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Merge pull request #3946 from martin-frbg/lapack682 

Rewrite ?LAQR5 and S/DHGEQZ , add tests for TRECV3 (Reference-LAPACK PR 682)
tags/v0.3.22^2
Martin Kroeker GitHub 3 years ago
parent
f7b9391119 147e2fbf87
commit
7719dbecde
No known key found for this signature in database GPG Key ID: 4AEE18F83AFDEB23
10 changed files with 427 additions and 130 deletions
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  1. +14
    -11
      lapack-netlib/SRC/claqr5.f
  2. +37
    -33
      lapack-netlib/SRC/dhgeqz.f
  3. +14
    -9
      lapack-netlib/SRC/dlaqr5.f
  4. +37
    -33
      lapack-netlib/SRC/shgeqz.f
  5. +14
    -9
      lapack-netlib/SRC/slaqr5.f
  6. +14
    -11
      lapack-netlib/SRC/zlaqr5.f
  7. +75
    -6
      lapack-netlib/TESTING/EIG/cchkhs.f
  8. +75
    -7
      lapack-netlib/TESTING/EIG/dchkhs.f
  9. +73
    -6
      lapack-netlib/TESTING/EIG/schkhs.f
  10. +74
    -5
      lapack-netlib/TESTING/EIG/zchkhs.f

+ 14
- 11
lapack-netlib/SRC/claqr5.f View File

@@ -533,11 +533,13 @@
* . Mth bulge. Exploit fact that first two elements
* . of row are actually zero. ====
*
REFSUM = V( 1, M )*V( 3, M )*H( K+3, K+2 )
H( K+3, K ) = -REFSUM
H( K+3, K+1 ) = -REFSUM*CONJG( V( 2, M ) )
H( K+3, K+2 ) = H( K+3, K+2 ) -
$ REFSUM*CONJG( V( 3, M ) )
T1 = V( 1, M )
T2 = T1*CONJG( V( 2, M ) )
T3 = T1*CONJG( V( 3, M ) )
REFSUM = V( 3, M )*H( K+3, K+2 )
H( K+3, K ) = -REFSUM*T1
H( K+3, K+1 ) = -REFSUM*T2
H( K+3, K+2 ) = H( K+3, K+2 ) - REFSUM*T3
*
* ==== Calculate reflection to move
* . Mth bulge one step. ====
@@ -572,12 +574,13 @@
$ S( 2*M ), VT )
ALPHA = VT( 1 )
CALL CLARFG( 3, ALPHA, VT( 2 ), 1, VT( 1 ) )
REFSUM = CONJG( VT( 1 ) )*
$ ( H( K+1, K )+CONJG( VT( 2 ) )*
$ H( K+2, K ) )
T1 = CONJG( VT( 1 ) )
T2 = T1*VT( 2 )
T3 = T1*VT( 3 )
REFSUM = H( K+1, K )+CONJG( VT( 2 ) )*H( K+2, K )
*
IF( CABS1( H( K+2, K )-REFSUM*VT( 2 ) )+
$ CABS1( REFSUM*VT( 3 ) ).GT.ULP*
IF( CABS1( H( K+2, K )-REFSUM*T2 )+
$ CABS1( REFSUM*T3 ).GT.ULP*
$ ( CABS1( H( K, K ) )+CABS1( H( K+1,
$ K+1 ) )+CABS1( H( K+2, K+2 ) ) ) ) THEN
*
@@ -595,7 +598,7 @@
* . Replace the old reflector with
* . the new one. ====
*
H( K+1, K ) = H( K+1, K ) - REFSUM
H( K+1, K ) = H( K+1, K ) - REFSUM*T1
H( K+2, K ) = ZERO
H( K+3, K ) = ZERO
V( 1, M ) = VT( 1 )


