ZCHKST  checks the Hermitian eigenvalue problem routines.


    ZHETRD factors A as  U S U* , where * means conjugate transpose,


    S is real symmetric tridiagonal, and U is unitary.


    ZHETRD can use either just the lower or just the upper triangle


    of A; ZCHKST checks both cases.


    U is represented as a product of Householder


    transformations, whose vectors are stored in the first


    n-1 columns of V, and whose scale factors are in TAU.


    ZHPTRD does the same as ZHETRD, except that A and V are stored


    in 'packed' format.


    ZUNGTR constructs the matrix U from the contents of V and TAU.


    ZUPGTR constructs the matrix U from the contents of VP and TAU.


    ZSTEQR factors S as  Z D1 Z* , where Z is the unitary


    matrix of eigenvectors and D1 is a diagonal matrix with


    the eigenvalues on the diagonal.  D2 is the matrix of


    eigenvalues computed when Z is not computed.


    DSTERF computes D3, the matrix of eigenvalues, by the


    PWK method, which does not yield eigenvectors.


    ZPTEQR factors S as  Z4 D4 Z4* , for a


    Hermitian positive definite tridiagonal matrix.


    D5 is the matrix of eigenvalues computed when Z is not


    computed.


    DSTEBZ computes selected eigenvalues.  WA1, WA2, and


    WA3 will denote eigenvalues computed to high


    absolute accuracy, with different range options.


    WR will denote eigenvalues computed to high relative


    accuracy.


    ZSTEIN computes Y, the eigenvectors of S, given the


    eigenvalues.


    ZSTEDC factors S as Z D1 Z* , where Z is the unitary


    matrix of eigenvectors and D1 is a diagonal matrix with


    the eigenvalues on the diagonal ('I' option). It may also


    update an input unitary matrix, usually the output


    from ZHETRD/ZUNGTR or ZHPTRD/ZUPGTR ('V' option). It may


    also just compute eigenvalues ('N' option).


    ZSTEMR factors S as Z D1 Z* , where Z is the unitary


    matrix of eigenvectors and D1 is a diagonal matrix with


    the eigenvalues on the diagonal ('I' option).  ZSTEMR


    uses the Relatively Robust Representation whenever possible.


 When ZCHKST is called, a number of matrix 'sizes' ('n's') and a


 number of matrix 'types' are specified.  For each size ('n')


 and each type of matrix, one matrix will be generated and used


 to test the Hermitian eigenroutines.  For each matrix, a number


 of tests will be performed:


 (1)     | A - V S V* | / ( |A| n ulp ) ZHETRD( UPLO='U', ... )


 (2)     | I - UV* | / ( n ulp )        ZUNGTR( UPLO='U', ... )


 (3)     | A - V S V* | / ( |A| n ulp ) ZHETRD( UPLO='L', ... )


 (4)     | I - UV* | / ( n ulp )        ZUNGTR( UPLO='L', ... )


 (5-8)   Same as 1-4, but for ZHPTRD and ZUPGTR.


 (9)     | S - Z D Z* | / ( |S| n ulp ) ZSTEQR('V',...)


 (10)    | I - ZZ* | / ( n ulp )        ZSTEQR('V',...)


 (11)    | D1 - D2 | / ( |D1| ulp )        ZSTEQR('N',...)


 (12)    | D1 - D3 | / ( |D1| ulp )        DSTERF


 (13)    0 if the true eigenvalues (computed by sturm count)


         of S are within THRESH of


         those in D1.  2*THRESH if they are not.  (Tested using


         DSTECH)


 For S positive definite,


 (14)    | S - Z4 D4 Z4* | / ( |S| n ulp ) ZPTEQR('V',...)


 (15)    | I - Z4 Z4* | / ( n ulp )        ZPTEQR('V',...)


 (16)    | D4 - D5 | / ( 100 |D4| ulp )       ZPTEQR('N',...)


 When S is also diagonally dominant by the factor gamma < 1,


 (17)    max | D4(i) - WR(i) | / ( |D4(i)| omega ) ,


          i


         omega = 2 (2n-1) ULP (1 + 8 gamma**2) / (1 - gamma)**4


                                              DSTEBZ( 'A', 'E', ...)


 (18)    | WA1 - D3 | / ( |D3| ulp )          DSTEBZ( 'A', 'E', ...)


 (19)    ( max { min | WA2(i)-WA3(j) | } +


            i     j


           max { min | WA3(i)-WA2(j) | } ) / ( |D3| ulp )


            i     j


                                              DSTEBZ( 'I', 'E', ...)


