zdrgev3.f - Man Page

subroutine zdrgev3 (nsizes, nn, ntypes, dotype, iseed, thresh, nounit, a, lda, b, s, t, q, ldq, z, qe, ldqe, alpha, beta, alpha1, beta1, work, lwork, rwork, result, info)
ZDRGEV3

ZDRGEV3

Purpose:

 ZDRGEV3 checks the nonsymmetric generalized eigenvalue problem driver
 routine ZGGEV3.

 ZGGEV3 computes for a pair of n-by-n nonsymmetric matrices (A,B) the
 generalized eigenvalues and, optionally, the left and right
 eigenvectors.

 A generalized eigenvalue for a pair of matrices (A,B) is a scalar w
 or a ratio  alpha/beta = w, such that A - w*B is singular.  It is
 usually represented as the pair (alpha,beta), as there is reasonable
 interpretation for beta=0, and even for both being zero.

 A right generalized eigenvector corresponding to a generalized
 eigenvalue  w  for a pair of matrices (A,B) is a vector r  such that
 (A - wB) * r = 0.  A left generalized eigenvector is a vector l such
 that l**H * (A - wB) = 0, where l**H is the conjugate-transpose of l.

 When ZDRGEV3 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, a pair of matrices (A, B) will be generated
 and used for testing.  For each matrix pair, the following tests
 will be performed and compared with the threshold THRESH.

 Results from ZGGEV3:

 (1)  max over all left eigenvalue/-vector pairs (alpha/beta,l) of

      | VL**H * (beta A - alpha B) |/( ulp max(|beta A|, |alpha B|) )

      where VL**H is the conjugate-transpose of VL.

 (2)  | |VL(i)| - 1 | / ulp and whether largest component real

      VL(i) denotes the i-th column of VL.

 (3)  max over all left eigenvalue/-vector pairs (alpha/beta,r) of

      | (beta A - alpha B) * VR | / ( ulp max(|beta A|, |alpha B|) )

 (4)  | |VR(i)| - 1 | / ulp and whether largest component real

      VR(i) denotes the i-th column of VR.

 (5)  W(full) = W(partial)
      W(full) denotes the eigenvalues computed when both l and r
      are also computed, and W(partial) denotes the eigenvalues
      computed when only W, only W and r, or only W and l are
      computed.

 (6)  VL(full) = VL(partial)
      VL(full) denotes the left eigenvectors computed when both l
      and r are computed, and VL(partial) denotes the result
      when only l is computed.

 (7)  VR(full) = VR(partial)
      VR(full) denotes the right eigenvectors computed when both l
      and r are also computed, and VR(partial) denotes the result
      when only l is computed.


 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 diag( 0, 1,..., N-1 ) (a diagonal
                       matrix with those diagonal entries.)
 (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 is diag( 0, 0, 1, ..., N-3, 0 ) and
                        D2 is diag( 0, N-3, N-4,..., 1, 0, 0 )
           t   t
 (16) Q ( J , J ) Z     where Q and Z are random orthogonal matrices.

 (17) Q ( T1, T2 ) Z    where T1 and T2 are upper triangular matrices
                        with random O(1) entries above the diagonal
                        and diagonal entries diag(T1) =
                        ( 0, 0, 1, ..., N-3, 0 ) and diag(T2) =
                        ( 0, N-3, N-4,..., 1, 0, 0 )

 (18) Q ( T1, T2 ) Z    diag(T1) = ( 0, 0, 1, 1, s, ..., s, 0 )
                        diag(T2) = ( 0, 1, 0, 1,..., 1, 0 )
                        s = machine precision.