+ 37
- 33
lapack-netlib/SRC/dhgeqz.f View File

@@ -337,9 +337,9 @@
$ BTOL, C, C11I, C11R, C12, C21, C22I, C22R, CL,
$ CQ, CR, CZ, ESHIFT, S, S1, S1INV, S2, SAFMAX,
$ SAFMIN, SCALE, SL, SQI, SQR, SR, SZI, SZR, T1,
$ TAU, TEMP, TEMP2, TEMPI, TEMPR, U1, U12, U12L,
$ U2, ULP, VS, W11, W12, W21, W22, WABS, WI, WR,
$ WR2
$ T2, T3, TAU, TEMP, TEMP2, TEMPI, TEMPR, U1,
$ U12, U12L, U2, ULP, VS, W11, W12, W21, W22,
$ WABS, WI, WR, WR2
* ..
* .. Local Arrays ..
DOUBLE PRECISION V( 3 )
@@ -1127,25 +1127,27 @@
H( J+2, J-1 ) = ZERO
END IF
*
T2 = TAU*V( 2 )
T3 = TAU*V( 3 )
DO 230 JC = J, ILASTM
TEMP = TAU*( H( J, JC )+V( 2 )*H( J+1, JC )+V( 3 )*
$ H( J+2, JC ) )
H( J, JC ) = H( J, JC ) - TEMP
H( J+1, JC ) = H( J+1, JC ) - TEMP*V( 2 )
H( J+2, JC ) = H( J+2, JC ) - TEMP*V( 3 )
TEMP2 = TAU*( T( J, JC )+V( 2 )*T( J+1, JC )+V( 3 )*
$ T( J+2, JC ) )
T( J, JC ) = T( J, JC ) - TEMP2
T( J+1, JC ) = T( J+1, JC ) - TEMP2*V( 2 )
T( J+2, JC ) = T( J+2, JC ) - TEMP2*V( 3 )
TEMP = H( J, JC )+V( 2 )*H( J+1, JC )+V( 3 )*
$ H( J+2, JC )
H( J, JC ) = H( J, JC ) - TEMP*TAU
H( J+1, JC ) = H( J+1, JC ) - TEMP*T2
H( J+2, JC ) = H( J+2, JC ) - TEMP*T3
TEMP2 = T( J, JC )+V( 2 )*T( J+1, JC )+V( 3 )*
$ T( J+2, JC )
T( J, JC ) = T( J, JC ) - TEMP2*TAU
T( J+1, JC ) = T( J+1, JC ) - TEMP2*T2
T( J+2, JC ) = T( J+2, JC ) - TEMP2*T3
230 CONTINUE
IF( ILQ ) THEN
DO 240 JR = 1, N
TEMP = TAU*( Q( JR, J )+V( 2 )*Q( JR, J+1 )+V( 3 )*
$ Q( JR, J+2 ) )
Q( JR, J ) = Q( JR, J ) - TEMP
Q( JR, J+1 ) = Q( JR, J+1 ) - TEMP*V( 2 )
Q( JR, J+2 ) = Q( JR, J+2 ) - TEMP*V( 3 )
TEMP = Q( JR, J )+V( 2 )*Q( JR, J+1 )+V( 3 )*
$ Q( JR, J+2 )
Q( JR, J ) = Q( JR, J ) - TEMP*TAU
Q( JR, J+1 ) = Q( JR, J+1 ) - TEMP*T2
Q( JR, J+2 ) = Q( JR, J+2 ) - TEMP*T3
240 CONTINUE
END IF
*
@@ -1233,27 +1235,29 @@
*
* Apply transformations from the right.
*
T2 = TAU*V(2)
T3 = TAU*V(3)
DO 260 JR = IFRSTM, MIN( J+3, ILAST )
TEMP = TAU*( H( JR, J )+V( 2 )*H( JR, J+1 )+V( 3 )*
$ H( JR, J+2 ) )
H( JR, J ) = H( JR, J ) - TEMP
H( JR, J+1 ) = H( JR, J+1 ) - TEMP*V( 2 )
H( JR, J+2 ) = H( JR, J+2 ) - TEMP*V( 3 )
TEMP = H( JR, J )+V( 2 )*H( JR, J+1 )+V( 3 )*
$ H( JR, J+2 )
H( JR, J ) = H( JR, J ) - TEMP*TAU
H( JR, J+1 ) = H( JR, J+1 ) - TEMP*T2
H( JR, J+2 ) = H( JR, J+2 ) - TEMP*T3
260 CONTINUE
DO 270 JR = IFRSTM, J + 2
TEMP = TAU*( T( JR, J )+V( 2 )*T( JR, J+1 )+V( 3 )*
$ T( JR, J+2 ) )
T( JR, J ) = T( JR, J ) - TEMP
T( JR, J+1 ) = T( JR, J+1 ) - TEMP*V( 2 )
T( JR, J+2 ) = T( JR, J+2 ) - TEMP*V( 3 )
TEMP = T( JR, J )+V( 2 )*T( JR, J+1 )+V( 3 )*
$ T( JR, J+2 )
T( JR, J ) = T( JR, J ) - TEMP*TAU
T( JR, J+1 ) = T( JR, J+1 ) - TEMP*T2
T( JR, J+2 ) = T( JR, J+2 ) - TEMP*T3
270 CONTINUE
IF( ILZ ) THEN
DO 280 JR = 1, N
TEMP = TAU*( Z( JR, J )+V( 2 )*Z( JR, J+1 )+V( 3 )*
$ Z( JR, J+2 ) )
Z( JR, J ) = Z( JR, J ) - TEMP
Z( JR, J+1 ) = Z( JR, J+1 ) - TEMP*V( 2 )
Z( JR, J+2 ) = Z( JR, J+2 ) - TEMP*V( 3 )
TEMP = Z( JR, J )+V( 2 )*Z( JR, J+1 )+V( 3 )*
$ Z( JR, J+2 )
Z( JR, J ) = Z( JR, J ) - TEMP*TAU
Z( JR, J+1 ) = Z( JR, J+1 ) - TEMP*T2
Z( JR, J+2 ) = Z( JR, J+2 ) - TEMP*T3
280 CONTINUE
END IF
T( J+1, J ) = ZERO


+ 14
- 9
lapack-netlib/SRC/dlaqr5.f View File

@@ -558,10 +558,13 @@
* . Mth bulge. Exploit fact that first two elements
* . of row are actually zero. ====
*
REFSUM = V( 1, M )*V( 3, M )*H( K+3, K+2 )
H( K+3, K ) = -REFSUM
H( K+3, K+1 ) = -REFSUM*V( 2, M )
H( K+3, K+2 ) = H( K+3, K+2 ) - REFSUM*V( 3, M )
T1 = V( 1, M )
T2 = T1*V( 2, M )
T3 = T1*V( 3, M )
REFSUM = V( 3, M )*H( K+3, K+2 )
H( K+3, K ) = -REFSUM*T1
H( K+3, K+1 ) = -REFSUM*T2
H( K+3, K+2 ) = H( K+3, K+2 ) - REFSUM*T3
*
* ==== Calculate reflection to move
* . Mth bulge one step. ====
@@ -597,11 +600,13 @@
$ VT )
ALPHA = VT( 1 )
CALL DLARFG( 3, ALPHA, VT( 2 ), 1, VT( 1 ) )
REFSUM = VT( 1 )*( H( K+1, K )+VT( 2 )*
$ H( K+2, K ) )
T1 = VT( 1 )
T2 = T1*VT( 2 )
T3 = T1*VT( 3 )
REFSUM = H( K+1, K ) + VT( 2 )*H( K+2, K )
*
IF( ABS( H( K+2, K )-REFSUM*VT( 2 ) )+
$ ABS( REFSUM*VT( 3 ) ).GT.ULP*
IF( ABS( H( K+2, K )-REFSUM*T2 )+
$ ABS( REFSUM*T3 ).GT.ULP*
$ ( ABS( H( K, K ) )+ABS( H( K+1,
$ K+1 ) )+ABS( H( K+2, K+2 ) ) ) ) THEN
*
@@ -619,7 +624,7 @@
* . Replace the old reflector with
* . the new one. ====
*
H( K+1, K ) = H( K+1, K ) - REFSUM
H( K+1, K ) = H( K+1, K ) - REFSUM*T1
H( K+2, K ) = ZERO
H( K+3, K ) = ZERO
V( 1, M ) = VT( 1 )


