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lapack/TESTING/EIG/cchkgg.f
T

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FortranFixed

SUBROUTINE CCHKGG( NSIZES, NN, NTYPES, DOTYPE, ISEED, THRESH,
$ TSTDIF, THRSHN, NOUNIT, A, LDA, B, H, T, S1,
$ S2, P1, P2, U, LDU, V, Q, Z, ALPHA1, BETA1,
$ ALPHA3, BETA3, EVECTL, EVECTR, WORK, LWORK,
$ RWORK, LLWORK, RESULT, INFO )
*
* -- LAPACK test routine (version 3.1) --
* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
* November 2006
*
* .. Scalar Arguments ..
LOGICAL TSTDIF
INTEGER INFO, LDA, LDU, LWORK, NOUNIT, NSIZES, NTYPES
REAL THRESH, THRSHN
* ..
* .. Array Arguments ..
LOGICAL DOTYPE( * ), LLWORK( * )
INTEGER ISEED( 4 ), NN( * )
REAL RESULT( 15 ), RWORK( * )
COMPLEX A( LDA, * ), ALPHA1( * ), ALPHA3( * ),
$ B( LDA, * ), BETA1( * ), BETA3( * ),
$ EVECTL( LDU, * ), EVECTR( LDU, * ),
$ H( LDA, * ), P1( LDA, * ), P2( LDA, * ),
$ Q( LDU, * ), S1( LDA, * ), S2( LDA, * ),
$ T( LDA, * ), U( LDU, * ), V( LDU, * ),
$ WORK( * ), Z( LDU, * )
* ..
*
* Purpose
* =======
*
* CCHKGG checks the nonsymmetric generalized eigenvalue problem
* routines.
* H H H
* CGGHRD factors A and B as U H V and U T V , where means conjugate
* transpose, H is hessenberg, T is triangular and U and V are unitary.
*
* H H
* CHGEQZ factors H and T as Q S Z and Q P Z , where P and S are upper
* triangular and Q and Z are unitary. 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
*
* CTGEVC computes the matrix L of left eigenvectors and the matrix R
* of right eigenvectors for the matrix pair ( S, P ). In the
* description below, l and r are left and right eigenvectors
* corresponding to the generalized eigenvalues (alpha,beta).
*
* When CCHKGG 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, 13
* tests will be performed. The first twelve "test ratios" should be
* small -- O(1). They will be compared with the threshhold THRESH:
*
* H
* (1) | A - U H V | / ( |A| n ulp )
*
* H
* (2) | B - U T V | / ( |B| n ulp )
*
* H
* (3) | I - UU | / ( n ulp )
*
* H
* (4) | I - VV | / ( n ulp )
*
* H
* (5) | H - Q S Z | / ( |H| n ulp )
*
* H
* (6) | T - Q P Z | / ( |T| n ulp )
*
* H
* (7) | I - QQ | / ( n ulp )
*
* H
* (8) | I - ZZ | / ( n ulp )
*
* (9) max over all left eigenvalue/-vector pairs (beta/alpha,l) of
* H
* | (beta A - alpha B) l | / ( ulp max( |beta A|, |alpha B| ) )
*
* (10) max over all left eigenvalue/-vector pairs (beta/alpha,l') of
* H
* | (beta H - alpha T) l' | / ( ulp max( |beta H|, |alpha T| ) )
*
* where the eigenvectors l' are the result of passing Q to
* STGEVC and back transforming (JOB='B').
*
* (11) max over all right eigenvalue/-vector pairs (beta/alpha,r) of
*
* | (beta A - alpha B) r | / ( ulp max( |beta A|, |alpha B| ) )
*
* (12) max over all right eigenvalue/-vector pairs (beta/alpha,r') of
*
* | (beta H - alpha T) r' | / ( ulp max( |beta H|, |alpha T| ) )
*
* where the eigenvectors r' are the result of passing Z to
* STGEVC and back transforming (JOB='B').
