zdrgsx.f - Man Page

subroutine zdrgsx (nsize, ncmax, thresh, nin, nout, a, lda, b, ai, bi, z, q, alpha, beta, c, ldc, s, work, lwork, rwork, iwork, liwork, bwork, info)
ZDRGSX

ZDRGSX

Purpose:

 ZDRGSX checks the nonsymmetric generalized eigenvalue (Schur form)
 problem expert driver ZGGESX.

 ZGGES factors A and B as Q*S*Z'  and Q*T*Z' , where ' means conjugate
 transpose, S and T are  upper triangular (i.e., in generalized Schur
 form), and Q and Z are unitary. It also computes the generalized
 eigenvalues (alpha(j),beta(j)), j=1,...,n.  Thus,
 w(j) = alpha(j)/beta(j) is a root of the characteristic equation

                 det( A - w(j) B ) = 0

 Optionally it also reorders the eigenvalues so that a selected
 cluster of eigenvalues appears in the leading diagonal block of the
 Schur forms; computes a reciprocal condition number for the average
 of the selected eigenvalues; and computes a reciprocal condition
 number for the right and left deflating subspaces corresponding to
 the selected eigenvalues.

 When ZDRGSX is called with NSIZE > 0, five (5) types of built-in
 matrix pairs are used to test the routine ZGGESX.

 When ZDRGSX is called with NSIZE = 0, it reads in test matrix data
 to test ZGGESX.
 (need more details on what kind of read-in data are needed).

 For each matrix pair, the following tests will be performed and
 compared with the threshold THRESH except for the tests (7) and (9):

 (1)   | A - Q S Z' | / ( |A| n ulp )

 (2)   | B - Q T Z' | / ( |B| n ulp )

 (3)   | I - QQ' | / ( n ulp )

 (4)   | I - ZZ' | / ( n ulp )

 (5)   if A is in Schur form (i.e. triangular form)

 (6)   maximum over j of D(j)  where:

                     |alpha(j) - S(j,j)|        |beta(j) - T(j,j)|
           D(j) = ------------------------ + -----------------------
                  max(|alpha(j)|,|S(j,j)|)   max(|beta(j)|,|T(j,j)|)

 (7)   if sorting worked and SDIM is the number of eigenvalues
       which were selected.

 (8)   the estimated value DIF does not differ from the true values of
       Difu and Difl more than a factor 10*THRESH. If the estimate DIF
       equals zero the corresponding true values of Difu and Difl
       should be less than EPS*norm(A, B). If the true value of Difu
       and Difl equal zero, the estimate DIF should be less than
       EPS*norm(A, B).

 (9)   If INFO = N+3 is returned by ZGGESX, the reordering 'failed'
       and we check that DIF = PL = PR = 0 and that the true value of
       Difu and Difl is < EPS*norm(A, B). We count the events when
       INFO=N+3.

 For read-in test matrices, the same tests are run except that the
 exact value for DIF (and PL) is input data.  Additionally, there is
 one more test run for read-in test matrices:

 (10)  the estimated value PL does not differ from the true value of
       PLTRU more than a factor THRESH. If the estimate PL equals
       zero the corresponding true value of PLTRU should be less than
       EPS*norm(A, B). If the true value of PLTRU equal zero, the
       estimate PL should be less than EPS*norm(A, B).

 Note that for the built-in tests, a total of 10*NSIZE*(NSIZE-1)
 matrix pairs are generated and tested. NSIZE should be kept small.

 SVD (routine ZGESVD) is used for computing the true value of DIF_u
 and DIF_l when testing the built-in test problems.

 Built-in Test Matrices
 ======================

 All built-in test matrices are the 2 by 2 block of triangular
 matrices

          A = [ A11 A12 ]    and      B = [ B11 B12 ]
              [     A22 ]                 [     B22 ]

 where for different type of A11 and A22 are given as the following.
 A12 and B12 are chosen so that the generalized Sylvester equation

          A11*R - L*A22 = -A12
          B11*R - L*B22 = -B12

 have prescribed solution R and L.

 Type 1:  A11 = J_m(1,-1) and A_22 = J_k(1-a,1).
          B11 = I_m, B22 = I_k
          where J_k(a,b) is the k-by-k Jordan block with “a” on
          diagonal and “b” on superdiagonal.