+ 37
- 33
lapack-netlib/SRC/shgeqz.f View File

@@ -337,9 +337,9 @@
$ BTOL, C, C11I, C11R, C12, C21, C22I, C22R, CL,
$ CQ, CR, CZ, ESHIFT, S, S1, S1INV, S2, SAFMAX,
$ SAFMIN, SCALE, SL, SQI, SQR, SR, SZI, SZR, T1,
$ TAU, TEMP, TEMP2, TEMPI, TEMPR, U1, U12, U12L,
$ U2, ULP, VS, W11, W12, W21, W22, WABS, WI, WR,
$ WR2
$ T2, T3, TAU, TEMP, TEMP2, TEMPI, TEMPR, U1,
$ U12, U12L, U2, ULP, VS, W11, W12, W21, W22,
$ WABS, WI, WR, WR2
* ..
* .. Local Arrays ..
REAL V( 3 )
@@ -1127,25 +1127,27 @@
H( J+2, J-1 ) = ZERO
END IF
*
T2 = TAU * V( 2 )
T3 = TAU * V( 3 )
DO 230 JC = J, ILASTM
TEMP = TAU*( H( J, JC )+V( 2 )*H( J+1, JC )+V( 3 )*
$ H( J+2, JC ) )
H( J, JC ) = H( J, JC ) - TEMP
H( J+1, JC ) = H( J+1, JC ) - TEMP*V( 2 )
H( J+2, JC ) = H( J+2, JC ) - TEMP*V( 3 )
TEMP2 = TAU*( T( J, JC )+V( 2 )*T( J+1, JC )+V( 3 )*
$ T( J+2, JC ) )
T( J, JC ) = T( J, JC ) - TEMP2
T( J+1, JC ) = T( J+1, JC ) - TEMP2*V( 2 )
T( J+2, JC ) = T( J+2, JC ) - TEMP2*V( 3 )
TEMP = H( J, JC )+V( 2 )*H( J+1, JC )+V( 3 )*
$ H( J+2, JC )
H( J, JC ) = H( J, JC ) - TEMP*TAU
H( J+1, JC ) = H( J+1, JC ) - TEMP*T2
H( J+2, JC ) = H( J+2, JC ) - TEMP*T3
TEMP2 = T( J, JC )+V( 2 )*T( J+1, JC )+V( 3 )*
$ T( J+2, JC )
T( J, JC ) = T( J, JC ) - TEMP2*TAU
T( J+1, JC ) = T( J+1, JC ) - TEMP2*T2
T( J+2, JC ) = T( J+2, JC ) - TEMP2*T3
230 CONTINUE
IF( ILQ ) THEN
DO 240 JR = 1, N
TEMP = TAU*( Q( JR, J )+V( 2 )*Q( JR, J+1 )+V( 3 )*
$ Q( JR, J+2 ) )
Q( JR, J ) = Q( JR, J ) - TEMP
Q( JR, J+1 ) = Q( JR, J+1 ) - TEMP*V( 2 )
Q( JR, J+2 ) = Q( JR, J+2 ) - TEMP*V( 3 )
TEMP = Q( JR, J )+V( 2 )*Q( JR, J+1 )+V( 3 )*
$ Q( JR, J+2 )
Q( JR, J ) = Q( JR, J ) - TEMP*TAU
Q( JR, J+1 ) = Q( JR, J+1 ) - TEMP*T2
Q( JR, J+2 ) = Q( JR, J+2 ) - TEMP*T3
240 CONTINUE
END IF
*
@@ -1233,27 +1235,29 @@
*
* Apply transformations from the right.
*
T2 = TAU*V( 2 )
T3 = TAU*V( 3 )
DO 260 JR = IFRSTM, MIN( J+3, ILAST )
TEMP = TAU*( H( JR, J )+V( 2 )*H( JR, J+1 )+V( 3 )*
$ H( JR, J+2 ) )
H( JR, J ) = H( JR, J ) - TEMP
H( JR, J+1 ) = H( JR, J+1 ) - TEMP*V( 2 )
H( JR, J+2 ) = H( JR, J+2 ) - TEMP*V( 3 )
TEMP = H( JR, J )+V( 2 )*H( JR, J+1 )+V( 3 )*
$ H( JR, J+2 )
H( JR, J ) = H( JR, J ) - TEMP*TAU
H( JR, J+1 ) = H( JR, J+1 ) - TEMP*T2
H( JR, J+2 ) = H( JR, J+2 ) - TEMP*T3
260 CONTINUE
DO 270 JR = IFRSTM, J + 2
TEMP = TAU*( T( JR, J )+V( 2 )*T( JR, J+1 )+V( 3 )*
$ T( JR, J+2 ) )
T( JR, J ) = T( JR, J ) - TEMP
T( JR, J+1 ) = T( JR, J+1 ) - TEMP*V( 2 )
T( JR, J+2 ) = T( JR, J+2 ) - TEMP*V( 3 )
TEMP = T( JR, J )+V( 2 )*T( JR, J+1 )+V( 3 )*
$ T( JR, J+2 )
T( JR, J ) = T( JR, J ) - TEMP*TAU
T( JR, J+1 ) = T( JR, J+1 ) - TEMP*T2
T( JR, J+2 ) = T( JR, J+2 ) - TEMP*T3
270 CONTINUE
IF( ILZ ) THEN
DO 280 JR = 1, N
TEMP = TAU*( Z( JR, J )+V( 2 )*Z( JR, J+1 )+V( 3 )*
$ Z( JR, J+2 ) )
Z( JR, J ) = Z( JR, J ) - TEMP
Z( JR, J+1 ) = Z( JR, J+1 ) - TEMP*V( 2 )
Z( JR, J+2 ) = Z( JR, J+2 ) - TEMP*V( 3 )
TEMP = Z( JR, J )+V( 2 )*Z( JR, J+1 )+V( 3 )*
$ Z( JR, J+2 )
Z( JR, J ) = Z( JR, J ) - TEMP*TAU
Z( JR, J+1 ) = Z( JR, J+1 ) - TEMP*T2
Z( JR, J+2 ) = Z( JR, J+2 ) - TEMP*T3
280 CONTINUE
END IF
T( J+1, J ) = ZERO