 (20)    | S - Y WA1 Y* | / ( |S| n ulp )  DSTEBZ, ZSTEIN


 (21)    | I - Y Y* | / ( n ulp )          DSTEBZ, ZSTEIN


 (22)    | S - Z D Z* | / ( |S| n ulp )    ZSTEDC('I')


 (23)    | I - ZZ* | / ( n ulp )           ZSTEDC('I')


 (24)    | S - Z D Z* | / ( |S| n ulp )    ZSTEDC('V')


 (25)    | I - ZZ* | / ( n ulp )           ZSTEDC('V')


 (26)    | D1 - D2 | / ( |D1| ulp )           ZSTEDC('V') and


                                              ZSTEDC('N')


 Test 27 is disabled at the moment because ZSTEMR does not


 guarantee high relatvie accuracy.


 (27)    max | D6(i) - WR(i) | / ( |D6(i)| omega ) ,


          i


         omega = 2 (2n-1) ULP (1 + 8 gamma**2) / (1 - gamma)**4


                                              ZSTEMR('V', 'A')


 (28)    max | D6(i) - WR(i) | / ( |D6(i)| omega ) ,


          i


         omega = 2 (2n-1) ULP (1 + 8 gamma**2) / (1 - gamma)**4


                                              ZSTEMR('V', 'I')


 Tests 29 through 34 are disable at present because ZSTEMR


 does not handle partial spectrum requests.


 (29)    | S - Z D Z* | / ( |S| n ulp )    ZSTEMR('V', 'I')


 (30)    | I - ZZ* | / ( n ulp )           ZSTEMR('V', 'I')


 (31)    ( max { min | WA2(i)-WA3(j) | } +


            i     j


           max { min | WA3(i)-WA2(j) | } ) / ( |D3| ulp )


            i     j


         ZSTEMR('N', 'I') vs. CSTEMR('V', 'I')


 (32)    | S - Z D Z* | / ( |S| n ulp )    ZSTEMR('V', 'V')


 (33)    | I - ZZ* | / ( n ulp )           ZSTEMR('V', 'V')


 (34)    ( max { min | WA2(i)-WA3(j) | } +


            i     j


           max { min | WA3(i)-WA2(j) | } ) / ( |D3| ulp )


            i     j


         ZSTEMR('N', 'V') vs. CSTEMR('V', 'V')


 (35)    | S - Z D Z* | / ( |S| n ulp )    ZSTEMR('V', 'A')


 (36)    | I - ZZ* | / ( n ulp )           ZSTEMR('V', 'A')


 (37)    ( max { min | WA2(i)-WA3(j) | } +


            i     j


           max { min | WA3(i)-WA2(j) | } ) / ( |D3| ulp )


            i     j


         ZSTEMR('N', 'A') vs. CSTEMR('V', 'A')


 The 'sizes' are specified by an array NN(1:NSIZES); the value of


 each element NN(j) specifies one size.


 The 'types' are specified by a logical array DOTYPE( 1:NTYPES );


 if DOTYPE(j) is .TRUE., then matrix type 'j' will be generated.


 Currently, the list of possible types is:


 (1)  The zero matrix.


 (2)  The identity matrix.


 (3)  A diagonal matrix with evenly spaced entries


      1, ..., ULP  and random signs.


      (ULP = (first number larger than 1) - 1 )


 (4)  A diagonal matrix with geometrically spaced entries


      1, ..., ULP  and random signs.


 (5)  A diagonal matrix with 'clustered' entries 1, ULP, ..., ULP


      and random signs.


 (6)  Same as (4), but multiplied by SQRT( overflow threshold )


 (7)  Same as (4), but multiplied by SQRT( underflow threshold )


 (8)  A matrix of the form  U* D U, where U is unitary and


      D has evenly spaced entries 1, ..., ULP with random signs


      on the diagonal.


 (9)  A matrix of the form  U* D U, where U is unitary and


      D has geometrically spaced entries 1, ..., ULP with random


      signs on the diagonal.


 (10) A matrix of the form  U* D U, where U is unitary and


      D has 'clustered' entries 1, ULP,..., ULP with random


      signs on the diagonal.


 (11) Same as (8), but multiplied by SQRT( overflow threshold )


 (12) Same as (8), but multiplied by SQRT( underflow threshold )


 (13) Hermitian matrix with random entries chosen from (-1,1).


 (14) Same as (13), but multiplied by SQRT( overflow threshold )


 (15) Same as (13), but multiplied by SQRT( underflow threshold )


 (16) Same as (8), but diagonal elements are all positive.


 (17) Same as (9), but diagonal elements are all positive.


 (18) Same as (10), but diagonal elements are all positive.


