 |
LAPACK
3.4.2
LAPACK: Linear Algebra PACKage
|
Functions/Subroutines | |
| subroutine | dlagge (M, N, KL, KU, D, A, LDA, ISEED, WORK, INFO) |
| DLAGGE | |
| subroutine | dlagsy (N, K, D, A, LDA, ISEED, WORK, INFO) |
| DLAGSY | |
| subroutine | dlahilb (N, NRHS, A, LDA, X, LDX, B, LDB, WORK, INFO) |
| DLAHILB | |
| subroutine | dlakf2 (M, N, A, LDA, B, D, E, Z, LDZ) |
| DLAKF2 | |
| subroutine | dlarge (N, A, LDA, ISEED, WORK, INFO) |
| DLARGE | |
| DOUBLE PRECISION function | dlarnd (IDIST, ISEED) |
| DLARND | |
| subroutine | dlaror (SIDE, INIT, M, N, A, LDA, ISEED, X, INFO) |
| DLAROR | |
| subroutine | dlarot (LROWS, LLEFT, LRIGHT, NL, C, S, A, LDA, XLEFT, XRIGHT) |
| DLAROT | |
| subroutine | dlatm1 (MODE, COND, IRSIGN, IDIST, ISEED, D, N, INFO) |
| DLATM1 | |
| DOUBLE PRECISION function | dlatm2 (M, N, I, J, KL, KU, IDIST, ISEED, D, IGRADE, DL, DR, IPVTNG, IWORK, SPARSE) |
| DLATM2 | |
| DOUBLE PRECISION function | dlatm3 (M, N, I, J, ISUB, JSUB, KL, KU, IDIST, ISEED, D, IGRADE, DL, DR, IPVTNG, IWORK, SPARSE) |
| DLATM3 | |
| subroutine | dlatm5 (PRTYPE, M, N, A, LDA, B, LDB, C, LDC, D, LDD, E, LDE, F, LDF, R, LDR, L, LDL, ALPHA, QBLCKA, QBLCKB) |
| DLATM5 | |
| subroutine | dlatm6 (TYPE, N, A, LDA, B, X, LDX, Y, LDY, ALPHA, BETA, WX, WY, S, DIF) |
| DLATM6 | |
| subroutine | dlatm7 (MODE, COND, IRSIGN, IDIST, ISEED, D, N, RANK, INFO) |
| DLATM7 | |
| subroutine | dlatme (N, DIST, ISEED, D, MODE, COND, DMAX, EI, RSIGN, UPPER, SIM, DS, MODES, CONDS, KL, KU, ANORM, A, LDA, WORK, INFO) |
| DLATME | |
| subroutine | dlatmr (M, N, DIST, ISEED, SYM, D, MODE, COND, DMAX, RSIGN, GRADE, DL, MODEL, CONDL, DR, MODER, CONDR, PIVTNG, IPIVOT, KL, KU, SPARSE, ANORM, PACK, A, LDA, IWORK, INFO) |
| DLATMR | |
| subroutine | dlatms (M, N, DIST, ISEED, SYM, D, MODE, COND, DMAX, KL, KU, PACK, A, LDA, WORK, INFO) |
| DLATMS | |
| subroutine | dlatmt (M, N, DIST, ISEED, SYM, D, MODE, COND, DMAX, RANK, KL, KU, PACK, A, LDA, WORK, INFO) |
| DLATMT | |
This is the group of double LAPACK TESTING MATGEN routines.
| subroutine dlagge | ( | integer | M, |
| integer | N, | ||
| integer | KL, | ||
| integer | KU, | ||
| double precision, dimension( * ) | D, | ||
| double precision, dimension( lda, * ) | A, | ||
| integer | LDA, | ||
| integer, dimension( 4 ) | ISEED, | ||
| double precision, dimension( * ) | WORK, | ||
| integer | INFO | ||
| ) |
DLAGGE
DLAGGE generates a real general m by n matrix A, by pre- and post- multiplying a real diagonal matrix D with random orthogonal matrices: A = U*D*V. The lower and upper bandwidths may then be reduced to kl and ku by additional orthogonal transformations.
| [in] | M | M is INTEGER
The number of rows of the matrix A. M >= 0. |
| [in] | N | N is INTEGER
The number of columns of the matrix A. N >= 0. |
| [in] | KL | KL is INTEGER
The number of nonzero subdiagonals within the band of A.
0 <= KL <= M-1. |
| [in] | KU | KU is INTEGER
The number of nonzero superdiagonals within the band of A.
0 <= KU <= N-1. |
| [in] | D | D is DOUBLE PRECISION array, dimension (min(M,N))
The diagonal elements of the diagonal matrix D. |
| [out] | A | A is DOUBLE PRECISION array, dimension (LDA,N)
The generated m by n matrix A. |
| [in] | LDA | LDA is INTEGER
The leading dimension of the array A. LDA >= M. |
| [in,out] | ISEED | ISEED is INTEGER array, dimension (4)
On entry, the seed of the random number generator; the array
elements must be between 0 and 4095, and ISEED(4) must be
odd.
On exit, the seed is updated. |
| [out] | WORK | WORK is DOUBLE PRECISION array, dimension (M+N) |
| [out] | INFO | INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value |
Definition at line 114 of file dlagge.f.
| subroutine dlagsy | ( | integer | N, |
| integer | K, | ||
| double precision, dimension( * ) | D, | ||
| double precision, dimension( lda, * ) | A, | ||
| integer | LDA, | ||
| integer, dimension( 4 ) | ISEED, | ||
| double precision, dimension( * ) | WORK, | ||
| integer | INFO | ||
| ) |
DLAGSY
DLAGSY generates a real symmetric matrix A, by pre- and post- multiplying a real diagonal matrix D with a random orthogonal matrix: A = U*D*U'. The semi-bandwidth may then be reduced to k by additional orthogonal transformations.
| [in] | N | N is INTEGER
The order of the matrix A. N >= 0. |
| [in] | K | K is INTEGER
The number of nonzero subdiagonals within the band of A.
0 <= K <= N-1. |
| [in] | D | D is DOUBLE PRECISION array, dimension (N)
The diagonal elements of the diagonal matrix D. |
| [out] | A | A is DOUBLE PRECISION array, dimension (LDA,N)
The generated n by n symmetric matrix A (the full matrix is
stored). |
| [in] | LDA | LDA is INTEGER
The leading dimension of the array A. LDA >= N. |
| [in,out] | ISEED | ISEED is INTEGER array, dimension (4)
On entry, the seed of the random number generator; the array
elements must be between 0 and 4095, and ISEED(4) must be
odd.
On exit, the seed is updated. |
| [out] | WORK | WORK is DOUBLE PRECISION array, dimension (2*N) |
| [out] | INFO | INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value |
Definition at line 102 of file dlagsy.f.
| subroutine dlahilb | ( | integer | N, |
| integer | NRHS, | ||
| double precision, dimension(lda, n) | A, | ||
| integer | LDA, | ||
| double precision, dimension(ldx, nrhs) | X, | ||
| integer | LDX, | ||
| double precision, dimension(ldb, nrhs) | B, | ||
| integer | LDB, | ||
| double precision, dimension(n) | WORK, | ||
| integer | INFO | ||
| ) |
DLAHILB
DLAHILB generates an N by N scaled Hilbert matrix in A along with NRHS right-hand sides in B and solutions in X such that A*X=B. The Hilbert matrix is scaled by M = LCM(1, 2, ..., 2*N-1) so that all entries are integers. The right-hand sides are the first NRHS columns of M * the identity matrix, and the solutions are the first NRHS columns of the inverse Hilbert matrix. The condition number of the Hilbert matrix grows exponentially with its size, roughly as O(e ** (3.5*N)). Additionally, the inverse Hilbert matrices beyond a relatively small dimension cannot be generated exactly without extra precision. Precision is exhausted when the largest entry in the inverse Hilbert matrix is greater than 2 to the power of the number of bits in the fraction of the data type used plus one, which is 24 for single precision. In single, the generated solution is exact for N <= 6 and has small componentwise error for 7 <= N <= 11.
| [in] | N | N is INTEGER
The dimension of the matrix A. |
| [in] | NRHS | NRHS is INTEGER
The requested number of right-hand sides. |
| [out] | A | A is DOUBLE PRECISION array, dimension (LDA, N)
The generated scaled Hilbert matrix. |
| [in] | LDA | LDA is INTEGER
The leading dimension of the array A. LDA >= N. |
| [out] | X | X is DOUBLE PRECISION array, dimension (LDX, NRHS)
The generated exact solutions. Currently, the first NRHS
columns of the inverse Hilbert matrix. |
| [in] | LDX | LDX is INTEGER
The leading dimension of the array X. LDX >= N. |
| [out] | B | B is DOUBLE PRECISION array, dimension (LDB, NRHS)
The generated right-hand sides. Currently, the first NRHS
columns of LCM(1, 2, ..., 2*N-1) * the identity matrix. |
| [in] | LDB | LDB is INTEGER
The leading dimension of the array B. LDB >= N. |
| [out] | WORK | WORK is DOUBLE PRECISION array, dimension (N) |
| [out] | INFO | INFO is INTEGER
= 0: successful exit
= 1: N is too large; the data is still generated but may not
be not exact.