+ 14
- 9
lapack-netlib/SRC/slaqr5.f View File

@@ -558,10 +558,13 @@
* . Mth bulge. Exploit fact that first two elements
* . of row are actually zero. ====
*
REFSUM = V( 1, M )*V( 3, M )*H( K+3, K+2 )
H( K+3, K ) = -REFSUM
H( K+3, K+1 ) = -REFSUM*V( 2, M )
H( K+3, K+2 ) = H( K+3, K+2 ) - REFSUM*V( 3, M )
T1 = V( 1, M )
T2 = T1*V( 2, M )
T3 = T1*V( 3, M )
REFSUM = V( 3, M )*H( K+3, K+2 )
H( K+3, K ) = -REFSUM*T1
H( K+3, K+1 ) = -REFSUM*T2
H( K+3, K+2 ) = H( K+3, K+2 ) - REFSUM*T3
*
* ==== Calculate reflection to move
* . Mth bulge one step. ====
@@ -597,11 +600,13 @@
$ VT )
ALPHA = VT( 1 )
CALL SLARFG( 3, ALPHA, VT( 2 ), 1, VT( 1 ) )
REFSUM = VT( 1 )*( H( K+1, K )+VT( 2 )*
$ H( K+2, K ) )
T1 = VT( 1 )
T2 = T1*VT( 2 )
T3 = T2*VT( 3 )
REFSUM = H( K+1, K )+VT( 2 )*H( K+2, K )
*
IF( ABS( H( K+2, K )-REFSUM*VT( 2 ) )+
$ ABS( REFSUM*VT( 3 ) ).GT.ULP*
IF( ABS( H( K+2, K )-REFSUM*T2 )+
$ ABS( REFSUM*T3 ).GT.ULP*
$ ( ABS( H( K, K ) )+ABS( H( K+1,
$ K+1 ) )+ABS( H( K+2, K+2 ) ) ) ) THEN
*
@@ -619,7 +624,7 @@
* . Replace the old reflector with
* . the new one. ====
*
H( K+1, K ) = H( K+1, K ) - REFSUM
H( K+1, K ) = H( K+1, K ) - REFSUM*T1
H( K+2, K ) = ZERO
H( K+3, K ) = ZERO
V( 1, M ) = VT( 1 )


+ 14
- 11
lapack-netlib/SRC/zlaqr5.f View File

@@ -533,11 +533,13 @@
* . Mth bulge. Exploit fact that first two elements
* . of row are actually zero. ====
*
REFSUM = V( 1, M )*V( 3, M )*H( K+3, K+2 )
H( K+3, K ) = -REFSUM
H( K+3, K+1 ) = -REFSUM*DCONJG( V( 2, M ) )
H( K+3, K+2 ) = H( K+3, K+2 ) -
$ REFSUM*DCONJG( V( 3, M ) )
T1 = V( 1, M )
T2 = T1*DCONJG( V( 2, M ) )
T3 = T1*DCONJG( V( 3, M ) )
REFSUM = V( 3, M )*H( K+3, K+2 )
H( K+3, K ) = -REFSUM*T1
H( K+3, K+1 ) = -REFSUM*T2
H( K+3, K+2 ) = H( K+3, K+2 ) - REFSUM*T3
*
* ==== Calculate reflection to move
* . Mth bulge one step. ====
@@ -572,12 +574,13 @@
$ S( 2*M ), VT )
ALPHA = VT( 1 )
CALL ZLARFG( 3, ALPHA, VT( 2 ), 1, VT( 1 ) )
REFSUM = DCONJG( VT( 1 ) )*
$ ( H( K+1, K )+DCONJG( VT( 2 ) )*
$ H( K+2, K ) )
T1 = DCONJG( VT( 1 ) )
T2 = T1*VT( 2 )
T3 = T1*VT( 3 )
REFSUM = H( K+1, K )+DCONJG( VT( 2 ) )*H( K+2, K )
*
IF( CABS1( H( K+2, K )-REFSUM*VT( 2 ) )+
$ CABS1( REFSUM*VT( 3 ) ).GT.ULP*
IF( CABS1( H( K+2, K )-REFSUM*T2 )+
$ CABS1( REFSUM*T3 ).GT.ULP*
$ ( CABS1( H( K, K ) )+CABS1( H( K+1,
$ K+1 ) )+CABS1( H( K+2, K+2 ) ) ) ) THEN
*
@@ -595,7 +598,7 @@
* . Replace the old reflector with
* . the new one. ====
*
H( K+1, K ) = H( K+1, K ) - REFSUM
H( K+1, K ) = H( K+1, K ) - REFSUM*T1
H( K+2, K ) = ZERO
H( K+3, K ) = ZERO
V( 1, M ) = VT( 1 )


