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/home/abuild/rpmbuild/BUILD/lapack-3.12.0/TESTING/EIG/dget52.f(3) Library Functions Manual /home/abuild/rpmbuild/BUILD/lapack-3.12.0/TESTING/EIG/dget52.f(3)

NAME

/home/abuild/rpmbuild/BUILD/lapack-3.12.0/TESTING/EIG/dget52.f

SYNOPSIS

Functions/Subroutines


subroutine DGET52 (left, n, a, lda, b, ldb, e, lde, alphar, alphai, beta, work, result)
DGET52

Function/Subroutine Documentation

subroutine DGET52 (logical left, integer n, double precision, dimension( lda, * ) a, integer lda, double precision, dimension( ldb, * ) b, integer ldb, double precision, dimension( lde, * ) e, integer lde, double precision, dimension( * ) alphar, double precision, dimension( * ) alphai, double precision, dimension( * ) beta, double precision, dimension( * ) work, double precision, dimension( 2 ) result)

DGET52

Purpose:

!>
!> DGET52  does an eigenvector check for the generalized eigenvalue
!> problem.
!>
!> The basic test for right eigenvectors is:
!>
!>                           | b(j) A E(j) -  a(j) B E(j) |
!>         RESULT(1) = max   -------------------------------
!>                      j    n ulp max( |b(j) A|, |a(j) B| )
!>
!> using the 1-norm.  Here, a(j)/b(j) = w is the j-th generalized
!> eigenvalue of A - w B, or, equivalently, b(j)/a(j) = m is the j-th
!> generalized eigenvalue of m A - B.
!>
!> For real eigenvalues, the test is straightforward.  For complex
!> eigenvalues, E(j) and a(j) are complex, represented by
!> Er(j) + i*Ei(j) and ar(j) + i*ai(j), resp., so the test for that
!> eigenvector becomes
!>
!>                 max( |Wr|, |Wi| )
!>     --------------------------------------------
!>     n ulp max( |b(j) A|, (|ar(j)|+|ai(j)|) |B| )
!>
!> where
!>
!>     Wr = b(j) A Er(j) - ar(j) B Er(j) + ai(j) B Ei(j)
!>
!>     Wi = b(j) A Ei(j) - ai(j) B Er(j) - ar(j) B Ei(j)
!>
!>                         T   T  _
!> For left eigenvectors, A , B , a, and b  are used.
!>
!> DGET52 also tests the normalization of E.  Each eigenvector is
!> supposed to be normalized so that the maximum 
!> of its elements is 1, where in this case, 
!> of a complex value x is  |Re(x)| + |Im(x)| ; let us call this
!> maximum  norm of a vector v  M(v).
!> if a(j)=b(j)=0, then the eigenvector is set to be the jth coordinate
!> vector.  The normalization test is:
!>
!>         RESULT(2) =      max       | M(v(j)) - 1 | / ( n ulp )
!>                    eigenvectors v(j)
!> 

Parameters

LEFT

!>          LEFT is LOGICAL
!>          =.TRUE.:  The eigenvectors in the columns of E are assumed
!>                    to be *left* eigenvectors.
!>          =.FALSE.: The eigenvectors in the columns of E are assumed
!>                    to be *right* eigenvectors.
!> 

N

!>          N is INTEGER
!>          The size of the matrices.  If it is zero, DGET52 does
!>          nothing.  It must be at least zero.
!> 

A

!>          A is DOUBLE PRECISION array, dimension (LDA, N)
!>          The matrix A.
!> 

LDA

!>          LDA is INTEGER
!>          The leading dimension of A.  It must be at least 1
!>          and at least N.
!> 

B

!>          B is DOUBLE PRECISION array, dimension (LDB, N)
!>          The matrix B.
!> 

LDB

!>          LDB is INTEGER
!>          The leading dimension of B.  It must be at least 1
!>          and at least N.
!> 

E

!>          E is DOUBLE PRECISION array, dimension (LDE, N)
!>          The matrix of eigenvectors.  It must be O( 1 ).  Complex
!>          eigenvalues and eigenvectors always come in pairs, the
!>          eigenvalue and its conjugate being stored in adjacent
!>          elements of ALPHAR, ALPHAI, and BETA.  Thus, if a(j)/b(j)
!>          and a(j+1)/b(j+1) are a complex conjugate pair of
!>          generalized eigenvalues, then E(,j) contains the real part
!>          of the eigenvector and E(,j+1) contains the imaginary part.
!>          Note that whether E(,j) is a real eigenvector or part of a
!>          complex one is specified by whether ALPHAI(j) is zero or not.
!> 

LDE

!>          LDE is INTEGER
!>          The leading dimension of E.  It must be at least 1 and at
!>          least N.
!> 

ALPHAR

!>          ALPHAR is DOUBLE PRECISION array, dimension (N)
!>          The real parts of the values a(j) as described above, which,
!>          along with b(j), define the generalized eigenvalues.
!>          Complex eigenvalues always come in complex conjugate pairs
!>          a(j)/b(j) and a(j+1)/b(j+1), which are stored in adjacent
!>          elements in ALPHAR, ALPHAI, and BETA.  Thus, if the j-th
!>          and (j+1)-st eigenvalues form a pair, ALPHAR(j+1)/BETA(j+1)
!>          is assumed to be equal to ALPHAR(j)/BETA(j).
!> 

ALPHAI

!>          ALPHAI is DOUBLE PRECISION array, dimension (N)
!>          The imaginary parts of the values a(j) as described above,
!>          which, along with b(j), define the generalized eigenvalues.
!>          If ALPHAI(j)=0, then the eigenvalue is real, otherwise it
!>          is part of a complex conjugate pair.  Complex eigenvalues
!>          always come in complex conjugate pairs a(j)/b(j) and
!>          a(j+1)/b(j+1), which are stored in adjacent elements in
!>          ALPHAR, ALPHAI, and BETA.  Thus, if the j-th and (j+1)-st
!>          eigenvalues form a pair, ALPHAI(j+1)/BETA(j+1) is assumed to
!>          be equal to  -ALPHAI(j)/BETA(j).  Also, nonzero values in
!>          ALPHAI are assumed to always come in adjacent pairs.
!> 

BETA

!>          BETA is DOUBLE PRECISION array, dimension (N)
!>          The values b(j) as described above, which, along with a(j),
!>          define the generalized eigenvalues.
!> 

WORK

!>          WORK is DOUBLE PRECISION array, dimension (N**2+N)
!> 

RESULT

!>          RESULT is DOUBLE PRECISION array, dimension (2)
!>          The values computed by the test described above.  If A E or
!>          B E is likely to overflow, then RESULT(1:2) is set to
!>          10 / ulp.
!> 

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 197 of file dget52.f.

Author

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Version 3.12.0 LAPACK