SUBROUTINE DLATM6( TYPE, N, A, LDA, B, X, LDX, Y, LDY, ALPHA,
$ BETA, WX, WY, S, DIF )
*
* -- LAPACK test routine (version 3.1) --
* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
* November 2006
*
* .. 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, * )
* ..
*
* Purpose
* =======
*
* 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.
*
* Arguments
* =========
*
* TYPE (input) INTEGER
* Specifies the problem type (see futher details).
*
* N (input) INTEGER
* Size of the matrices A and B.
*
* A (output) DOUBLE PRECISION array, dimension (LDA, N).
* On exit A N-by-N is initialized according to TYPE.
*
* LDA (input) INTEGER
* The leading dimension of A and of B.
*
* B (output) DOUBLE PRECISION array, dimension (LDA, N).
* On exit B N-by-N is initialized according to TYPE.
*
* X (output) DOUBLE PRECISION array, dimension (LDX, N).
* On exit X is the N-by-N matrix of right eigenvectors.
*
* LDX (input) INTEGER
* The leading dimension of X.
*
* Y (output) DOUBLE PRECISION array, dimension (LDY, N).
* On exit Y is the N-by-N matrix of left eigenvectors.
*
* LDY (input) INTEGER
* The leading dimension of Y.
*
* ALPHA (input) DOUBLE PRECISION
* BETA (input) DOUBLE PRECISION
* Weighting constants for matrix A.
*
* WX (input) DOUBLE PRECISION
* Constant for right eigenvector matrix.
*
* WY (input) DOUBLE PRECISION
* Constant for left eigenvector matrix.
*
* S (output) DOUBLE PRECISION array, dimension (N)
* S(i) is the reciprocal condition number for eigenvalue i.
*
* DIF (output) DOUBLE PRECISION array, dimension (N)
* DIF(i) is the reciprocal condition number for eigenvector i.
*
* =====================================================================
*
* .. 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) ...
*
DO 20 I = 1, N
DO 10 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
*
10 CONTINUE
20 CONTINUE
*
* 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 )
ELSE IF( 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 )
*
ELSE IF( 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