+ 75
- 6
lapack-netlib/TESTING/EIG/cchkhs.f View File

@@ -21,7 +21,7 @@
* .. Array Arguments ..
* LOGICAL DOTYPE( * ), SELECT( * )
* INTEGER ISEED( 4 ), IWORK( * ), NN( * )
* REAL RESULT( 14 ), RWORK( * )
* REAL RESULT( 16 ), RWORK( * )
* COMPLEX A( LDA, * ), EVECTL( LDU, * ),
* $ EVECTR( LDU, * ), EVECTX( LDU, * ),
* $ EVECTY( LDU, * ), H( LDA, * ), T1( LDA, * ),
@@ -64,10 +64,15 @@
*> 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, 14
*> to test the nonsymmetric eigenroutines. For each matrix, 16
*> tests will be performed:
*>
*> (1) | A - U H U**H | / ( |A| n ulp )
@@ -98,6 +103,10 @@
*>
*> (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 );
@@ -331,7 +340,7 @@
*> Workspace. Could be equivalenced to IWORK, but not RWORK.
*> Modified.
*>
*> RESULT - REAL array, dimension (14)
*> 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.
@@ -421,7 +430,7 @@
* .. Array Arguments ..
LOGICAL DOTYPE( * ), SELECT( * )
INTEGER ISEED( 4 ), IWORK( * ), NN( * )
REAL RESULT( 14 ), RWORK( * )
REAL RESULT( 16 ), RWORK( * )
COMPLEX A( LDA, * ), EVECTL( LDU, * ),
$ EVECTR( LDU, * ), EVECTX( LDU, * ),
$ EVECTY( LDU, * ), H( LDA, * ), T1( LDA, * ),
@@ -463,8 +472,8 @@
* .. External Subroutines ..
EXTERNAL CCOPY, CGEHRD, CGEMM, CGET10, CGET22, CHSEIN,
$ CHSEQR, CHST01, CLACPY, CLASET, CLATME, CLATMR,
$ CLATMS, CTREVC, CUNGHR, CUNMHR, SLABAD, SLAFTS,
$ SLASUM, XERBLA
$ CLATMS, CTREVC, CTREVC3, CUNGHR, CUNMHR,
$ SLABAD, SLAFTS, SLASUM, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, MAX, MIN, REAL, SQRT
@@ -1067,6 +1076,66 @@
$ RESULT( 14 ) = DUMMA( 3 )*ANINV
END IF
*
* Compute Left and Right Eigenvectors of A
*
* Compute a Right eigenvector matrix:
*
NTEST = 15
RESULT( 15 ) = ULPINV
*
CALL CLACPY( ' ', N, N, UZ, LDU, EVECTR, LDU )
*
CALL CTREVC3( 'Right', 'Back', SELECT, N, T1, LDA, CDUMMA,
$ LDU, EVECTR, LDU, N, IN, WORK, NWORK, RWORK,
$ N, IINFO )
IF( IINFO.NE.0 ) THEN
WRITE( NOUNIT, FMT = 9999 )'CTREVC3(R,B)', IINFO, N,
$ JTYPE, IOLDSD
INFO = ABS( IINFO )
GO TO 250
END IF
*
* Test 15: | AR - RW | / ( |A| |R| ulp )
*
* (from Schur decomposition)
*
CALL CGET22( 'N', 'N', 'N', N, A, LDA, EVECTR, LDU, W1,
$ WORK, RWORK, DUMMA( 1 ) )
RESULT( 15 ) = DUMMA( 1 )
IF( DUMMA( 2 ).GT.THRESH ) THEN
WRITE( NOUNIT, FMT = 9998 )'Right', 'CTREVC3',
$ DUMMA( 2 ), N, JTYPE, IOLDSD
END IF
*
* Compute a Left eigenvector matrix:
*
NTEST = 16
RESULT( 16 ) = ULPINV
*
CALL CLACPY( ' ', N, N, UZ, LDU, EVECTL, LDU )
*
CALL CTREVC3( 'Left', 'Back', SELECT, N, T1, LDA, EVECTL,
$ LDU, CDUMMA, LDU, N, IN, WORK, NWORK, RWORK,
$ N, IINFO )
IF( IINFO.NE.0 ) THEN
WRITE( NOUNIT, FMT = 9999 )'CTREVC3(L,B)', IINFO, N,
$ JTYPE, IOLDSD
INFO = ABS( IINFO )
GO TO 250
END IF
*
* Test 16: | LA - WL | / ( |A| |L| ulp )
*
* (from Schur decomposition)
*
CALL CGET22( 'Conj', 'N', 'Conj', N, A, LDA, EVECTL, LDU,
$ W1, WORK, RWORK, DUMMA( 3 ) )
RESULT( 16 ) = DUMMA( 3 )
IF( DUMMA( 4 ).GT.THRESH ) THEN
WRITE( NOUNIT, FMT = 9998 )'Left', 'CTREVC3', DUMMA( 4 ),
$ N, JTYPE, IOLDSD
END IF
*
* End of Loop -- Check for RESULT(j) > THRESH
*
240 CONTINUE


