TESTING/EIG/cchkhs.f(3)

NAME
TESTING/EIG/cchkhs.f

SYNOPSIS

  Functions/Subroutines
subroutine cchkhs (nsizes, nn, ntypes, dotype, iseed, thresh, nounit, a, lda, h, t1, t2, u, ldu, z, uz, w1, w3, evectl, evectr, evecty, evectx, uu, tau, work, nwork, rwork, iwork, select, result, info)
CCHKHS

Function/Subroutine Documentation

  subroutine cchkhs (integer nsizes, integer, dimension( * ) nn, integer ntypes, logical, dimension( * ) dotype, integer, dimension( 4 ) iseed, real thresh, integer nounit, complex, dimension( lda, * ) a, integer lda, complex, dimension( lda, * ) h, complex, dimension( lda, * ) t1, complex, dimension( lda, * ) t2, complex, dimension( ldu, * ) u, integer ldu, complex, dimension( ldu, * ) z, complex, dimension( ldu, * ) uz, complex, dimension( * ) w1, complex, dimension( * ) w3, complex, dimension( ldu, * ) evectl, complex, dimension( ldu, * ) evectr, complex, dimension( ldu, * ) evecty, complex, dimension( ldu, * ) evectx, complex, dimension( ldu, * ) uu, complex, dimension( * ) tau, complex, dimension( * ) work, integer nwork, real, dimension( * ) rwork, integer, dimension( * ) iwork, logical, dimension( * ) select, real, dimension( 16 ) result, integer info)

CCHKHS

Purpose:

        CCHKHS  checks the nonsymmetric eigenvalue problem routines.
                CGEHRD factors A as  U H U' , where ' means conjugate
                transpose, H is hessenberg, and U is unitary.
                CUNGHR generates the unitary matrix U.
                CUNMHR multiplies a matrix by the unitary matrix U.
                CHSEQR factors H as  Z T Z' , where Z is unitary and T
                is upper triangular.  It also computes the eigenvalues,
                w(1), ..., w(n); we define a diagonal matrix W whose
                (diagonal) entries are the eigenvalues.
                CTREVC computes the left eigenvector matrix L and the
                right eigenvector matrix R for the matrix T.  The
                columns of L are the complex conjugates of the left
                eigenvectors of T.  The columns of R are the right
                eigenvectors of T.  L is lower triangular, and R is
                upper triangular.
                CHSEIN computes the left eigenvector matrix Y and the
                right eigenvector matrix X for the matrix H.  The
                columns of Y are the complex conjugates of the left
                eigenvectors of H.  The columns of X are the right
                eigenvectors of H.  Y is lower triangular, and X is
                upper triangular.
                CTREVC3 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 CCHKHS 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, 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**H | / ( |A| n ulp )
        (2)     | I - UU**H | / ( n ulp )
        (3)     | H - Z T Z**H | / ( |H| n ulp )
        (4)     | I - ZZ**H | / ( n ulp )
        (5)     | A - UZ H (UZ)**H | / ( |A| n ulp )
        (6)     | I - UZ (UZ)**H | / ( 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 'sizes' 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)  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 complex angles.
             (ULP = (first number larger than 1) - 1 )
        (5)  A diagonal matrix with geometrically spaced entries
             1, ..., ULP  and random complex angles.
        (6)  A diagonal matrix with 'clustered' entries 1, ULP, ..., ULP
             and random complex angles.
        (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 unitary and
             T has evenly spaced entries 1, ..., ULP with random complex
             angles on the diagonal and random O(1) entries in the upper
             triangle.
        (10) A matrix of the form  U' T U, where U is unitary and
             T has geometrically spaced entries 1, ..., ULP with random
             complex angles on the diagonal and random O(1) entries in
             the upper triangle.
        (11) A matrix of the form  U' T U, where U is unitary and
             T has 'clustered' entries 1, ULP,..., ULP with random
             complex angles on the diagonal and random O(1) entries in
             the upper triangle.
        (12) A matrix of the form  U' T U, where U is unitary and
             T has complex eigenvalues randomly chosen from
             ULP < |z| < 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 complex angles 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 complex angles 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 'clustered' entries 1, ULP,..., ULP
             with random complex angles 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 complex eigenvalues randomly chosen
             from   ULP < |z| < 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 |z| < 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,
               CCHKHS 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, CCHKHS
               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 CCHKHS to continue the same random number
               sequence.
               Modified.
      THRESH - 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.
               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      - COMPLEX 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      - COMPLEX array, dimension (LDA,max(NN))
               The upper hessenberg matrix computed by CGEHRD.  On exit,
               H contains the Hessenberg form of the matrix in A.
               Modified.
      T1     - COMPLEX array, dimension (LDA,max(NN))
               The Schur (='quasi-triangular') matrix computed by CHSEQR
               if Z is computed.  On exit, T1 contains the Schur form of
               the matrix in A.
               Modified.
      T2     - COMPLEX array, dimension (LDA,max(NN))
               The Schur matrix computed by CHSEQR 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      - COMPLEX array, dimension (LDU,max(NN))
               The unitary matrix computed by CGEHRD.
               Modified.
      Z      - COMPLEX array, dimension (LDU,max(NN))
               The unitary matrix computed by CHSEQR.
               Modified.
      UZ     - COMPLEX array, dimension (LDU,max(NN))
               The product of U times Z.
               Modified.
      W1     - COMPLEX array, dimension (max(NN))
               The eigenvalues of A, as computed by a full Schur
               decomposition H = Z T Z'.  On exit, W1 contains the
               eigenvalues of the matrix in A.
               Modified.
      W3     - COMPLEX array, dimension (max(NN))
               The eigenvalues of A, as computed by a partial Schur
               decomposition (Z not computed, T only computed as much
               as is necessary for determining eigenvalues).  On exit,
               W3 contains the eigenvalues of the matrix in A, possibly
               perturbed by CHSEIN.
               Modified.
      EVECTL - COMPLEX array, dimension (LDU,max(NN))
               The conjugate transpose of the (upper triangular) left
               eigenvector matrix for the matrix in T1.
               Modified.
      EVECTR - COMPLEX array, dimension (LDU,max(NN))
               The (upper triangular) right eigenvector matrix for the
               matrix in T1.
               Modified.
      EVECTY - COMPLEX array, dimension (LDU,max(NN))
               The conjugate transpose of the left eigenvector matrix
               for the matrix in H.
               Modified.
      EVECTX - COMPLEX array, dimension (LDU,max(NN))
               The right eigenvector matrix for the matrix in H.
               Modified.
      UU     - COMPLEX array, dimension (LDU,max(NN))
               Details of the unitary matrix computed by CGEHRD.
               Modified.
      TAU    - COMPLEX array, dimension (max(NN))
               Further details of the unitary matrix computed by CGEHRD.
               Modified.
      WORK   - COMPLEX array, dimension (NWORK)
               Workspace.
               Modified.
      NWORK  - INTEGER
               The number of entries in WORK.  NWORK >= 4*NN(j)*NN(j) + 2.
      RWORK  - REAL array, dimension (max(NN))
               Workspace.  Could be equivalenced to IWORK, but not SELECT.
               Modified.
      IWORK  - INTEGER array, dimension (max(NN))
               Workspace.
               Modified.
      SELECT - LOGICAL array, dimension (max(NN))
               Workspace.  Could be equivalenced to IWORK, but not RWORK.
               Modified.
      RESULT - REAL 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.
               -26: NWORK too small.
               If  CLATMR, CLATMS, or CLATME returns an error code, the
                   absolute value of it is returned.
               If 1, then CHSEQR 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 SLAFTS).
         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 'j'.
         KMODE(j)        The MODE value to be passed to the matrix
                         generator for type 'j'.
         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 416 of file cchkhs.f.

Author

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