*
* The last three test ratios will usually be small, but there is no
* mathematical requirement that they be so. They are therefore
* compared with THRESH only if TSTDIF is .TRUE.
*
* (13) | S(Q,Z computed) - S(Q,Z not computed) | / ( |S| ulp )
*
* (14) | P(Q,Z computed) - P(Q,Z not computed) | / ( |P| ulp )
*
* (15) max( |alpha(Q,Z computed) - alpha(Q,Z not computed)|/|S| ,
* |beta(Q,Z computed) - beta(Q,Z not computed)|/|P| ) / ulp
*
* In addition, the normalization of L and R are checked, and compared
* with the threshhold THRSHN.
*
* 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 P*D1, P is a random unitary diagonal
* matrix (i.e., with random magnitude 1 entries
* on the diagonal), and D1=diag( 0, 1,..., N-1 )
* (i.e., a diagonal matrix with D1(1,1)=0,
* D1(2,2)=1, ..., D1(N,N)=N-1.)
* (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=P*diag( 0, 0, 1, ..., N-3, 0 ) and
* D2=Q*diag( 0, N-3, N-4,..., 1, 0, 0 ), and
* P and Q are random unitary diagonal matrices.
* t t
* (16) U ( J , J ) V where U and V are random unitary matrices.
*
* (17) U ( T1, T2 ) V where T1 and T2 are upper triangular matrices
* with random O(1) entries above the diagonal
* and diagonal entries diag(T1) =
* P*( 0, 0, 1, ..., N-3, 0 ) and diag(T2) =
* Q*( 0, N-3, N-4,..., 1, 0, 0 )
*
* (18) U ( T1, T2 ) V diag(T1) = ( 0, 0, 1, 1, s, ..., s, 0 )
* diag(T2) = ( 0, 1, 0, 1,..., 1, 0 )
* s = machine precision.
*
* (19) U ( T1, T2 ) V 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) U ( T1, T2 ) V diag(T1)=( 0, 0, 1, 1, a, ..., a =s, 0 )
* diag(T2) = ( 0, 1, 0, 1, ..., 1, 0, 0 )
*
* (21) U ( T1, T2 ) V 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) U ( big*T1, small*T2 ) V diag(T1) = P*( 0, 0, 1, ..., N-3, 0 )
* diag(T2) = ( 0, 1, ..., 1, 0, 0 )
*
* (23) U ( small*T1, big*T2 ) V diag(T1) = P*( 0, 0, 1, ..., N-3, 0 )
* diag(T2) = ( 0, 1, ..., 1, 0, 0 )
*
* (24) U ( small*T1, small*T2 ) V diag(T1) = P*( 0, 0, 1, ..., N-3, 0 )
* diag(T2) = ( 0, 1, ..., 1, 0, 0 )
*
* (25) U ( big*T1, big*T2 ) V diag(T1) = P*( 0, 0, 1, ..., N-3, 0 )
* diag(T2) = ( 0, 1, ..., 1, 0, 0 )
*
* (26) U ( T1, T2 ) V 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,
* CCHKGG 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, CCHKGG
* 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 CCHKGG 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.
*
* TSTDIF (input) LOGICAL
* Specifies whether test ratios 13-15 will be computed and
* compared with THRESH.
* = .FALSE.: Only test ratios 1-12 will be computed and tested.
* Ratios 13-15 will be set to zero.
* = .TRUE.: All the test ratios 1-15 will be computed and
* tested.
*
* THRSHN (input) REAL
* 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) 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, H, T, S1, P1, S2, and P2.
* 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.
*
* H (workspace) COMPLEX array, dimension (LDA, max(NN))
* The upper Hessenberg matrix computed from A by CGGHRD.
*
* T (workspace) COMPLEX array, dimension (LDA, max(NN))
* The upper triangular matrix computed from B by CGGHRD.
*
* S1 (workspace) COMPLEX array, dimension (LDA, max(NN))
* The Schur (upper triangular) matrix computed from H by CHGEQZ
* when Q and Z are also computed.
