TESTING/EIG/zchkst.f(3)

NAME
TESTING/EIG/zchkst.f

SYNOPSIS

  Functions/Subroutines
subroutine zchkst (nsizes, nn, ntypes, dotype, iseed, thresh, nounit, a, lda, ap, sd, se, d1, d2, d3, d4, d5, wa1, wa2, wa3, wr, u, ldu, v, vp, tau, z, work, lwork, rwork, lrwork, iwork, liwork, result, info)
ZCHKST

Function/Subroutine Documentation

  subroutine zchkst (integer nsizes, integer, dimension( * ) nn, integer ntypes, logical, dimension( * ) dotype, integer, dimension( 4 ) iseed, double precision thresh, integer nounit, complex*16, dimension( lda, * ) a, integer lda, complex*16, dimension( * ) ap, double precision, dimension( * ) sd, double precision, dimension( * ) se, double precision, dimension( * ) d1, double precision, dimension( * ) d2, double precision, dimension( * ) d3, double precision, dimension( * ) d4, double precision, dimension( * ) d5, double precision, dimension( * ) wa1, double precision, dimension( * ) wa2, double precision, dimension( * ) wa3, double precision, dimension( * ) wr, complex*16, dimension( ldu, * ) u, integer ldu, complex*16, dimension( ldu, * ) v, complex*16, dimension( * ) vp, complex*16, dimension( * ) tau, complex*16, dimension( ldu, * ) z, complex*16, dimension( * ) work, integer lwork, double precision, dimension( * ) rwork, integer lrwork, integer, dimension( * ) iwork, integer liwork, double precision, dimension( * ) result, integer info)

ZCHKST

Purpose:

