dget22.f - Man Page

subroutine dget22 (transa, transe, transw, n, a, lda, e, lde, wr, wi, work, result)
DGET22

DGET22

Purpose:

 DGET22 does an eigenvector check.

 The basic test is:

    RESULT(1) = | A E  -  E W | / ( |A| |E| ulp )

 using the 1-norm.  It also tests the normalization of E:

    RESULT(2) = max | m-norm(E(j)) - 1 | / ( n ulp )
                 j

 where E(j) is the j-th eigenvector, and m-norm is the max-norm of a
 vector.  If an eigenvector is complex, as determined from WI(j)
 nonzero, then the max-norm of the vector ( er + i*ei ) is the maximum
 of
    |er(1)| + |ei(1)|, ... , |er(n)| + |ei(n)|

 W is a block diagonal matrix, with a 1 by 1 block for each real
 eigenvalue and a 2 by 2 block for each complex conjugate pair.
 If eigenvalues j and j+1 are a complex conjugate pair, so that
 WR(j) = WR(j+1) = wr and WI(j) = - WI(j+1) = wi, then the 2 by 2
 block corresponding to the pair will be:

    (  wr  wi  )
    ( -wi  wr  )

 Such a block multiplying an n by 2 matrix ( ur ui ) on the right
 will be the same as multiplying  ur + i*ui  by  wr + i*wi.

 To handle various schemes for storage of left eigenvectors, there are
 options to use A-transpose instead of A, E-transpose instead of E,
 and/or W-transpose instead of W.

Parameters

TRANSA

          TRANSA is CHARACTER*1
          Specifies whether or not A is transposed.
          = 'N':  No transpose
          = 'T':  Transpose
          = 'C':  Conjugate transpose (= Transpose)

TRANSE

          TRANSE is CHARACTER*1
          Specifies whether or not E is transposed.
          = 'N':  No transpose, eigenvectors are in columns of E
          = 'T':  Transpose, eigenvectors are in rows of E
          = 'C':  Conjugate transpose (= Transpose)

TRANSW

          TRANSW is CHARACTER*1
          Specifies whether or not W is transposed.
          = 'N':  No transpose
          = 'T':  Transpose, use -WI(j) instead of WI(j)
          = 'C':  Conjugate transpose, use -WI(j) instead of WI(j)

N

          N is INTEGER
          The order of the matrix A.  N >= 0.

A

          A is DOUBLE PRECISION array, dimension (LDA,N)
          The matrix whose eigenvectors are in E.

LDA

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).

E

          E is DOUBLE PRECISION array, dimension (LDE,N)
          The matrix of eigenvectors. If TRANSE = 'N', the eigenvectors
          are stored in the columns of E, if TRANSE = 'T' or 'C', the
          eigenvectors are stored in the rows of E.

LDE

          LDE is INTEGER
          The leading dimension of the array E.  LDE >= max(1,N).

WR

          WR is DOUBLE PRECISION array, dimension (N)

WI

          WI is DOUBLE PRECISION array, dimension (N)

          The real and imaginary parts of the eigenvalues of A.
          Purely real eigenvalues are indicated by WI(j) = 0.
          Complex conjugate pairs are indicated by WR(j)=WR(j+1) and
          WI(j) = - WI(j+1) non-zero; the real part is assumed to be
          stored in the j-th row/column and the imaginary part in
          the (j+1)-th row/column.

WORK

          WORK is DOUBLE PRECISION array, dimension (N*(N+1))

RESULT

          RESULT is DOUBLE PRECISION array, dimension (2)
          RESULT(1) = | A E  -  E W | / ( |A| |E| ulp )
          RESULT(2) = max | m-norm(E(j)) - 1 | / ( n ulp )
                       j

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 166 of file dget22.f.