*
* S2 (workspace) COMPLEX array, dimension (LDA, max(NN))
* The Schur (upper triangular) matrix computed from H by CHGEQZ
* when Q and Z are not computed.
*
* P1 (workspace) COMPLEX array, dimension (LDA, max(NN))
* The upper triangular matrix computed from T by CHGEQZ
* when Q and Z are also computed.
*
* P2 (workspace) COMPLEX array, dimension (LDA, max(NN))
* The upper triangular matrix computed from T by CHGEQZ
* when Q and Z are not computed.
*
* U (workspace) COMPLEX array, dimension (LDU, max(NN))
* The (left) unitary matrix computed by CGGHRD.
*
* LDU (input) INTEGER
* The leading dimension of U, V, Q, Z, EVECTL, and EVECTR. It
* must be at least 1 and at least max( NN ).
*
* V (workspace) COMPLEX array, dimension (LDU, max(NN))
* The (right) unitary matrix computed by CGGHRD.
*
* Q (workspace) COMPLEX array, dimension (LDU, max(NN))
* The (left) unitary matrix computed by CHGEQZ.
*
* Z (workspace) COMPLEX array, dimension (LDU, max(NN))
* The (left) unitary matrix computed by CHGEQZ.
*
* ALPHA1 (workspace) COMPLEX array, dimension (max(NN))
* BETA1 (workspace) COMPLEX array, dimension (max(NN))
* The generalized eigenvalues of (A,B) computed by CHGEQZ
* when Q, Z, and the full Schur matrices are computed.
*
* ALPHA3 (workspace) COMPLEX array, dimension (max(NN))
* BETA3 (workspace) COMPLEX array, dimension (max(NN))
* The generalized eigenvalues of (A,B) computed by CHGEQZ
* when neither Q, Z, nor the Schur matrices are computed.
*
* EVECTL (workspace) COMPLEX array, dimension (LDU, max(NN))
* The (lower triangular) left eigenvector matrix for the
* matrices in S1 and P1.
*
* EVECTR (workspace) COMPLEX array, dimension (LDU, max(NN))
* The (upper triangular) right eigenvector matrix for the
* matrices in S1 and P1.
*
* WORK (workspace) COMPLEX array, dimension (LWORK)
*
* LWORK (input) INTEGER
* The number of entries in WORK. This must be at least
* max( 4*N, 2 * N**2, 1 ), for all N=NN(j).
*
* RWORK (workspace) REAL array, dimension (2*max(NN))
*
* LLWORK (workspace) LOGICAL array, dimension (max(NN))
*
* RESULT (output) REAL 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 ..
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 I1, IADD, IINFO, IN, J, JC, JR, JSIZE, JTYPE,
$ LWKOPT, MTYPES, N, N1, NERRS, NMATS, NMAX,
$ NTEST, NTESTT
REAL ANORM, BNORM, SAFMAX, SAFMIN, TEMP1, TEMP2,
$ 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 DUMMA( 4 ), RMAGN( 0: 3 )
COMPLEX CDUMMA( 4 )
* ..
* .. External Functions ..
REAL CLANGE, SLAMCH
COMPLEX CLARND
EXTERNAL CLANGE, SLAMCH, CLARND
* ..
* .. External Subroutines ..
