TESTING/EIG/dchkhs.f(3)

NAME
TESTING/EIG/dchkhs.f

SYNOPSIS

  Functions/Subroutines
subroutine dchkhs (nsizes, nn, ntypes, dotype, iseed, thresh, nounit, a, lda, h, t1, t2, u, ldu, z, uz, wr1, wi1, wr2, wi2, wr3, wi3, evectl, evectr, evecty, evectx, uu, tau, work, nwork, iwork, select, result, info)
DCHKHS

Function/Subroutine Documentation

  subroutine dchkhs (integer nsizes, integer, dimension( * ) nn, integer ntypes, logical, dimension( * ) dotype, integer, dimension( 4 ) iseed, double precision thresh, integer nounit, double precision, dimension( lda, * ) a, integer lda, double precision, dimension( lda, * ) h, double precision, dimension( lda, * ) t1, double precision, dimension( lda, * ) t2, double precision, dimension( ldu, * ) u, integer ldu, double precision, dimension( ldu, * ) z, double precision, dimension( ldu, * ) uz, double precision, dimension( * ) wr1, double precision, dimension( * ) wi1, double precision, dimension( * ) wr2, double precision, dimension( * ) wi2, double precision, dimension( * ) wr3, double precision, dimension( * ) wi3, double precision, dimension( ldu, * ) evectl, double precision, dimension( ldu, * ) evectr, double precision, dimension( ldu, * ) evecty, double precision, dimension( ldu, * ) evectx, double precision, dimension( ldu, * ) uu, double precision, dimension( * ) tau, double precision, dimension( * ) work, integer nwork, integer, dimension( * ) iwork, logical, dimension( * ) select, double precision, dimension( 16 ) result, integer info)

DCHKHS

Purpose:

    !>
    !>    DCHKHS  checks the nonsymmetric eigenvalue problem routines.
    !>
    !>            DGEHRD factors A as  U H U' , where ' means transpose,
    !>            H is hessenberg, and U is an orthogonal matrix.
    !>
    !>            DORGHR generates the orthogonal matrix U.
    !>
    !>            DORMHR multiplies a matrix by the orthogonal matrix U.
    !>
    !>            DHSEQR factors H as  Z T Z' , where Z is orthogonal and
    !>            T is , and the eigenvalue vector W.
    !>
    !>            DTREVC computes the left and right eigenvector matrices
    !>            L and R for T. L is lower quasi-triangular, and R is
    !>            upper quasi-triangular.
    !>
    !>            DHSEIN computes the left and right eigenvector matrices
    !>            Y and X for H, using inverse iteration.
    !>
    !>            DTREVC3 computes left and right eigenvector matrices
    !>            from a Schur matrix T and backtransforms them with Z
    !>            to eigenvector matrices L and R for A. L and R are
    !>            GE matrices.
    !>
    !>    When DCHKHS is called, a number of matrix  () and a
    !>    number of matrix  are specified.  For each size ()
    !>    and each type of matrix, one matrix will be generated and used
    !>    to test the nonsymmetric eigenroutines.  For each matrix, 16
    !>    tests will be performed:
    !>
    !>    (1)     | A - U H U**T | / ( |A| n ulp )
    !>
    !>    (2)     | I - UU**T | / ( n ulp )
    !>
    !>    (3)     | H - Z T Z**T | / ( |H| n ulp )
    !>
    !>    (4)     | I - ZZ**T | / ( n ulp )
    !>
    !>    (5)     | A - UZ H (UZ)**T | / ( |A| n ulp )
    !>
    !>    (6)     | I - UZ (UZ)**T | / ( n ulp )
    !>
    !>    (7)     | T(Z computed) - T(Z not computed) | / ( |T| ulp )
    !>
    !>    (8)     | W(Z computed) - W(Z not computed) | / ( |W| ulp )
    !>
    !>    (9)     | TR - RW | / ( |T| |R| ulp )
    !>
    !>    (10)    | L**H T - W**H L | / ( |T| |L| ulp )
    !>
    !>    (11)    | HX - XW | / ( |H| |X| ulp )
    !>
    !>    (12)    | Y**H H - W**H Y | / ( |H| |Y| ulp )
    !>
    !>    (13)    | AX - XW | / ( |A| |X| ulp )
    !>
    !>    (14)    | Y**H A - W**H Y | / ( |A| |Y| ulp )
    !>
    !>    (15)    | AR - RW | / ( |A| |R| ulp )
    !>
    !>    (16)    | LA - WL | / ( |A| |L| ulp )
    !>
    !>    The  are specified by an array NN(1:NSIZES); the value of
    !>    each element NN(j) specifies one size.
    !>    The  are specified by a logical array DOTYPE( 1:NTYPES );
    !>    if DOTYPE(j) is .TRUE., then matrix type  will be generated.
    !>    Currently, the list of possible types is:
    !>
    !>    (1)  The zero matrix.
    !>    (2)  The identity matrix.
    !>    (3)  A (transposed) Jordan block, with 1's on the diagonal.
    !>
    !>    (4)  A diagonal matrix with evenly spaced entries
    !>         1, ..., ULP  and random signs.
    !>         (ULP = (first number larger than 1) - 1 )
    !>    (5)  A diagonal matrix with geometrically spaced entries
    !>         1, ..., ULP  and random signs.
    !>    (6)  A diagonal matrix with  entries 1, ULP, ..., ULP
    !>         and random signs.
    !>
    !>    (7)  Same as (4), but multiplied by SQRT( overflow threshold )
    !>    (8)  Same as (4), but multiplied by SQRT( underflow threshold )
    !>
    !>    (9)  A matrix of the form  U' T U, where U is orthogonal and
    !>         T has evenly spaced entries 1, ..., ULP with random signs
    !>         on the diagonal and random O(1) entries in the upper
    !>         triangle.
    !>
    !>    (10) A matrix of the form  U' T U, where U is orthogonal and
    !>         T has geometrically spaced entries 1, ..., ULP with random
    !>         signs on the diagonal and random O(1) entries in the upper
    !>         triangle.
    !>
    !>    (11) A matrix of the form  U' T U, where U is orthogonal and
    !>         T has  entries 1, ULP,..., ULP with random
    !>         signs on the diagonal and random O(1) entries in the upper
    !>         triangle.
    !>
    !>    (12) A matrix of the form  U' T U, where U is orthogonal and
    !>         T has real or complex conjugate paired eigenvalues randomly
    !>         chosen from ( ULP, 1 ) and random O(1) entries in the upper
    !>         triangle.
    !>
    !>    (13) A matrix of the form  X' T X, where X has condition
    !>         SQRT( ULP ) and T has evenly spaced entries 1, ..., ULP
    !>         with random signs on the diagonal and random O(1) entries
    !>         in the upper triangle.
    !>
    !>    (14) A matrix of the form  X' T X, where X has condition
    !>         SQRT( ULP ) and T has geometrically spaced entries
    !>         1, ..., ULP with random signs on the diagonal and random
    !>         O(1) entries in the upper triangle.
    !>
    !>    (15) A matrix of the form  X' T X, where X has condition
    !>         SQRT( ULP ) and T has  entries 1, ULP,..., ULP
    !>         with random signs on the diagonal and random O(1) entries
    !>         in the upper triangle.
    !>
    !>    (16) A matrix of the form  X' T X, where X has condition
    !>         SQRT( ULP ) and T has real or complex conjugate paired
    !>         eigenvalues randomly chosen from ( ULP, 1 ) and random
    !>         O(1) entries in the upper triangle.
    !>
    !>    (17) Same as (16), but multiplied by SQRT( overflow threshold )
    !>    (18) Same as (16), but multiplied by SQRT( underflow threshold )
    !>
    !>    (19) Nonsymmetric matrix with random entries chosen from (-1,1).
    !>    (20) Same as (19), but multiplied by SQRT( overflow threshold )
    !>    (21) Same as (19), but multiplied by SQRT( underflow threshold )
    !>

