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380 lines
12 KiB
380 lines
12 KiB
*> \brief \b DGET52
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*
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* =========== DOCUMENTATION ===========
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*
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* Online html documentation available at
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* http://www.netlib.org/lapack/explore-html/
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*
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* Definition:
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* ===========
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*
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* SUBROUTINE DGET52( LEFT, N, A, LDA, B, LDB, E, LDE, ALPHAR,
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* ALPHAI, BETA, WORK, RESULT )
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*
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* .. Scalar Arguments ..
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* LOGICAL LEFT
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* INTEGER LDA, LDB, LDE, N
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* ..
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* .. Array Arguments ..
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* DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
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* $ B( LDB, * ), BETA( * ), E( LDE, * ),
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* $ RESULT( 2 ), WORK( * )
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* ..
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*
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*
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*> \par Purpose:
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* =============
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*>
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*> \verbatim
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*>
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*> DGET52 does an eigenvector check for the generalized eigenvalue
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*> problem.
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*>
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*> The basic test for right eigenvectors is:
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*>
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*> | b(j) A E(j) - a(j) B E(j) |
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*> RESULT(1) = max -------------------------------
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*> j n ulp max( |b(j) A|, |a(j) B| )
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*>
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*> using the 1-norm. Here, a(j)/b(j) = w is the j-th generalized
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*> eigenvalue of A - w B, or, equivalently, b(j)/a(j) = m is the j-th
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*> generalized eigenvalue of m A - B.
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*>
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*> For real eigenvalues, the test is straightforward. For complex
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*> eigenvalues, E(j) and a(j) are complex, represented by
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*> Er(j) + i*Ei(j) and ar(j) + i*ai(j), resp., so the test for that
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*> eigenvector becomes
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*>
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*> max( |Wr|, |Wi| )
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*> --------------------------------------------
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*> n ulp max( |b(j) A|, (|ar(j)|+|ai(j)|) |B| )
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*>
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*> where
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*>
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*> Wr = b(j) A Er(j) - ar(j) B Er(j) + ai(j) B Ei(j)
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*>
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*> Wi = b(j) A Ei(j) - ai(j) B Er(j) - ar(j) B Ei(j)
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*>
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*> T T _
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*> For left eigenvectors, A , B , a, and b are used.
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*>
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*> DGET52 also tests the normalization of E. Each eigenvector is
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*> supposed to be normalized so that the maximum "absolute value"
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*> of its elements is 1, where in this case, "absolute value"
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*> of a complex value x is |Re(x)| + |Im(x)| ; let us call this
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*> maximum "absolute value" norm of a vector v M(v).
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*> if a(j)=b(j)=0, then the eigenvector is set to be the jth coordinate
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*> vector. The normalization test is:
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*>
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*> RESULT(2) = max | M(v(j)) - 1 | / ( n ulp )
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*> eigenvectors v(j)
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*> \endverbatim
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*
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* Arguments:
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* ==========
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*
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*> \param[in] LEFT
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*> \verbatim
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*> LEFT is LOGICAL
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*> =.TRUE.: The eigenvectors in the columns of E are assumed
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*> to be *left* eigenvectors.
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*> =.FALSE.: The eigenvectors in the columns of E are assumed
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*> to be *right* eigenvectors.
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*> \endverbatim
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*>
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*> \param[in] N
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*> \verbatim
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*> N is INTEGER
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*> The size of the matrices. If it is zero, DGET52 does
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*> nothing. It must be at least zero.
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*> \endverbatim
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*>
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*> \param[in] A
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*> \verbatim
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*> A is DOUBLE PRECISION array, dimension (LDA, N)
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*> The matrix A.
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*> \endverbatim
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*>
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*> \param[in] LDA
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*> \verbatim
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*> LDA is INTEGER
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*> The leading dimension of A. It must be at least 1
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*> and at least N.
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*> \endverbatim
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*>
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*> \param[in] B
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*> \verbatim
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*> B is DOUBLE PRECISION array, dimension (LDB, N)
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*> The matrix B.
