TESTING/MATGEN/dlatmt.f(3)

NAME
TESTING/MATGEN/dlatmt.f

SYNOPSIS

  Functions/Subroutines
subroutine dlatmt (m, n, dist, iseed, sym, d, mode, cond, dmax, rank, kl, ku, pack, a, lda, work, info)
DLATMT

Function/Subroutine Documentation

  subroutine dlatmt (integer m, integer n, character dist, integer, dimension( 4 ) iseed, character sym, double precision, dimension( * ) d, integer mode, double precision cond, double precision dmax, integer rank, integer kl, integer ku, character pack, double precision, dimension( lda, * ) a, integer lda, double precision, dimension( * ) work, integer info)

DLATMT

Purpose:

    !>
    !>    DLATMT generates random matrices with specified singular values
    !>    (or symmetric/hermitian with specified eigenvalues)
    !>    for testing LAPACK programs.
    !>
    !>    DLATMT operates by applying the following sequence of
    !>    operations:
    !>
    !>      Set the diagonal to D, where D may be input or
    !>         computed according to MODE, COND, DMAX, and SYM
    !>         as described below.
    !>
    !>      Generate a matrix with the appropriate band structure, by one
    !>         of two methods:
    !>
    !>      Method A:
    !>          Generate a dense M x N matrix by multiplying D on the left
    !>              and the right by random unitary matrices, then:
    !>
    !>          Reduce the bandwidth according to KL and KU, using
    !>          Householder transformations.
    !>
    !>      Method B:
    !>          Convert the bandwidth-0 (i.e., diagonal) matrix to a
    !>              bandwidth-1 matrix using Givens rotations,
    !>              out-of-band elements back, much as in QR; then
    !>              convert the bandwidth-1 to a bandwidth-2 matrix, etc.
    !>              Note that for reasonably small bandwidths (relative to
    !>              M and N) this requires less storage, as a dense matrix
    !>              is not generated.  Also, for symmetric matrices, only
    !>              one triangle is generated.
    !>
    !>      Method A is chosen if the bandwidth is a large fraction of the
    !>          order of the matrix, and LDA is at least M (so a dense
    !>          matrix can be stored.)  Method B is chosen if the bandwidth
    !>          is small (< 1/2 N for symmetric, < .3 N+M for
    !>          non-symmetric), or LDA is less than M and not less than the
    !>          bandwidth.
    !>
    !>      Pack the matrix if desired. Options specified by PACK are:
    !>         no packing
    !>         zero out upper half (if symmetric)
    !>         zero out lower half (if symmetric)
    !>         store the upper half columnwise (if symmetric or upper
    !>               triangular)
    !>         store the lower half columnwise (if symmetric or lower
    !>               triangular)
    !>         store the lower triangle in banded format (if symmetric
    !>               or lower triangular)
    !>         store the upper triangle in banded format (if symmetric
    !>               or upper triangular)
    !>         store the entire matrix in banded format
    !>      If Method B is chosen, and band format is specified, then the
    !>         matrix will be generated in the band format, so no repacking
    !>         will be necessary.
    !>

Parameters
    M

    !>          M is INTEGER
    !>           The number of rows of A. Not modified.
    !>

    N

    !>          N is INTEGER
    !>           The number of columns of A. Not modified.
    !>

    DIST

    !>          DIST is CHARACTER*1
    !>           On entry, DIST specifies the type of distribution to be used
    !>           to generate the random eigen-/singular values.
    !>           'U' => UNIFORM( 0, 1 )  ( 'U' for uniform )
    !>           'S' => UNIFORM( -1, 1 ) ( 'S' for symmetric )
    !>           'N' => NORMAL( 0, 1 )   ( 'N' for normal )
    !>           Not modified.
    !>

    ISEED

    !>          ISEED is INTEGER array, dimension ( 4 )
    !>           On entry ISEED specifies the seed of the random number
    !>           generator. They should lie between 0 and 4095 inclusive,
    !>           and ISEED(4) should be odd. The random number generator
    !>           uses a linear congruential sequence limited to small
    !>           integers, and so should produce machine independent
    !>           random numbers. The values of ISEED are changed on
    !>           exit, and can be used in the next call to DLATMT
    !>           to continue the same random number sequence.
    !>           Changed on exit.
    !>

