,
591* =3 means random.
592* KATYPE: the "type" to be passed to CLATM4 for computing A.
593* KAZERO: the pattern of zeros on the diagonal for A:
594* =1: ( xxx ), =2: (0, xxx ) =3: ( 0, 0, xxx, 0 ),
595* =4: ( 0, xxx, 0, 0 ), =5: ( 0, 0, 1, xxx, 0 ),
596* =6: ( 0, 1, 0, xxx, 0 ). (xxx means a string of
597* non-zero entries.)
598* KAMAGN: the magnitude of the matrix: =0: zero, =1: O(1),
599* =2: large, =3: small.
600* LASIGN: .TRUE. if the diagonal elements of A are to be
601* multiplied by a random magnitude 1 number.
602* KBTYPE, KBZERO, KBMAGN, LBSIGN: the same, but for B.
603* KTRIAN: =0: don't fill in the upper triangle, =1: do.
604* KZ1, KZ2, KADD: used to implement KAZERO and KBZERO.
605* RMAGN: used to implement KAMAGN and KBMAGN.
606*
607 IF( mtypes.GT.maxtyp )
608 $ GO TO 100
609 ierr = 0
610 IF( kclass( jtype ).LT.3 ) THEN
611*
612* Generate A (w/o rotation)
613*
614 IF( abs( katype( jtype ) ).EQ.3 ) THEN
615 in = 2*( ( n-1 ) / 2 ) + 1
616 IF( in.NE.n )
617 $ CALL claset( 'Full', n, n, czero, czero, a, lda )
618 ELSE
619 in = n
620 END IF
621 CALL clatm4( katype( jtype ), in, kz1( kazero( jtype ) ),
622 $ kz2( kazero( jtype ) ), lasign( jtype ),
623 $ rmagn( kamagn( jtype ) ), ulp,
624 $ rmagn( ktrian( jtype )*kamagn( jtype ) ), 2,
625 $ iseed, a, lda )
626 iadd = kadd( kazero( jtype ) )
627 IF( iadd.GT.0 .AND. iadd.LE.n )
628 $ a( iadd, iadd ) = rmagn( kamagn( jtype ) )
629*
630* Generate B (w/o rotation)
631*
632 IF( abs( kbtype( jtype ) ).EQ.3 ) THEN
633 in = 2*( ( n-1 ) / 2 ) + 1
634 IF( in.NE.n )
635 $ CALL claset( 'Full', n, n, czero, czero, b, lda )
636 ELSE
637 in = n
638 END IF
639 CALL clatm4( kbtype( jtype ), in, kz1( kbzero( jtype ) ),
640 $ kz2( kbzero( jtype ) ), lbsign( jtype ),
641 $ rmagn( kbmagn( jtype ) ), one,
642 $ rmagn( ktrian( jtype )*kbmagn( jtype ) ), 2,
643 $ iseed, b, lda )
644 iadd = kadd( kbzero( jtype ) )
645 IF( iadd.NE.0 .AND. iadd.LE.n )
646 $ b( iadd, iadd ) = rmagn( kbmagn( jtype ) )
647*
648 IF( kclass( jtype ).EQ.2 .AND. n.GT.0 ) THEN
649*
650* Include rotations
651*
652* Generate Q, Z as Householder transformations times
653* a diagonal matrix.
