TESTING/EIG/dchkbb.f(3)

NAME
TESTING/EIG/dchkbb.f

SYNOPSIS

  Functions/Subroutines
subroutine dchkbb (nsizes, mval, nval, nwdths, kk, ntypes, dotype, nrhs, iseed, thresh, nounit, a, lda, ab, ldab, bd, be, q, ldq, p, ldp, c, ldc, cc, work, lwork, result, info)
DCHKBB

Function/Subroutine Documentation

  subroutine dchkbb (integer nsizes, integer, dimension( * ) mval, integer, dimension( * ) nval, integer nwdths, integer, dimension( * ) kk, integer ntypes, logical, dimension( * ) dotype, integer nrhs, integer, dimension( 4 ) iseed, double precision thresh, integer nounit, double precision, dimension( lda, * ) a, integer lda, double precision, dimension( ldab, * ) ab, integer ldab, double precision, dimension( * ) bd, double precision, dimension( * ) be, double precision, dimension( ldq, * ) q, integer ldq, double precision, dimension( ldp, * ) p, integer ldp, double precision, dimension( ldc, * ) c, integer ldc, double precision, dimension( ldc, * ) cc, double precision, dimension( * ) work, integer lwork, double precision, dimension( * ) result, integer info)

DCHKBB

Purpose:

     DCHKBB tests the reduction of a general real rectangular band
     matrix to bidiagonal form.
     DGBBRD factors a general band matrix A as  Q B P* , where * means
     transpose, B is upper bidiagonal, and Q and P are orthogonal;
     DGBBRD can also overwrite a given matrix C with Q* C .
     For each pair of matrix dimensions (M,N) and each selected matrix
     type, an M by N matrix A and an M by NRHS matrix C are generated.
     The problem dimensions are as follows
        A:          M x N
        Q:          M x M
        P:          N x N
        B:          min(M,N) x min(M,N)
        C:          M x NRHS
     For each generated matrix, 4 tests are performed:
     (1)   | A - Q B PT | / ( |A| max(M,N) ulp ), PT = P'
     (2)   | I - Q' Q | / ( M ulp )
     (3)   | I - PT PT' | / ( N ulp )
     (4)   | Y - Q' C | / ( |Y| max(M,NRHS) ulp ), where Y = Q' C.
     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:
     The possible matrix types are
     (1)  The zero matrix.
     (2)  The identity matrix.
     (3)  A diagonal matrix with evenly spaced entries
          1, ..., ULP  and random signs.
          (ULP = (first number larger than 1) - 1 )
     (4)  A diagonal matrix with geometrically spaced entries
          1, ..., ULP  and random signs.
     (5)  A diagonal matrix with 'clustered' entries 1, ULP, ..., ULP
          and random signs.
     (6)  Same as (3), but multiplied by SQRT( overflow threshold )
     (7)  Same as (3), but multiplied by SQRT( underflow threshold )
     (8)  A matrix of the form  U D V, where U and V are orthogonal and
          D has evenly spaced entries 1, ..., ULP with random signs
          on the diagonal.
     (9)  A matrix of the form  U D V, where U and V are orthogonal and
          D has geometrically spaced entries 1, ..., ULP with random
          signs on the diagonal.
     (10) A matrix of the form  U D V, where U and V are orthogonal and
          D has 'clustered' entries 1, ULP,..., ULP with random
          signs on the diagonal.
     (11) Same as (8), but multiplied by SQRT( overflow threshold )
     (12) Same as (8), but multiplied by SQRT( underflow threshold )
     (13) Rectangular matrix with random entries chosen from (-1,1).
     (14) Same as (13), but multiplied by SQRT( overflow threshold )
     (15) Same as (13), but multiplied by SQRT( underflow threshold )

Parameters
    NSIZES

              NSIZES is INTEGER
              The number of values of M and N contained in the vectors
              MVAL and NVAL.  The matrix sizes are used in pairs (M,N).
              If NSIZES is zero, DCHKBB does nothing.  NSIZES must be at
              least zero.

    MVAL

              MVAL is INTEGER array, dimension (NSIZES)
              The values of the matrix row dimension M.

    NVAL

              NVAL is INTEGER array, dimension (NSIZES)
              The values of the matrix column dimension N.

    NWDTHS

              NWDTHS is INTEGER
              The number of bandwidths to use.  If it is zero,
              DCHKBB does nothing.  It must be at least zero.

    KK

              KK is INTEGER array, dimension (NWDTHS)
              An array containing the bandwidths to be used for the band
              matrices.  The values must be at least zero.

    NTYPES

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

    NRHS

              NRHS is INTEGER
              The number of columns in the 'right-hand side' matrix C.
              If NRHS = 0, then the operations on the right-hand side will
              not be tested. NRHS must be at least 0.

    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 DCHKBB 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 IINFO not equal to 0.)

    A

              A is DOUBLE PRECISION array, dimension
                                (LDA, max(NN))
              Used to hold the matrix A.

    LDA

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

    AB

              AB is DOUBLE PRECISION array, dimension (LDAB, max(NN))
              Used to hold A in band storage format.

    LDAB

              LDAB is INTEGER
              The leading dimension of AB.  It must be at least 2 (not 1!)
              and at least max( KK )+1.

    BD

              BD is DOUBLE PRECISION array, dimension (max(NN))
              Used to hold the diagonal of the bidiagonal matrix computed
              by DGBBRD.

    BE

              BE is DOUBLE PRECISION array, dimension (max(NN))
              Used to hold the off-diagonal of the bidiagonal matrix
              computed by DGBBRD.

    Q

              Q is DOUBLE PRECISION array, dimension (LDQ, max(NN))
              Used to hold the orthogonal matrix Q computed by DGBBRD.

    LDQ

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

    P

              P is DOUBLE PRECISION array, dimension (LDP, max(NN))
              Used to hold the orthogonal matrix P computed by DGBBRD.

    LDP

              LDP is INTEGER
              The leading dimension of P.  It must be at least 1
              and at least max( NN ).

    C

              C is DOUBLE PRECISION array, dimension (LDC, max(NN))
              Used to hold the matrix C updated by DGBBRD.

    LDC

              LDC is INTEGER
              The leading dimension of U.  It must be at least 1
              and at least max( NN ).

    CC

              CC is DOUBLE PRECISION array, dimension (LDC, max(NN))
              Used to hold a copy of the matrix C.

    WORK

              WORK is DOUBLE PRECISION array, dimension (LWORK)

    LWORK

              LWORK is INTEGER
              The number of entries in WORK.  This must be at least
              max( LDA+1, max(NN)+1 )*max(NN).

    RESULT

              RESULT is DOUBLE PRECISION array, dimension (4)
              The values computed by the tests described above.
              The values are currently limited to 1/ulp, to avoid
              overflow.

    INFO

              INFO is INTEGER
              If 0, then everything ran OK.
    -----------------------------------------------------------------------
           Some Local Variables and Parameters:
           ---- ----- --------- --- ----------
           ZERO, ONE       Real 0 and 1.
           MAXTYP          The number of types defined.
           NTEST           The number of tests performed, or which can
                           be performed so far, for the current matrix.
           NTESTT          The total number of tests performed so far.
           NMAX            Largest value in NN.
           NMATS           The number of matrices generated so far.
           NERRS           The number of tests which have exceeded THRESH
                           so far.
           COND, 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  Square roots of the previous 2 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) )

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Definition at line 351 of file dchkbb.f.

Author

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