    !>  NSIZES - INTEGER
    !>           The number of sizes of matrices to use.  If it is zero,
    !>           DCHKHS does nothing.  It must be at least zero.
    !>           Not modified.
    !>
    !>  NN     - INTEGER array, dimension (NSIZES)
    !>           An array containing the sizes to be used for the matrices.
    !>           Zero values will be skipped.  The values must be at least
    !>           zero.
    !>           Not modified.
    !>
    !>  NTYPES - INTEGER
    !>           The number of elements in DOTYPE.   If it is zero, DCHKHS
    !>           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. .
    !>           Not modified.
    !>
    !>  DOTYPE - 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.
    !>           Not modified.
    !>
    !>  ISEED  - 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 DCHKHS to continue the same random number
    !>           sequence.
    !>           Modified.
    !>
    !>  THRESH - DOUBLE PRECISION
    !>           A test will count as  if the , 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.
    !>           Not modified.
    !>
    !>  NOUNIT - INTEGER
    !>           The FORTRAN unit number for printing out error messages
    !>           (e.g., if a routine returns IINFO not equal to 0.)
    !>           Not modified.
    !>
    !>  A      - DOUBLE PRECISION array, dimension (LDA,max(NN))
    !>           Used to hold the matrix whose eigenvalues are to be
    !>           computed.  On exit, A contains the last matrix actually
    !>           used.
    !>           Modified.
    !>
    !>  LDA    - INTEGER
    !>           The leading dimension of A, H, T1 and T2.  It must be at
    !>           least 1 and at least max( NN ).
    !>           Not modified.
    !>
    !>  H      - DOUBLE PRECISION array, dimension (LDA,max(NN))
    !>           The upper hessenberg matrix computed by DGEHRD.  On exit,
    !>           H contains the Hessenberg form of the matrix in A.
    !>           Modified.
    !>
    !>  T1     - DOUBLE PRECISION array, dimension (LDA,max(NN))
    !>           The Schur (=) matrix computed by DHSEQR
    !>           if Z is computed.  On exit, T1 contains the Schur form of
    !>           the matrix in A.
    !>           Modified.
    !>
    !>  T2     - DOUBLE PRECISION array, dimension (LDA,max(NN))
    !>           The Schur matrix computed by DHSEQR when Z is not computed.
    !>           This should be identical to T1.
    !>           Modified.
    !>
    !>  LDU    - INTEGER
    !>           The leading dimension of U, Z, UZ and UU.  It must be at
    !>           least 1 and at least max( NN ).
    !>           Not modified.
    !>
    !>  U      - DOUBLE PRECISION array, dimension (LDU,max(NN))
    !>           The orthogonal matrix computed by DGEHRD.
    !>           Modified.
    !>
    !>  Z      - DOUBLE PRECISION array, dimension (LDU,max(NN))
    !>           The orthogonal matrix computed by DHSEQR.
    !>           Modified.
    !>
    !>  UZ     - DOUBLE PRECISION array, dimension (LDU,max(NN))
    !>           The product of U times Z.
    !>           Modified.
    !>
    !>  WR1    - DOUBLE PRECISION array, dimension (max(NN))
    !>  WI1    - DOUBLE PRECISION array, dimension (max(NN))
    !>           The real and imaginary parts of the eigenvalues of A,
    !>           as computed when Z is computed.
    !>           On exit, WR1 + WI1*i are the eigenvalues of the matrix in A.
    !>           Modified.
    !>
    !>  WR2    - DOUBLE PRECISION array, dimension (max(NN))
    !>  WI2    - DOUBLE PRECISION array, dimension (max(NN))
    !>           The real and imaginary parts of the eigenvalues of A,
    !>           as computed when T is computed but not Z.
    !>           On exit, WR2 + WI2*i are the eigenvalues of the matrix in A.
    !>           Modified.
    !>
    !>  WR3    - DOUBLE PRECISION array, dimension (max(NN))
    !>  WI3    - DOUBLE PRECISION array, dimension (max(NN))
    !>           Like WR1, WI1, these arrays contain the eigenvalues of A,
    !>           but those computed when DHSEQR only computes the
    !>           eigenvalues, i.e., not the Schur vectors and no more of the
    !>           Schur form than is necessary for computing the
    !>           eigenvalues.
    !>           Modified.
    !>
    !>  EVECTL - DOUBLE PRECISION array, dimension (LDU,max(NN))
    !>           The (upper triangular) left eigenvector matrix for the
    !>           matrix in T1.  For complex conjugate pairs, the real part
    !>           is stored in one row and the imaginary part in the next.
    !>           Modified.
    !>
    !>  EVEZTR - DOUBLE PRECISION array, dimension (LDU,max(NN))
    !>           The (upper triangular) right eigenvector matrix for the
