TESTING/EIG/zchkbd.f(3)

NAME
TESTING/EIG/zchkbd.f

SYNOPSIS

  Functions/Subroutines
subroutine zchkbd (nsizes, mval, nval, ntypes, dotype, nrhs, iseed, thresh, a, lda, bd, be, s1, s2, x, ldx, y, z, q, ldq, pt, ldpt, u, vt, work, lwork, rwork, nout, info)
ZCHKBD

Function/Subroutine Documentation

  subroutine zchkbd (integer nsizes, integer, dimension( * ) mval, integer, dimension( * ) nval, integer ntypes, logical, dimension( * ) dotype, integer nrhs, integer, dimension( 4 ) iseed, double precision thresh, complex*16, dimension( lda, * ) a, integer lda, double precision, dimension( * ) bd, double precision, dimension( * ) be, double precision, dimension( * ) s1, double precision, dimension( * ) s2, complex*16, dimension( ldx, * ) x, integer ldx, complex*16, dimension( ldx, * ) y, complex*16, dimension( ldx, * ) z, complex*16, dimension( ldq, * ) q, integer ldq, complex*16, dimension( ldpt, * ) pt, integer ldpt, complex*16, dimension( ldpt, * ) u, complex*16, dimension( ldpt, * ) vt, complex*16, dimension( * ) work, integer lwork, double precision, dimension( * ) rwork, integer nout, integer info)

ZCHKBD

Purpose:

    !>
    !> ZCHKBD checks the singular value decomposition (SVD) routines.
    !>
    !> ZGEBRD reduces a complex general m by n matrix A to real upper or
    !> lower bidiagonal form by an orthogonal transformation: Q' * A * P = B
    !> (or A = Q * B * P').  The matrix B is upper bidiagonal if m >= n
    !> and lower bidiagonal if m < n.
    !>
    !> ZUNGBR generates the orthogonal matrices Q and P' from ZGEBRD.
    !> Note that Q and P are not necessarily square.
    !>
    !> ZBDSQR computes the singular value decomposition of the bidiagonal
    !> matrix B as B = U S V'.  It is called three times to compute
    !>    1)  B = U S1 V', where S1 is the diagonal matrix of singular
    !>        values and the columns of the matrices U and V are the left
    !>        and right singular vectors, respectively, of B.
    !>    2)  Same as 1), but the singular values are stored in S2 and the
    !>        singular vectors are not computed.
    !>    3)  A = (UQ) S (P'V'), the SVD of the original matrix A.
    !> In addition, ZBDSQR has an option to apply the left orthogonal matrix
    !> U to a matrix X, useful in least squares applications.
    !>
    !> For each pair of matrix dimensions (M,N) and each selected matrix
    !> type, an M by N matrix A and an M by NRHS matrix X are generated.
    !> The problem dimensions are as follows
    !>    A:          M x N
    !>    Q:          M x min(M,N) (but M x M if NRHS > 0)
    !>    P:          min(M,N) x N
    !>    B:          min(M,N) x min(M,N)
    !>    U, V:       min(M,N) x min(M,N)
    !>    S1, S2      diagonal, order min(M,N)
    !>    X:          M x NRHS
    !>
    !> For each generated matrix, 14 tests are performed:
    !>
    !> Test ZGEBRD and ZUNGBR
    !>
    !> (1)   | A - Q B PT | / ( |A| max(M,N) ulp ), PT = P'
    !>
    !> (2)   | I - Q' Q | / ( M ulp )
    !>
    !> (3)   | I - PT PT' | / ( N ulp )
    !>
    !> Test ZBDSQR on bidiagonal matrix B
    !>
    !> (4)   | B - U S1 VT | / ( |B| min(M,N) ulp ), VT = V'
    !>
    !> (5)   | Y - U Z | / ( |Y| max(min(M,N),k) ulp ), where Y = Q' X
    !>                                                  and   Z = U' Y.
    !> (6)   | I - U' U | / ( min(M,N) ulp )
    !>
    !> (7)   | I - VT VT' | / ( min(M,N) ulp )
    !>
    !> (8)   S1 contains min(M,N) nonnegative values in decreasing order.
    !>       (Return 0 if true, 1/ULP if false.)
    !>
    !> (9)   0 if the true singular values of B are within THRESH of
    !>       those in S1.  2*THRESH if they are not.  (Tested using
    !>       DSVDCH)
    !>
    !> (10)  | S1 - S2 | / ( |S1| ulp ), where S2 is computed without
    !>                                   computing U and V.
    !>
    !> Test ZBDSQR on matrix A
    !>
    !> (11)  | A - (QU) S (VT PT) | / ( |A| max(M,N) ulp )
    !>
    !> (12)  | X - (QU) Z | / ( |X| max(M,k) ulp )
    !>
    !> (13)  | I - (QU)'(QU) | / ( M ulp )
    !>
    !> (14)  | I - (VT PT) (PT'VT') | / ( N ulp )
    !>
    !> The possible matrix types are
    !>
    !> (1)  The zero matrix.
    !> (2)  The identity matrix.
    !>
    !> (3)  A diagonal matrix with evenly spaced entries
    !>      1, ..., ULP  and random signs.
    !>      (ULP = (first number larger than 1) - 1 )
    !> (4)  A diagonal matrix with geometrically spaced entries
    !>      1, ..., ULP  and random signs.
    !> (5)  A diagonal matrix with  entries 1, ULP, ..., ULP
    !>      and random signs.
    !>
    !> (6)  Same as (3), but multiplied by SQRT( overflow threshold )
    !> (7)  Same as (3), but multiplied by SQRT( underflow threshold )
    !>
    !> (8)  A matrix of the form  U D V, where U and V are orthogonal and
    !>      D has evenly spaced entries 1, ..., ULP with random signs
    !>      on the diagonal.
    !>
    !> (9)  A matrix of the form  U D V, where U and V are orthogonal and
    !>      D has geometrically spaced entries 1, ..., ULP with random
    !>      signs on the diagonal.
    !>
    !> (10) A matrix of the form  U D V, where U and V are orthogonal and
    !>      D has  entries 1, ULP,..., ULP with random
    !>      signs on the diagonal.
    !>
    !> (11) Same as (8), but multiplied by SQRT( overflow threshold )
    !> (12) Same as (8), but multiplied by SQRT( underflow threshold )
    !>
    !> (13) Rectangular matrix with random entries chosen from (-1,1).
    !> (14) Same as (13), but multiplied by SQRT( overflow threshold )
    !> (15) Same as (13), but multiplied by SQRT( underflow threshold )
    !>
    !> Special case:
    !> (16) A bidiagonal matrix with random entries chosen from a
    !>      logarithmic distribution on [ulp^2,ulp^(-2)]  (I.e., each
    !>      entry is  e^x, where x is chosen uniformly on
    !>      [ 2 log(ulp), -2 log(ulp) ] .)  For *this* type:
    !>      (a) ZGEBRD is not called to reduce it to bidiagonal form.
    !>      (b) the bidiagonal is  min(M,N) x min(M,N); if M<N, the
    !>          matrix will be lower bidiagonal, otherwise upper.
    !>      (c) only tests 5--8 and 14 are performed.
    !>
    !> A subset of the full set of matrix types may be selected through
    !> the logical array DOTYPE.
    !>