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*> \endverbatim
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*>
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*> \param[in] LDB
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*> \verbatim
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*> LDB is INTEGER
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*> The leading dimension of B. It must be at least 1
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*> and at least N.
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*> \endverbatim
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*>
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*> \param[in] E
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*> \verbatim
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*> E is DOUBLE PRECISION array, dimension (LDE, N)
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*> The matrix of eigenvectors. It must be O( 1 ). Complex
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*> eigenvalues and eigenvectors always come in pairs, the
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*> eigenvalue and its conjugate being stored in adjacent
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*> elements of ALPHAR, ALPHAI, and BETA. Thus, if a(j)/b(j)
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*> and a(j+1)/b(j+1) are a complex conjugate pair of
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*> generalized eigenvalues, then E(,j) contains the real part
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*> of the eigenvector and E(,j+1) contains the imaginary part.
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*> Note that whether E(,j) is a real eigenvector or part of a
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*> complex one is specified by whether ALPHAI(j) is zero or not.
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*> \endverbatim
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*>
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*> \param[in] LDE
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*> \verbatim
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*> LDE is INTEGER
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*> The leading dimension of E. It must be at least 1 and at
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*> least N.
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*> \endverbatim
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*>
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*> \param[in] ALPHAR
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*> \verbatim
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*> ALPHAR is DOUBLE PRECISION array, dimension (N)
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*> The real parts of the values a(j) as described above, which,
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*> along with b(j), define the generalized eigenvalues.
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*> Complex eigenvalues always come in complex conjugate pairs
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*> a(j)/b(j) and a(j+1)/b(j+1), which are stored in adjacent
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*> elements in ALPHAR, ALPHAI, and BETA. Thus, if the j-th
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*> and (j+1)-st eigenvalues form a pair, ALPHAR(j+1)/BETA(j+1)
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*> is assumed to be equal to ALPHAR(j)/BETA(j).
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*> \endverbatim
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*>
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*> \param[in] ALPHAI
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*> \verbatim
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*> ALPHAI is DOUBLE PRECISION array, dimension (N)
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*> The imaginary parts of the values a(j) as described above,
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*> which, along with b(j), define the generalized eigenvalues.
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*> If ALPHAI(j)=0, then the eigenvalue is real, otherwise it
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*> is part of a complex conjugate pair. Complex eigenvalues
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*> always come in complex conjugate pairs a(j)/b(j) and
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*> a(j+1)/b(j+1), which are stored in adjacent elements in
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*> ALPHAR, ALPHAI, and BETA. Thus, if the j-th and (j+1)-st
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*> eigenvalues form a pair, ALPHAI(j+1)/BETA(j+1) is assumed to
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*> be equal to -ALPHAI(j)/BETA(j). Also, nonzero values in
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*> ALPHAI are assumed to always come in adjacent pairs.
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*> \endverbatim
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*>
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*> \param[in] BETA
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*> \verbatim
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*> BETA is DOUBLE PRECISION array, dimension (N)
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*> The values b(j) as described above, which, along with a(j),
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*> define the generalized eigenvalues.
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*> \endverbatim
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*>
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*> \param[out] WORK
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*> \verbatim
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*> WORK is DOUBLE PRECISION array, dimension (N**2+N)
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*> \endverbatim
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*>
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*> \param[out] RESULT
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*> \verbatim
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*> RESULT is DOUBLE PRECISION array, dimension (2)
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*> The values computed by the test described above. If A E or
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*> B E is likely to overflow, then RESULT(1:2) is set to
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*> 10 / ulp.
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*> \endverbatim
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*
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* Authors:
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* ========
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*
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*> \author Univ. of Tennessee
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*> \author Univ. of California Berkeley
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*> \author Univ. of Colorado Denver
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*> \author NAG Ltd.
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*
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*> \ingroup double_eig
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*
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* =====================================================================
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SUBROUTINE DGET52( LEFT, N, A, LDA, B, LDB, E, LDE, ALPHAR,
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$ ALPHAI, BETA, WORK, RESULT )
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*
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* -- LAPACK test routine --
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* -- LAPACK is a software package provided by Univ. of Tennessee, --
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* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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*
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* .. Scalar Arguments ..