< 0: if INFO = -i, the i-th argument had an illegal value |
Definition at line 125 of file dlahilb.f.
| subroutine dlakf2 | ( | integer | M, |
| integer | N, | ||
| double precision, dimension( lda, * ) | A, | ||
| integer | LDA, | ||
| double precision, dimension( lda, * ) | B, | ||
| double precision, dimension( lda, * ) | D, | ||
| double precision, dimension( lda, * ) | E, | ||
| double precision, dimension( ldz, * ) | Z, | ||
| integer | LDZ | ||
| ) |
DLAKF2
Form the 2*M*N by 2*M*N matrix
Z = [ kron(In, A) -kron(B', Im) ]
[ kron(In, D) -kron(E', Im) ],
where In is the identity matrix of size n and X' is the transpose
of X. kron(X, Y) is the Kronecker product between the matrices X
and Y. | [in] | M | M is INTEGER
Size of matrix, must be >= 1. |
| [in] | N | N is INTEGER
Size of matrix, must be >= 1. |
| [in] | A | A is DOUBLE PRECISION, dimension ( LDA, M )
The matrix A in the output matrix Z. |
| [in] | LDA | LDA is INTEGER
The leading dimension of A, B, D, and E. ( LDA >= M+N ) |
| [in] | B | B is DOUBLE PRECISION, dimension ( LDA, N ) |
| [in] | D | D is DOUBLE PRECISION, dimension ( LDA, M ) |
| [in] | E | E is DOUBLE PRECISION, dimension ( LDA, N )
The matrices used in forming the output matrix Z. |
| [out] | Z | Z is DOUBLE PRECISION, dimension ( LDZ, 2*M*N )
The resultant Kronecker M*N*2 by M*N*2 matrix (see above.) |
| [in] | LDZ | LDZ is INTEGER
The leading dimension of Z. ( LDZ >= 2*M*N ) |
Definition at line 106 of file dlakf2.f.
| subroutine dlarge | ( | integer | N, |
| double precision, dimension( lda, * ) | A, | ||
| integer | LDA, | ||
| integer, dimension( 4 ) | ISEED, | ||
| double precision, dimension( * ) | WORK, | ||
| integer | INFO | ||
| ) |
DLARGE
DLARGE pre- and post-multiplies a real general n by n matrix A with a random orthogonal matrix: A = U*D*U'.
| [in] | N | N is INTEGER
The order of the matrix A. N >= 0. |
| [in,out] | A | A is DOUBLE PRECISION array, dimension (LDA,N)
On entry, the original n by n matrix A.
On exit, A is overwritten by U*A*U' for some random
orthogonal matrix U. |
| [in] | LDA | LDA is INTEGER
The leading dimension of the array A. LDA >= N. |
| [in,out] | ISEED | ISEED is INTEGER array, dimension (4)
On entry, the seed of the random number generator; the array
elements must be between 0 and 4095, and ISEED(4) must be
odd.
On exit, the seed is updated. |
| [out] | WORK | WORK is DOUBLE PRECISION array, dimension (2*N) |
| [out] | INFO | INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value |
Definition at line 88 of file dlarge.f.
| DOUBLE PRECISION function dlarnd | ( | integer | IDIST, |
| integer, dimension( 4 ) | ISEED | ||
| ) |
DLARND
DLARND returns a random real number from a uniform or normal distribution.
| [in] | IDIST | IDIST is INTEGER
Specifies the distribution of the random numbers:
= 1: uniform (0,1)
= 2: uniform (-1,1)
= 3: normal (0,1) |
| [in,out] | ISEED | ISEED is INTEGER array, dimension (4)
On entry, the seed of the random number generator; the array
elements must be between 0 and 4095, and ISEED(4) must be
odd.
On exit, the seed is updated. |
This routine calls the auxiliary routine DLARAN to generate a random real number from a uniform (0,1) distribution. The Box-Muller method is used to transform numbers from a uniform to a normal distribution.
Definition at line 74 of file dlarnd.f.
| subroutine dlaror | ( | character | SIDE, |
| character | INIT, | ||
| integer | M, | ||
| integer | N, | ||
| double precision, dimension( lda, * ) | A, | ||
| integer | LDA, | ||
| integer, dimension( 4 ) | ISEED, | ||
| double precision, dimension( * ) | X, | ||
| integer | INFO | ||
| ) |
DLAROR
DLAROR pre- or post-multiplies an M by N matrix A by a random orthogonal matrix U, overwriting A. A may optionally be initialized to the identity matrix before multiplying by U. U is generated using the method of G.W. Stewart (SIAM J. Numer. Anal. 17, 1980, 403-409).
| [in] | SIDE | SIDE is CHARACTER*1
Specifies whether A is multiplied on the left or right by U.
= 'L': Multiply A on the left (premultiply) by U
= 'R': Multiply A on the right (postmultiply) by U'
= 'C' or 'T': Multiply A on the left by U and the right
by U' (Here, U' means U-transpose.) |
| [in] | INIT | INIT is CHARACTER*1
Specifies whether or not A should be initialized to the
identity matrix.
= 'I': Initialize A to (a section of) the identity matrix
before applying U.
= 'N': No initialization. Apply U to the input matrix A.
INIT = 'I' may be used to generate square or rectangular
orthogonal matrices:
For M = N and SIDE = 'L' or 'R', the rows will be orthogonal
to each other, as will the columns.
If M < N, SIDE = 'R' produces a dense matrix whose rows are
orthogonal and whose columns are not, while SIDE = 'L'
produces a matrix whose rows are orthogonal, and whose first
M columns are orthogonal, and whose remaining columns are
zero.
If M > N, SIDE = 'L' produces a dense matrix whose columns
are orthogonal and whose rows are not, while SIDE = 'R'
produces a matrix whose columns are orthogonal, and whose
first M rows are orthogonal, and whose remaining rows are
zero. |
| [in] | M | M is INTEGER
The number of rows of A. |
| [in] | N | N is INTEGER
The number of columns of A. |
| [in,out] | A | A is DOUBLE PRECISION array, dimension (LDA, N)
On entry, the array A.
On exit, overwritten by U A ( if SIDE = 'L' ),
or by A U ( if SIDE = 'R' ),
or by U A U' ( if SIDE = 'C' or 'T'). |
| [in] | LDA | LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,M). |
| [in,out] | 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 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 DLAROR to continue the same random number
sequence. |
| [out] | X | X is DOUBLE PRECISION array, dimension (3*MAX( M, N ))
Workspace of length
2*M + N if SIDE = 'L',
2*N + M if SIDE = 'R',
3*N if SIDE = 'C' or 'T'. |
| [out] | INFO | INFO is INTEGER
An error flag. It is set to:
= 0: normal return
< 0: if INFO = -k, the k-th argument had an illegal value
= 1: if the random numbers generated by DLARND are bad. |
Definition at line 147 of file dlaror.f.
| subroutine dlarot | ( | logical | LROWS, |
| logical | LLEFT, | ||
| logical | LRIGHT, | ||
| integer | NL, | ||
| double precision | C, | ||
| double precision | S, | ||
| double precision, dimension( * ) | A, | ||
| integer | LDA, | ||
| double precision | XLEFT, | ||
| double precision | XRIGHT | ||
| ) |
DLAROT
DLAROT applies a (Givens) rotation to two adjacent rows or
columns, where one element of the first and/or last column/row
for use on matrices stored in some format other than GE, so
that elements of the matrix may be used or modified for which
no array element is provided.
One example is a symmetric matrix in SB format (bandwidth=4), for
which UPLO='L': Two adjacent rows will have the format:
row j: C> C> C> C> C> . . . .
row j+1: C> C> C> C> C> . . . .
'*' indicates elements for which storage is provided,
'.' indicates elements for which no storage is provided, but
are not necessarily zero; their values are determined by
symmetry. ' ' indicates elements which are necessarily zero,
and have no storage provided.
Those columns which have two '*'s can be handled by DROT.
Those columns which have no '*'s can be ignored, since as long
as the Givens rotations are carefully applied to preserve
symmetry, their values are determined.
Those columns which have one '*' have to be handled separately,
by using separate variables "p" and "q":
row j: C> C> C> C> C> p . . .
row j+1: q C> C> C> C> C> . . . .
The element p would have to be set correctly, then that column
is rotated, setting p to its new value. The next call to
DLAROT would rotate columns j and j+1, using p, and restore
symmetry. The element q would start out being zero, and be
made non-zero by the rotation. Later, rotations would presumably
be chosen to zero q out.