+ 75
- 7
lapack-netlib/TESTING/EIG/dchkhs.f View File

@@ -23,7 +23,7 @@
* INTEGER ISEED( 4 ), IWORK( * ), NN( * )
* DOUBLE PRECISION A( LDA, * ), EVECTL( LDU, * ),
* $ EVECTR( LDU, * ), EVECTX( LDU, * ),
* $ EVECTY( LDU, * ), H( LDA, * ), RESULT( 14 ),
* $ EVECTY( LDU, * ), H( LDA, * ), RESULT( 16 ),
* $ T1( LDA, * ), T2( LDA, * ), TAU( * ),
* $ U( LDU, * ), UU( LDU, * ), UZ( LDU, * ),
* $ WI1( * ), WI2( * ), WI3( * ), WORK( * ),
@@ -49,15 +49,21 @@
*> T is "quasi-triangular", and the eigenvalue vector W.
*>
*> DTREVC computes the left and right eigenvector matrices
*> L and R for T.
*> L and R for T. L is lower quasi-triangular, and R is
*> upper quasi-triangular.
*>
*> DHSEIN computes the left and right eigenvector matrices
*> Y and X for H, using inverse iteration.
*>
*> DTREVC3 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 DCHKHS 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, 14
*> to test the nonsymmetric eigenroutines. For each matrix, 16
*> tests will be performed:
*>
*> (1) | A - U H U**T | / ( |A| n ulp )
@@ -88,6 +94,10 @@
*>
*> (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 );
@@ -331,7 +341,7 @@
*> Workspace.
*> Modified.
*>
*> RESULT - DOUBLE PRECISION array, dimension (14)
*> RESULT - DOUBLE PRECISION array, dimension (16)
*> The values computed by the fourteen tests described above.
*> The values are currently limited to 1/ulp, to avoid
*> overflow.
@@ -423,7 +433,7 @@
INTEGER ISEED( 4 ), IWORK( * ), NN( * )
DOUBLE PRECISION A( LDA, * ), EVECTL( LDU, * ),
$ EVECTR( LDU, * ), EVECTX( LDU, * ),
$ EVECTY( LDU, * ), H( LDA, * ), RESULT( 14 ),
$ EVECTY( LDU, * ), H( LDA, * ), RESULT( 16 ),
$ T1( LDA, * ), T2( LDA, * ), TAU( * ),
$ U( LDU, * ), UU( LDU, * ), UZ( LDU, * ),
$ WI1( * ), WI2( * ), WI3( * ), WORK( * ),
@@ -461,7 +471,7 @@
EXTERNAL DCOPY, DGEHRD, DGEMM, DGET10, DGET22, DHSEIN,
$ DHSEQR, DHST01, DLABAD, DLACPY, DLAFTS, DLASET,
$ DLASUM, DLATME, DLATMR, DLATMS, DORGHR, DORMHR,
$ DTREVC, XERBLA
$ DTREVC, DTREVC3, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, DBLE, MAX, MIN, SQRT
@@ -561,7 +571,7 @@
*
* Initialize RESULT
*
DO 30 J = 1, 14
DO 30 J = 1, 16
RESULT( J ) = ZERO
30 CONTINUE
*
@@ -1108,6 +1118,64 @@
$ RESULT( 14 ) = DUMMA( 3 )*ANINV
END IF
*
* Compute Left and Right Eigenvectors of A
*
* Compute a Right eigenvector matrix:
*
NTEST = 15
RESULT( 15 ) = ULPINV
*
CALL DLACPY( ' ', N, N, UZ, LDU, EVECTR, LDU )
*
CALL DTREVC3( 'Right', 'Back', SELECT, N, T1, LDA, DUMMA,
$ LDU, EVECTR, LDU, N, IN, WORK, NWORK, IINFO )
IF( IINFO.NE.0 ) THEN
WRITE( NOUNIT, FMT = 9999 )'DTREVC3(R,B)', IINFO, N,
$ JTYPE, IOLDSD
INFO = ABS( IINFO )
GO TO 250
END IF
*
* Test 15: | AR - RW | / ( |A| |R| ulp )
*
* (from Schur decomposition)
*
CALL DGET22( 'N', 'N', 'N', N, A, LDA, EVECTR, LDU, WR1,
$ WI1, WORK, DUMMA( 1 ) )
RESULT( 15 ) = DUMMA( 1 )
IF( DUMMA( 2 ).GT.THRESH ) THEN
WRITE( NOUNIT, FMT = 9998 )'Right', 'DTREVC3',
$ DUMMA( 2 ), N, JTYPE, IOLDSD
END IF
*
* Compute a Left eigenvector matrix:
*
NTEST = 16
RESULT( 16 ) = ULPINV
*
CALL DLACPY( ' ', N, N, UZ, LDU, EVECTL, LDU )
*
CALL DTREVC3( 'Left', 'Back', SELECT, N, T1, LDA, EVECTL,
$ LDU, DUMMA, LDU, N, IN, WORK, NWORK, IINFO )
IF( IINFO.NE.0 ) THEN
WRITE( NOUNIT, FMT = 9999 )'DTREVC3(L,B)', IINFO, N,
$ JTYPE, IOLDSD
INFO = ABS( IINFO )
GO TO 250
END IF
*
* Test 16: | LA - WL | / ( |A| |L| ulp )
*
* (from Schur decomposition)
*
CALL DGET22( 'Trans', 'N', 'Conj', N, A, LDA, EVECTL, LDU,
$ WR1, WI1, WORK, DUMMA( 3 ) )
RESULT( 16 ) = DUMMA( 3 )
IF( DUMMA( 4 ).GT.THRESH ) THEN
WRITE( NOUNIT, FMT = 9998 )'Left', 'DTREVC3', DUMMA( 4 ),
$ N, JTYPE, IOLDSD
END IF
*
* End of Loop -- Check for RESULT(j) > THRESH
*
250 CONTINUE