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LOGICAL LEFT
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INTEGER LDA, LDB, LDE, N
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* ..
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* .. Array Arguments ..
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DOUBLE PRECISION A( LDA, * ), ALPHAI( * ), ALPHAR( * ),
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$ B( LDB, * ), BETA( * ), E( LDE, * ),
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$ RESULT( 2 ), WORK( * )
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* ..
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*
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* =====================================================================
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*
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* .. Parameters ..
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DOUBLE PRECISION ZERO, ONE, TEN
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PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0, TEN = 10.0D0 )
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* ..
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* .. Local Scalars ..
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LOGICAL ILCPLX
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CHARACTER NORMAB, TRANS
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INTEGER J, JVEC
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DOUBLE PRECISION ABMAX, ACOEF, ALFMAX, ANORM, BCOEFI, BCOEFR,
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$ BETMAX, BNORM, ENORM, ENRMER, ERRNRM, SAFMAX,
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$ SAFMIN, SALFI, SALFR, SBETA, SCALE, TEMP1, ULP
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* ..
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* .. External Functions ..
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DOUBLE PRECISION DLAMCH, DLANGE
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EXTERNAL DLAMCH, DLANGE
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* ..
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* .. External Subroutines ..
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EXTERNAL DGEMV
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC ABS, DBLE, MAX
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* ..
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* .. Executable Statements ..
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*
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RESULT( 1 ) = ZERO
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RESULT( 2 ) = ZERO
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IF( N.LE.0 )
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$ RETURN
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*
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SAFMIN = DLAMCH( 'Safe minimum' )
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SAFMAX = ONE / SAFMIN
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ULP = DLAMCH( 'Epsilon' )*DLAMCH( 'Base' )
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*
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IF( LEFT ) THEN
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TRANS = 'T'
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NORMAB = 'I'
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ELSE
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TRANS = 'N'
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NORMAB = 'O'
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END IF
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*
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* Norm of A, B, and E:
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*
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ANORM = MAX( DLANGE( NORMAB, N, N, A, LDA, WORK ), SAFMIN )
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BNORM = MAX( DLANGE( NORMAB, N, N, B, LDB, WORK ), SAFMIN )
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ENORM = MAX( DLANGE( 'O', N, N, E, LDE, WORK ), ULP )
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ALFMAX = SAFMAX / MAX( ONE, BNORM )
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BETMAX = SAFMAX / MAX( ONE, ANORM )
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*
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* Compute error matrix.
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* Column i = ( b(i) A - a(i) B ) E(i) / max( |a(i) B|, |b(i) A| )
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*
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ILCPLX = .FALSE.
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DO 10 JVEC = 1, N
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IF( ILCPLX ) THEN
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*
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* 2nd Eigenvalue/-vector of pair -- do nothing
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*
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ILCPLX = .FALSE.
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ELSE
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SALFR = ALPHAR( JVEC )
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SALFI = ALPHAI( JVEC )
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SBETA = BETA( JVEC )
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IF( SALFI.EQ.ZERO ) THEN
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*
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* Real eigenvalue and -vector
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*
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ABMAX = MAX( ABS( SALFR ), ABS( SBETA ) )
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IF( ABS( SALFR ).GT.ALFMAX .OR. ABS( SBETA ).GT.
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$ BETMAX .OR. ABMAX.LT.ONE ) THEN
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SCALE = ONE / MAX( ABMAX, SAFMIN )
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SALFR = SCALE*SALFR
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SBETA = SCALE*SBETA
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END IF
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SCALE = ONE / MAX( ABS( SALFR )*BNORM,
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$ ABS( SBETA )*ANORM, SAFMIN )
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ACOEF = SCALE*SBETA
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BCOEFR = SCALE*SALFR
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CALL DGEMV( TRANS, N, N, ACOEF, A, LDA, E( 1, JVEC ), 1,
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$ ZERO, WORK( N*( JVEC-1 )+1 ), 1 )
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CALL DGEMV( TRANS, N, N, -BCOEFR, B, LDA, E( 1, JVEC ),
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$ 1, ONE, WORK( N*( JVEC-1 )+1 ), 1 )
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ELSE
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*
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* Complex conjugate pair
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*
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ILCPLX = .TRUE.
