cget24.f
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F
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SUBROUTINE CGET24( COMP, JTYPE, THRESH, ISEED, NOUNIT, N, A, LDA,
$ H, HT, W, WT, WTMP, VS, LDVS, VS1, RCDEIN,
$ RCDVIN, NSLCT, ISLCT, ISRT, RESULT, WORK,
$ LWORK, RWORK, BWORK, INFO )
*
* -- LAPACK test routine (version 3.1) --
* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
* November 2006
*
* .. Scalar Arguments ..
LOGICAL COMP
INTEGER INFO, ISRT, JTYPE, LDA, LDVS, LWORK, N, NOUNIT,
$ NSLCT
REAL RCDEIN, RCDVIN, THRESH
* ..
* .. Array Arguments ..
LOGICAL BWORK( * )
INTEGER ISEED( 4 ), ISLCT( * )
REAL RESULT( 17 ), RWORK( * )
COMPLEX A( LDA, * ), H( LDA, * ), HT( LDA, * ),
$ VS( LDVS, * ), VS1( LDVS, * ), W( * ),
$ WORK( * ), WT( * ), WTMP( * )
* ..
*
* Purpose
* =======
*
* CGET24 checks the nonsymmetric eigenvalue (Schur form) problem
* expert driver CGEESX.
*
* If COMP = .FALSE., the first 13 of the following tests will be
* be performed on the input matrix A, and also tests 14 and 15
* if LWORK is sufficiently large.
* If COMP = .TRUE., all 17 test will be performed.
*
* (1) 0 if T is in Schur form, 1/ulp otherwise
* (no sorting of eigenvalues)
*
* (2) | A - VS T VS' | / ( n |A| ulp )
*
* Here VS is the matrix of Schur eigenvectors, and T is in Schur
* form (no sorting of eigenvalues).
*
* (3) | I - VS VS' | / ( n ulp ) (no sorting of eigenvalues).
*
* (4) 0 if W are eigenvalues of T
* 1/ulp otherwise
* (no sorting of eigenvalues)
*
* (5) 0 if T(with VS) = T(without VS),
* 1/ulp otherwise
* (no sorting of eigenvalues)
*
* (6) 0 if eigenvalues(with VS) = eigenvalues(without VS),
* 1/ulp otherwise
* (no sorting of eigenvalues)
*
* (7) 0 if T is in Schur form, 1/ulp otherwise
* (with sorting of eigenvalues)
*
* (8) | A - VS T VS' | / ( n |A| ulp )
*
* Here VS is the matrix of Schur eigenvectors, and T is in Schur
* form (with sorting of eigenvalues).
*
* (9) | I - VS VS' | / ( n ulp ) (with sorting of eigenvalues).
*
* (10) 0 if W are eigenvalues of T
* 1/ulp otherwise
* If workspace sufficient, also compare W with and
* without reciprocal condition numbers
* (with sorting of eigenvalues)
*
* (11) 0 if T(with VS) = T(without VS),
* 1/ulp otherwise
* If workspace sufficient, also compare T with and without
* reciprocal condition numbers
* (with sorting of eigenvalues)
*
* (12) 0 if eigenvalues(with VS) = eigenvalues(without VS),
* 1/ulp otherwise
* If workspace sufficient, also compare VS with and without
* reciprocal condition numbers
* (with sorting of eigenvalues)
*
* (13) if sorting worked and SDIM is the number of
* eigenvalues which were SELECTed
* If workspace sufficient, also compare SDIM with and
* without reciprocal condition numbers
*
* (14) if RCONDE the same no matter if VS and/or RCONDV computed
*
* (15) if RCONDV the same no matter if VS and/or RCONDE computed
*
* (16) |RCONDE - RCDEIN| / cond(RCONDE)
*
* RCONDE is the reciprocal average eigenvalue condition number
* computed by CGEESX and RCDEIN (the precomputed true value)
* is supplied as input. cond(RCONDE) is the condition number
* of RCONDE, and takes errors in computing RCONDE into account,
* so that the resulting quantity should be O(ULP). cond(RCONDE)
* is essentially given by norm(A)/RCONDV.
