dlatm6.f

*> \brief \b DLATM6
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
* Definition:
* ===========
*
* SUBROUTINE DLATM6( TYPE, N, A, LDA, B, X, LDX, Y, LDY, ALPHA,
* BETA, WX, WY, S, DIF )
*
* .. Scalar Arguments ..
* INTEGER LDA, LDX, LDY, N, TYPE
* DOUBLE PRECISION ALPHA, BETA, WX, WY
* ..
* .. Array Arguments ..
* DOUBLE PRECISION A( LDA, * ), B( LDA, * ), DIF( * ), S( * ),
* $ X( LDX, * ), Y( LDY, * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DLATM6 generates test matrices for the generalized eigenvalue
*> problem, their corresponding right and left eigenvector matrices,
*> and also reciprocal condition numbers for all eigenvalues and
*> the reciprocal condition numbers of eigenvectors corresponding to
*> the 1th and 5th eigenvalues.
*>
*> Test Matrices
*> =============
*>
*> Two kinds of test matrix pairs
*>
*> (A, B) = inverse(YH) * (Da, Db) * inverse(X)
*>
*> are used in the tests:
*>
*> Type 1:
*> Da = 1+a 0 0 0 0 Db = 1 0 0 0 0
*> 0 2+a 0 0 0 0 1 0 0 0
*> 0 0 3+a 0 0 0 0 1 0 0
*> 0 0 0 4+a 0 0 0 0 1 0
*> 0 0 0 0 5+a , 0 0 0 0 1 , and
*>
*> Type 2:
*> Da = 1 -1 0 0 0 Db = 1 0 0 0 0
*> 1 1 0 0 0 0 1 0 0 0
*> 0 0 1 0 0 0 0 1 0 0
*> 0 0 0 1+a 1+b 0 0 0 1 0
*> 0 0 0 -1-b 1+a , 0 0 0 0 1 .
*>
*> In both cases the same inverse(YH) and inverse(X) are used to compute
*> (A, B), giving the exact eigenvectors to (A,B) as (YH, X):
*>
*> YH: = 1 0 -y y -y X = 1 0 -x -x x
*> 0 1 -y y -y 0 1 x -x -x
*> 0 0 1 0 0 0 0 1 0 0
*> 0 0 0 1 0 0 0 0 1 0
*> 0 0 0 0 1, 0 0 0 0 1 ,
*>
*> where a, b, x and y will have all values independently of each other.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] TYPE
*> \verbatim
*> TYPE is INTEGER
*> Specifies the problem type (see further details).
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> Size of the matrices A and B.
*> \endverbatim
*>
*> \param[out] A
*> \verbatim
*> A is DOUBLE PRECISION array, dimension (LDA, N).
*> On exit A N-by-N is initialized according to TYPE.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*> LDA is INTEGER
*> The leading dimension of A and of B.
*> \endverbatim
*>
*> \param[out] B
*> \verbatim
*> B is DOUBLE PRECISION array, dimension (LDA, N).
*> On exit B N-by-N is initialized according to TYPE.
*> \endverbatim
*>
*> \param[out] X
*> \verbatim
*> X is DOUBLE PRECISION array, dimension (LDX, N).
*> On exit X is the N-by-N matrix of right eigenvectors.
*> \endverbatim
*>
*> \param[in] LDX
*> \verbatim
*> LDX is INTEGER
*> The leading dimension of X.
*> \endverbatim
*>
*> \param[out] Y
*> \verbatim
*> Y is DOUBLE PRECISION array, dimension (LDY, N).
*> On exit Y is the N-by-N matrix of left eigenvectors.
*> \endverbatim
*>
*> \param[in] LDY
*> \verbatim
*> LDY is INTEGER
*> The leading dimension of Y.
*> \endverbatim
*>
*> \param[in] ALPHA
*> \verbatim
*> ALPHA is DOUBLE PRECISION
*> \endverbatim
*>
*> \param[in] BETA
*> \verbatim
*> BETA is DOUBLE PRECISION
*>
*> Weighting constants for matrix A.