 (19) Same as (16), but multiplied by SQRT( overflow threshold )


 (20) Same as (16), but multiplied by SQRT( underflow threshold )


 (21) A diagonally dominant tridiagonal matrix with geometrically


      spaced diagonal entries 1, ..., ULP.

NSIZES

          NSIZES is INTEGER


          The number of sizes of matrices to use.  If it is zero,


          ZCHKST does nothing.  It must be at least zero.

NN

          NN is INTEGER array, dimension (NSIZES)


          An array containing the sizes to be used for the matrices.


          Zero values will be skipped.  The values must be at least


          zero.

NTYPES

          NTYPES is INTEGER


          The number of elements in DOTYPE.   If it is zero, ZCHKST


          does nothing.  It must be at least zero.  If it is MAXTYP+1


          and NSIZES is 1, then an additional type, MAXTYP+1 is


          defined, which is to use whatever matrix is in A.  This


          is only useful if DOTYPE(1:MAXTYP) is .FALSE. and


          DOTYPE(MAXTYP+1) is .TRUE. .

DOTYPE

          DOTYPE is LOGICAL array, dimension (NTYPES)


          If DOTYPE(j) is .TRUE., then for each size in NN a


          matrix of that size and of type j will be generated.


          If NTYPES is smaller than the maximum number of types


          defined (PARAMETER MAXTYP), then types NTYPES+1 through


          MAXTYP will not be generated.  If NTYPES is larger


          than MAXTYP, DOTYPE(MAXTYP+1) through DOTYPE(NTYPES)


          will be ignored.

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 ZCHKST to continue the same random number


          sequence.

THRESH

          THRESH is DOUBLE PRECISION


          A test will count as 'failed' if the 'error', computed as


          described above, exceeds THRESH.  Note that the error


          is scaled to be O(1), so THRESH should be a reasonably


          small multiple of 1, e.g., 10 or 100.  In particular,


          it should not depend on the precision (single vs. double)


          or the size of the matrix.  It must be at least zero.

NOUNIT

          NOUNIT is INTEGER


          The FORTRAN unit number for printing out error messages


          (e.g., if a routine returns IINFO not equal to 0.)

A

          A is COMPLEX*16 array of


                                  dimension ( LDA , max(NN) )


          Used to hold the matrix whose eigenvalues are to be


          computed.  On exit, A contains the last matrix actually


          used.

LDA

          LDA is INTEGER


          The leading dimension of A.  It must be at


          least 1 and at least max( NN ).

AP

          AP is COMPLEX*16 array of


                      dimension( max(NN)*max(NN+1)/2 )


          The matrix A stored in packed format.

SD

          SD is DOUBLE PRECISION array of


                             dimension( max(NN) )


          The diagonal of the tridiagonal matrix computed by ZHETRD.


          On exit, SD and SE contain the tridiagonal form of the


          matrix in A.

SE

          SE is DOUBLE PRECISION array of


                             dimension( max(NN) )


          The off-diagonal of the tridiagonal matrix computed by


          ZHETRD.  On exit, SD and SE contain the tridiagonal form of


          the matrix in A.

D1

          D1 is DOUBLE PRECISION array of


                             dimension( max(NN) )


          The eigenvalues of A, as computed by ZSTEQR simultaneously


          with Z.  On exit, the eigenvalues in D1 correspond with the


          matrix in A.

D2

          D2 is DOUBLE PRECISION array of


                             dimension( max(NN) )


          The eigenvalues of A, as computed by ZSTEQR if Z is not


          computed.  On exit, the eigenvalues in D2 correspond with


          the matrix in A.

D3

          D3 is DOUBLE PRECISION array of


                             dimension( max(NN) )


          The eigenvalues of A, as computed by DSTERF.  On exit, the


          eigenvalues in D3 correspond with the matrix in A.

D4

          D4 is DOUBLE PRECISION array of


                             dimension( max(NN) )


          The eigenvalues of A, as computed by ZPTEQR(V).


          ZPTEQR factors S as  Z4 D4 Z4*


          On exit, the eigenvalues in D4 correspond with the matrix in A.

D5

          D5 is DOUBLE PRECISION array of


                             dimension( max(NN) )


          The eigenvalues of A, as computed by ZPTEQR(N)


          when Z is not computed. On exit, the


          eigenvalues in D4 correspond with the matrix in A.

WA1

          WA1 is DOUBLE PRECISION array of


                             dimension( max(NN) )


          All eigenvalues of A, computed to high


          absolute accuracy, with different range options.


          as computed by DSTEBZ.

WA2

          WA2 is DOUBLE PRECISION array of


                             dimension( max(NN) )


          Selected eigenvalues of A, computed to high


          absolute accuracy, with different range options.


          as computed by DSTEBZ.


          Choose random values for IL and IU, and ask for the


          IL-th through IU-th eigenvalues.