*
* (17) |RCONDV - RCDVIN| / cond(RCONDV)
*
* RCONDV is the reciprocal right invariant subspace condition
* number computed by CGEESX and RCDVIN (the precomputed true
* value) is supplied as input. cond(RCONDV) is the condition
* number of RCONDV, and takes errors in computing RCONDV into
* account, so that the resulting quantity should be O(ULP).
* cond(RCONDV) is essentially given by norm(A)/RCONDE.
*
* Arguments
* =========
*
* COMP (input) LOGICAL
* COMP describes which input tests to perform:
* = .FALSE. if the computed condition numbers are not to
* be tested against RCDVIN and RCDEIN
* = .TRUE. if they are to be compared
*
* JTYPE (input) INTEGER
* Type of input matrix. Used to label output if error occurs.
*
* ISEED (input) INTEGER array, dimension (4)
* If COMP = .FALSE., the random number generator seed
* used to produce matrix.
* If COMP = .TRUE., ISEED(1) = the number of the example.
* Used to label output if error occurs.
*
* THRESH (input) REAL
* 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 (input) INTEGER
* The FORTRAN unit number for printing out error messages
* (e.g., if a routine returns INFO not equal to 0.)
*
* N (input) INTEGER
* The dimension of A. N must be at least 0.
*
* A (input/output) COMPLEX array, dimension (LDA, N)
* Used to hold the matrix whose eigenvalues are to be
* computed.
*
* LDA (input) INTEGER
* The leading dimension of A, and H. LDA must be at
* least 1 and at least N.
*
* H (workspace) COMPLEX array, dimension (LDA, N)
* Another copy of the test matrix A, modified by CGEESX.
*
* HT (workspace) COMPLEX array, dimension (LDA, N)
* Yet another copy of the test matrix A, modified by CGEESX.
*
* W (workspace) COMPLEX array, dimension (N)
* The computed eigenvalues of A.
*
* WT (workspace) COMPLEX array, dimension (N)
* Like W, this array contains the eigenvalues of A,
* but those computed when CGEESX only computes a partial
* eigendecomposition, i.e. not Schur vectors
*
* WTMP (workspace) COMPLEX array, dimension (N)
* Like W, this array contains the eigenvalues of A,
* but sorted by increasing real or imaginary part.
*
* VS (workspace) COMPLEX array, dimension (LDVS, N)
* VS holds the computed Schur vectors.
*
* LDVS (input) INTEGER
* Leading dimension of VS. Must be at least max(1, N).
*
* VS1 (workspace) COMPLEX array, dimension (LDVS, N)
* VS1 holds another copy of the computed Schur vectors.
*
* RCDEIN (input) REAL
* When COMP = .TRUE. RCDEIN holds the precomputed reciprocal
* condition number for the average of selected eigenvalues.
*
* RCDVIN (input) REAL
* When COMP = .TRUE. RCDVIN holds the precomputed reciprocal
* condition number for the selected right invariant subspace.
*
* NSLCT (input) INTEGER
* When COMP = .TRUE. the number of selected eigenvalues
* corresponding to the precomputed values RCDEIN and RCDVIN.
*
* ISLCT (input) INTEGER array, dimension (NSLCT)
* When COMP = .TRUE. ISLCT selects the eigenvalues of the
* input matrix corresponding to the precomputed values RCDEIN
* and RCDVIN. For I=1, ... ,NSLCT, if ISLCT(I) = J, then the
* eigenvalue with the J-th largest real or imaginary part is
* selected. The real part is used if ISRT = 0, and the
* imaginary part if ISRT = 1.
* Not referenced if COMP = .FALSE.
*
* ISRT (input) INTEGER
* When COMP = .TRUE., ISRT describes how ISLCT is used to
* choose a subset of the spectrum.