654*
655 DO 40 jc = 1, n - 1
656 DO 30 jr = jc, n
657 q( jr, jc ) = clarnd( 3, iseed )
658 z( jr, jc ) = clarnd( 3, iseed )
659 30 CONTINUE
660 CALL clarfg( n+1-jc, q( jc, jc ), q( jc+1, jc ), 1,
661 $ work( jc ) )
662 work( 2*n+jc ) = sign( one, real( q( jc, jc ) ) )
663 q( jc, jc ) = cone
664 CALL clarfg( n+1-jc, z( jc, jc ), z( jc+1, jc ), 1,
665 $ work( n+jc ) )
666 work( 3*n+jc ) = sign( one, real( z( jc, jc ) ) )
667 z( jc, jc ) = cone
668 40 CONTINUE
669 ctemp = clarnd( 3, iseed )
670 q( n, n ) = cone
671 work( n ) = czero
672 work( 3*n ) = ctemp / abs( ctemp )
673 ctemp = clarnd( 3, iseed )
674 z( n, n ) = cone
675 work( 2*n ) = czero
676 work( 4*n ) = ctemp / abs( ctemp )
677*
678* Apply the diagonal matrices
679*
680 DO 60 jc = 1, n
681 DO 50 jr = 1, n
682 a( jr, jc ) = work( 2*n+jr )*
683 $ conjg( work( 3*n+jc ) )*
684 $ a( jr, jc )
685 b( jr, jc ) = work( 2*n+jr )*
686 $ conjg( work( 3*n+jc ) )*
687 $ b( jr, jc )
688 50 CONTINUE
689 60 CONTINUE
690 CALL cunm2r( 'L', 'N', n, n, n-1, q, ldq, work, a,
691 $ lda, work( 2*n+1 ), ierr )
692 IF( ierr.NE.0 )
693 $ GO TO 90
694 CALL cunm2r( 'R', 'C', n, n, n-1, z, ldq, work( n+1 ),
695 $ a, lda, work( 2*n+1 ), ierr )
696 IF( ierr.NE.0 )
697 $ GO TO 90
698 CALL cunm2r( 'L', 'N', n, n, n-1, q, ldq, work, b,
699 $ lda, work( 2*n+1 ), ierr )
700 IF( ierr.NE.0 )
701 $ GO TO 90
702 CALL cunm2r( 'R', 'C', n, n, n-1, z, ldq, work( n+1 ),
703 $ b, lda, work( 2*n+1 ), ierr )
704 IF( ierr.NE.0 )
705 $ GO TO 90
706 END IF
707 ELSE
708*
709* Random matrices
710*
711 DO 80 jc = 1, n
712 DO 70 jr = 1, n
713 a( jr, jc ) = rmagn( kamagn( jtype ) )*
714 $ clarnd( 4, iseed )
715 b( jr, jc ) = rmagn( kbmagn( jtype ) )*
716 $ clarnd( 4, iseed )
717 70 CONTINUE
718 80 CONTINUE
719 END IF
720*
721 90 CONTINUE
722*
723 IF( ierr.NE.0 ) THEN
724 WRITE( nounit, fmt = 9999 )'Generator', ierr, n, jtype,
725 $ ioldsd
726 info = abs( ierr )
727 RETURN
728 END IF
729*
730 100 CONTINUE
731*
732 DO 110 i = 1, 7
733 result( i ) = -one
734 110 CONTINUE
735*
736* Call CGGEV to compute eigenvalues and eigenvectors.
737*
738 CALL clacpy( ' ', n, n, a, lda, s, lda )
739 CALL clacpy( ' ', n, n, b, lda, t, lda )
740 CALL cggev( 'V', 'V', n, s, lda, t, lda, alpha, beta, q,
741 $ ldq, z, ldq, work, lwork, rwork, ierr )
742 IF( ierr.NE.0 .AND. ierr.NE.n+1 ) THEN
743 result( 1 ) = ulpinv
744 WRITE( nounit, fmt = 9999 )'CGGEV1', ierr, n, jtype,
745 $ ioldsd
746 info = abs( ierr )
747 GO TO 190
748 END IF
749*
750* Do the tests (1) and (2)
751*
752 CALL cget52( .true., n, a, lda, b, lda, q, ldq, alpha, beta,
753 $ work, rwork, result( 1 ) )
754 IF( result( 2 ).GT.thresh ) THEN
755 WRITE( nounit, fmt = 9998 )'Left', 'CGGEV1',
756 $ result( 2 ), n, jtype, ioldsd
757 END IF
758*
759* Do the tests (3) and (4)
760*
761 CALL cget52( .false., n, a, lda, b, lda, z, ldq, alpha,
762 $ beta, work, rwork, result( 3 ) )
763 IF( result( 4 ).GT.thresh ) THEN
764 WRITE( nounit, fmt = 9998 )'Right', 'CGGEV1',
765 $ result( 4 ), n, jtype, ioldsd
766 END IF
767*
768* Do test (5)
769*
770 CALL clacpy( ' ', n, n, a, lda, s, lda )
771 CALL clacpy( ' ', n, n, b, lda, t, lda )
772 CALL cggev( 'N', 'N', n, s, lda, t, lda, alpha1, beta1, q,
773 $ ldq, z, ldq, work, lwork, rwork, ierr )
774 IF( ierr.NE.0 .AND. ierr.NE.n+1 ) THEN
775 result( 1 ) = ulpinv
776 WRITE( nounit, fmt = 9999 )'CGGEV2', ierr, n, jtype,
777 $ ioldsd
778 info = abs( ierr )