Typical Calling Sequences: rotating the i-th and (i+1)-st rows.
------- ------- ---------
General dense matrix:
CALL DLAROT(.TRUE.,.FALSE.,.FALSE., N, C,S,
A(i,1),LDA, DUMMY, DUMMY)
General banded matrix in GB format:
j = MAX(1, i-KL )
NL = MIN( N, i+KU+1 ) + 1-j
CALL DLAROT( .TRUE., i-KL.GE.1, i+KU.LT.N, NL, C,S,
A(KU+i+1-j,j),LDA-1, XLEFT, XRIGHT )
[ note that i+1-j is just MIN(i,KL+1) ]
Symmetric banded matrix in SY format, bandwidth K,
lower triangle only:
j = MAX(1, i-K )
NL = MIN( K+1, i ) + 1
CALL DLAROT( .TRUE., i-K.GE.1, .TRUE., NL, C,S,
A(i,j), LDA, XLEFT, XRIGHT )
Same, but upper triangle only:
NL = MIN( K+1, N-i ) + 1
CALL DLAROT( .TRUE., .TRUE., i+K.LT.N, NL, C,S,
A(i,i), LDA, XLEFT, XRIGHT )
Symmetric banded matrix in SB format, bandwidth K,
lower triangle only:
[ same as for SY, except:]
. . . .
A(i+1-j,j), LDA-1, XLEFT, XRIGHT )
[ note that i+1-j is just MIN(i,K+1) ]
Same, but upper triangle only:
. . .
A(K+1,i), LDA-1, XLEFT, XRIGHT )
Rotating columns is just the transpose of rotating rows, except
for GB and SB: (rotating columns i and i+1)
GB:
j = MAX(1, i-KU )
NL = MIN( N, i+KL+1 ) + 1-j
CALL DLAROT( .TRUE., i-KU.GE.1, i+KL.LT.N, NL, C,S,
A(KU+j+1-i,i),LDA-1, XTOP, XBOTTM )
[note that KU+j+1-i is just MAX(1,KU+2-i)]
SB: (upper triangle)
. . . . . .
A(K+j+1-i,i),LDA-1, XTOP, XBOTTM )
SB: (lower triangle)
. . . . . .
A(1,i),LDA-1, XTOP, XBOTTM ) LROWS - LOGICAL
If .TRUE., then DLAROT will rotate two rows. If .FALSE.,
then it will rotate two columns.
Not modified.
LLEFT - LOGICAL
If .TRUE., then XLEFT will be used instead of the
corresponding element of A for the first element in the
second row (if LROWS=.FALSE.) or column (if LROWS=.TRUE.)
If .FALSE., then the corresponding element of A will be
used.
Not modified.
LRIGHT - LOGICAL
If .TRUE., then XRIGHT will be used instead of the
corresponding element of A for the last element in the
first row (if LROWS=.FALSE.) or column (if LROWS=.TRUE.) If
.FALSE., then the corresponding element of A will be used.
Not modified.
NL - INTEGER
The length of the rows (if LROWS=.TRUE.) or columns (if
LROWS=.FALSE.) to be rotated. If XLEFT and/or XRIGHT are
used, the columns/rows they are in should be included in
NL, e.g., if LLEFT = LRIGHT = .TRUE., then NL must be at
least 2. The number of rows/columns to be rotated
exclusive of those involving XLEFT and/or XRIGHT may
not be negative, i.e., NL minus how many of LLEFT and
LRIGHT are .TRUE. must be at least zero; if not, XERBLA
will be called.
Not modified.
C, S - DOUBLE PRECISION
Specify the Givens rotation to be applied. If LROWS is
true, then the matrix ( c s )
(-s c ) is applied from the left;
if false, then the transpose thereof is applied from the
right. For a Givens rotation, C**2 + S**2 should be 1,
but this is not checked.
Not modified.
A - DOUBLE PRECISION array.
The array containing the rows/columns to be rotated. The
first element of A should be the upper left element to
be rotated.
Read and modified.
LDA - INTEGER
The "effective" leading dimension of A. If A contains
a matrix stored in GE or SY format, then this is just
the leading dimension of A as dimensioned in the calling
routine. If A contains a matrix stored in band (GB or SB)
format, then this should be *one less* than the leading
dimension used in the calling routine. Thus, if
A were dimensioned A(LDA,*) in DLAROT, then A(1,j) would
be the j-th element in the first of the two rows
to be rotated, and A(2,j) would be the j-th in the second,
regardless of how the array may be stored in the calling
routine. [A cannot, however, actually be dimensioned thus,
since for band format, the row number may exceed LDA, which
is not legal FORTRAN.]
If LROWS=.TRUE., then LDA must be at least 1, otherwise
it must be at least NL minus the number of .TRUE. values
in XLEFT and XRIGHT.
Not modified.
XLEFT - DOUBLE PRECISION
If LLEFT is .TRUE., then XLEFT will be used and modified
instead of A(2,1) (if LROWS=.TRUE.) or A(1,2)
(if LROWS=.FALSE.).
Read and modified.
XRIGHT - DOUBLE PRECISION
If LRIGHT is .TRUE., then XRIGHT will be used and modified
instead of A(1,NL) (if LROWS=.TRUE.) or A(NL,1)
(if LROWS=.FALSE.).
Read and modified. Definition at line 226 of file dlarot.f.
| subroutine dlatm1 | ( | integer | MODE, |
| double precision | COND, | ||
| integer | IRSIGN, | ||
| integer | IDIST, | ||
| integer, dimension( 4 ) | ISEED, | ||
| double precision, dimension( * ) | D, | ||
| integer | N, | ||
| integer | INFO | ||
| ) |
DLATM1
DLATM1 computes the entries of D(1..N) as specified by
MODE, COND and IRSIGN. IDIST and ISEED determine the generation
of random numbers. DLATM1 is called by SLATMR to generate
random test matrices for LAPACK programs. | [in] | MODE | MODE is INTEGER
On entry describes how D is to be computed:
MODE = 0 means do not change D.
MODE = 1 sets D(1)=1 and D(2:N)=1.0/COND
MODE = 2 sets D(1:N-1)=1 and D(N)=1.0/COND
MODE = 3 sets D(I)=COND**(-(I-1)/(N-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,
Not modified. |
| [in] | COND | COND is DOUBLE PRECISION
On entry, used as described under MODE above.
If used, it must be >= 1. Not modified. |
| [in] | IRSIGN | IRSIGN is INTEGER
On entry, if MODE neither -6, 0 nor 6, determines sign of
entries of D
0 => leave entries of D unchanged
1 => multiply each entry of D by 1 or -1 with probability .5 |
| [in] | IDIST | IDIST is CHARACTER*1
On entry, IDIST specifies the type of distribution to be
used to generate a random matrix .
1 => UNIFORM( 0, 1 )
2 => UNIFORM( -1, 1 )
3 => NORMAL( 0, 1 )
Not modified. |
| [in,out] | ISEED | ISEED is INTEGER array, dimension ( 4 )
On entry ISEED specifies the seed of the random number
generator. 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 DLATM1
to continue the same random number sequence.
Changed on exit. |
| [in,out] | D | D is DOUBLE PRECISION array, dimension ( MIN( M , N ) )
Array to be computed according to MODE, COND and IRSIGN.
May be changed on exit if MODE is nonzero. |
| [in] | N | N is INTEGER
Number of entries of D. Not modified. |
| [out] | INFO | INFO is INTEGER
0 => normal termination
-1 => if MODE not in range -6 to 6
-2 => if MODE neither -6, 0 nor 6, and
IRSIGN neither 0 nor 1
-3 => if MODE neither -6, 0 nor 6 and COND less than 1
-4 => if MODE equals 6 or -6 and IDIST not in range 1 to 3
-7 => if N negative |
Definition at line 136 of file dlatm1.f.
| DOUBLE PRECISION function dlatm2 | ( | integer | M, |
| integer | N, | ||
| integer | I, | ||
| integer | J, | ||
| integer | KL, | ||
| integer | KU, | ||
| integer | IDIST, | ||
| integer, dimension( 4 ) | ISEED, | ||
| double precision, dimension( * ) | D, | ||
| integer | IGRADE, | ||
| double precision, dimension( * ) | DL, | ||
| double precision, dimension( * ) | DR, | ||
| integer | IPVTNG, | ||
| integer, dimension( * ) | IWORK, | ||
| double precision | SPARSE | ||
| ) |
DLATM2
DLATM2 returns the (I,J) entry of a random matrix of dimension
(M, N) described by the other paramters. It is called by the
DLATMR routine in order to build random test matrices. No error
checking on parameters is done, because this routine is called in
a tight loop by DLATMR which has already checked the parameters.
Use of DLATM2 differs from SLATM3 in the order in which the random
number generator is called to fill in random matrix entries.