Parameters
    NSIZES

    !>          NSIZES is INTEGER
    !>          The number of values of M and N contained in the vectors
    !>          MVAL and NVAL.  The matrix sizes are used in pairs (M,N).
    !>

    MVAL

    !>          MVAL is INTEGER array, dimension (NM)
    !>          The values of the matrix row dimension M.
    !>

    NVAL

    !>          NVAL is INTEGER array, dimension (NM)
    !>          The values of the matrix column dimension N.
    !>

    NTYPES

    !>          NTYPES is INTEGER
    !>          The number of elements in DOTYPE.   If it is zero, ZCHKBD
    !>          does nothing.  It must be at least zero.  If it is MAXTYP+1
    !>          and NSIZES is 1, then an additional type, MAXTYP+1 is
    !>          defined, which is to use whatever matrices are in A and B.
    !>          This is only useful if DOTYPE(1:MAXTYP) is .FALSE. and
    !>          DOTYPE(MAXTYP+1) is .TRUE. .
    !>

    DOTYPE

    !>          DOTYPE is LOGICAL array, dimension (NTYPES)
    !>          If DOTYPE(j) is .TRUE., then for each size (m,n), a matrix
    !>          of type j will be generated.  If NTYPES is smaller than the
    !>          maximum number of types defined (PARAMETER MAXTYP), then
    !>          types NTYPES+1 through MAXTYP will not be generated.  If
    !>          NTYPES is larger than MAXTYP, DOTYPE(MAXTYP+1) through
    !>          DOTYPE(NTYPES) will be ignored.
    !>

    NRHS

    !>          NRHS is INTEGER
    !>          The number of columns in the  matrices X, Y,
    !>          and Z, used in testing ZBDSQR.  If NRHS = 0, then the
    !>          operations on the right-hand side will not be tested.
    !>          NRHS must be at least 0.
    !>

    ISEED

    !>          ISEED is INTEGER array, dimension (4)
    !>          On entry ISEED specifies the seed of the random number
    !>          generator. The array elements should be between 0 and 4095;
    !>          if not they will be reduced mod 4096.  Also, ISEED(4) must
    !>          be odd.  The values of ISEED are changed on exit, and can be
    !>          used in the next call to ZCHKBD to continue the same random
    !>          number sequence.
    !>

    THRESH

    !>          THRESH is DOUBLE PRECISION
    !>          The threshold value for the test ratios.  A result is
    !>          included in the output file if RESULT >= THRESH.  To have
    !>          every test ratio printed, use THRESH = 0.  Note that the
    !>          expected value of the test ratios is O(1), so THRESH should
    !>          be a reasonably small multiple of 1, e.g., 10 or 100.
    !>

    A

    !>          A is COMPLEX*16 array, dimension (LDA,NMAX)
    !>          where NMAX is the maximum value of N in NVAL.
    !>