+ 73
- 6
lapack-netlib/TESTING/EIG/schkhs.f View File

@@ -23,7 +23,7 @@
* INTEGER ISEED( 4 ), IWORK( * ), NN( * )
* REAL A( LDA, * ), EVECTL( LDU, * ),
* $ EVECTR( LDU, * ), EVECTX( LDU, * ),
* $ EVECTY( LDU, * ), H( LDA, * ), RESULT( 14 ),
* $ EVECTY( LDU, * ), H( LDA, * ), RESULT( 16 ),
* $ T1( LDA, * ), T2( LDA, * ), TAU( * ),
* $ U( LDU, * ), UU( LDU, * ), UZ( LDU, * ),
* $ WI1( * ), WI2( * ), WI3( * ), WORK( * ),
@@ -54,10 +54,15 @@
*> SHSEIN computes the left and right eigenvector matrices
*> Y and X for H, using inverse iteration.
*>
*> STREVC3 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 SCHKHS 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, 14
*> to test the nonsymmetric eigenroutines. For each matrix, 16
*> tests will be performed:
*>
*> (1) | A - U H U**T | / ( |A| n ulp )
@@ -88,6 +93,10 @@
*>
*> (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 );
@@ -331,7 +340,7 @@
*> Workspace.
*> Modified.
*>
*> RESULT - REAL array, dimension (14)
*> 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.
@@ -423,7 +432,7 @@
INTEGER ISEED( 4 ), IWORK( * ), NN( * )
REAL A( LDA, * ), EVECTL( LDU, * ),
$ EVECTR( LDU, * ), EVECTX( LDU, * ),
$ EVECTY( LDU, * ), H( LDA, * ), RESULT( 14 ),
$ EVECTY( LDU, * ), H( LDA, * ), RESULT( 16 ),
$ T1( LDA, * ), T2( LDA, * ), TAU( * ),
$ U( LDU, * ), UU( LDU, * ), UZ( LDU, * ),
$ WI1( * ), WI2( * ), WI3( * ), WORK( * ),
@@ -461,7 +470,7 @@
EXTERNAL SCOPY, SGEHRD, SGEMM, SGET10, SGET22, SHSEIN,
$ SHSEQR, SHST01, SLABAD, SLACPY, SLAFTS, SLASET,
$ SLASUM, SLATME, SLATMR, SLATMS, SORGHR, SORMHR,
$ STREVC, XERBLA
$ STREVC, STREVC3, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, MAX, MIN, REAL, SQRT
@@ -561,7 +570,7 @@
*
* Initialize RESULT
*
DO 30 J = 1, 14
DO 30 J = 1, 16
RESULT( J ) = ZERO
30 CONTINUE
*
@@ -1108,6 +1117,64 @@
$ RESULT( 14 ) = DUMMA( 3 )*ANINV
END IF
*
* Compute Left and Right Eigenvectors of A
*
* Compute a Right eigenvector matrix:
*
NTEST = 15
RESULT( 15 ) = ULPINV
*
CALL SLACPY( ' ', N, N, UZ, LDU, EVECTR, LDU )
*
CALL STREVC3( 'Right', 'Back', SELECT, N, T1, LDA, DUMMA,
$ LDU, EVECTR, LDU, N, IN, WORK, NWORK, IINFO )
IF( IINFO.NE.0 ) THEN
WRITE( NOUNIT, FMT = 9999 )'STREVC3(R,B)', IINFO, N,
$ JTYPE, IOLDSD
INFO = ABS( IINFO )
GO TO 250
END IF
*
* Test 15: | AR - RW | / ( |A| |R| ulp )
*
* (from Schur decomposition)
*
CALL SGET22( 'N', 'N', 'N', N, A, LDA, EVECTR, LDU, WR1,
$ WI1, WORK, DUMMA( 1 ) )
RESULT( 15 ) = DUMMA( 1 )
IF( DUMMA( 2 ).GT.THRESH ) THEN
WRITE( NOUNIT, FMT = 9998 )'Right', 'STREVC3',
$ DUMMA( 2 ), N, JTYPE, IOLDSD
END IF
*
* Compute a Left eigenvector matrix:
*
NTEST = 16
RESULT( 16 ) = ULPINV
*
CALL SLACPY( ' ', N, N, UZ, LDU, EVECTL, LDU )
*
CALL STREVC3( 'Left', 'Back', SELECT, N, T1, LDA, EVECTL,
$ LDU, DUMMA, LDU, N, IN, WORK, NWORK, IINFO )
IF( IINFO.NE.0 ) THEN
WRITE( NOUNIT, FMT = 9999 )'STREVC3(L,B)', IINFO, N,
$ JTYPE, IOLDSD
INFO = ABS( IINFO )
GO TO 250
END IF
*
* Test 16: | LA - WL | / ( |A| |L| ulp )
*
* (from Schur decomposition)
*
CALL SGET22( 'Trans', 'N', 'Conj', N, A, LDA, EVECTL, LDU,
$ WR1, WI1, WORK, DUMMA( 3 ) )
RESULT( 16 ) = DUMMA( 3 )
IF( DUMMA( 4 ).GT.THRESH ) THEN
WRITE( NOUNIT, FMT = 9998 )'Left', 'STREVC3', DUMMA( 4 ),
$ N, JTYPE, IOLDSD
END IF
*
* End of Loop -- Check for RESULT(j) > THRESH
*
250 CONTINUE