    SYM

    !>          SYM is CHARACTER*1
    !>           If SYM='S' or 'H', the generated matrix is symmetric, with
    !>             eigenvalues specified by D, COND, MODE, and DMAX; they
    !>             may be positive, negative, or zero.
    !>           If SYM='P', the generated matrix is symmetric, with
    !>             eigenvalues (= singular values) specified by D, COND,
    !>             MODE, and DMAX; they will not be negative.
    !>           If SYM='N', the generated matrix is nonsymmetric, with
    !>             singular values specified by D, COND, MODE, and DMAX;
    !>             they will not be negative.
    !>           Not modified.
    !>

    D

    !>          D is DOUBLE PRECISION array, dimension ( MIN( M , N ) )
    !>           This array is used to specify the singular values or
    !>           eigenvalues of A (see SYM, above.)  If MODE=0, then D is
    !>           assumed to contain the singular/eigenvalues, otherwise
    !>           they will be computed according to MODE, COND, and DMAX,
    !>           and placed in D.
    !>           Modified if MODE is nonzero.
    !>

    MODE

    !>          MODE is INTEGER
    !>           On entry this describes how the singular/eigenvalues are to
    !>           be specified:
    !>           MODE = 0 means use D as input
    !>
    !>           MODE = 1 sets D(1)=1 and D(2:RANK)=1.0/COND
    !>           MODE = 2 sets D(1:RANK-1)=1 and D(RANK)=1.0/COND
    !>           MODE = 3 sets D(I)=COND**(-(I-1)/(RANK-1))
    !>
    !>           MODE = 4 sets D(i)=1 - (i-1)/(N-1)*(1 - 1/COND)
    !>           MODE = 5 sets D to random numbers in the range
    !>                    ( 1/COND , 1 ) such that their logarithms
    !>                    are uniformly distributed.
    !>           MODE = 6 set D to random numbers from same distribution
    !>                    as the rest of the matrix.
    !>           MODE < 0 has the same meaning as ABS(MODE), except that
    !>              the order of the elements of D is reversed.
    !>           Thus if MODE is positive, D has entries ranging from
    !>              1 to 1/COND, if negative, from 1/COND to 1,
    !>           If SYM='S' or 'H', and MODE is neither 0, 6, nor -6, then
    !>              the elements of D will also be multiplied by a random
    !>              sign (i.e., +1 or -1.)
    !>           Not modified.
    !>

    COND

    !>          COND is DOUBLE PRECISION
    !>           On entry, this is used as described under MODE above.
    !>           If used, it must be >= 1. Not modified.
    !>

    DMAX

    !>          DMAX is DOUBLE PRECISION
    !>           If MODE is neither -6, 0 nor 6, the contents of D, as
    !>           computed according to MODE and COND, will be scaled by
    !>           DMAX / max(abs(D(i))); thus, the maximum absolute eigen- or
    !>           singular value (which is to say the norm) will be abs(DMAX).
    !>           Note that DMAX need not be positive: if DMAX is negative
    !>           (or zero), D will be scaled by a negative number (or zero).
    !>           Not modified.
    !>

    RANK

    !>          RANK is INTEGER
    !>           The rank of matrix to be generated for modes 1,2,3 only.
    !>           D( RANK+1:N ) = 0.
    !>           Not modified.
    !>

    KL

    !>          KL is INTEGER
    !>           This specifies the lower bandwidth of the  matrix. For
    !>           example, KL=0 implies upper triangular, KL=1 implies upper
    !>           Hessenberg, and KL being at least M-1 means that the matrix
    !>           has full lower bandwidth.  KL must equal KU if the matrix
    !>           is symmetric.
    !>           Not modified.
    !>

    KU

    !>          KU is INTEGER
    !>           This specifies the upper bandwidth of the  matrix. For
    !>           example, KU=0 implies lower triangular, KU=1 implies lower
    !>           Hessenberg, and KU being at least N-1 means that the matrix
    !>           has full upper bandwidth.  KL must equal KU if the matrix
    !>           is symmetric.
    !>           Not modified.
    !>