*> \endverbatim
*>
*> \param[in] WX
*> \verbatim
*> WX is DOUBLE PRECISION
*> Constant for right eigenvector matrix.
*> \endverbatim
*>
*> \param[in] WY
*> \verbatim
*> WY is DOUBLE PRECISION
*> Constant for left eigenvector matrix.
*> \endverbatim
*>
*> \param[out] S
*> \verbatim
*> S is DOUBLE PRECISION array, dimension (N)
*> S(i) is the reciprocal condition number for eigenvalue i.
*> \endverbatim
*>
*> \param[out] DIF
*> \verbatim
*> DIF is DOUBLE PRECISION array, dimension (N)
*> DIF(i) is the reciprocal condition number for eigenvector i.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup double_matgen
*
* =====================================================================
SUBROUTINEDLATM6( TYPE, N, A, LDA, B, X, LDX, Y, LDY, ALPHA,
$BETA, WX, WY, S, DIF )
*
* -- LAPACK computational routine --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
* .. Scalar Arguments ..
INTEGER LDA, LDX, LDY, N, TYPE
DOUBLE PRECISION ALPHA, BETA, WX, WY
* ..
* .. Array Arguments ..
DOUBLE PRECISION A( LDA, * ), B( LDA, * ), DIF( * ), S( * ),
 $ X( LDX, * ), Y( LDY, * )
* ..
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ZERO, ONE, TWO, THREE
PARAMETER ( ZERO =0.0D+0, ONE =1.0D+0, TWO =2.0D+0,
 $ THREE =3.0D+0 )
* ..
* .. Local Scalars ..
INTEGER I, INFO, J
* ..
* .. Local Arrays ..
DOUBLE PRECISION WORK( 100 ), Z( 12, 12 )
* ..
* .. Intrinsic Functions ..
INTRINSIC DBLE, SQRT
* ..
* .. External Subroutines ..
EXTERNAL DGESVD, DLACPY, DLAKF2
* ..
* .. Executable Statements ..
*
* Generate test problem ...
* (Da, Db) ...
*
DO20 I =1, N
DO10 J =1, N
*
IF( I.EQ.J ) THEN
 A( I, I ) =DBLE( I ) + ALPHA
 B( I, I ) = ONE
ELSE
 A( I, J ) = ZERO
 B( I, J ) = ZERO
END IF
*
10CONTINUE
20CONTINUE
*
* Form X and Y
*
CALL DLACPY( 'F', N, N, B, LDA, Y, LDY )
 Y( 3, 1 ) =-WY
 Y( 4, 1 ) = WY
 Y( 5, 1 ) =-WY
 Y( 3, 2 ) =-WY
 Y( 4, 2 ) = WY
 Y( 5, 2 ) =-WY
*
CALL DLACPY( 'F', N, N, B, LDA, X, LDX )
 X( 1, 3 ) =-WX
 X( 1, 4 ) =-WX
 X( 1, 5 ) = WX
 X( 2, 3 ) = WX
 X( 2, 4 ) =-WX
 X( 2, 5 ) =-WX
*
* Form (A, B)
*
 B( 1, 3 ) = WX + WY
 B( 2, 3 ) =-WX + WY
 B( 1, 4 ) = WX - WY
 B( 2, 4 ) = WX - WY
 B( 1, 5 ) =-WX + WY