With DLATM2, the generator is called to fill in the pivoted matrix
columnwise. With DLATM3, the generator is called to fill in the
matrix columnwise, after which it is pivoted. Thus, DLATM3 can
be used to construct random matrices which differ only in their
order of rows and/or columns. DLATM2 is used to construct band
matrices while avoiding calling the random number generator for
entries outside the band (and therefore generating random numbers
The matrix whose (I,J) entry is returned is constructed as
follows (this routine only computes one entry):
If I is outside (1..M) or J is outside (1..N), return zero
(this is convenient for generating matrices in band format).
Generate a matrix A with random entries of distribution IDIST.
Set the diagonal to D.
Grade the matrix, if desired, from the left (by DL) and/or
from the right (by DR or DL) as specified by IGRADE.
Permute, if desired, the rows and/or columns as specified by
IPVTNG and IWORK.
Band the matrix to have lower bandwidth KL and upper
bandwidth KU.
Set random entries to zero as specified by SPARSE. | [in] | M | M is INTEGER
Number of rows of matrix. Not modified. |
| [in] | N | N is INTEGER
Number of columns of matrix. Not modified. |
| [in] | I | I is INTEGER
Row of entry to be returned. Not modified. |
| [in] | J | J is INTEGER
Column of entry to be returned. Not modified. |
| [in] | KL | KL is INTEGER
Lower bandwidth. Not modified. |
| [in] | KU | KU is INTEGER
Upper bandwidth. Not modified. |
| [in] | IDIST | IDIST is INTEGER
On entry, IDIST specifies the type of distribution to be
used to generate a random matrix .
1 => UNIFORM( 0, 1 )
2 => UNIFORM( -1, 1 )
3 => NORMAL( 0, 1 )
Not modified. |
| [in,out] | ISEED | ISEED is INTEGER array of dimension ( 4 )
Seed for random number generator.
Changed on exit. |
| [in] | D | D is DOUBLE PRECISION array of dimension ( MIN( I , J ) )
Diagonal entries of matrix. Not modified. |
| [in] | IGRADE | IGRADE is INTEGER
Specifies grading of matrix as follows:
0 => no grading
1 => matrix premultiplied by diag( DL )
2 => matrix postmultiplied by diag( DR )
3 => matrix premultiplied by diag( DL ) and
postmultiplied by diag( DR )
4 => matrix premultiplied by diag( DL ) and
postmultiplied by inv( diag( DL ) )
5 => matrix premultiplied by diag( DL ) and
postmultiplied by diag( DL )
Not modified. |
| [in] | DL | DL is DOUBLE PRECISION array ( I or J, as appropriate )
Left scale factors for grading matrix. Not modified. |
| [in] | DR | DR is DOUBLE PRECISION array ( I or J, as appropriate )
Right scale factors for grading matrix. Not modified. |
| [in] | IPVTNG | IPVTNG is INTEGER
On entry specifies pivoting permutations as follows:
0 => none.
1 => row pivoting.
2 => column pivoting.
3 => full pivoting, i.e., on both sides.
Not modified. |
| [out] | IWORK | IWORK is INTEGER array ( I or J, as appropriate )
This array specifies the permutation used. The
row (or column) in position K was originally in
position IWORK( K ).
This differs from IWORK for DLATM3. Not modified. |
| [in] | SPARSE | SPARSE is DOUBLE PRECISION between 0. and 1.
On entry specifies the sparsity of the matrix
if sparse matix is to be generated.
SPARSE should lie between 0 and 1.
A uniform ( 0, 1 ) random number x is generated and
compared to SPARSE; if x is larger the matrix entry
is unchanged and if x is smaller the entry is set
to zero. Thus on the average a fraction SPARSE of the
entries will be set to zero.
Not modified. |
Definition at line 208 of file dlatm2.f.
| DOUBLE PRECISION function dlatm3 | ( | integer | M, |
| integer | N, | ||
| integer | I, | ||
| integer | J, | ||
| integer | ISUB, | ||
| integer | JSUB, | ||
| integer | KL, | ||
| integer | KU, | ||
| integer | IDIST, | ||
| integer, dimension( 4 ) | ISEED, | ||
| double precision, dimension( * ) | D, | ||
| integer | IGRADE, | ||
| double precision, dimension( * ) | DL, | ||
| double precision, dimension( * ) | DR, | ||
| integer | IPVTNG, | ||
| integer, dimension( * ) | IWORK, | ||
| double precision | SPARSE | ||
| ) |
DLATM3
DLATM3 returns the (ISUB,JSUB) entry of a random matrix of
dimension (M, N) described by the other paramters. (ISUB,JSUB)
is the final position of the (I,J) entry after pivoting
according to IPVTNG and IWORK. DLATM3 is called by the
DLATMR routine in order to build random test matrices. No error
checking on parameters is done, because this routine is called in
a tight loop by DLATMR which has already checked the parameters.
Use of DLATM3 differs from SLATM2 in the order in which the random
number generator is called to fill in random matrix entries.
With DLATM2, the generator is called to fill in the pivoted matrix
columnwise. With DLATM3, the generator is called to fill in the
matrix columnwise, after which it is pivoted. Thus, DLATM3 can
be used to construct random matrices which differ only in their
order of rows and/or columns. DLATM2 is used to construct band
matrices while avoiding calling the random number generator for
entries outside the band (and therefore generating random numbers
in different orders for different pivot orders).
The matrix whose (ISUB,JSUB) entry is returned is constructed as
follows (this routine only computes one entry):
If ISUB is outside (1..M) or JSUB is outside (1..N), return zero
(this is convenient for generating matrices in band format).
Generate a matrix A with random entries of distribution IDIST.
Set the diagonal to D.
Grade the matrix, if desired, from the left (by DL) and/or
from the right (by DR or DL) as specified by IGRADE.
Permute, if desired, the rows and/or columns as specified by
IPVTNG and IWORK.
Band the matrix to have lower bandwidth KL and upper
bandwidth KU.
Set random entries to zero as specified by SPARSE. | [in] | M | M is INTEGER
Number of rows of matrix. Not modified. |
| [in] | N | N is INTEGER
Number of columns of matrix. Not modified. |
| [in] | I | I is INTEGER
Row of unpivoted entry to be returned. Not modified. |
| [in] | J | J is INTEGER
Column of unpivoted entry to be returned. Not modified. |
| [in,out] | ISUB | ISUB is INTEGER
Row of pivoted entry to be returned. Changed on exit. |
| [in,out] | JSUB | JSUB is INTEGER
Column of pivoted entry to be returned. Changed on exit. |
| [in] | KL | KL is INTEGER
Lower bandwidth. Not modified. |
| [in] | KU | KU is INTEGER
Upper bandwidth. Not modified. |
| [in] | IDIST | IDIST is INTEGER
On entry, IDIST specifies the type of distribution to be
used to generate a random matrix .
1 => UNIFORM( 0, 1 )
2 => UNIFORM( -1, 1 )
3 => NORMAL( 0, 1 )
Not modified. |
| [in,out] | ISEED | ISEED is INTEGER array of dimension ( 4 )
Seed for random number generator.
Changed on exit. |
| [in] | D | D is DOUBLE PRECISION array of dimension ( MIN( I , J ) )
Diagonal entries of matrix. Not modified. |
| [in] | IGRADE | IGRADE is INTEGER
Specifies grading of matrix as follows:
0 => no grading
1 => matrix premultiplied by diag( DL )
2 => matrix postmultiplied by diag( DR )
3 => matrix premultiplied by diag( DL ) and
postmultiplied by diag( DR )
4 => matrix premultiplied by diag( DL ) and
postmultiplied by inv( diag( DL ) )
5 => matrix premultiplied by diag( DL ) and
postmultiplied by diag( DL )
Not modified. |
| [in] | DL | DL is DOUBLE PRECISION array ( I or J, as appropriate )
Left scale factors for grading matrix. Not modified. |
| [in] | DR | DR is DOUBLE PRECISION array ( I or J, as appropriate )
Right scale factors for grading matrix. Not modified. |
| [in] | IPVTNG | IPVTNG is INTEGER
On entry specifies pivoting permutations as follows:
0 => none.
1 => row pivoting.
2 => column pivoting.
3 => full pivoting, i.e., on both sides.
Not modified. |
| [in] | IWORK | IWORK is INTEGER array ( I or J, as appropriate )
This array specifies the permutation used. The
row (or column) originally in position K is in
position IWORK( K ) after pivoting.
This differs from IWORK for DLATM2. Not modified. |
| [in] | SPARSE | SPARSE is DOUBLE PRECISION between 0. and 1.
On entry specifies the sparsity of the matrix
if sparse matix is to be generated.
SPARSE should lie between 0 and 1.
A uniform ( 0, 1 ) random number x is generated and
compared to SPARSE; if x is larger the matrix entry
is unchanged and if x is smaller the entry is set
to zero. Thus on the average a fraction SPARSE of the
entries will be set to zero.