779 GO TO 190
780 END IF
781*
782 DO 120 j = 1, n
783 IF( alpha( j ).NE.alpha1( j ) .OR. beta( j ).NE.
784 $ beta1( j ) )result( 5 ) = ulpinv
785 120 CONTINUE
786*
787* Do test (6): Compute eigenvalues and left eigenvectors,
788* and test them
789*
790 CALL clacpy( ' ', n, n, a, lda, s, lda )
791 CALL clacpy( ' ', n, n, b, lda, t, lda )
792 CALL cggev( 'V', 'N', n, s, lda, t, lda, alpha1, beta1, qe,
793 $ ldqe, z, ldq, work, lwork, rwork, ierr )
794 IF( ierr.NE.0 .AND. ierr.NE.n+1 ) THEN
795 result( 1 ) = ulpinv
796 WRITE( nounit, fmt = 9999 )'CGGEV3', ierr, n, jtype,
797 $ ioldsd
798 info = abs( ierr )
799 GO TO 190
800 END IF
801*
802 DO 130 j = 1, n
803 IF( alpha( j ).NE.alpha1( j ) .OR. beta( j ).NE.
804 $ beta1( j ) )result( 6 ) = ulpinv
805 130 CONTINUE
806*
807 DO 150 j = 1, n
808 DO 140 jc = 1, n
809 IF( q( j, jc ).NE.qe( j, jc ) )
810 $ result( 6 ) = ulpinv
811 140 CONTINUE
812 150 CONTINUE
813*
814* Do test (7): Compute eigenvalues and right eigenvectors,
815* and test them
816*
817 CALL clacpy( ' ', n, n, a, lda, s, lda )
818 CALL clacpy( ' ', n, n, b, lda, t, lda )
819 CALL cggev( 'N', 'V', n, s, lda, t, lda, alpha1, beta1, q,
820 $ ldq, qe, ldqe, work, lwork, rwork, ierr )
821 IF( ierr.NE.0 .AND. ierr.NE.n+1 ) THEN
822 result( 1 ) = ulpinv
823 WRITE( nounit, fmt = 9999 )'CGGEV4', ierr, n, jtype,
824 $ ioldsd
825 info = abs( ierr )
826 GO TO 190
827 END IF
828*
829 DO 160 j = 1, n
830 IF( alpha( j ).NE.alpha1( j ) .OR. beta( j ).NE.
831 $ beta1( j ) )result( 7 ) = ulpinv
832 160 CONTINUE
833*
834 DO 180 j = 1, n
835 DO 170 jc = 1, n
836 IF( z( j, jc ).NE.qe( j, jc ) )
837 $ result( 7 ) = ulpinv
838 170 CONTINUE
839 180 CONTINUE
840*
841* End of Loop -- Check for RESULT(j) > THRESH
842*
843 190 CONTINUE
844*
845 ntestt = ntestt + 7
846*
847* Print out tests which fail.
848*
849 DO 200 jr = 1, 7
850 IF( result( jr ).GE.thresh ) THEN
851*
852* If this is the first test to fail,
853* print a header to the data file.
854*
855 IF( nerrs.EQ.0 ) THEN
856 WRITE( nounit, fmt = 9997 )'CGV'
857*
858* Matrix types
859*
860 WRITE( nounit, fmt = 9996 )
861 WRITE( nounit, fmt = 9995 )
862 WRITE( nounit, fmt = 9994 )'Orthogonal'
863*
864* Tests performed
865*
866 WRITE( nounit, fmt = 9993 )
867*
868 END IF
869 nerrs = nerrs + 1
870 IF( result( jr ).LT.10000.0 ) THEN
871 WRITE( nounit, fmt = 9992 )n, jtype, ioldsd, jr,
872 $ result( jr )
873 ELSE
874 WRITE( nounit, fmt = 9991 )n, jtype, ioldsd, jr,
875 $ result( jr )
876 END IF
877 END IF
878 200 CONTINUE
879*
880 210 CONTINUE
881 220 CONTINUE
882*
883* Summary
884*
885 CALL alasvm( 'CGV', nounit, nerrs, ntestt, 0 )
886*
887 work( 1 ) = maxwrk
888*
889 RETURN
890*
891 9999 FORMAT( ' CDRGEV: ', a, ' returned INFO=', i6, '.', / 3x, 'N=',
892 $ i6, ', JTYPE=', i6, ', ISEED=(', 3( i5, ',' ), i5, ')' )
893*
894 9998 FORMAT( ' CDRGEV: ', a, ' Eigenvectors from ', a, ' incorrectly ',
895 $ 'normalized.', / ' Bits of error=', 0p, g10.3, ',', 3x,
896 $ 'N=', i4, ', JTYPE=', i3, ', ISEED=(', 3( i4, ',' ), i5,
897 $ ')' )
898*
899 9997 FORMAT( / 1x, a3, ' -- Complex Generalized eigenvalue problem ',
900 $ 'driver' )
901*