+ 74
- 5
lapack-netlib/TESTING/EIG/zchkhs.f View File

@@ -21,7 +21,7 @@
* .. Array Arguments ..
* LOGICAL DOTYPE( * ), SELECT( * )
* INTEGER ISEED( 4 ), IWORK( * ), NN( * )
* DOUBLE PRECISION RESULT( 14 ), RWORK( * )
* DOUBLE PRECISION RESULT( 16 ), RWORK( * )
* COMPLEX*16 A( LDA, * ), EVECTL( LDU, * ),
* $ EVECTR( LDU, * ), EVECTX( LDU, * ),
* $ EVECTY( LDU, * ), H( LDA, * ), T1( LDA, * ),
@@ -64,10 +64,15 @@
*> eigenvectors of H. Y is lower triangular, and X is
*> upper triangular.
*>
*> ZTREVC3 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 ZCHKHS 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, 14
*> to test the nonsymmetric eigenroutines. For each matrix, 16
*> tests will be performed:
*>
*> (1) | A - U H U**H | / ( |A| n ulp )
@@ -98,6 +103,10 @@
*>
*> (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 );
@@ -331,7 +340,7 @@
*> Workspace. Could be equivalenced to IWORK, but not RWORK.
*> Modified.
*>
*> RESULT - DOUBLE PRECISION array, dimension (14)
*> RESULT - DOUBLE PRECISION array, dimension (16)
*> The values computed by the fourteen tests described above.
*> The values are currently limited to 1/ulp, to avoid
*> overflow.
@@ -421,7 +430,7 @@
* .. Array Arguments ..
LOGICAL DOTYPE( * ), SELECT( * )
INTEGER ISEED( 4 ), IWORK( * ), NN( * )
DOUBLE PRECISION RESULT( 14 ), RWORK( * )
DOUBLE PRECISION RESULT( 16 ), RWORK( * )
COMPLEX*16 A( LDA, * ), EVECTL( LDU, * ),
$ EVECTR( LDU, * ), EVECTX( LDU, * ),
$ EVECTY( LDU, * ), H( LDA, * ), T1( LDA, * ),
@@ -464,7 +473,7 @@
EXTERNAL DLABAD, DLAFTS, DLASUM, XERBLA, ZCOPY, ZGEHRD,
$ ZGEMM, ZGET10, ZGET22, ZHSEIN, ZHSEQR, ZHST01,
$ ZLACPY, ZLASET, ZLATME, ZLATMR, ZLATMS, ZTREVC,
$ ZUNGHR, ZUNMHR
$ ZTREVC3, ZUNGHR, ZUNMHR
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, DBLE, MAX, MIN, SQRT
@@ -1067,6 +1076,66 @@
$ RESULT( 14 ) = DUMMA( 3 )*ANINV
END IF
*
* Compute Left and Right Eigenvectors of A
*
* Compute a Right eigenvector matrix:
*
NTEST = 15
RESULT( 15 ) = ULPINV
*
CALL ZLACPY( ' ', N, N, UZ, LDU, EVECTR, LDU )
*
CALL ZTREVC3( 'Right', 'Back', SELECT, N, T1, LDA, CDUMMA,
$ LDU, EVECTR, LDU, N, IN, WORK, NWORK, RWORK,
$ N, IINFO )
IF( IINFO.NE.0 ) THEN
WRITE( NOUNIT, FMT = 9999 )'ZTREVC3(R,B)', IINFO, N,
$ JTYPE, IOLDSD
INFO = ABS( IINFO )
GO TO 250
END IF
*
* Test 15: | AR - RW | / ( |A| |R| ulp )
*
* (from Schur decomposition)
*
CALL ZGET22( 'N', 'N', 'N', N, A, LDA, EVECTR, LDU, W1,
$ WORK, RWORK, DUMMA( 1 ) )
RESULT( 15 ) = DUMMA( 1 )
IF( DUMMA( 2 ).GT.THRESH ) THEN
WRITE( NOUNIT, FMT = 9998 )'Right', 'ZTREVC3',
$ DUMMA( 2 ), N, JTYPE, IOLDSD
END IF
*
* Compute a Left eigenvector matrix:
*
NTEST = 16
RESULT( 16 ) = ULPINV
*
CALL ZLACPY( ' ', N, N, UZ, LDU, EVECTL, LDU )
*
CALL ZTREVC3( 'Left', 'Back', SELECT, N, T1, LDA, EVECTL,
$ LDU, CDUMMA, LDU, N, IN, WORK, NWORK, RWORK,
$ N, IINFO )
IF( IINFO.NE.0 ) THEN
WRITE( NOUNIT, FMT = 9999 )'ZTREVC3(L,B)', IINFO, N,
$ JTYPE, IOLDSD
INFO = ABS( IINFO )
GO TO 250
END IF
*
* Test 16: | LA - WL | / ( |A| |L| ulp )
*
* (from Schur decomposition)
*
CALL ZGET22( 'Conj', 'N', 'Conj', N, A, LDA, EVECTL, LDU,
$ W1, WORK, RWORK, DUMMA( 3 ) )
RESULT( 16 ) = DUMMA( 3 )
IF( DUMMA( 4 ).GT.THRESH ) THEN
WRITE( NOUNIT, FMT = 9998 )'Left', 'ZTREVC3', DUMMA( 4 ),
$ N, JTYPE, IOLDSD
END IF
*
* End of Loop -- Check for RESULT(j) > THRESH
*
240 CONTINUE


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