Not modified. |
Definition at line 225 of file dlatm3.f.
| subroutine dlatm5 | ( | integer | PRTYPE, |
| integer | M, | ||
| integer | N, | ||
| double precision, dimension( lda, * ) | A, | ||
| integer | LDA, | ||
| double precision, dimension( ldb, * ) | B, | ||
| integer | LDB, | ||
| double precision, dimension( ldc, * ) | C, | ||
| integer | LDC, | ||
| double precision, dimension( ldd, * ) | D, | ||
| integer | LDD, | ||
| double precision, dimension( lde, * ) | E, | ||
| integer | LDE, | ||
| double precision, dimension( ldf, * ) | F, | ||
| integer | LDF, | ||
| double precision, dimension( ldr, * ) | R, | ||
| integer | LDR, | ||
| double precision, dimension( ldl, * ) | L, | ||
| integer | LDL, | ||
| double precision | ALPHA, | ||
| integer | QBLCKA, | ||
| integer | QBLCKB | ||
| ) |
DLATM5
DLATM5 generates matrices involved in the Generalized Sylvester
equation:
A * R - L * B = C
D * R - L * E = F
They also satisfy (the diagonalization condition)
[ I -L ] ( [ A -C ], [ D -F ] ) [ I R ] = ( [ A ], [ D ] )
[ I ] ( [ B ] [ E ] ) [ I ] ( [ B ] [ E ] ) | [in] | PRTYPE | PRTYPE is INTEGER
"Points" to a certian type of the matrices to generate
(see futher details). |
| [in] | M | M is INTEGER
Specifies the order of A and D and the number of rows in
C, F, R and L. |
| [in] | N | N is INTEGER
Specifies the order of B and E and the number of columns in
C, F, R and L. |
| [out] | A | A is DOUBLE PRECISION array, dimension (LDA, M).
On exit A M-by-M is initialized according to PRTYPE. |
| [in] | LDA | LDA is INTEGER
The leading dimension of A. |
| [out] | B | B is DOUBLE PRECISION array, dimension (LDB, N).
On exit B N-by-N is initialized according to PRTYPE. |
| [in] | LDB | LDB is INTEGER
The leading dimension of B. |
| [out] | C | C is DOUBLE PRECISION array, dimension (LDC, N).
On exit C M-by-N is initialized according to PRTYPE. |
| [in] | LDC | LDC is INTEGER
The leading dimension of C. |
| [out] | D | D is DOUBLE PRECISION array, dimension (LDD, M).
On exit D M-by-M is initialized according to PRTYPE. |
| [in] | LDD | LDD is INTEGER
The leading dimension of D. |
| [out] | E | E is DOUBLE PRECISION array, dimension (LDE, N).
On exit E N-by-N is initialized according to PRTYPE. |
| [in] | LDE | LDE is INTEGER
The leading dimension of E. |
| [out] | F | F is DOUBLE PRECISION array, dimension (LDF, N).
On exit F M-by-N is initialized according to PRTYPE. |
| [in] | LDF | LDF is INTEGER
The leading dimension of F. |
| [out] | R | R is DOUBLE PRECISION array, dimension (LDR, N).
On exit R M-by-N is initialized according to PRTYPE. |
| [in] | LDR | LDR is INTEGER
The leading dimension of R. |
| [out] | L | L is DOUBLE PRECISION array, dimension (LDL, N).
On exit L M-by-N is initialized according to PRTYPE. |
| [in] | LDL | LDL is INTEGER
The leading dimension of L. |
| [in] | ALPHA | ALPHA is DOUBLE PRECISION
Parameter used in generating PRTYPE = 1 and 5 matrices. |
| [in] | QBLCKA | QBLCKA is INTEGER
When PRTYPE = 3, specifies the distance between 2-by-2
blocks on the diagonal in A. Otherwise, QBLCKA is not
referenced. QBLCKA > 1. |
| [in] | QBLCKB | QBLCKB is INTEGER
When PRTYPE = 3, specifies the distance between 2-by-2
blocks on the diagonal in B. Otherwise, QBLCKB is not
referenced. QBLCKB > 1. |
PRTYPE = 1: A and B are Jordan blocks, D and E are identity matrices
A : if (i == j) then A(i, j) = 1.0
if (j == i + 1) then A(i, j) = -1.0
else A(i, j) = 0.0, i, j = 1...M
B : if (i == j) then B(i, j) = 1.0 - ALPHA
if (j == i + 1) then B(i, j) = 1.0
else B(i, j) = 0.0, i, j = 1...N
D : if (i == j) then D(i, j) = 1.0
else D(i, j) = 0.0, i, j = 1...M
E : if (i == j) then E(i, j) = 1.0
else E(i, j) = 0.0, i, j = 1...N
L = R are chosen from [-10...10],
which specifies the right hand sides (C, F).
PRTYPE = 2 or 3: Triangular and/or quasi- triangular.
A : if (i <= j) then A(i, j) = [-1...1]
else A(i, j) = 0.0, i, j = 1...M
if (PRTYPE = 3) then
A(k + 1, k + 1) = A(k, k)
A(k + 1, k) = [-1...1]
sign(A(k, k + 1) = -(sin(A(k + 1, k))
k = 1, M - 1, QBLCKA
B : if (i <= j) then B(i, j) = [-1...1]
else B(i, j) = 0.0, i, j = 1...N
if (PRTYPE = 3) then
B(k + 1, k + 1) = B(k, k)
B(k + 1, k) = [-1...1]
sign(B(k, k + 1) = -(sign(B(k + 1, k))
k = 1, N - 1, QBLCKB
D : if (i <= j) then D(i, j) = [-1...1].
else D(i, j) = 0.0, i, j = 1...M
E : if (i <= j) then D(i, j) = [-1...1]
else E(i, j) = 0.0, i, j = 1...N
L, R are chosen from [-10...10],
which specifies the right hand sides (C, F).
PRTYPE = 4 Full
A(i, j) = [-10...10]
D(i, j) = [-1...1] i,j = 1...M
B(i, j) = [-10...10]
E(i, j) = [-1...1] i,j = 1...N
R(i, j) = [-10...10]
L(i, j) = [-1...1] i = 1..M ,j = 1...N
L, R specifies the right hand sides (C, F).
PRTYPE = 5 special case common and/or close eigs. Definition at line 267 of file dlatm5.f.
| subroutine dlatm6 | ( | integer | TYPE, |
| integer | N, | ||
| double precision, dimension( lda, * ) | A, | ||
| integer | LDA, | ||
| double precision, dimension( lda, * ) | B, | ||
| double precision, dimension( ldx, * ) | X, | ||
| integer | LDX, | ||
| double precision, dimension( ldy, * ) | Y, | ||
| integer | LDY, | ||
| double precision | ALPHA, | ||
| double precision | BETA, | ||
| double precision | WX, | ||
| double precision | WY, | ||
| double precision, dimension( * ) | S, | ||
| double precision, dimension( * ) | DIF | ||
| ) |
DLATM6
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. | [in] | TYPE | TYPE is INTEGER
Specifies the problem type (see futher details). |
| [in] | N | N is INTEGER
Size of the matrices A and B. |
| [out] | A | A is DOUBLE PRECISION array, dimension (LDA, N).
On exit A N-by-N is initialized according to TYPE. |
| [in] | LDA | LDA is INTEGER
The leading dimension of A and of B. |
| [out] | B | B is DOUBLE PRECISION array, dimension (LDA, N).
On exit B N-by-N is initialized according to TYPE. |
| [out] | X | X is DOUBLE PRECISION array, dimension (LDX, N).
On exit X is the N-by-N matrix of right eigenvectors. |
| [in] | LDX | LDX is INTEGER
The leading dimension of X. |
| [out] | Y | Y is DOUBLE PRECISION array, dimension (LDY, N).
On exit Y is the N-by-N matrix of left eigenvectors. |
| [in] | LDY | LDY is INTEGER
The leading dimension of Y. |
| [in] | ALPHA | ALPHA is DOUBLE PRECISION |
| [in] | BETA | BETA is DOUBLE PRECISION
Weighting constants for matrix A. |
| [in] | WX | WX is DOUBLE PRECISION
Constant for right eigenvector matrix. |
| [in] | WY | WY is DOUBLE PRECISION
Constant for left eigenvector matrix. |
| [out] | S | S is DOUBLE PRECISION array, dimension (N)
S(i) is the reciprocal condition number for eigenvalue i. |
| [out] | DIF | DIF is DOUBLE PRECISION array, dimension (N)
DIF(i) is the reciprocal condition number for eigenvector i. |
Definition at line 176 of file dlatm6.f.
| subroutine dlatm7 | ( | integer | MODE, |
| double precision | COND, | ||
| integer | IRSIGN, | ||
| integer | IDIST, | ||
| integer, dimension( 4 ) | ISEED, | ||
| double precision, dimension( * ) | D, | ||
| integer | N, | ||
| integer | RANK, | ||
| integer | INFO | ||
| ) |
DLATM7
DLATM7 computes the entries of D as specified by MODE
COND and IRSIGN. IDIST and ISEED determine the generation
of random numbers. DLATM7 is called by DLATMT to generate
random test matrices. MODE - INTEGER
On entry describes how D is to be computed:
MODE = 0 means do not change D.