EXTERNAL CGEQR2, CGET51, CGET52, CGGHRD, CHGEQZ, CLACPY,
$ CLARFG, CLASET, CLATM4, CTGEVC, CUNM2R, SLABAD,
$ SLASUM, 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
*
LWKOPT = MAX( 2*NMAX*NMAX, 4*NMAX, 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( LDU.LE.1 .OR. LDU.LT.NMAX ) THEN
INFO = -19
ELSE IF( LWKOPT.GT.LWORK ) THEN
INFO = -30
END IF
*
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'CCHKGG', -INFO )
RETURN
END IF
*
* Quick return if possible
*
IF( NSIZES.EQ.0 .OR. NTYPES.EQ.0 )
$ RETURN
*
SAFMIN = SLAMCH( 'Safe minimum' )
ULP = SLAMCH( 'Epsilon' )*SLAMCH( 'Base' )
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 240 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 230 JTYPE = 1, MTYPES
IF( .NOT.DOTYPE( JTYPE ) )
$ GO TO 230
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:
*
* 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 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 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 ) ), 4,
$ 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 ) ), 4,
$ ISEED, B, LDA )
IADD = KADD( KBZERO( JTYPE ) )
IF( IADD.NE.0 )
$ B( IADD, IADD ) = RMAGN( KBMAGN( JTYPE ) )
*
IF( KCLASS( JTYPE ).EQ.2 .AND. N.GT.0 ) THEN
*
* Include rotations
*
* Generate U, V as Householder transformations times a
* diagonal matrix. (Note that CLARFG makes U(j,j) and
* V(j,j) real.)
*
DO 50 JC = 1, N - 1
DO 40 JR = JC, N
U( JR, JC ) = CLARND( 3, ISEED )
V( JR, JC ) = CLARND( 3, ISEED )
40 CONTINUE
CALL CLARFG( N+1-JC, U( JC, JC ), U( JC+1, JC ), 1,
$ WORK( JC ) )
WORK( 2*N+JC ) = SIGN( ONE, REAL( U( JC, JC ) ) )
U( JC, JC ) = CONE
CALL CLARFG( N+1-JC, V( JC, JC ), V( JC+1, JC ), 1,
$ WORK( N+JC ) )
WORK( 3*N+JC ) = SIGN( ONE, REAL( V( JC, JC ) ) )
V( JC, JC ) = CONE
50 CONTINUE
CTEMP = CLARND( 3, ISEED )
U( N, N ) = CONE
WORK( N ) = CZERO
WORK( 3*N ) = CTEMP / ABS( CTEMP )
CTEMP = CLARND( 3, ISEED )
V( N, N ) = CONE
WORK( 2*N ) = CZERO
WORK( 4*N ) = CTEMP / ABS( CTEMP )
*
* Apply the diagonal matrices
*
DO 70 JC = 1, N
DO 60 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 )
60 CONTINUE
70 CONTINUE
CALL CUNM2R( 'L', 'N', N, N, N-1, U, LDU, WORK, A,
$ LDA, WORK( 2*N+1 ), IINFO )
IF( IINFO.NE.0 )
$ GO TO 100
CALL CUNM2R( 'R', 'C', N, N, N-1, V, LDU, WORK( N+1 ),
$ A, LDA, WORK( 2*N+1 ), IINFO )
IF( IINFO.NE.0 )
$ GO TO 100
CALL CUNM2R( 'L', 'N', N, N, N-1, U, LDU, WORK, B,
$ LDA, WORK( 2*N+1 ), IINFO )
IF( IINFO.NE.0 )
$ GO TO 100
CALL CUNM2R( 'R', 'C', N, N, N-1, V, LDU, 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 ) )*
$ CLARND( 4, ISEED )
B( JR, JC ) = RMAGN( KBMAGN( JTYPE ) )*