* Not referenced if COMP = .FALSE.
*
* RESULT (output) REAL array, dimension (17)
* The values computed by the 17 tests described above.
* The values are currently limited to 1/ulp, to avoid
* overflow.
*
* WORK (workspace) COMPLEX array, dimension (2*N*N)
*
* LWORK (input) INTEGER
* The number of entries in WORK to be passed to CGEESX. This
* must be at least 2*N, and N*(N+1)/2 if tests 14--16 are to
* be performed.
*
* RWORK (workspace) REAL array, dimension (N)
*
* BWORK (workspace) LOGICAL array, dimension (N)
*
* INFO (output) INTEGER
* If 0, successful exit.
* If <0, input parameter -INFO had an incorrect value.
* If >0, CGEESX returned an error code, the absolute
* value of which is returned.
*
* =====================================================================
*
* .. Parameters ..
COMPLEX CZERO, CONE
PARAMETER ( CZERO = ( 0.0E+0, 0.0E+0 ),
$ CONE = ( 1.0E+0, 0.0E+0 ) )
REAL ZERO, ONE
PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
REAL EPSIN
PARAMETER ( EPSIN = 5.9605E-8 )
* ..
* .. Local Scalars ..
CHARACTER SORT
INTEGER I, IINFO, ISORT, ITMP, J, KMIN, KNTEIG, RSUB,
$ SDIM, SDIM1
REAL ANORM, EPS, RCNDE1, RCNDV1, RCONDE, RCONDV,
$ SMLNUM, TOL, TOLIN, ULP, ULPINV, V, VRICMP,
$ VRIMIN, WNORM
COMPLEX CTMP
* ..
* .. Local Arrays ..
INTEGER IPNT( 20 )
* ..
* .. External Functions ..
LOGICAL CSLECT
REAL CLANGE, SLAMCH
EXTERNAL CSLECT, CLANGE, SLAMCH
* ..
* .. External Subroutines ..
EXTERNAL CCOPY, CGEESX, CGEMM, CLACPY, CUNT01, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, AIMAG, MAX, MIN, REAL
* ..
* .. Arrays in Common ..
LOGICAL SELVAL( 20 )
REAL SELWI( 20 ), SELWR( 20 )
* ..
* .. Scalars in Common ..
INTEGER SELDIM, SELOPT
* ..
* .. Common blocks ..
COMMON / SSLCT / SELOPT, SELDIM, SELVAL, SELWR, SELWI
* ..
* .. Executable Statements ..
*
* Check for errors
*
INFO = 0
IF( THRESH.LT.ZERO ) THEN
INFO = -3
ELSE IF( NOUNIT.LE.0 ) THEN
INFO = -5
ELSE IF( N.LT.0 ) THEN
INFO = -6
ELSE IF( LDA.LT.1 .OR. LDA.LT.N ) THEN
INFO = -8
ELSE IF( LDVS.LT.1 .OR. LDVS.LT.N ) THEN
INFO = -15
ELSE IF( LWORK.LT.2*N ) THEN
INFO = -24
END IF
*
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'CGET24', -INFO )
RETURN
END IF
*
* Quick return if nothing to do
*
DO 10 I = 1, 17
RESULT( I ) = -ONE
10 CONTINUE
*
IF( N.EQ.0 )
$ RETURN
*
* Important constants
*
SMLNUM = SLAMCH( 'Safe minimum' )
ULP = SLAMCH( 'Precision' )
ULPINV = ONE / ULP