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)) I=1:RANK
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,
Not modified.
COND - DOUBLE PRECISION
On entry, used as described under MODE above.
If used, it must be >= 1. Not modified.
IRSIGN - INTEGER
On entry, if MODE neither -6, 0 nor 6, determines sign of
entries of D
0 => leave entries of D unchanged
1 => multiply each entry of D by 1 or -1 with probability .5
IDIST - CHARACTER*1
On entry, IDIST specifies the type of distribution to be
used to generate a random matrix .
1 => UNIFORM( 0, 1 )
2 => UNIFORM( -1, 1 )
3 => NORMAL( 0, 1 )
Not modified.
ISEED - INTEGER array, dimension ( 4 )
On entry ISEED specifies the seed of the random number
generator. 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 DLATM7
to continue the same random number sequence.
Changed on exit.
D - DOUBLE PRECISION array, dimension ( MIN( M , N ) )
Array to be computed according to MODE, COND and IRSIGN.
May be changed on exit if MODE is nonzero.
N - INTEGER
Number of entries of D. Not modified.
RANK - INTEGER
The rank of matrix to be generated for modes 1,2,3 only.
D( RANK+1:N ) = 0.
Not modified.
INFO - INTEGER
0 => normal termination
-1 => if MODE not in range -6 to 6
-2 => if MODE neither -6, 0 nor 6, and
IRSIGN neither 0 nor 1
-3 => if MODE neither -6, 0 nor 6 and COND less than 1
-4 => if MODE equals 6 or -6 and IDIST not in range 1 to 3
-7 => if N negative Definition at line 122 of file dlatm7.f.
| subroutine dlatme | ( | integer | N, |
| character | DIST, | ||
| integer, dimension( 4 ) | ISEED, | ||
| double precision, dimension( * ) | D, | ||
| integer | MODE, | ||
| double precision | COND, | ||
| double precision | DMAX, | ||
| character, dimension( * ) | EI, | ||
| character | RSIGN, | ||
| character | UPPER, | ||
| character | SIM, | ||
| double precision, dimension( * ) | DS, | ||
| integer | MODES, | ||
| double precision | CONDS, | ||
| integer | KL, | ||
| integer | KU, | ||
| double precision | ANORM, | ||
| double precision, dimension( lda, * ) | A, | ||
| integer | LDA, | ||
| double precision, dimension( * ) | WORK, | ||
| integer | INFO | ||
| ) |
DLATME
DLATME generates random non-symmetric square matrices with
specified eigenvalues for testing LAPACK programs.
DLATME operates by applying the following sequence of
operations:
1. Set the diagonal to D, where D may be input or
computed according to MODE, COND, DMAX, and RSIGN
as described below.
2. If complex conjugate pairs are desired (MODE=0 and EI(1)='R',
or MODE=5), certain pairs of adjacent elements of D are
interpreted as the real and complex parts of a complex
conjugate pair; A thus becomes block diagonal, with 1x1
and 2x2 blocks.
3. If UPPER='T', the upper triangle of A is set to random values
out of distribution DIST.
4. If SIM='T', A is multiplied on the left by a random matrix
X, whose singular values are specified by DS, MODES, and
CONDS, and on the right by X inverse.
5. If KL < N-1, the lower bandwidth is reduced to KL using
Householder transformations. If KU < N-1, the upper
bandwidth is reduced to KU.
6. If ANORM is not negative, the matrix is scaled to have
maximum-element-norm ANORM.
(Note: since the matrix cannot be reduced beyond Hessenberg form,
no packing options are available.) | [in] | N | N is INTEGER
The number of columns (or rows) of A. Not modified. |
| [in] | DIST | DIST is CHARACTER*1
On entry, DIST specifies the type of distribution to be used
to generate the random eigen-/singular values, and for the
upper triangle (see UPPER).
'U' => UNIFORM( 0, 1 ) ( 'U' for uniform )
'S' => UNIFORM( -1, 1 ) ( 'S' for symmetric )
'N' => NORMAL( 0, 1 ) ( 'N' for normal )
Not modified. |
| [in,out] | 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 DLATME
to continue the same random number sequence.
Changed on exit. |
| [in,out] | D | D is DOUBLE PRECISION array, dimension ( N )
This array is used to specify the eigenvalues of A. If
MODE=0, then D is assumed to contain the eigenvalues (but
see the description of EI), otherwise they will be
computed according to MODE, COND, DMAX, and RSIGN and
placed in D.
Modified if MODE is nonzero. |
| [in] | MODE | MODE is INTEGER
On entry this describes how the eigenvalues are to
be specified:
MODE = 0 means use D (with EI) as input
MODE = 1 sets D(1)=1 and D(2:N)=1.0/COND
MODE = 2 sets D(1:N-1)=1 and D(N)=1.0/COND
MODE = 3 sets D(I)=COND**(-(I-1)/(N-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. Each odd-even pair
of elements will be either used as two real
eigenvalues or as the real and imaginary part
of a complex conjugate pair of eigenvalues;
the choice of which is done is random, with
50-50 probability, for each pair.
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 between 1 and 4, D has entries ranging
from 1 to 1/COND, if between -1 and -4, D has entries
ranging from 1/COND to 1,
Not modified. |
| [in] | COND | COND is DOUBLE PRECISION
On entry, this is used as described under MODE above.
If used, it must be >= 1. Not modified. |
| [in] | 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))). 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. |
| [in] | EI | EI is CHARACTER*1 array, dimension ( N )
If MODE is 0, and EI(1) is not ' ' (space character),
this array specifies which elements of D (on input) are
real eigenvalues and which are the real and imaginary parts
of a complex conjugate pair of eigenvalues. The elements
of EI may then only have the values 'R' and 'I'. If
EI(j)='R' and EI(j+1)='I', then the j-th eigenvalue is
CMPLX( D(j) , D(j+1) ), and the (j+1)-th is the complex
conjugate thereof. If EI(j)=EI(j+1)='R', then the j-th
eigenvalue is D(j) (i.e., real). EI(1) may not be 'I',
nor may two adjacent elements of EI both have the value 'I'.
If MODE is not 0, then EI is ignored. If MODE is 0 and
EI(1)=' ', then the eigenvalues will all be real.
Not modified. |
| [in] | RSIGN | RSIGN is CHARACTER*1
If MODE is not 0, 6, or -6, and RSIGN='T', then the
elements of D, as computed according to MODE and COND, will
be multiplied by a random sign (+1 or -1). If RSIGN='F',
they will not be. RSIGN may only have the values 'T' or
'F'.
Not modified. |
| [in] | UPPER | UPPER is CHARACTER*1
If UPPER='T', then the elements of A above the diagonal
(and above the 2x2 diagonal blocks, if A has complex
eigenvalues) will be set to random numbers out of DIST.
If UPPER='F', they will not. UPPER may only have the
values 'T' or 'F'.
Not modified. |
| [in] | SIM | SIM is CHARACTER*1
If SIM='T', then A will be operated on by a "similarity
transform", i.e., multiplied on the left by a matrix X and
on the right by X inverse. X = U S V, where U and V are
random unitary matrices and S is a (diagonal) matrix of
singular values specified by DS, MODES, and CONDS. If
SIM='F', then A will not be transformed.
Not modified. |
| [in,out] | DS | DS is DOUBLE PRECISION array, dimension ( N )
This array is used to specify the singular values of X,
in the same way that D specifies the eigenvalues of A.
If MODE=0, the DS contains the singular values, which
may not be zero.
Modified if MODE is nonzero. |
| [in] | MODES | MODES is INTEGER |
| [in] | CONDS | CONDS is DOUBLE PRECISION
Same as MODE and COND, but for specifying the diagonal
of S. MODES=-6 and +6 are not allowed (since they would
result in randomly ill-conditioned eigenvalues.) |
| [in] | KL | KL is INTEGER
This specifies the lower bandwidth of the matrix. KL=1
specifies upper Hessenberg form. If KL is at least N-1,
then A will have full lower bandwidth. KL must be at
least 1.
Not modified. |
| [in] | KU | KU is INTEGER
This specifies the upper bandwidth of the matrix. KU=1
specifies lower Hessenberg form. If KU is at least N-1,
then A will have full upper bandwidth; if KU and KL
are both at least N-1, then A will be dense. Only one of
KU and KL may be less than N-1. KU must be at least 1.
Not modified. |
| [in] | ANORM | ANORM is DOUBLE PRECISION
If ANORM is not negative, then A will be scaled by a non-
negative real number to make the maximum-element-norm of A
to be ANORM.