     ZCHKST  checks the Hermitian eigenvalue problem routines.
        ZHETRD factors A as  U S U* , where * means conjugate transpose,
        S is real symmetric tridiagonal, and U is unitary.
        ZHETRD can use either just the lower or just the upper triangle
        of A; ZCHKST checks both cases.
        U is represented as a product of Householder
        transformations, whose vectors are stored in the first
        n-1 columns of V, and whose scale factors are in TAU.
        ZHPTRD does the same as ZHETRD, except that A and V are stored
        in 'packed' format.
        ZUNGTR constructs the matrix U from the contents of V and TAU.
        ZUPGTR constructs the matrix U from the contents of VP and TAU.
        ZSTEQR factors S as  Z D1 Z* , where Z is the unitary
        matrix of eigenvectors and D1 is a diagonal matrix with
        the eigenvalues on the diagonal.  D2 is the matrix of
        eigenvalues computed when Z is not computed.
        DSTERF computes D3, the matrix of eigenvalues, by the
        PWK method, which does not yield eigenvectors.
        ZPTEQR factors S as  Z4 D4 Z4* , for a
        Hermitian positive definite tridiagonal matrix.
        D5 is the matrix of eigenvalues computed when Z is not
        computed.
        DSTEBZ computes selected eigenvalues.  WA1, WA2, and
        WA3 will denote eigenvalues computed to high
        absolute accuracy, with different range options.
        WR will denote eigenvalues computed to high relative
        accuracy.
        ZSTEIN computes Y, the eigenvectors of S, given the
        eigenvalues.
        ZSTEDC factors S as Z D1 Z* , where Z is the unitary
        matrix of eigenvectors and D1 is a diagonal matrix with
        the eigenvalues on the diagonal ('I' option). It may also
        update an input unitary matrix, usually the output
        from ZHETRD/ZUNGTR or ZHPTRD/ZUPGTR ('V' option). It may
        also just compute eigenvalues ('N' option).
        ZSTEMR factors S as Z D1 Z* , where Z is the unitary
        matrix of eigenvectors and D1 is a diagonal matrix with
        the eigenvalues on the diagonal ('I' option).  ZSTEMR
        uses the Relatively Robust Representation whenever possible.
     When ZCHKST 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 Hermitian eigenroutines.  For each matrix, a number
     of tests will be performed:
     (1)     | A - V S V* | / ( |A| n ulp ) ZHETRD( UPLO='U', ... )
     (2)     | I - UV* | / ( n ulp )        ZUNGTR( UPLO='U', ... )
     (3)     | A - V S V* | / ( |A| n ulp ) ZHETRD( UPLO='L', ... )
     (4)     | I - UV* | / ( n ulp )        ZUNGTR( UPLO='L', ... )
     (5-8)   Same as 1-4, but for ZHPTRD and ZUPGTR.
     (9)     | S - Z D Z* | / ( |S| n ulp ) ZSTEQR('V',...)
     (10)    | I - ZZ* | / ( n ulp )        ZSTEQR('V',...)
     (11)    | D1 - D2 | / ( |D1| ulp )        ZSTEQR('N',...)
     (12)    | D1 - D3 | / ( |D1| ulp )        DSTERF
     (13)    0 if the true eigenvalues (computed by sturm count)
             of S are within THRESH of
             those in D1.  2*THRESH if they are not.  (Tested using
             DSTECH)
     For S positive definite,
     (14)    | S - Z4 D4 Z4* | / ( |S| n ulp ) ZPTEQR('V',...)
     (15)    | I - Z4 Z4* | / ( n ulp )        ZPTEQR('V',...)
     (16)    | D4 - D5 | / ( 100 |D4| ulp )       ZPTEQR('N',...)
     When S is also diagonally dominant by the factor gamma < 1,
     (17)    max | D4(i) - WR(i) | / ( |D4(i)| omega ) ,
              i
             omega = 2 (2n-1) ULP (1 + 8 gamma**2) / (1 - gamma)**4
                                                  DSTEBZ( 'A', 'E', ...)
     (18)    | WA1 - D3 | / ( |D3| ulp )          DSTEBZ( 'A', 'E', ...)
     (19)    ( max { min | WA2(i)-WA3(j) | } +
                i     j
               max { min | WA3(i)-WA2(j) | } ) / ( |D3| ulp )
                i     j
                                                  DSTEBZ( 'I', 'E', ...)
     (20)    | S - Y WA1 Y* | / ( |S| n ulp )  DSTEBZ, ZSTEIN
     (21)    | I - Y Y* | / ( n ulp )          DSTEBZ, ZSTEIN
     (22)    | S - Z D Z* | / ( |S| n ulp )    ZSTEDC('I')
     (23)    | I - ZZ* | / ( n ulp )           ZSTEDC('I')
     (24)    | S - Z D Z* | / ( |S| n ulp )    ZSTEDC('V')
     (25)    | I - ZZ* | / ( n ulp )           ZSTEDC('V')
     (26)    | D1 - D2 | / ( |D1| ulp )           ZSTEDC('V') and
                                                  ZSTEDC('N')
     Test 27 is disabled at the moment because ZSTEMR does not
     guarantee high relatvie accuracy.
     (27)    max | D6(i) - WR(i) | / ( |D6(i)| omega ) ,
              i
             omega = 2 (2n-1) ULP (1 + 8 gamma**2) / (1 - gamma)**4
                                                  ZSTEMR('V', 'A')
     (28)    max | D6(i) - WR(i) | / ( |D6(i)| omega ) ,
              i
             omega = 2 (2n-1) ULP (1 + 8 gamma**2) / (1 - gamma)**4
                                                  ZSTEMR('V', 'I')
     Tests 29 through 34 are disable at present because ZSTEMR
     does not handle partial spectrum requests.
     (29)    | S - Z D Z* | / ( |S| n ulp )    ZSTEMR('V', 'I')
     (30)    | I - ZZ* | / ( n ulp )           ZSTEMR('V', 'I')
     (31)    ( max { min | WA2(i)-WA3(j) | } +
                i     j
               max { min | WA3(i)-WA2(j) | } ) / ( |D3| ulp )
                i     j
             ZSTEMR('N', 'I') vs. CSTEMR('V', 'I')
     (32)    | S - Z D Z* | / ( |S| n ulp )    ZSTEMR('V', 'V')
     (33)    | I - ZZ* | / ( n ulp )           ZSTEMR('V', 'V')
     (34)    ( max { min | WA2(i)-WA3(j) | } +
                i     j
               max { min | WA3(i)-WA2(j) | } ) / ( |D3| ulp )
                i     j
             ZSTEMR('N', 'V') vs. CSTEMR('V', 'V')
     (35)    | S - Z D Z* | / ( |S| n ulp )    ZSTEMR('V', 'A')
     (36)    | I - ZZ* | / ( n ulp )           ZSTEMR('V', 'A')
     (37)    ( max { min | WA2(i)-WA3(j) | } +
                i     j
               max { min | WA3(i)-WA2(j) | } ) / ( |D3| ulp )
                i     j
             ZSTEMR('N', 'A') vs. CSTEMR('V', 'A')
     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 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 (4), but multiplied by SQRT( overflow threshold )
     (7)  Same as (4), but multiplied by SQRT( underflow threshold )
     (8)  A matrix of the form  U* D U, where U is unitary and
          D has evenly spaced entries 1, ..., ULP with random signs
          on the diagonal.
     (9)  A matrix of the form  U* D U, where U is unitary and
          D has geometrically spaced entries 1, ..., ULP with random
          signs on the diagonal.
     (10) A matrix of the form  U* D U, where U is unitary 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) Hermitian 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 )
     (16) Same as (8), but diagonal elements are all positive.
     (17) Same as (9), but diagonal elements are all positive.
     (18) Same as (10), but diagonal elements are all positive.
     (19) Same as (16), but multiplied by SQRT( overflow threshold )
     (20) Same as (16), but multiplied by SQRT( underflow threshold )
     (21) A diagonally dominant tridiagonal matrix with geometrically
          spaced diagonal entries 1, ..., ULP.