902 9996 FORMAT( ' Matrix types (see CDRGEV for details): ' )
903*
904 9995 FORMAT( ' Special Matrices:', 23x,
905 $ '(J''=transposed Jordan block)',
906 $ / ' 1=(0,0) 2=(I,0) 3=(0,I) 4=(I,I) 5=(J'',J'') ',
907 $ '6=(diag(J'',I), diag(I,J''))', / ' Diagonal Matrices: ( ',
908 $ 'D=diag(0,1,2,...) )', / ' 7=(D,I) 9=(large*D, small*I',
909 $ ') 11=(large*I, small*D) 13=(large*D, large*I)', /
910 $ ' 8=(I,D) 10=(small*D, large*I) 12=(small*I, large*D) ',
911 $ ' 14=(small*D, small*I)', / ' 15=(D, reversed D)' )
912 9994 FORMAT( ' Matrices Rotated by Random ', a, ' Matrices U, V:',
913 $ / ' 16=Transposed Jordan Blocks 19=geometric ',
914 $ 'alpha, beta=0,1', / ' 17=arithm. alpha&beta ',
915 $ ' 20=arithmetic alpha, beta=0,1', / ' 18=clustered ',
916 $ 'alpha, beta=0,1 21=random alpha, beta=0,1',
917 $ / ' Large & Small Matrices:', / ' 22=(large, small) ',
918 $ '23=(small,large) 24=(small,small) 25=(large,large)',
919 $ / ' 26=random O(1) matrices.' )
920*
921 9993 FORMAT( / ' Tests performed: ',
922 $ / ' 1 = max | ( b A - a B )''*l | / const.,',
923 $ / ' 2 = | |VR(i)| - 1 | / ulp,',
924 $ / ' 3 = max | ( b A - a B )*r | / const.',
925 $ / ' 4 = | |VL(i)| - 1 | / ulp,',
926 $ / ' 5 = 0 if W same no matter if r or l computed,',
927 $ / ' 6 = 0 if l same no matter if l computed,',
928 $ / ' 7 = 0 if r same no matter if r computed,', / 1x )
929 9992 FORMAT( ' Matrix order=', i5, ', type=', i2, ', seed=',
930 $ 4( i4, ',' ), ' result ', i2, ' is', 0p, f8.2 )
931 9991 FORMAT( ' Matrix order=', i5, ', type=', i2, ', seed=',
932 $ 4( i4, ',' ), ' result ', i2, ' is', 1p, e10.3 )
933*
934* End of CDRGEV
935*
936 END
subroutine slabad(small, large)
SLABAD
Definition slabad.f:74
subroutine xerbla(srname, info)
XERBLA
Definition xerbla.f:60
subroutine alasvm(type, nout, nfail, nrun, nerrs)
ALASVM
Definition alasvm.f:73
subroutine cggev(jobvl, jobvr, n, a, lda, b, ldb, alpha, beta, vl, ldvl, vr, ldvr, work, lwork, rwork, info)
CGGEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices
Definition cggev.f:217
subroutine clarfg(n, alpha, x, incx, tau)
CLARFG generates an elementary reflector (Householder matrix).
Definition clarfg.f:106
subroutine clacpy(uplo, m, n, a, lda, b, ldb)
CLACPY copies all or part of one two-dimensional array to another.
Definition clacpy.f:103
subroutine claset(uplo, m, n, alpha, beta, a, lda)
CLASET initializes the off-diagonal elements and the diagonal elements of a matrix to given values.
Definition claset.f:106
subroutine cunm2r(side, trans, m, n, k, a, lda, tau, c, ldc, work, info)
CUNM2R multiplies a general matrix by the unitary matrix from a QR factorization determined by cgeqrf...
Definition cunm2r.f:159
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)
CDRGEV
Definition cdrgev.f:399
subroutine clatm4(itype, n, nz1, nz2, rsign, amagn, rcond, triang, idist, iseed, a, lda)
CLATM4
Definition clatm4.f:171
subroutine cget52(left, n, a, lda, b, ldb, e, lde, alpha, beta, work, rwork, result)
CGET52
Definition cget52.f:161
complex function clarnd(idist, iseed)
CLARND
Definition clarnd.f:75
#define min(a, b)
Definition macros.h:20
#define max(a, b)
Definition macros.h:21