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TESTING/EIG/sspt21.f(3) |
LAPACK |
TESTING/EIG/sspt21.f(3) |
subroutine sspt21 (itype, uplo, n, kband, ap, d, e, u, ldu,
vp, tau, work, result)
SSPT21
SSPT21
Purpose:
SSPT21 generally checks a decomposition of the form
A = U S U**T
where **T means transpose, A is symmetric (stored in packed format), U
is orthogonal, and S is diagonal (if KBAND=0) or symmetric
tridiagonal (if KBAND=1). If ITYPE=1, then U is represented as a
dense matrix, otherwise the 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**T | / ( |A| n ulp ) and
RESULT(2) = | I - U U**T | / ( n ulp )
If ITYPE=2, then:
RESULT(1) = | A - V S V**T | / ( |A| n ulp )
If ITYPE=3, then:
RESULT(1) = | I - V U**T | / ( n ulp )
Packed storage means that, for example, if UPLO='U', then the columns
of the upper triangle of A are stored one after another, so that
A(1,j+1) immediately follows A(j,j) in the array AP. Similarly, if
UPLO='L', then the columns of the lower triangle of A are stored one
after another in AP, so that A(j+1,j+1) immediately follows A(n,j)
in the array AP. This means that A(i,j) is stored in:
AP( i + j*(j-1)/2 ) if UPLO='U'
AP( i + (2*n-j)*(j-1)/2 ) if UPLO='L'
The array VP bears the same relation to the matrix V that A does to
AP.
For ITYPE > 1, the transformation U is expressed as a product
of Householder transformations:
If UPLO='U', then V = H(n-1)...H(1), where
H(j) = I - tau(j) v(j) v(j)**T
and the first j-1 elements of v(j) are stored in V(1:j-1,j+1),
(i.e., VP( j*(j+1)/2 + 1 : j*(j+1)/2 + j-1 ) ),
the j-th element is 1, and the last n-j elements are 0.
If UPLO='L', then V = H(1)...H(n-1), where
H(j) = I - tau(j) v(j) v(j)**T
and the first j elements of v(j) are 0, the (j+1)-st is 1, and the
(j+2)-nd through n-th elements are stored in V(j+2:n,j) (i.e.,
in VP( (2*n-j)*(j-1)/2 + j+2 : (2*n-j)*(j-1)/2 + n ) .)
Parameters
ITYPE
ITYPE is INTEGER
Specifies the type of tests to be performed.
1: U expressed as a dense orthogonal matrix:
RESULT(1) = | A - U S U**T | / ( |A| n ulp ) and
RESULT(2) = | I - U U**T | / ( n ulp )
2: U expressed as a product V of Housholder transformations:
RESULT(1) = | A - V S V**T | / ( |A| n ulp )
3: U expressed both as a dense orthogonal matrix and
as a product of Housholder transformations:
RESULT(1) = | I - V U**T | / ( n ulp )
UPLO
UPLO is CHARACTER
If UPLO='U', AP and VP are considered to contain the upper
triangle of A and V.
If UPLO='L', AP and VP are considered to contain the lower
triangle of A and V.
N
N is INTEGER
The size of the matrix. If it is zero, SSPT21 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.
AP
AP is REAL array, dimension (N*(N+1)/2)
The original (unfactored) matrix. It is assumed to be
symmetric, and contains the columns of just the upper
triangle (UPLO='U') or only the lower triangle (UPLO='L'),
packed one after another.
D
D is REAL array, dimension (N)
The diagonal of the (symmetric tri-) diagonal matrix.
E
E is REAL 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 REAL array, dimension (LDU, N)
If ITYPE=1 or 3, this contains the orthogonal 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.
VP
VP is REAL array, dimension (N*(N+1)/2)
If ITYPE=2 or 3, the columns of this array contain the
Householder vectors used to describe the orthogonal matrix
in the decomposition, as described in purpose.
*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.
TAU
TAU is REAL array, dimension (N)
If ITYPE >= 2, then TAU(j) is the scalar factor of
v(j) v(j)**T 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 REAL array, dimension (N**2+N)
Workspace.
RESULT
RESULT is REAL 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 219 of file sspt21.f.
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