TESTING/EIG/dget52.f(3)

NAME
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 'absolute value'
     of its elements is 1, where in this case, 'absolute value'
     of a complex value x is  |Re(x)| + |Im(x)| ; let us call this
     maximum 'absolute value' 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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