dsgt01.f - Man Page

subroutine dsgt01 (itype, uplo, n, m, a, lda, b, ldb, z, ldz, d, work, result)
DSGT01

DSGT01

Purpose:

 DDGT01 checks a decomposition of the form

    A Z   =  B Z D or
    A B Z =  Z D or
    B A Z =  Z D

 where A is a symmetric matrix, B is
 symmetric positive definite, Z is orthogonal, and D is diagonal.

 One of the following test ratios is computed:

 ITYPE = 1:  RESULT(1) = | A Z - B Z D | / ( |A| |Z| n ulp )

 ITYPE = 2:  RESULT(1) = | A B Z - Z D | / ( |A| |Z| n ulp )

 ITYPE = 3:  RESULT(1) = | B A Z - Z D | / ( |A| |Z| n ulp )

Parameters

ITYPE

          ITYPE is INTEGER
          The form of the symmetric generalized eigenproblem.
          = 1:  A*z = (lambda)*B*z
          = 2:  A*B*z = (lambda)*z
          = 3:  B*A*z = (lambda)*z

UPLO

          UPLO is CHARACTER*1
          Specifies whether the upper or lower triangular part of the
          symmetric matrices A and B is stored.
          = 'U':  Upper triangular
          = 'L':  Lower triangular

N

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

M

          M is INTEGER
          The number of eigenvalues found.  0 <= M <= N.

A

          A is DOUBLE PRECISION array, dimension (LDA, N)
          The original symmetric matrix A.

LDA

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

B

          B is DOUBLE PRECISION array, dimension (LDB, N)
          The original symmetric positive definite matrix B.

LDB

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

Z

          Z is DOUBLE PRECISION array, dimension (LDZ, M)
          The computed eigenvectors of the generalized eigenproblem.

LDZ

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

D

          D is DOUBLE PRECISION array, dimension (M)
          The computed eigenvalues of the generalized eigenproblem.

WORK

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

RESULT

          RESULT is DOUBLE PRECISION array, dimension (1)
          The test ratio as described above.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 144 of file dsgt01.f.