 (19) Q ( T1, T2 ) Z    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) Q ( T1, T2 ) Z    diag(T1)=( 0, 0, 1, 1, a, ..., a   =s, 0 )
                        diag(T2) = ( 0, 1, 0, 1, ..., 1, 0, 0 )

 (21) Q ( T1, T2 ) Z    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) Q ( big*T1, small*T2 ) Z    diag(T1) = ( 0, 0, 1, ..., N-3, 0 )
                                  diag(T2) = ( 0, 1, ..., 1, 0, 0 )

 (23) Q ( small*T1, big*T2 ) Z    diag(T1) = ( 0, 0, 1, ..., N-3, 0 )
                                  diag(T2) = ( 0, 1, ..., 1, 0, 0 )

 (24) Q ( small*T1, small*T2 ) Z  diag(T1) = ( 0, 0, 1, ..., N-3, 0 )
                                  diag(T2) = ( 0, 1, ..., 1, 0, 0 )

 (25) Q ( big*T1, big*T2 ) Z      diag(T1) = ( 0, 0, 1, ..., N-3, 0 )
                                  diag(T2) = ( 0, 1, ..., 1, 0, 0 )

 (26) Q ( T1, T2 ) Z     where T1 and T2 are random upper-triangular
                         matrices.

Parameters

NSIZES

          NSIZES is INTEGER
          The number of sizes of matrices to use.  If it is zero,
          ZDRGEV3 does nothing.  NSIZES >= 0.

NN

          NN is INTEGER array, dimension (NSIZES)
          An array containing the sizes to be used for the matrices.
          Zero values will be skipped.  NN >= 0.

NTYPES

          NTYPES is INTEGER
          The number of elements in DOTYPE.   If it is zero, ZDRGEV3
          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

          DOTYPE is 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

          ISEED is 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 ZDRGES to continue the same random number
          sequence.

THRESH

          THRESH is DOUBLE PRECISION
          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.

NOUNIT

          NOUNIT is INTEGER
          The FORTRAN unit number for printing out error messages
          (e.g., if a routine returns IERR not equal to 0.)

A

          A is COMPLEX*16 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

          LDA is INTEGER
          The leading dimension of A, B, S, and T.
          It must be at least 1 and at least max( NN ).

B

          B is COMPLEX*16 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.

S

          S is COMPLEX*16 array, dimension (LDA, max(NN))
          The Schur form matrix computed from A by ZGGEV3.  On exit, S
          contains the Schur form matrix corresponding to the matrix
          in A.

T

          T is COMPLEX*16 array, dimension (LDA, max(NN))
          The upper triangular matrix computed from B by ZGGEV3.

Q

          Q is COMPLEX*16 array, dimension (LDQ, max(NN))
          The (left) eigenvectors matrix computed by ZGGEV3.

LDQ

          LDQ is INTEGER
          The leading dimension of Q and Z. It must
          be at least 1 and at least max( NN ).

Z

          Z is COMPLEX*16 array, dimension( LDQ, max(NN) )
          The (right) orthogonal matrix computed by ZGGEV3.

QE

          QE is COMPLEX*16 array, dimension( LDQ, max(NN) )
          QE holds the computed right or left eigenvectors.

LDQE

          LDQE is INTEGER
          The leading dimension of QE. LDQE >= max(1,max(NN)).

ALPHA

          ALPHA is COMPLEX*16 array, dimension (max(NN))

BETA

          BETA is COMPLEX*16 array, dimension (max(NN))

          The generalized eigenvalues of (A,B) computed by ZGGEV3.
          ( ALPHAR(k)+ALPHAI(k)*i ) / BETA(k) is the k-th
          generalized eigenvalue of A and B.

ALPHA1

          ALPHA1 is COMPLEX*16 array, dimension (max(NN))

BETA1

          BETA1 is COMPLEX*16 array, dimension (max(NN))

          Like ALPHAR, ALPHAI, BETA, these arrays contain the
          eigenvalues of A and B, but those computed when ZGGEV3 only
          computes a partial eigendecomposition, i.e. not the
          eigenvalues and left and right eigenvectors.

WORK

          WORK is COMPLEX*16 array, dimension (LWORK)

LWORK

          LWORK is INTEGER
          The number of entries in WORK.  LWORK >= N*(N+1)

RWORK

          RWORK is DOUBLE PRECISION array, dimension (8*N)
          Real workspace.

RESULT

          RESULT is DOUBLE PRECISION array, dimension (2)
          The values computed by the tests described above.
          The values are currently limited to 1/ulp, to avoid overflow.

INFO

          INFO is 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.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 395 of file zdrgev3.f.