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242 lines
6.3 KiB
242 lines
6.3 KiB
*> \brief \b DSGT01
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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 DSGT01( ITYPE, UPLO, N, M, A, LDA, B, LDB, Z, LDZ, D,
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* WORK, RESULT )
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*
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* .. Scalar Arguments ..
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* CHARACTER UPLO
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* INTEGER ITYPE, LDA, LDB, LDZ, M, N
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* ..
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* .. Array Arguments ..
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* DOUBLE PRECISION A( LDA, * ), B( LDB, * ), D( * ), RESULT( * ),
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* $ WORK( * ), Z( LDZ, * )
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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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*> DDGT01 checks a decomposition of the form
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*>
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*> A Z = B Z D or
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*> A B Z = Z D or
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*> B A Z = Z D
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*>
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*> where A is a symmetric matrix, B is
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*> symmetric positive definite, Z is orthogonal, and D is diagonal.
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*>
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*> One of the following test ratios is computed:
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*>
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*> ITYPE = 1: RESULT(1) = | A Z - B Z D | / ( |A| |Z| n ulp )
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*>
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*> ITYPE = 2: RESULT(1) = | A B Z - Z D | / ( |A| |Z| n ulp )
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*>
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*> ITYPE = 3: RESULT(1) = | B A Z - Z D | / ( |A| |Z| n ulp )
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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] ITYPE
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*> \verbatim
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*> ITYPE is INTEGER
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*> The form of the symmetric generalized eigenproblem.
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*> = 1: A*z = (lambda)*B*z
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*> = 2: A*B*z = (lambda)*z
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*> = 3: B*A*z = (lambda)*z
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*> \endverbatim
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*>
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*> \param[in] UPLO
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*> \verbatim
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*> UPLO is CHARACTER*1
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*> Specifies whether the upper or lower triangular part of the
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*> symmetric matrices A and B is stored.
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*> = 'U': Upper triangular
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*> = 'L': Lower triangular
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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 order of the matrix A. N >= 0.
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*> \endverbatim
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*>
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*> \param[in] M
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*> \verbatim
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*> M is INTEGER
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*> The number of eigenvalues found. 0 <= M <= N.
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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 original symmetric 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 the array A. LDA >= max(1,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 original symmetric positive definite 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 the array B. LDB >= max(1,N).
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*> \endverbatim
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*>
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*> \param[in] Z
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*> \verbatim
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*> Z is DOUBLE PRECISION array, dimension (LDZ, M)
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*> The computed eigenvectors of the generalized eigenproblem.
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*> \endverbatim
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*>
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*> \param[in] LDZ
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*> \verbatim
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*> LDZ is INTEGER
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*> The leading dimension of the array Z. LDZ >= max(1,N).
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*> \endverbatim
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*>
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*> \param[in] D
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*> \verbatim
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*> D is DOUBLE PRECISION array, dimension (M)
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*> The computed eigenvalues of the generalized eigenproblem.
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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*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 (1)
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*> The test ratio as described above.
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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 DSGT01( ITYPE, UPLO, N, M, A, LDA, B, LDB, Z, LDZ, D,
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$ 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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CHARACTER UPLO
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INTEGER ITYPE, LDA, LDB, LDZ, M, N
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* ..
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* .. Array Arguments ..
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DOUBLE PRECISION A( LDA, * ), B( LDB, * ), D( * ), RESULT( * ),
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$ WORK( * ), Z( LDZ, * )
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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
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PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
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* ..
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* .. Local Scalars ..
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INTEGER I
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DOUBLE PRECISION ANORM, ULP
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* ..
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* .. External Functions ..
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DOUBLE PRECISION DLAMCH, DLANGE, DLANSY
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EXTERNAL DLAMCH, DLANGE, DLANSY
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* ..
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* .. External Subroutines ..
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EXTERNAL DSCAL, DSYMM
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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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IF( N.LE.0 )
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$ RETURN
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*
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ULP = DLAMCH( 'Epsilon' )
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*
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* Compute product of 1-norms of A and Z.
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*
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ANORM = DLANSY( '1', UPLO, N, A, LDA, WORK )*
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$ DLANGE( '1', N, M, Z, LDZ, WORK )
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IF( ANORM.EQ.ZERO )
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$ ANORM = ONE
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*
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IF( ITYPE.EQ.1 ) THEN
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*
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* Norm of AZ - BZD
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*
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CALL DSYMM( 'Left', UPLO, N, M, ONE, A, LDA, Z, LDZ, ZERO,
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$ WORK, N )
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DO 10 I = 1, M
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CALL DSCAL( N, D( I ), Z( 1, I ), 1 )
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10 CONTINUE
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CALL DSYMM( 'Left', UPLO, N, M, ONE, B, LDB, Z, LDZ, -ONE,
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$ WORK, N )
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*
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RESULT( 1 ) = ( DLANGE( '1', N, M, WORK, N, WORK ) / ANORM ) /
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$ ( N*ULP )
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*
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ELSE IF( ITYPE.EQ.2 ) THEN
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*
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* Norm of ABZ - ZD
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*
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CALL DSYMM( 'Left', UPLO, N, M, ONE, B, LDB, Z, LDZ, ZERO,
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$ WORK, N )
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DO 20 I = 1, M
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CALL DSCAL( N, D( I ), Z( 1, I ), 1 )
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20 CONTINUE
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CALL DSYMM( 'Left', UPLO, N, M, ONE, A, LDA, WORK, N, -ONE, Z,
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$ LDZ )
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*
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RESULT( 1 ) = ( DLANGE( '1', N, M, Z, LDZ, WORK ) / ANORM ) /
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$ ( N*ULP )
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*
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ELSE IF( ITYPE.EQ.3 ) THEN
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*
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* Norm of BAZ - ZD
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*
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CALL DSYMM( 'Left', UPLO, N, M, ONE, A, LDA, Z, LDZ, ZERO,
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$ WORK, N )
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DO 30 I = 1, M
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CALL DSCAL( N, D( I ), Z( 1, I ), 1 )
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30 CONTINUE
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CALL DSYMM( 'Left', UPLO, N, M, ONE, B, LDB, WORK, N, -ONE, Z,
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$ LDZ )
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*
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RESULT( 1 ) = ( DLANGE( '1', N, M, Z, LDZ, WORK ) / ANORM ) /
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$ ( N*ULP )
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END IF
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*
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RETURN
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*
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* End of DSGT01
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*
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END
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