Not modified. |
| [out] | A | A is DOUBLE PRECISION array, dimension ( LDA, N )
On exit A is the desired test matrix.
Modified. |
| [in] | LDA | LDA is INTEGER
LDA specifies the first dimension of A as declared in the
calling program. LDA must be at least N.
Not modified. |
| [out] | WORK | WORK is DOUBLE PRECISION array, dimension ( 3*N )
Workspace.
Modified. |
| [out] | INFO | INFO is INTEGER
Error code. On exit, INFO will be set to one of the
following values:
0 => normal return
-1 => N negative
-2 => DIST illegal string
-5 => MODE not in range -6 to 6
-6 => COND less than 1.0, and MODE neither -6, 0 nor 6
-8 => EI(1) is not ' ' or 'R', EI(j) is not 'R' or 'I', or
two adjacent elements of EI are 'I'.
-9 => RSIGN is not 'T' or 'F'
-10 => UPPER is not 'T' or 'F'
-11 => SIM is not 'T' or 'F'
-12 => MODES=0 and DS has a zero singular value.
-13 => MODES is not in the range -5 to 5.
-14 => MODES is nonzero and CONDS is less than 1.
-15 => KL is less than 1.
-16 => KU is less than 1, or KL and KU are both less than
N-1.
-19 => LDA is less than N.
1 => Error return from DLATM1 (computing D)
2 => Cannot scale to DMAX (max. eigenvalue is 0)
3 => Error return from DLATM1 (computing DS)
4 => Error return from DLARGE
5 => Zero singular value from DLATM1. |
Definition at line 329 of file dlatme.f.
| subroutine dlatmr | ( | integer | M, |
| integer | N, | ||
| character | DIST, | ||
| integer, dimension( 4 ) | ISEED, | ||
| character | SYM, | ||
| double precision, dimension( * ) | D, | ||
| integer | MODE, | ||
| double precision | COND, | ||
| double precision | DMAX, | ||
| character | RSIGN, | ||
| character | GRADE, | ||
| double precision, dimension( * ) | DL, | ||
| integer | MODEL, | ||
| double precision | CONDL, | ||
| double precision, dimension( * ) | DR, | ||
| integer | MODER, | ||
| double precision | CONDR, | ||
| character | PIVTNG, | ||
| integer, dimension( * ) | IPIVOT, | ||
| integer | KL, | ||
| integer | KU, | ||
| double precision | SPARSE, | ||
| double precision | ANORM, | ||
| character | PACK, | ||
| double precision, dimension( lda, * ) | A, | ||
| integer | LDA, | ||
| integer, dimension( * ) | IWORK, | ||
| integer | INFO | ||
| ) |
DLATMR
DLATMR generates random matrices of various types for testing
LAPACK programs.
DLATMR operates by applying the following sequence of
operations:
Generate a matrix A with random entries of distribution DIST
which is symmetric if SYM='S', and nonsymmetric
if SYM='N'.
Set the diagonal to D, where D may be input or
computed according to MODE, COND, DMAX and RSIGN
as described below.
Grade the matrix, if desired, from the left and/or right
as specified by GRADE. The inputs DL, MODEL, CONDL, DR,
MODER and CONDR also determine the grading as described
below.
Permute, if desired, the rows and/or columns as specified by
PIVTNG and IPIVOT.
Set random entries to zero, if desired, to get a random sparse
matrix as specified by SPARSE.
Make A a band matrix, if desired, by zeroing out the matrix
outside a band of lower bandwidth KL and upper bandwidth KU.
Scale A, if desired, to have maximum entry ANORM.
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
square upper triangular)
store the lower half columnwise (if symmetric or
square lower triangular)
same as upper half rowwise if symmetric
store the lower triangle in banded format (if symmetric)
store the upper triangle in banded format (if symmetric)
store the entire matrix in banded format
Note: If two calls to DLATMR differ only in the PACK parameter,
they will generate mathematically equivalent matrices.
If two calls to DLATMR both have full bandwidth (KL = M-1
and KU = N-1), and differ only in the PIVTNG and PACK
parameters, then the matrices generated will differ only
in the order of the rows and/or columns, and otherwise
contain the same data. This consistency cannot be and
is not maintained with less than full bandwidth. | [in] | M | M is INTEGER
Number of rows of A. Not modified. |
| [in] | N | N is INTEGER
Number of columns of A. Not modified. |
| [in] | DIST | DIST is CHARACTER*1
On entry, DIST specifies the type of distribution to be used
to generate a random matrix .
'U' => UNIFORM( 0, 1 ) ( 'U' for uniform )
'S' => UNIFORM( -1, 1 ) ( 'S' for symmetric )
'N' => NORMAL( 0, 1 ) ( 'N' for normal )
Not modified. |
| [in,out] | 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 DLATMR
to continue the same random number sequence.
Changed on exit. |
| [in] | SYM | SYM is CHARACTER*1
If SYM='S' or 'H', generated matrix is symmetric.
If SYM='N', generated matrix is nonsymmetric.
Not modified. |
| [in,out] | D | D is DOUBLE PRECISION array, dimension (min(M,N))
On entry this array specifies the diagonal entries
of the diagonal of A. D may either be specified
on entry, or set according to MODE and COND as described
below. May be changed on exit if MODE is nonzero. |
| [in] | MODE | MODE is INTEGER
On entry describes how D is to be used:
MODE = 0 means use D as input
MODE = 1 sets D(1)=1 and D(2:N)=1.0/COND
MODE = 2 sets D(1:N-1)=1 and D(N)=1.0/COND
MODE = 3 sets D(I)=COND**(-(I-1)/(N-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,
Not modified. |
| [in] | COND | COND is DOUBLE PRECISION
On entry, used as described under MODE above.
If used, it must be >= 1. Not modified. |
| [in] | DMAX | DMAX is DOUBLE PRECISION
If MODE neither -6, 0 nor 6, the diagonal is scaled by
DMAX / max(abs(D(i))), so that maximum absolute entry
of diagonal is abs(DMAX). If DMAX is negative (or zero),
diagonal will be scaled by a negative number (or zero). |
| [in] | RSIGN | RSIGN is CHARACTER*1
If MODE neither -6, 0 nor 6, specifies sign of diagonal
as follows:
'T' => diagonal entries are multiplied by 1 or -1
with probability .5
'F' => diagonal unchanged
Not modified. |
| [in] | GRADE | GRADE is CHARACTER*1
Specifies grading of matrix as follows:
'N' => no grading
'L' => matrix premultiplied by diag( DL )
(only if matrix nonsymmetric)
'R' => matrix postmultiplied by diag( DR )
(only if matrix nonsymmetric)
'B' => matrix premultiplied by diag( DL ) and
postmultiplied by diag( DR )
(only if matrix nonsymmetric)
'S' or 'H' => matrix premultiplied by diag( DL ) and
postmultiplied by diag( DL )
('S' for symmetric, or 'H' for Hermitian)
'E' => matrix premultiplied by diag( DL ) and
postmultiplied by inv( diag( DL ) )
( 'E' for eigenvalue invariance)
(only if matrix nonsymmetric)
Note: if GRADE='E', then M must equal N.
Not modified. |
| [in,out] | DL | DL is DOUBLE PRECISION array, dimension (M)
If MODEL=0, then on entry this array specifies the diagonal
entries of a diagonal matrix used as described under GRADE
above. If MODEL is not zero, then DL will be set according
to MODEL and CONDL, analogous to the way D is set according
to MODE and COND (except there is no DMAX parameter for DL).
If GRADE='E', then DL cannot have zero entries.
Not referenced if GRADE = 'N' or 'R'. Changed on exit. |
| [in] | MODEL | MODEL is INTEGER
This specifies how the diagonal array DL is to be computed,
just as MODE specifies how D is to be computed.
Not modified. |
| [in] | CONDL | CONDL is DOUBLE PRECISION
When MODEL is not zero, this specifies the condition number
of the computed DL. Not modified. |
| [in,out] | DR | DR is DOUBLE PRECISION array, dimension (N)
If MODER=0, then on entry this array specifies the diagonal
entries of a diagonal matrix used as described under GRADE
above. If MODER is not zero, then DR will be set according
to MODER and CONDR, analogous to the way D is set according
to MODE and COND (except there is no DMAX parameter for DR).
Not referenced if GRADE = 'N', 'L', 'H', 'S' or 'E'.
Changed on exit. |
| [in] | MODER | MODER is INTEGER
This specifies how the diagonal array DR is to be computed,
just as MODE specifies how D is to be computed.
Not modified. |
| [in] | CONDR | CONDR is DOUBLE PRECISION
When MODER is not zero, this specifies the condition number
of the computed DR. Not modified. |
| [in] | PIVTNG | PIVTNG is CHARACTER*1
On entry specifies pivoting permutations as follows:
'N' or ' ' => none.