 Type 2:  A11 = (a_ij) = ( 2(.5-sin(i)) ) and
          B11 = (b_ij) = ( 2(.5-sin(ij)) ) for i=1,...,m, j=i,...,m
          A22 = (a_ij) = ( 2(.5-sin(i+j)) ) and
          B22 = (b_ij) = ( 2(.5-sin(ij)) ) for i=m+1,...,k, j=i,...,k

 Type 3:  A11, A22 and B11, B22 are chosen as for Type 2, but each
          second diagonal block in A_11 and each third diagonal block
          in A_22 are made as 2 by 2 blocks.

 Type 4:  A11 = ( 20(.5 - sin(ij)) ) and B22 = ( 2(.5 - sin(i+j)) )
             for i=1,...,m,  j=1,...,m and
          A22 = ( 20(.5 - sin(i+j)) ) and B22 = ( 2(.5 - sin(ij)) )
             for i=m+1,...,k,  j=m+1,...,k

 Type 5:  (A,B) and have potentially close or common eigenvalues and
          very large departure from block diagonality A_11 is chosen
          as the m x m leading submatrix of A_1:
                  |  1  b                            |
                  | -b  1                            |
                  |        1+d  b                    |
                  |         -b 1+d                   |
           A_1 =  |                  d  1            |
                  |                 -1  d            |
                  |                        -d  1     |
                  |                        -1 -d     |
                  |                               1  |
          and A_22 is chosen as the k x k leading submatrix of A_2:
                  | -1  b                            |
                  | -b -1                            |
                  |       1-d  b                     |
                  |       -b  1-d                    |
           A_2 =  |                 d 1+b            |
                  |               -1-b d             |
                  |                       -d  1+b    |
                  |                      -1+b  -d    |
                  |                              1-d |
          and matrix B are chosen as identity matrices (see DLATM5).

Parameters

NSIZE

          NSIZE is INTEGER
          The maximum size of the matrices to use. NSIZE >= 0.
          If NSIZE = 0, no built-in tests matrices are used, but
          read-in test matrices are used to test DGGESX.

NCMAX

          NCMAX is INTEGER
          Maximum allowable NMAX for generating Kroneker matrix
          in call to ZLAKF2

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.  THRESH >= 0.

NIN

          NIN is INTEGER
          The FORTRAN unit number for reading in the data file of
          problems to solve.

NOUT

          NOUT is INTEGER
          The FORTRAN unit number for printing out error messages
          (e.g., if a routine returns INFO not equal to 0.)

A

          A is COMPLEX*16 array, dimension (LDA, NSIZE)
          Used to store 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, B, AI, BI, Z and Q,
          LDA >= max( 1, NSIZE ). For the read-in test,
          LDA >= max( 1, N ), N is the size of the test matrices.

B

          B is COMPLEX*16 array, dimension (LDA, NSIZE)
          Used to store the matrix whose eigenvalues are to be
          computed.  On exit, B contains the last matrix actually used.

AI

          AI is COMPLEX*16 array, dimension (LDA, NSIZE)
          Copy of A, modified by ZGGESX.

BI

          BI is COMPLEX*16 array, dimension (LDA, NSIZE)
          Copy of B, modified by ZGGESX.

Z

          Z is COMPLEX*16 array, dimension (LDA, NSIZE)
          Z holds the left Schur vectors computed by ZGGESX.

Q

          Q is COMPLEX*16 array, dimension (LDA, NSIZE)
          Q holds the right Schur vectors computed by ZGGESX.

ALPHA

          ALPHA is COMPLEX*16 array, dimension (NSIZE)

BETA

          BETA is COMPLEX*16 array, dimension (NSIZE)

          On exit, ALPHA/BETA are the eigenvalues.

C

          C is COMPLEX*16 array, dimension (LDC, LDC)
          Store the matrix generated by subroutine ZLAKF2, this is the
          matrix formed by Kronecker products used for estimating
          DIF.

LDC

          LDC is INTEGER
          The leading dimension of C. LDC >= max(1, LDA*LDA/2 ).

S

          S is DOUBLE PRECISION array, dimension (LDC)
          Singular values of C

WORK

          WORK is COMPLEX*16 array, dimension (LWORK)

LWORK

          LWORK is INTEGER
          The dimension of the array WORK.  LWORK >= 3*NSIZE*NSIZE/2

RWORK

          RWORK is DOUBLE PRECISION array,
                                 dimension (5*NSIZE*NSIZE/2 - 4)

IWORK

          IWORK is INTEGER array, dimension (LIWORK)

LIWORK

          LIWORK is INTEGER
          The dimension of the array IWORK. LIWORK >= NSIZE + 2.

BWORK

          BWORK is LOGICAL array, dimension (NSIZE)

INFO

          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value.
          > 0:  A routine returned an error code.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 346 of file zdrgsx.f.