$ CLARND( 4, ISEED )
80 CONTINUE
90 CONTINUE
END IF
*
ANORM = CLANGE( '1', N, N, A, LDA, RWORK )
BNORM = CLANGE( '1', N, N, B, LDA, RWORK )
*
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 CGEQR2, CUNM2R, and CGGHRD to compute H, T, U, and V
*
CALL CLACPY( ' ', N, N, A, LDA, H, LDA )
CALL CLACPY( ' ', N, N, B, LDA, T, LDA )
NTEST = 1
RESULT( 1 ) = ULPINV
*
CALL CGEQR2( N, N, T, LDA, WORK, WORK( N+1 ), IINFO )
IF( IINFO.NE.0 ) THEN
WRITE( NOUNIT, FMT = 9999 )'CGEQR2', IINFO, N, JTYPE,
$ IOLDSD
INFO = ABS( IINFO )
GO TO 210
END IF
*
CALL CUNM2R( 'L', 'C', N, N, N, T, LDA, WORK, H, LDA,
$ WORK( N+1 ), IINFO )
IF( IINFO.NE.0 ) THEN
WRITE( NOUNIT, FMT = 9999 )'CUNM2R', IINFO, N, JTYPE,
$ IOLDSD
INFO = ABS( IINFO )
GO TO 210
END IF
*
CALL CLASET( 'Full', N, N, CZERO, CONE, U, LDU )
CALL CUNM2R( 'R', 'N', N, N, N, T, LDA, WORK, U, LDU,
$ WORK( N+1 ), IINFO )
IF( IINFO.NE.0 ) THEN
WRITE( NOUNIT, FMT = 9999 )'CUNM2R', IINFO, N, JTYPE,
$ IOLDSD
INFO = ABS( IINFO )
GO TO 210
END IF
*
CALL CGGHRD( 'V', 'I', N, 1, N, H, LDA, T, LDA, U, LDU, V,
$ LDU, IINFO )
IF( IINFO.NE.0 ) THEN
WRITE( NOUNIT, FMT = 9999 )'CGGHRD', IINFO, N, JTYPE,
$ IOLDSD
INFO = ABS( IINFO )
GO TO 210
END IF
NTEST = 4
*
* Do tests 1--4
*
CALL CGET51( 1, N, A, LDA, H, LDA, U, LDU, V, LDU, WORK,
$ RWORK, RESULT( 1 ) )
CALL CGET51( 1, N, B, LDA, T, LDA, U, LDU, V, LDU, WORK,
$ RWORK, RESULT( 2 ) )
CALL CGET51( 3, N, B, LDA, T, LDA, U, LDU, U, LDU, WORK,
$ RWORK, RESULT( 3 ) )
CALL CGET51( 3, N, B, LDA, T, LDA, V, LDU, V, LDU, WORK,
$ RWORK, RESULT( 4 ) )
*
* Call CHGEQZ to compute S1, P1, S2, P2, Q, and Z, do tests.
*
* Compute T1 and UZ
*
* Eigenvalues only
*
CALL CLACPY( ' ', N, N, H, LDA, S2, LDA )
CALL CLACPY( ' ', N, N, T, LDA, P2, LDA )
NTEST = 5
RESULT( 5 ) = ULPINV
*
CALL CHGEQZ( 'E', 'N', 'N', N, 1, N, S2, LDA, P2, LDA,
$ ALPHA3, BETA3, Q, LDU, Z, LDU, WORK, LWORK,
$ RWORK, IINFO )
IF( IINFO.NE.0 ) THEN
WRITE( NOUNIT, FMT = 9999 )'CHGEQZ(E)', IINFO, N, JTYPE,
$ IOLDSD
INFO = ABS( IINFO )
GO TO 210
END IF
*
* Eigenvalues and Full Schur Form
*
CALL CLACPY( ' ', N, N, H, LDA, S2, LDA )
CALL CLACPY( ' ', N, N, T, LDA, P2, LDA )
*
CALL CHGEQZ( 'S', 'N', 'N', N, 1, N, S2, LDA, P2, LDA,
$ ALPHA1, BETA1, Q, LDU, Z, LDU, WORK, LWORK,
$ RWORK, IINFO )
IF( IINFO.NE.0 ) THEN
WRITE( NOUNIT, FMT = 9999 )'CHGEQZ(S)', IINFO, N, JTYPE,
$ IOLDSD
INFO = ABS( IINFO )
GO TO 210
END IF
*
* Eigenvalues, Schur Form, and Schur Vectors
*
CALL CLACPY( ' ', N, N, H, LDA, S1, LDA )
CALL CLACPY( ' ', N, N, T, LDA, P1, LDA )
*
CALL CHGEQZ( 'S', 'I', 'I', N, 1, N, S1, LDA, P1, LDA,
$ ALPHA1, BETA1, Q, LDU, Z, LDU, WORK, LWORK,
$ RWORK, IINFO )
