SSGT01 checks a decomposition of the form
A Z = B Z D or
A B Z = Z D or
B A Z = Z D
where A is a symmetric matrix, B is
symmetric positive definite, Z is orthogonal, and D is diagonal.
One of the following test ratios is computed:
ITYPE = 1: RESULT(1) = | A Z - B Z D | / ( |A| |Z| n ulp )
ITYPE = 2: RESULT(1) = | A B Z - Z D | / ( |A| |Z| n ulp )
ITYPE = 3: RESULT(1) = | B A Z - Z D | / ( |A| |Z| n ulp )
ITYPE
ITYPE is INTEGER
The form of the symmetric generalized eigenproblem.
= 1: A*z = (lambda)*B*z
= 2: A*B*z = (lambda)*z
= 3: B*A*z = (lambda)*z
UPLO
UPLO is CHARACTER*1
Specifies whether the upper or lower triangular part of the
symmetric matrices A and B is stored.
= 'U': Upper triangular
= 'L': Lower triangular
N
N is INTEGER
The order of the matrix A. N >= 0.
M
M is INTEGER
The number of eigenvalues found. 0 <= M <= N.
A
A is REAL array, dimension (LDA, N)
The original symmetric matrix A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B
B is REAL array, dimension (LDB, N)
The original symmetric positive definite matrix B.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
Z
Z is REAL array, dimension (LDZ, M)
The computed eigenvectors of the generalized eigenproblem.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= max(1,N).
D
D is REAL array, dimension (M)
The computed eigenvalues of the generalized eigenproblem.
WORK
WORK is REAL array, dimension (N*N)
RESULT
RESULT is REAL array, dimension (1)
The test ratio as described above.