ZGET52 does an eigenvector check for the generalized eigenvalue
problem.
The basic test for right eigenvectors is:
| b(i) A E(i) - a(i) B E(i) |
RESULT(1) = max -------------------------------
i n ulp max( |b(i) A|, |a(i) B| )
using the 1-norm. Here, a(i)/b(i) = w is the i-th generalized
eigenvalue of A - w B, or, equivalently, b(i)/a(i) = m is the i-th
generalized eigenvalue of m A - B.
H H _ _
For left eigenvectors, A , B , a, and b are used.
ZGET52 also tests the normalization of E. Each eigenvector is
supposed to be normalized so that the maximum 'absolute value'
of its elements is 1, where in this case, 'absolute value'
of a complex value x is |Re(x)| + |Im(x)| ; let us call this
maximum 'absolute value' norm of a vector v M(v).
If a(i)=b(i)=0, then the eigenvector is set to be the jth coordinate
vector. The normalization test is:
RESULT(2) = max | M(v(i)) - 1 | / ( n ulp )
eigenvectors v(i)
LEFT
LEFT is LOGICAL
=.TRUE.: The eigenvectors in the columns of E are assumed
to be *left* eigenvectors.
=.FALSE.: The eigenvectors in the columns of E are assumed
to be *right* eigenvectors.
N
N is INTEGER
The size of the matrices. If it is zero, ZGET52 does
nothing. It must be at least zero.
A
A is COMPLEX*16 array, dimension (LDA, N)
The matrix A.
LDA
LDA is INTEGER
The leading dimension of A. It must be at least 1
and at least N.
B
B is COMPLEX*16 array, dimension (LDB, N)
The matrix B.
LDB
LDB is INTEGER
The leading dimension of B. It must be at least 1
and at least N.
E
E is COMPLEX*16 array, dimension (LDE, N)
The matrix of eigenvectors. It must be O( 1 ).
LDE
LDE is INTEGER
The leading dimension of E. It must be at least 1 and at
least N.
ALPHA
ALPHA is COMPLEX*16 array, dimension (N)
The values a(i) as described above, which, along with b(i),
define the generalized eigenvalues.
BETA
BETA is COMPLEX*16 array, dimension (N)
The values b(i) as described above, which, along with a(i),
define the generalized eigenvalues.
WORK
WORK is COMPLEX*16 array, dimension (N**2)
RWORK
RWORK is DOUBLE PRECISION array, dimension (N)
RESULT
RESULT is DOUBLE PRECISION array, dimension (2)
The values computed by the test described above. If A E or
B E is likely to overflow, then RESULT(1:2) is set to
10 / ulp.