IF( IINFO.NE.0 ) THEN
WRITE( NOUNIT, FMT = 9999 )'CHGEQZ(V)', IINFO, N, JTYPE,
$ IOLDSD
INFO = ABS( IINFO )
GO TO 210
END IF
*
NTEST = 8
*
* Do Tests 5--8
*
CALL CGET51( 1, N, H, LDA, S1, LDA, Q, LDU, Z, LDU, WORK,
$ RWORK, RESULT( 5 ) )
CALL CGET51( 1, N, T, LDA, P1, LDA, Q, LDU, Z, LDU, WORK,
$ RWORK, RESULT( 6 ) )
CALL CGET51( 3, N, T, LDA, P1, LDA, Q, LDU, Q, LDU, WORK,
$ RWORK, RESULT( 7 ) )
CALL CGET51( 3, N, T, LDA, P1, LDA, Z, LDU, Z, LDU, WORK,
$ RWORK, RESULT( 8 ) )
*
* Compute the Left and Right Eigenvectors of (S1,P1)
*
* 9: Compute the left eigenvector Matrix without
* back transforming:
*
NTEST = 9
RESULT( 9 ) = ULPINV
*
* To test "SELECT" option, compute half of the eigenvectors
* in one call, and half in another
*
I1 = N / 2
DO 120 J = 1, I1
LLWORK( J ) = .TRUE.
120 CONTINUE
DO 130 J = I1 + 1, N
LLWORK( J ) = .FALSE.
130 CONTINUE
*
CALL CTGEVC( 'L', 'S', LLWORK, N, S1, LDA, P1, LDA, EVECTL,
$ LDU, CDUMMA, LDU, N, IN, WORK, RWORK, IINFO )
IF( IINFO.NE.0 ) THEN
WRITE( NOUNIT, FMT = 9999 )'CTGEVC(L,S1)', IINFO, N,
$ JTYPE, IOLDSD
INFO = ABS( IINFO )
GO TO 210
END IF
*
I1 = IN
DO 140 J = 1, I1
LLWORK( J ) = .FALSE.
140 CONTINUE
DO 150 J = I1 + 1, N
LLWORK( J ) = .TRUE.
150 CONTINUE
*
CALL CTGEVC( 'L', 'S', LLWORK, N, S1, LDA, P1, LDA,
$ EVECTL( 1, I1+1 ), LDU, CDUMMA, LDU, N, IN,
$ WORK, RWORK, IINFO )
IF( IINFO.NE.0 ) THEN
WRITE( NOUNIT, FMT = 9999 )'CTGEVC(L,S2)', IINFO, N,
$ JTYPE, IOLDSD
INFO = ABS( IINFO )
GO TO 210
END IF
*
CALL CGET52( .TRUE., N, S1, LDA, P1, LDA, EVECTL, LDU,
$ ALPHA1, BETA1, WORK, RWORK, DUMMA( 1 ) )
RESULT( 9 ) = DUMMA( 1 )
IF( DUMMA( 2 ).GT.THRSHN ) THEN
WRITE( NOUNIT, FMT = 9998 )'Left', 'CTGEVC(HOWMNY=S)',
$ DUMMA( 2 ), N, JTYPE, IOLDSD
END IF
*
* 10: Compute the left eigenvector Matrix with
* back transforming:
*
NTEST = 10
RESULT( 10 ) = ULPINV
CALL CLACPY( 'F', N, N, Q, LDU, EVECTL, LDU )
CALL CTGEVC( 'L', 'B', LLWORK, N, S1, LDA, P1, LDA, EVECTL,
$ LDU, CDUMMA, LDU, N, IN, WORK, RWORK, IINFO )
IF( IINFO.NE.0 ) THEN
WRITE( NOUNIT, FMT = 9999 )'CTGEVC(L,B)', IINFO, N,
$ JTYPE, IOLDSD
INFO = ABS( IINFO )
GO TO 210
END IF
*
CALL CGET52( .TRUE., N, H, LDA, T, LDA, EVECTL, LDU, ALPHA1,
$ BETA1, WORK, RWORK, DUMMA( 1 ) )
RESULT( 10 ) = DUMMA( 1 )
IF( DUMMA( 2 ).GT.THRSHN ) THEN
WRITE( NOUNIT, FMT = 9998 )'Left', 'CTGEVC(HOWMNY=B)',
$ DUMMA( 2 ), N, JTYPE, IOLDSD
END IF
*
* 11: Compute the right eigenvector Matrix without
* back transforming:
*
NTEST = 11
RESULT( 11 ) = ULPINV
*
* To test "SELECT" option, compute half of the eigenvectors
* in one call, and half in another
*
I1 = N / 2
DO 160 J = 1, I1
LLWORK( J ) = .TRUE.