    !>           matrix in T1.  For complex conjugate pairs, the real part
    !>           is stored in one column and the imaginary part in the next.
    !>           Modified.
    !>
    !>  EVECTY - DOUBLE PRECISION array, dimension (LDU,max(NN))
    !>           The left eigenvector matrix for the
    !>           matrix in H.  For complex conjugate pairs, the real part
    !>           is stored in one row and the imaginary part in the next.
    !>           Modified.
    !>
    !>  EVECTX - DOUBLE PRECISION array, dimension (LDU,max(NN))
    !>           The right eigenvector matrix for the
    !>           matrix in H.  For complex conjugate pairs, the real part
    !>           is stored in one column and the imaginary part in the next.
    !>           Modified.
    !>
    !>  UU     - DOUBLE PRECISION array, dimension (LDU,max(NN))
    !>           Details of the orthogonal matrix computed by DGEHRD.
    !>           Modified.
    !>
    !>  TAU    - DOUBLE PRECISION array, dimension(max(NN))
    !>           Further details of the orthogonal matrix computed by DGEHRD.
    !>           Modified.
    !>
    !>  WORK   - DOUBLE PRECISION array, dimension (NWORK)
    !>           Workspace.
    !>           Modified.
    !>
    !>  NWORK  - INTEGER
    !>           The number of entries in WORK.  NWORK >= 4*NN(j)*NN(j) + 2.
    !>
    !>  IWORK  - INTEGER array, dimension (max(NN))
    !>           Workspace.
    !>           Modified.
    !>
    !>  SELECT - LOGICAL array, dimension (max(NN))
    !>           Workspace.
    !>           Modified.
    !>
    !>  RESULT - DOUBLE PRECISION array, dimension (16)
    !>           The values computed by the fourteen tests described above.
    !>           The values are currently limited to 1/ulp, to avoid
    !>           overflow.
    !>           Modified.
    !>
    !>  INFO   - INTEGER
    !>           If 0, then everything ran OK.
    !>            -1: NSIZES < 0
    !>            -2: Some NN(j) < 0
    !>            -3: NTYPES < 0
    !>            -6: THRESH < 0
    !>            -9: LDA < 1 or LDA < NMAX, where NMAX is max( NN(j) ).
    !>           -14: LDU < 1 or LDU < NMAX.
    !>           -28: NWORK too small.
    !>           If  DLATMR, SLATMS, or SLATME returns an error code, the
    !>               absolute value of it is returned.
    !>           If 1, then DHSEQR could not find all the shifts.
    !>           If 2, then the EISPACK code (for small blocks) failed.
    !>           If >2, then 30*N iterations were not enough to find an
    !>               eigenvalue or to decompose the problem.
    !>           Modified.
    !>
    !>-----------------------------------------------------------------------
    !>
    !>     Some Local Variables and Parameters:
    !>     ---- ----- --------- --- ----------
    !>
    !>     ZERO, ONE       Real 0 and 1.
    !>     MAXTYP          The number of types defined.
    !>     MTEST           The number of tests defined: care must be taken
    !>                     that (1) the size of RESULT, (2) the number of
    !>                     tests actually performed, and (3) MTEST agree.
    !>     NTEST           The number of tests performed on this matrix
    !>                     so far.  This should be less than MTEST, and
    !>                     equal to it by the last test.  It will be less
    !>                     if any of the routines being tested indicates
    !>                     that it could not compute the matrices that
    !>                     would be tested.
    !>     NMAX            Largest value in NN.
    !>     NMATS           The number of matrices generated so far.
    !>     NERRS           The number of tests which have exceeded THRESH
    !>                     so far (computed by DLAFTS).
    !>     COND, CONDS,
    !>     IMODE           Values to be passed to the matrix generators.
    !>     ANORM           Norm of A; passed to matrix generators.
    !>
    !>     OVFL, UNFL      Overflow and underflow thresholds.
    !>     ULP, ULPINV     Finest relative precision and its inverse.
    !>     RTOVFL, RTUNFL,
    !>     RTULP, RTULPI   Square roots of the previous 4 values.
    !>
    !>             The following four arrays decode JTYPE:
    !>     KTYPE(j)        The general type (1-10) for type .
    !>     KMODE(j)        The MODE value to be passed to the matrix
    !>                     generator for type .
    !>     KMAGN(j)        The order of magnitude ( O(1),
    !>                     O(overflow^(1/2) ), O(underflow^(1/2) )
    !>     KCONDS(j)       Selects whether CONDS is to be 1 or
    !>                     1/sqrt(ulp).  (0 means irrelevant.)
    !>

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Definition at line 417 of file dchkhs.f.

Author

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