*
* Perform tests (1)-(13)
*
SELOPT = 0
DO 90 ISORT = 0, 1
IF( ISORT.EQ.0 ) THEN
SORT = 'N'
RSUB = 0
ELSE
SORT = 'S'
RSUB = 6
END IF
*
* Compute Schur form and Schur vectors, and test them
*
CALL CLACPY( 'F', N, N, A, LDA, H, LDA )
CALL CGEESX( 'V', SORT, CSLECT, 'N', N, H, LDA, SDIM, W, VS,
$ LDVS, RCONDE, RCONDV, WORK, LWORK, RWORK, BWORK,
$ IINFO )
IF( IINFO.NE.0 ) THEN
RESULT( 1+RSUB ) = ULPINV
IF( JTYPE.NE.22 ) THEN
WRITE( NOUNIT, FMT = 9998 )'CGEESX1', IINFO, N, JTYPE,
$ ISEED
ELSE
WRITE( NOUNIT, FMT = 9999 )'CGEESX1', IINFO, N,
$ ISEED( 1 )
END IF
INFO = ABS( IINFO )
RETURN
END IF
IF( ISORT.EQ.0 ) THEN
CALL CCOPY( N, W, 1, WTMP, 1 )
END IF
*
* Do Test (1) or Test (7)
*
RESULT( 1+RSUB ) = ZERO
DO 30 J = 1, N - 1
DO 20 I = J + 1, N
IF( H( I, J ).NE.CZERO )
$ RESULT( 1+RSUB ) = ULPINV
20 CONTINUE
30 CONTINUE
*
* Test (2) or (8): Compute norm(A - Q*H*Q') / (norm(A) * N * ULP)
*
* Copy A to VS1, used as workspace
*
CALL CLACPY( ' ', N, N, A, LDA, VS1, LDVS )
*
* Compute Q*H and store in HT.
*
CALL CGEMM( 'No transpose', 'No transpose', N, N, N, CONE, VS,
$ LDVS, H, LDA, CZERO, HT, LDA )
*
* Compute A - Q*H*Q'
*
CALL CGEMM( 'No transpose', 'Conjugate transpose', N, N, N,
$ -CONE, HT, LDA, VS, LDVS, CONE, VS1, LDVS )
*
ANORM = MAX( CLANGE( '1', N, N, A, LDA, RWORK ), SMLNUM )
WNORM = CLANGE( '1', N, N, VS1, LDVS, RWORK )
*
IF( ANORM.GT.WNORM ) THEN
RESULT( 2+RSUB ) = ( WNORM / ANORM ) / ( N*ULP )
ELSE
IF( ANORM.LT.ONE ) THEN
RESULT( 2+RSUB ) = ( MIN( WNORM, N*ANORM ) / ANORM ) /
$ ( N*ULP )
ELSE
RESULT( 2+RSUB ) = MIN( WNORM / ANORM, REAL( N ) ) /
$ ( N*ULP )
END IF
END IF
*
* Test (3) or (9): Compute norm( I - Q'*Q ) / ( N * ULP )
*
CALL CUNT01( 'Columns', N, N, VS, LDVS, WORK, LWORK, RWORK,
$ RESULT( 3+RSUB ) )
*
* Do Test (4) or Test (10)
*
RESULT( 4+RSUB ) = ZERO
DO 40 I = 1, N
IF( H( I, I ).NE.W( I ) )
$ RESULT( 4+RSUB ) = ULPINV
40 CONTINUE
*
* Do Test (5) or Test (11)
*
CALL CLACPY( 'F', N, N, A, LDA, HT, LDA )
CALL CGEESX( 'N', SORT, CSLECT, 'N', N, HT, LDA, SDIM, WT, VS,
$ LDVS, RCONDE, RCONDV, WORK, LWORK, RWORK, BWORK,
$ IINFO )
IF( IINFO.NE.0 ) THEN
RESULT( 5+RSUB ) = ULPINV
IF( JTYPE.NE.22 ) THEN
WRITE( NOUNIT, FMT = 9998 )'CGEESX2', IINFO, N, JTYPE,
$ ISEED
ELSE
WRITE( NOUNIT, FMT = 9999 )'CGEESX2', IINFO, N,
$ ISEED( 1 )
END IF
INFO = ABS( IINFO )
GO TO 220
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