'L' => left or row pivoting (matrix must be nonsymmetric).
'R' => right or column pivoting (matrix must be
nonsymmetric).
'B' or 'F' => both or full pivoting, i.e., on both sides.
In this case, M must equal N
If two calls to DLATMR both have full bandwidth (KL = M-1
and KU = N-1), and differ only in the PIVTNG and PACK
parameters, then the matrices generated will differ only
in the order of the rows and/or columns, and otherwise
contain the same data. This consistency cannot be
maintained with less than full bandwidth. |
| [in] | IPIVOT | IPIVOT is INTEGER array, dimension (N or M)
This array specifies the permutation used. After the
basic matrix is generated, the rows, columns, or both
are permuted. If, say, row pivoting is selected, DLATMR
starts with the *last* row and interchanges the M-th and
IPIVOT(M)-th rows, then moves to the next-to-last row,
interchanging the (M-1)-th and the IPIVOT(M-1)-th rows,
and so on. In terms of "2-cycles", the permutation is
(1 IPIVOT(1)) (2 IPIVOT(2)) ... (M IPIVOT(M))
where the rightmost cycle is applied first. This is the
*inverse* of the effect of pivoting in LINPACK. The idea
is that factoring (with pivoting) an identity matrix
which has been inverse-pivoted in this way should
result in a pivot vector identical to IPIVOT.
Not referenced if PIVTNG = 'N'. Not modified. |
| [in] | SPARSE | SPARSE is DOUBLE PRECISION
On entry specifies the sparsity of the matrix if a sparse
matrix is to be generated. SPARSE should lie between
0 and 1. To generate a sparse matrix, for each matrix entry
a uniform ( 0, 1 ) random number x is generated and
compared to SPARSE; if x is larger the matrix entry
is unchanged and if x is smaller the entry is set
to zero. Thus on the average a fraction SPARSE of the
entries will be set to zero.
Not modified. |
| [in] | KL | KL is INTEGER
On entry specifies the lower bandwidth of the matrix. For
example, KL=0 implies upper triangular, KL=1 implies upper
Hessenberg, and KL at least M-1 implies the matrix is not
banded. Must equal KU if matrix is symmetric.
Not modified. |
| [in] | KU | KU is INTEGER
On entry specifies the upper bandwidth of the matrix. For
example, KU=0 implies lower triangular, KU=1 implies lower
Hessenberg, and KU at least N-1 implies the matrix is not
banded. Must equal KL if matrix is symmetric.
Not modified. |
| [in] | ANORM | ANORM is DOUBLE PRECISION
On entry specifies maximum entry of output matrix
(output matrix will by multiplied by a constant so that
its largest absolute entry equal ANORM)
if ANORM is nonnegative. If ANORM is negative no scaling
is done. Not modified. |
| [in] | PACK | PACK is CHARACTER*1
On entry 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 matrix symmetric or square upper triangular)
'R' => store the lower triangle columnwise
(only if matrix symmetric or square lower triangular)
(same as upper half rowwise if symmetric)
'B' => store the lower triangle in band storage scheme
(only if matrix symmetric)
'Q' => store the upper triangle in band storage scheme
(only if matrix symmetric)
'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 DLATMR differ only in the PACK parameter,
they will generate mathematically equivalent matrices.
Not modified. |
| [out] | A | A is DOUBLE PRECISION array, dimension (LDA,N)
On exit A is the desired test matrix. Only those
entries of A which are significant on output
will be referenced (even if A is in packed or band
storage format). The 'unoccupied corners' of A in
band format will be zeroed out. |
| [in] | LDA | LDA is INTEGER
on entry LDA specifies the first dimension of A as
declared in the calling program.
If PACK='N', 'U' or 'L', LDA must be at least max ( 1, M ).
If PACK='C' or 'R', LDA must be at least 1.
If PACK='B', or 'Q', LDA must be MIN ( KU+1, N )
If PACK='Z', LDA must be at least KUU+KLL+1, where
KUU = MIN ( KU, N-1 ) and KLL = MIN ( KL, N-1 )
Not modified. |
| [out] | IWORK | IWORK is INTEGER array, dimension ( N or M)
Workspace. Not referenced if PIVTNG = 'N'. Changed on exit. |
| [out] | INFO | INFO is INTEGER
Error parameter on exit:
0 => normal return
-1 => M negative or unequal to N and SYM='S' or 'H'
-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 => MODE neither -6, 0 nor 6 and RSIGN illegal string
-11 => GRADE illegal string, or GRADE='E' and
M not equal to N, or GRADE='L', 'R', 'B' or 'E' and
SYM = 'S' or 'H'
-12 => GRADE = 'E' and DL contains zero
-13 => MODEL not in range -6 to 6 and GRADE= 'L', 'B', 'H',
'S' or 'E'
-14 => CONDL less than 1.0, GRADE='L', 'B', 'H', 'S' or 'E',
and MODEL neither -6, 0 nor 6
-16 => MODER not in range -6 to 6 and GRADE= 'R' or 'B'
-17 => CONDR less than 1.0, GRADE='R' or 'B', and
MODER neither -6, 0 nor 6
-18 => PIVTNG illegal string, or PIVTNG='B' or 'F' and
M not equal to N, or PIVTNG='L' or 'R' and SYM='S'
or 'H'
-19 => IPIVOT contains out of range number and
PIVTNG not equal to 'N'
-20 => KL negative
-21 => KU negative, or SYM='S' or 'H' and KU not equal to KL
-22 => SPARSE not in range 0. to 1.
-24 => PACK illegal string, or PACK='U', 'L', 'B' or 'Q'
and SYM='N', or PACK='C' and SYM='N' and either KL
not equal to 0 or N not equal to M, or PACK='R' and
SYM='N', and either KU not equal to 0 or N not equal
to M
-26 => LDA too small
1 => Error return from DLATM1 (computing D)
2 => Cannot scale diagonal to DMAX (max. entry is 0)
3 => Error return from DLATM1 (computing DL)
4 => Error return from DLATM1 (computing DR)
5 => ANORM is positive, but matrix constructed prior to
attempting to scale it to have norm ANORM, is zero |
Definition at line 469 of file dlatmr.f.
| subroutine dlatms | ( | 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 | KL, | ||
| integer | KU, | ||
| character | PACK, | ||
| double precision, dimension( lda, * ) | A, | ||
| integer | LDA, | ||
| double precision, dimension( * ) | WORK, | ||
| integer | INFO | ||
| ) |
DLATMS
DLATMS generates random matrices with specified singular values
(or symmetric/hermitian with specified eigenvalues)
for testing LAPACK programs.
DLATMS 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, "chasing"
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. | [in] | M | M is INTEGER
The number of rows of A. Not modified. |
| [in] | N | N is INTEGER
The number of columns of A. Not modified. |
| [in] | 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. |
| [in,out] | 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 DLATMS
to continue the same random number sequence.
Changed on exit. |
| [in] | 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. |
| [in,out] | 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. |
| [in] | 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:N)=1.0/COND
MODE = 2 sets D(1:N-1)=1 and D(N)=1.0/COND
MODE = 3 sets D(I)=COND**(-(I-1)/(N-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. |
| [in] | COND | COND is DOUBLE PRECISION
On entry, this is used as described under MODE above.
If used, it must be >= 1. Not modified. |
| [in] | 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. |
| [in] | 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. |
| [in] | 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. |
| [in] | 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 DLATMS differ only in the PACK parameter,
they will generate mathematically equivalent matrices.
Not modified. |
| [in,out] | 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. |
| [in] | 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. |
| [out] | WORK | WORK is DOUBLE PRECISION array, dimension ( 3*MAX( N , M ) )
Workspace.
Modified. |
| [out] | 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 DLATM1
2 => Cannot scale to DMAX (max. sing. value is 0)
3 => Error return from DLAGGE or SLAGSY |
Definition at line 321 of file dlatms.f.
| 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
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, "chasing"
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. | [in] | M | M is INTEGER
The number of rows of A. Not modified. |
| [in] | N | N is INTEGER
The number of columns of A. Not modified. |
| [in] | 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. |
| [in,out] | 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. |
| [in] | 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. |
| [in,out] | 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. |
| [in] | 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. |
| [in] | COND | COND is DOUBLE PRECISION
On entry, this is used as described under MODE above.
If used, it must be >= 1. Not modified. |
| [in] | 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. |
| [in] | RANK | RANK is INTEGER
The rank of matrix to be generated for modes 1,2,3 only.
D( RANK+1:N ) = 0.
Not modified. |
| [in] | 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. |
| [in] | 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. |
| [in] | 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. |
| [in,out] | 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. |
| [in] | 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. |
| [out] | WORK | WORK is DOUBLE PRECISION array, dimension ( 3*MAX( N , M ) )
Workspace.
Modified. |
| [out] | 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 |
Definition at line 331 of file dlatmt.f.
1.8.1.1