TESTING/EIG/zhet21.f(3) Library Functions Manual TESTING/EIG/zhet21.f(3)

TESTING/EIG/zhet21.f


subroutine zhet21 (itype, uplo, n, kband, a, lda, d, e, u, ldu, v, ldv, tau, work, rwork, result)
ZHET21

ZHET21

Purpose:

 ZHET21 generally checks a decomposition of the form
    A = U S U**H
 where **H means conjugate transpose, A is hermitian, U is unitary, and
 S is diagonal (if KBAND=0) or (real) symmetric tridiagonal (if
 KBAND=1).
 If ITYPE=1, then U is represented as a dense matrix; otherwise U is
 expressed as a product of Householder transformations, whose vectors
 are stored in the array 'V' and whose scaling constants are in 'TAU'.
 We shall use the letter 'V' to refer to the product of Householder
 transformations (which should be equal to U).
 Specifically, if ITYPE=1, then:
    RESULT(1) = | A - U S U**H | / ( |A| n ulp ) and
    RESULT(2) = | I - U U**H | / ( n ulp )
 If ITYPE=2, then:
    RESULT(1) = | A - V S V**H | / ( |A| n ulp )
 If ITYPE=3, then:
    RESULT(1) = | I - U V**H | / ( n ulp )
 For ITYPE > 1, the transformation U is expressed as a product
 V = H(1)...H(n-2),  where H(j) = I  -  tau(j) v(j) v(j)**H and each
 vector v(j) has its first j elements 0 and the remaining n-j elements
 stored in V(j+1:n,j).

Parameters

ITYPE
          ITYPE is INTEGER
          Specifies the type of tests to be performed.
          1: U expressed as a dense unitary matrix:
             RESULT(1) = | A - U S U**H | / ( |A| n ulp ) and
             RESULT(2) = | I - U U**H | / ( n ulp )
          2: U expressed as a product V of Housholder transformations:
             RESULT(1) = | A - V S V**H | / ( |A| n ulp )
          3: U expressed both as a dense unitary matrix and
             as a product of Housholder transformations:
             RESULT(1) = | I - U V**H | / ( n ulp )

UPLO

          UPLO is CHARACTER
          If UPLO='U', the upper triangle of A and V will be used and
          the (strictly) lower triangle will not be referenced.
          If UPLO='L', the lower triangle of A and V will be used and
          the (strictly) upper triangle will not be referenced.

N

          N is INTEGER
          The size of the matrix.  If it is zero, ZHET21 does nothing.
          It must be at least zero.

KBAND

          KBAND is INTEGER
          The bandwidth of the matrix.  It may only be zero or one.
          If zero, then S is diagonal, and E is not referenced.  If
          one, then S is symmetric tri-diagonal.

A

          A is COMPLEX*16 array, dimension (LDA, N)
          The original (unfactored) matrix.  It is assumed to be
          hermitian, and only the upper (UPLO='U') or only the lower
          (UPLO='L') will be referenced.

LDA

          LDA is INTEGER
          The leading dimension of A.  It must be at least 1
          and at least N.

D

          D is DOUBLE PRECISION array, dimension (N)
          The diagonal of the (symmetric tri-) diagonal matrix.

E

          E is DOUBLE PRECISION array, dimension (N-1)
          The off-diagonal of the (symmetric tri-) diagonal matrix.
          E(1) is the (1,2) and (2,1) element, E(2) is the (2,3) and
          (3,2) element, etc.
          Not referenced if KBAND=0.

U

          U is COMPLEX*16 array, dimension (LDU, N)
          If ITYPE=1 or 3, this contains the unitary matrix in
          the decomposition, expressed as a dense matrix.  If ITYPE=2,
          then it is not referenced.

LDU

          LDU is INTEGER
          The leading dimension of U.  LDU must be at least N and
          at least 1.

V

          V is COMPLEX*16 array, dimension (LDV, N)
          If ITYPE=2 or 3, the columns of this array contain the
          Householder vectors used to describe the unitary matrix
          in the decomposition.  If UPLO='L', then the vectors are in
          the lower triangle, if UPLO='U', then in the upper
          triangle.
          *NOTE* If ITYPE=2 or 3, V is modified and restored.  The
          subdiagonal (if UPLO='L') or the superdiagonal (if UPLO='U')
          is set to one, and later reset to its original value, during
          the course of the calculation.
          If ITYPE=1, then it is neither referenced nor modified.

LDV

          LDV is INTEGER
          The leading dimension of V.  LDV must be at least N and
          at least 1.

TAU

          TAU is COMPLEX*16 array, dimension (N)
          If ITYPE >= 2, then TAU(j) is the scalar factor of
          v(j) v(j)**H in the Householder transformation H(j) of
          the product  U = H(1)...H(n-2)
          If ITYPE < 2, then TAU is not referenced.

WORK

          WORK is COMPLEX*16 array, dimension (2*N**2)

RWORK

          RWORK is DOUBLE PRECISION array, dimension (N)

RESULT

          RESULT is DOUBLE PRECISION array, dimension (2)
          The values computed by the two tests described above.  The
          values are currently limited to 1/ulp, to avoid overflow.
          RESULT(1) is always modified.  RESULT(2) is modified only
          if ITYPE=1.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 212 of file zhet21.f.

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