Parameters
    NSIZES

              NSIZES is INTEGER
              The number of sizes of matrices to use.  If it is zero,
              ZCHKST does nothing.  It must be at least zero.

    NN

              NN is 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.

    NTYPES

              NTYPES is INTEGER
              The number of elements in DOTYPE.   If it is zero, ZCHKST
              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 ZCHKST 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 COMPLEX*16 array of
                                      dimension ( LDA , max(NN) )
              Used to hold the matrix whose eigenvalues are to be
              computed.  On exit, A contains the last matrix actually
              used.

    LDA

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

    AP

              AP is COMPLEX*16 array of
                          dimension( max(NN)*max(NN+1)/2 )
              The matrix A stored in packed format.

    SD

              SD is DOUBLE PRECISION array of
                                 dimension( max(NN) )
              The diagonal of the tridiagonal matrix computed by ZHETRD.
              On exit, SD and SE contain the tridiagonal form of the
              matrix in A.

    SE

              SE is DOUBLE PRECISION array of
                                 dimension( max(NN) )
              The off-diagonal of the tridiagonal matrix computed by
              ZHETRD.  On exit, SD and SE contain the tridiagonal form of
              the matrix in A.

    D1

              D1 is DOUBLE PRECISION array of
                                 dimension( max(NN) )
              The eigenvalues of A, as computed by ZSTEQR simultaneously
              with Z.  On exit, the eigenvalues in D1 correspond with the
              matrix in A.

    D2

              D2 is DOUBLE PRECISION array of
                                 dimension( max(NN) )
              The eigenvalues of A, as computed by ZSTEQR if Z is not
              computed.  On exit, the eigenvalues in D2 correspond with
              the matrix in A.

    D3

              D3 is DOUBLE PRECISION array of
                                 dimension( max(NN) )
              The eigenvalues of A, as computed by DSTERF.  On exit, the
              eigenvalues in D3 correspond with the matrix in A.

    D4

              D4 is DOUBLE PRECISION array of
                                 dimension( max(NN) )
              The eigenvalues of A, as computed by ZPTEQR(V).
              ZPTEQR factors S as  Z4 D4 Z4*
              On exit, the eigenvalues in D4 correspond with the matrix in A.

    D5

              D5 is DOUBLE PRECISION array of
                                 dimension( max(NN) )
              The eigenvalues of A, as computed by ZPTEQR(N)
              when Z is not computed. On exit, the
              eigenvalues in D4 correspond with the matrix in A.