    LDA

    !>          LDA is INTEGER
    !>          The leading dimension of the array A.  LDA >= max(1,MMAX),
    !>          where MMAX is the maximum value of M in MVAL.
    !>

    BD

    !>          BD is DOUBLE PRECISION array, dimension
    !>                      (max(min(MVAL(j),NVAL(j))))
    !>

    BE

    !>          BE is DOUBLE PRECISION array, dimension
    !>                      (max(min(MVAL(j),NVAL(j))))
    !>

    S1

    !>          S1 is DOUBLE PRECISION array, dimension
    !>                      (max(min(MVAL(j),NVAL(j))))
    !>

    S2

    !>          S2 is DOUBLE PRECISION array, dimension
    !>                      (max(min(MVAL(j),NVAL(j))))
    !>

    X

    !>          X is COMPLEX*16 array, dimension (LDX,NRHS)
    !>

    LDX

    !>          LDX is INTEGER
    !>          The leading dimension of the arrays X, Y, and Z.
    !>          LDX >= max(1,MMAX).
    !>

    Y

    !>          Y is COMPLEX*16 array, dimension (LDX,NRHS)
    !>

    Z

    !>          Z is COMPLEX*16 array, dimension (LDX,NRHS)
    !>

    Q

    !>          Q is COMPLEX*16 array, dimension (LDQ,MMAX)
    !>

    LDQ

    !>          LDQ is INTEGER
    !>          The leading dimension of the array Q.  LDQ >= max(1,MMAX).
    !>

    PT

    !>          PT is COMPLEX*16 array, dimension (LDPT,NMAX)
    !>

    LDPT

    !>          LDPT is INTEGER
    !>          The leading dimension of the arrays PT, U, and V.
    !>          LDPT >= max(1, max(min(MVAL(j),NVAL(j)))).
    !>

    U

    !>          U is COMPLEX*16 array, dimension
    !>                      (LDPT,max(min(MVAL(j),NVAL(j))))
    !>

    VT

    !>          VT is COMPLEX*16 array, dimension
    !>                      (LDPT,max(min(MVAL(j),NVAL(j))))
    !>

    WORK

    !>          WORK is COMPLEX*16 array, dimension (LWORK)
    !>

    LWORK

    !>          LWORK is INTEGER
    !>          The number of entries in WORK.  This must be at least
    !>          3(M+N) and  M(M + max(M,N,k) + 1) + N*min(M,N)  for all
    !>          pairs  (M,N)=(MM(j),NN(j))
    !>

    RWORK

    !>          RWORK is DOUBLE PRECISION array, dimension
    !>                      (5*max(min(M,N)))
    !>

    NOUT

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

    INFO

    !>          INFO is INTEGER
    !>          If 0, then everything ran OK.
    !>           -1: NSIZES < 0
    !>           -2: Some MM(j) < 0
    !>           -3: Some NN(j) < 0
    !>           -4: NTYPES < 0
    !>           -6: NRHS  < 0
    !>           -8: THRESH < 0
    !>          -11: LDA < 1 or LDA < MMAX, where MMAX is max( MM(j) ).
    !>          -17: LDB < 1 or LDB < MMAX.
    !>          -21: LDQ < 1 or LDQ < MMAX.
    !>          -23: LDP < 1 or LDP < MNMAX.
    !>          -27: LWORK too small.
    !>          If  ZLATMR, CLATMS, ZGEBRD, ZUNGBR, or ZBDSQR,
    !>              returns an error code, the
    !>              absolute value of it is returned.
    !>
    !>-----------------------------------------------------------------------
    !>
    !>     Some Local Variables and Parameters:
    !>     ---- ----- --------- --- ----------
    !>
    !>     ZERO, ONE       Real 0 and 1.
    !>     MAXTYP          The number of types defined.
    !>     NTEST           The number of tests performed, or which can
    !>                     be performed so far, for the current matrix.
    !>     MMAX            Largest value in NN.
    !>     NMAX            Largest value in NN.
    !>     MNMIN           min(MM(j), NN(j)) (the dimension of the bidiagonal
    !>                     matrix.)
    !>     MNMAX           The maximum value of MNMIN for j=1,...,NSIZES.
    !>     NFAIL           The number of tests which have exceeded THRESH
    !>     COND, IMODE     Values to be passed to the matrix generators.
    !>     ANORM           Norm of A; passed to matrix generators.
    !>
    !>     OVFL, UNFL      Overflow and underflow thresholds.
    !>     RTOVFL, RTUNFL  Square roots of the previous 2 values.
    !>     ULP, ULPINV     Finest relative precision and its inverse.
    !>
    !>             The following four arrays decode JTYPE:
    !>     KTYPE(j)        The general type (1-10) for type .
    !>     KMODE(j)        The MODE value to be passed to the matrix
    !>                     generator for type .
    !>     KMAGN(j)        The order of magnitude ( O(1),
    !>                     O(overflow^(1/2) ), O(underflow^(1/2) )
    !>

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Definition at line 411 of file zchkbd.f.

Author

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