 B( 2, 5 ) = WX + WY
IF( TYPE.EQ.1 ) THEN
 A( 1, 3 ) = WX*A( 1, 1 ) + WY*A( 3, 3 )
 A( 2, 3 ) =-WX*A( 2, 2 ) + WY*A( 3, 3 )
 A( 1, 4 ) = WX*A( 1, 1 ) - WY*A( 4, 4 )
 A( 2, 4 ) = WX*A( 2, 2 ) - WY*A( 4, 4 )
 A( 1, 5 ) =-WX*A( 1, 1 ) + WY*A( 5, 5 )
 A( 2, 5 ) = WX*A( 2, 2 ) + WY*A( 5, 5 )
ELSEIF( TYPE.EQ.2 ) THEN
 A( 1, 3 ) = TWO*WX + WY
 A( 2, 3 ) = WY
 A( 1, 4 ) =-WY*( TWO+ALPHA+BETA )
 A( 2, 4 ) = TWO*WX - WY*( TWO+ALPHA+BETA )
 A( 1, 5 ) =-TWO*WX + WY*( ALPHA-BETA )
 A( 2, 5 ) = WY*( ALPHA-BETA )
 A( 1, 1 ) = ONE
 A( 1, 2 ) =-ONE
 A( 2, 1 ) = ONE
 A( 2, 2 ) = A( 1, 1 )
 A( 3, 3 ) = ONE
 A( 4, 4 ) = ONE + ALPHA
 A( 4, 5 ) = ONE + BETA
 A( 5, 4 ) =-A( 4, 5 )
 A( 5, 5 ) = A( 4, 4 )
END IF
*
* Compute condition numbers
*
IF( TYPE.EQ.1 ) THEN
*
 S( 1 ) = ONE /SQRT( ( ONE+THREE*WY*WY ) /
 $ ( ONE+A( 1, 1 )*A( 1, 1 ) ) )
 S( 2 ) = ONE /SQRT( ( ONE+THREE*WY*WY ) /
 $ ( ONE+A( 2, 2 )*A( 2, 2 ) ) )
 S( 3 ) = ONE /SQRT( ( ONE+TWO*WX*WX ) /
 $ ( ONE+A( 3, 3 )*A( 3, 3 ) ) )
 S( 4 ) = ONE /SQRT( ( ONE+TWO*WX*WX ) /
 $ ( ONE+A( 4, 4 )*A( 4, 4 ) ) )
 S( 5 ) = ONE /SQRT( ( ONE+TWO*WX*WX ) /
 $ ( ONE+A( 5, 5 )*A( 5, 5 ) ) )
*
CALL DLAKF2( 1, 4, A, LDA, A( 2, 2 ), B, B( 2, 2 ), Z, 12 )
CALL DGESVD( 'N', 'N', 8, 8, Z, 12, WORK, WORK( 9 ), 1,
 $ WORK( 10 ), 1, WORK( 11 ), 40, INFO )
 DIF( 1 ) = WORK( 8 )
*
CALL DLAKF2( 4, 1, A, LDA, A( 5, 5 ), B, B( 5, 5 ), Z, 12 )
CALL DGESVD( 'N', 'N', 8, 8, Z, 12, WORK, WORK( 9 ), 1,
 $ WORK( 10 ), 1, WORK( 11 ), 40, INFO )
 DIF( 5 ) = WORK( 8 )
*
ELSEIF( TYPE.EQ.2 ) THEN
*
 S( 1 ) = ONE /SQRT( ONE / THREE+WY*WY )
 S( 2 ) = S( 1 )
 S( 3 ) = ONE /SQRT( ONE / TWO+WX*WX )
 S( 4 ) = ONE /SQRT( ( ONE+TWO*WX*WX ) /
 $ ( ONE+( ONE+ALPHA )*( ONE+ALPHA )+( ONE+BETA )*( ONE+
 $ BETA ) ) )
 S( 5 ) = S( 4 )
*
CALL DLAKF2( 2, 3, A, LDA, A( 3, 3 ), B, B( 3, 3 ), Z, 12 )
CALL DGESVD( 'N', 'N', 12, 12, Z, 12, WORK, WORK( 13 ), 1,
 $ WORK( 14 ), 1, WORK( 15 ), 60, INFO )
 DIF( 1 ) = WORK( 12 )
*
CALL DLAKF2( 3, 2, A, LDA, A( 4, 4 ), B, B( 4, 4 ), Z, 12 )
CALL DGESVD( 'N', 'N', 12, 12, Z, 12, WORK, WORK( 13 ), 1,
 $ WORK( 14 ), 1, WORK( 15 ), 60, INFO )
 DIF( 5 ) = WORK( 12 )
*
END IF
*
RETURN
*
* End of DLATM6
*
END