160 CONTINUE
DO 170 J = I1 + 1, N
LLWORK( J ) = .FALSE.
170 CONTINUE
*
CALL CTGEVC( 'R', 'S', LLWORK, N, S1, LDA, P1, LDA, CDUMMA,
$ LDU, EVECTR, LDU, N, IN, WORK, RWORK, IINFO )
IF( IINFO.NE.0 ) THEN
WRITE( NOUNIT, FMT = 9999 )'CTGEVC(R,S1)', IINFO, N,
$ JTYPE, IOLDSD
INFO = ABS( IINFO )
GO TO 210
END IF
*
I1 = IN
DO 180 J = 1, I1
LLWORK( J ) = .FALSE.
180 CONTINUE
DO 190 J = I1 + 1, N
LLWORK( J ) = .TRUE.
190 CONTINUE
*
CALL CTGEVC( 'R', 'S', LLWORK, N, S1, LDA, P1, LDA, CDUMMA,
$ LDU, EVECTR( 1, I1+1 ), LDU, N, IN, WORK,
$ RWORK, IINFO )
IF( IINFO.NE.0 ) THEN
WRITE( NOUNIT, FMT = 9999 )'CTGEVC(R,S2)', IINFO, N,
$ JTYPE, IOLDSD
INFO = ABS( IINFO )
GO TO 210
END IF
*
CALL CGET52( .FALSE., N, S1, LDA, P1, LDA, EVECTR, LDU,
$ ALPHA1, BETA1, WORK, RWORK, DUMMA( 1 ) )
RESULT( 11 ) = DUMMA( 1 )
IF( DUMMA( 2 ).GT.THRESH ) THEN
WRITE( NOUNIT, FMT = 9998 )'Right', 'CTGEVC(HOWMNY=S)',
$ DUMMA( 2 ), N, JTYPE, IOLDSD
END IF
*
* 12: Compute the right eigenvector Matrix with
* back transforming:
*
NTEST = 12
RESULT( 12 ) = ULPINV
CALL CLACPY( 'F', N, N, Z, LDU, EVECTR, LDU )
CALL CTGEVC( 'R', 'B', LLWORK, N, S1, LDA, P1, LDA, CDUMMA,
$ LDU, EVECTR, LDU, N, IN, WORK, RWORK, IINFO )
IF( IINFO.NE.0 ) THEN
WRITE( NOUNIT, FMT = 9999 )'CTGEVC(R,B)', IINFO, N,
$ JTYPE, IOLDSD
INFO = ABS( IINFO )
GO TO 210
END IF
*
CALL CGET52( .FALSE., N, H, LDA, T, LDA, EVECTR, LDU,
$ ALPHA1, BETA1, WORK, RWORK, DUMMA( 1 ) )
RESULT( 12 ) = DUMMA( 1 )
IF( DUMMA( 2 ).GT.THRESH ) THEN
WRITE( NOUNIT, FMT = 9998 )'Right', 'CTGEVC(HOWMNY=B)',
$ DUMMA( 2 ), N, JTYPE, IOLDSD
END IF
*
* Tests 13--15 are done only on request
*
IF( TSTDIF ) THEN
*
* Do Tests 13--14
*
CALL CGET51( 2, N, S1, LDA, S2, LDA, Q, LDU, Z, LDU,
$ WORK, RWORK, RESULT( 13 ) )
CALL CGET51( 2, N, P1, LDA, P2, LDA, Q, LDU, Z, LDU,
$ WORK, RWORK, RESULT( 14 ) )
*
* Do Test 15
*
TEMP1 = ZERO
TEMP2 = ZERO
DO 200 J = 1, N
TEMP1 = MAX( TEMP1, ABS( ALPHA1( J )-ALPHA3( J ) ) )
TEMP2 = MAX( TEMP2, ABS( BETA1( J )-BETA3( J ) ) )
200 CONTINUE
*
TEMP1 = TEMP1 / MAX( SAFMIN, ULP*MAX( TEMP1, ANORM ) )
TEMP2 = TEMP2 / MAX( SAFMIN, ULP*MAX( TEMP2, BNORM ) )