    PACK

    !>          PACK is CHARACTER*1
    !>           This specifies packing of matrix as follows:
    !>           'N' => no packing
    !>           'U' => zero out all subdiagonal entries (if symmetric)
    !>           'L' => zero out all superdiagonal entries (if symmetric)
    !>           'C' => store the upper triangle columnwise
    !>                  (only if the matrix is symmetric or upper triangular)
    !>           'R' => store the lower triangle columnwise
    !>                  (only if the matrix is symmetric or lower triangular)
    !>           'B' => store the lower triangle in band storage scheme
    !>                  (only if matrix symmetric or lower triangular)
    !>           'Q' => store the upper triangle in band storage scheme
    !>                  (only if matrix symmetric or upper triangular)
    !>           'Z' => store the entire matrix in band storage scheme
    !>                      (pivoting can be provided for by using this
    !>                      option to store A in the trailing rows of
    !>                      the allocated storage)
    !>
    !>           Using these options, the various LAPACK packed and banded
    !>           storage schemes can be obtained:
    !>           GB               - use 'Z'
    !>           PB, SB or TB     - use 'B' or 'Q'
    !>           PP, SP or TP     - use 'C' or 'R'
    !>
    !>           If two calls to DLATMT differ only in the PACK parameter,
    !>           they will generate mathematically equivalent matrices.
    !>           Not modified.
    !>

    A

    !>          A is DOUBLE PRECISION array, dimension ( LDA, N )
    !>           On exit A is the desired test matrix.  A is first generated
    !>           in full (unpacked) form, and then packed, if so specified
    !>           by PACK.  Thus, the first M elements of the first N
    !>           columns will always be modified.  If PACK specifies a
    !>           packed or banded storage scheme, all LDA elements of the
    !>           first N columns will be modified; the elements of the
    !>           array which do not correspond to elements of the generated
    !>           matrix are set to zero.
    !>           Modified.
    !>

    LDA

    !>          LDA is INTEGER
    !>           LDA specifies the first dimension of A as declared in the
    !>           calling program.  If PACK='N', 'U', 'L', 'C', or 'R', then
    !>           LDA must be at least M.  If PACK='B' or 'Q', then LDA must
    !>           be at least MIN( KL, M-1) (which is equal to MIN(KU,N-1)).
    !>           If PACK='Z', LDA must be large enough to hold the packed
    !>           array: MIN( KU, N-1) + MIN( KL, M-1) + 1.
    !>           Not modified.
    !>

    WORK

    !>          WORK is DOUBLE PRECISION array, dimension ( 3*MAX( N , M ) )
    !>           Workspace.
    !>           Modified.
    !>

    INFO

    !>          INFO is INTEGER
    !>           Error code.  On exit, INFO will be set to one of the
    !>           following values:
    !>             0 => normal return
    !>            -1 => M negative or unequal to N and SYM='S', 'H', or 'P'
    !>            -2 => N negative
    !>            -3 => DIST illegal string
    !>            -5 => SYM illegal string
    !>            -7 => MODE not in range -6 to 6
    !>            -8 => COND less than 1.0, and MODE neither -6, 0 nor 6
    !>           -10 => KL negative
    !>           -11 => KU negative, or SYM='S' or 'H' and KU not equal to KL
    !>           -12 => PACK illegal string, or PACK='U' or 'L', and SYM='N';
    !>                  or PACK='C' or 'Q' and SYM='N' and KL is not zero;
    !>                  or PACK='R' or 'B' and SYM='N' and KU is not zero;
    !>                  or PACK='U', 'L', 'C', 'R', 'B', or 'Q', and M is not
    !>                  N.
    !>           -14 => LDA is less than M, or PACK='Z' and LDA is less than
    !>                  MIN(KU,N-1) + MIN(KL,M-1) + 1.
    !>            1  => Error return from DLATM7
    !>            2  => Cannot scale to DMAX (max. sing. value is 0)
    !>            3  => Error return from DLAGGE or DLAGSY
    !>

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Definition at line 329 of file dlatmt.f.

Author

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