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IF( JVEC.EQ.N ) THEN
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RESULT( 1 ) = TEN / ULP
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RETURN
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END IF
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ABMAX = MAX( ABS( SALFR )+ABS( SALFI ), ABS( SBETA ) )
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IF( ABS( SALFR )+ABS( SALFI ).GT.ALFMAX .OR.
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$ ABS( SBETA ).GT.BETMAX .OR. ABMAX.LT.ONE ) THEN
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SCALE = ONE / MAX( ABMAX, SAFMIN )
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SALFR = SCALE*SALFR
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SALFI = SCALE*SALFI
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SBETA = SCALE*SBETA
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END IF
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SCALE = ONE / MAX( ( ABS( SALFR )+ABS( SALFI ) )*BNORM,
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$ ABS( SBETA )*ANORM, SAFMIN )
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ACOEF = SCALE*SBETA
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BCOEFR = SCALE*SALFR
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BCOEFI = SCALE*SALFI
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IF( LEFT ) THEN
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BCOEFI = -BCOEFI
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END IF
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*
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CALL DGEMV( TRANS, N, N, ACOEF, A, LDA, E( 1, JVEC ), 1,
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$ ZERO, WORK( N*( JVEC-1 )+1 ), 1 )
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CALL DGEMV( TRANS, N, N, -BCOEFR, B, LDA, E( 1, JVEC ),
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$ 1, ONE, WORK( N*( JVEC-1 )+1 ), 1 )
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CALL DGEMV( TRANS, N, N, BCOEFI, B, LDA, E( 1, JVEC+1 ),
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$ 1, ONE, WORK( N*( JVEC-1 )+1 ), 1 )
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*
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CALL DGEMV( TRANS, N, N, ACOEF, A, LDA, E( 1, JVEC+1 ),
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$ 1, ZERO, WORK( N*JVEC+1 ), 1 )
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CALL DGEMV( TRANS, N, N, -BCOEFI, B, LDA, E( 1, JVEC ),
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$ 1, ONE, WORK( N*JVEC+1 ), 1 )
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CALL DGEMV( TRANS, N, N, -BCOEFR, B, LDA, E( 1, JVEC+1 ),
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$ 1, ONE, WORK( N*JVEC+1 ), 1 )
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END IF
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END IF
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10 CONTINUE
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*
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ERRNRM = DLANGE( 'One', N, N, WORK, N, WORK( N**2+1 ) ) / ENORM
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*
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* Compute RESULT(1)
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*
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RESULT( 1 ) = ERRNRM / ULP
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*
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* Normalization of E:
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*
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ENRMER = ZERO
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ILCPLX = .FALSE.
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DO 40 JVEC = 1, N
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IF( ILCPLX ) THEN
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ILCPLX = .FALSE.
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ELSE
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TEMP1 = ZERO
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IF( ALPHAI( JVEC ).EQ.ZERO ) THEN
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DO 20 J = 1, N
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TEMP1 = MAX( TEMP1, ABS( E( J, JVEC ) ) )
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20 CONTINUE
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ENRMER = MAX( ENRMER, ABS( TEMP1-ONE ) )
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ELSE
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ILCPLX = .TRUE.
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DO 30 J = 1, N
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TEMP1 = MAX( TEMP1, ABS( E( J, JVEC ) )+
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$ ABS( E( J, JVEC+1 ) ) )
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30 CONTINUE
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ENRMER = MAX( ENRMER, ABS( TEMP1-ONE ) )
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END IF
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END IF
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40 CONTINUE
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*
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* Compute RESULT(2) : the normalization error in E.
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*
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RESULT( 2 ) = ENRMER / ( DBLE( N )*ULP )
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*
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RETURN
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*
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* End of DGET52
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*
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END
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