WA3

          WA3 is DOUBLE PRECISION array of


                             dimension( max(NN) )


          Selected eigenvalues of A, computed to high


          absolute accuracy, with different range options.


          as computed by DSTEBZ.


          Determine the values VL and VU of the IL-th and IU-th


          eigenvalues and ask for all eigenvalues in this range.

WR

          WR is DOUBLE PRECISION array of


                             dimension( max(NN) )


          All eigenvalues of A, computed to high


          absolute accuracy, with different options.


          as computed by DSTEBZ.

U

          U is COMPLEX*16 array of


                             dimension( LDU, max(NN) ).


          The unitary matrix computed by ZHETRD + ZUNGTR.

LDU

          LDU is INTEGER


          The leading dimension of U, Z, and V.  It must be at least 1


          and at least max( NN ).

V

          V is COMPLEX*16 array of


                             dimension( LDU, max(NN) ).


          The Housholder vectors computed by ZHETRD in reducing A to


          tridiagonal form.  The vectors computed with UPLO='U' are


          in the upper triangle, and the vectors computed with UPLO='L'


          are in the lower triangle.  (As described in ZHETRD, the


          sub- and superdiagonal are not set to 1, although the


          true Householder vector has a 1 in that position.  The


          routines that use V, such as ZUNGTR, set those entries to


          1 before using them, and then restore them later.)

VP

          VP is COMPLEX*16 array of


                      dimension( max(NN)*max(NN+1)/2 )


          The matrix V stored in packed format.

TAU

          TAU is COMPLEX*16 array of


                             dimension( max(NN) )


          The Householder factors computed by ZHETRD in reducing A


          to tridiagonal form.

Z

          Z is COMPLEX*16 array of


                             dimension( LDU, max(NN) ).


          The unitary matrix of eigenvectors computed by ZSTEQR,


          ZPTEQR, and ZSTEIN.

WORK

          WORK is COMPLEX*16 array of


                      dimension( LWORK )

LWORK

          LWORK is INTEGER


          The number of entries in WORK.  This must be at least


          1 + 4 * Nmax + 2 * Nmax * lg Nmax + 3 * Nmax**2


          where Nmax = max( NN(j), 2 ) and lg = log base 2.

IWORK

          IWORK is INTEGER array,


          Workspace.

LIWORK

          LIWORK is INTEGER


          The number of entries in IWORK.  This must be at least


                  6 + 6*Nmax + 5 * Nmax * lg Nmax


          where Nmax = max( NN(j), 2 ) and lg = log base 2.

RWORK

          RWORK is DOUBLE PRECISION array

LRWORK

          LRWORK is INTEGER


          The number of entries in LRWORK (dimension( ??? )

RESULT

          RESULT is DOUBLE PRECISION array, dimension (26)


          The values computed by the tests described above.


          The values are currently limited to 1/ulp, to avoid


          overflow.

INFO

          INFO is INTEGER


          If 0, then everything ran OK.


           -1: NSIZES < 0


           -2: Some NN(j) < 0


           -3: NTYPES < 0


           -5: THRESH < 0


           -9: LDA < 1 or LDA < NMAX, where NMAX is max( NN(j) ).


          -23: LDU < 1 or LDU < NMAX.


          -29: LWORK too small.


          If  ZLATMR, CLATMS, ZHETRD, ZUNGTR, ZSTEQR, DSTERF,


              or ZUNMC2 returns an error code, the


              absolute value of it is returned.
-----------------------------------------------------------------------


       Some Local Variables and Parameters:


       ---- ----- --------- --- ----------


       ZERO, ONE       Real 0 and 1.


       MAXTYP          The number of types defined.


       NTEST           The number of tests performed, or which can


                       be performed so far, for the current matrix.


       NTESTT          The total number of tests performed so far.


       NBLOCK          Blocksize as returned by ENVIR.


       NMAX            Largest value in NN.


       NMATS           The number of matrices generated so far.


       NERRS           The number of tests which have exceeded THRESH


                       so far.


       COND, IMODE     Values to be passed to the matrix generators.


       ANORM           Norm of A; passed to matrix generators.


       OVFL, UNFL      Overflow and underflow thresholds.


       ULP, ULPINV     Finest relative precision and its inverse.


       RTOVFL, RTUNFL  Square roots of the previous 2 values.


               The following four arrays decode JTYPE:


       KTYPE(j)        The general type (1-10) for type 'j'.


       KMODE(j)        The MODE value to be passed to the matrix


                       generator for type 'j'.


       KMAGN(j)        The order of magnitude ( O(1),


                       O(overflow^(1/2) ), O(underflow^(1/2) )

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