    WA1

              WA1 is DOUBLE PRECISION array of
                                 dimension( max(NN) )
              All eigenvalues of A, computed to high
              absolute accuracy, with different range options.
              as computed by DSTEBZ.

    WA2

              WA2 is DOUBLE PRECISION array of
                                 dimension( max(NN) )
              Selected eigenvalues of A, computed to high
              absolute accuracy, with different range options.
              as computed by DSTEBZ.
              Choose random values for IL and IU, and ask for the
              IL-th through IU-th eigenvalues.

    WA3

              WA3 is DOUBLE PRECISION array of
                                 dimension( max(NN) )
              Selected eigenvalues of A, computed to high
              absolute accuracy, with different range options.
              as computed by DSTEBZ.
              Determine the values VL and VU of the IL-th and IU-th
              eigenvalues and ask for all eigenvalues in this range.

    WR

              WR is DOUBLE PRECISION array of
                                 dimension( max(NN) )
              All eigenvalues of A, computed to high
              absolute accuracy, with different options.
              as computed by DSTEBZ.

    U

              U is COMPLEX*16 array of
                                 dimension( LDU, max(NN) ).
              The unitary matrix computed by ZHETRD + ZUNGTR.

    LDU

              LDU is INTEGER
              The leading dimension of U, Z, and V.  It must be at least 1
              and at least max( NN ).

    V

              V is COMPLEX*16 array of
                                 dimension( LDU, max(NN) ).
              The Housholder vectors computed by ZHETRD in reducing A to
              tridiagonal form.  The vectors computed with UPLO='U' are
              in the upper triangle, and the vectors computed with UPLO='L'
              are in the lower triangle.  (As described in ZHETRD, the
              sub- and superdiagonal are not set to 1, although the
              true Householder vector has a 1 in that position.  The
              routines that use V, such as ZUNGTR, set those entries to
              1 before using them, and then restore them later.)

    VP

              VP is COMPLEX*16 array of
                          dimension( max(NN)*max(NN+1)/2 )
              The matrix V stored in packed format.

    TAU

              TAU is COMPLEX*16 array of
                                 dimension( max(NN) )
              The Householder factors computed by ZHETRD in reducing A
              to tridiagonal form.

    Z

              Z is COMPLEX*16 array of
                                 dimension( LDU, max(NN) ).
              The unitary matrix of eigenvectors computed by ZSTEQR,
              ZPTEQR, and ZSTEIN.

    WORK

              WORK is COMPLEX*16 array of
                          dimension( LWORK )

    LWORK

              LWORK is INTEGER
              The number of entries in WORK.  This must be at least
              1 + 4 * Nmax + 2 * Nmax * lg Nmax + 3 * Nmax**2
              where Nmax = max( NN(j), 2 ) and lg = log base 2.

    IWORK

              IWORK is INTEGER array,
              Workspace.

    LIWORK

              LIWORK is INTEGER
              The number of entries in IWORK.  This must be at least
                      6 + 6*Nmax + 5 * Nmax * lg Nmax
              where Nmax = max( NN(j), 2 ) and lg = log base 2.

    RWORK

              RWORK is DOUBLE PRECISION array

    LRWORK

              LRWORK is INTEGER
              The number of entries in LRWORK (dimension( ??? )

    RESULT

              RESULT is DOUBLE PRECISION array, dimension (26)
              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.
               -1: NSIZES < 0
               -2: Some NN(j) < 0
               -3: NTYPES < 0
               -5: THRESH < 0
               -9: LDA < 1 or LDA < NMAX, where NMAX is max( NN(j) ).
              -23: LDU < 1 or LDU < NMAX.
              -29: LWORK too small.
              If  ZLATMR, CLATMS, ZHETRD, ZUNGTR, ZSTEQR, DSTERF,
                  or ZUNMC2 returns an error code, the
                  absolute value of it is returned.
    -----------------------------------------------------------------------
           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.
           NBLOCK          Blocksize as returned by ENVIR.
           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 599 of file zchkst.f.

Author

Generated automatically by Doxygen for LAPACK from the source code.