RESULT( 15 ) = MAX( TEMP1, TEMP2 )
NTEST = 15
ELSE
RESULT( 13 ) = ZERO
RESULT( 14 ) = ZERO
RESULT( 15 ) = ZERO
NTEST = 12
END IF
*
* End of Loop -- Check for RESULT(j) > THRESH
*
210 CONTINUE
*
NTESTT = NTESTT + NTEST
*
* Print out tests which fail.
*
DO 220 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 = 9997 )'CGG'
*
* Matrix types
*
WRITE( NOUNIT, FMT = 9996 )
WRITE( NOUNIT, FMT = 9995 )
WRITE( NOUNIT, FMT = 9994 )'Unitary'
*
* Tests performed
*
WRITE( NOUNIT, FMT = 9993 )'unitary', '*',
$ 'conjugate transpose', ( '*', J = 1, 10 )
*
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
220 CONTINUE
*
230 CONTINUE
240 CONTINUE
*
* Summary
*
CALL SLASUM( 'CGG', NOUNIT, NERRS, NTESTT )
RETURN
*
9999 FORMAT( ' CCHKGG: ', A, ' returned INFO=', I6, '.', / 9X, 'N=',
$ I6, ', JTYPE=', I6, ', ISEED=(', 3( I5, ',' ), I5, ')' )
*
9998 FORMAT( ' CCHKGG: ', A, ' Eigenvectors from ', A, ' incorrectly ',
$ 'normalized.', / ' Bits of error=', 0P, G10.3, ',', 9X,
$ 'N=', I6, ', JTYPE=', I6, ', ISEED=(', 3( I5, ',' ), I5,
$ ')' )
*
9997 FORMAT( 1X, A3, ' -- Complex Generalized eigenvalue problem' )
*
9996 FORMAT( ' Matrix types (see CCHKGG 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: (H is Hessenberg, S is Schur, B, ',
$ 'T, P are triangular,', / 20X, 'U, V, Q, and Z are ', A,
$ ', l and r are the', / 20X,
$ 'appropriate left and right eigenvectors, resp., a is',
$ / 20X, 'alpha, b is beta, and ', A, ' means ', A, '.)',
$ / ' 1 = | A - U H V', A,
$ ' | / ( |A| n ulp ) 2 = | B - U T V', A,
$ ' | / ( |B| n ulp )', / ' 3 = | I - UU', A,
$ ' | / ( n ulp ) 4 = | I - VV', A,
$ ' | / ( n ulp )', / ' 5 = | H - Q S Z', A,
$ ' | / ( |H| n ulp )', 6X, '6 = | T - Q P Z', A,
$ ' | / ( |T| n ulp )', / ' 7 = | I - QQ', A,
$ ' | / ( n ulp ) 8 = | I - ZZ', A,
$ ' | / ( n ulp )', / ' 9 = max | ( b S - a P )', A,
$ ' l | / const. 10 = max | ( b H - a T )', A,
$ ' l | / const.', /
$ ' 11= max | ( b S - a P ) r | / const. 12 = max | ( b H',
$ ' - a T ) r | / const.', / 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 CCHKGG
*
END