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1996-09-28
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395 lines
C
C THIS DRIVER TESTS EISPACK FOR THE CLASS OF REAL TRIDIAGONAL
C MATRICES SUMMARIZING THE FIGURES OF MERIT FOR ALL PATHS.
C
C THIS DRIVER IS CATALOGUED AS EISPDRV4(RTSUMARY).
C
C THE DIMENSION OF A SHOULD BE NM BY 3.
C THE DIMENSION OF Z SHOULD BE NM BY NM.
C THE DIMENSION OF W,D,E,E2,IND,RV1,RV2,RV3,RV4,RV5,RV6,
C W1, AND W2 SHOULD BE NM.
C HERE NM = 20.
C
DOUBLE PRECISION Z( 20, 20),A( 20, 3),W( 20),D( 20),E( 20),
X E2( 20),RV1( 20),RV2( 20),RV3( 20),RV4( 20),RV5( 20),
X RV6( 20),W1( 20),W2( 20),TCRIT( 8),EPSLON,RESDUL,MAXEIG,
X MAXDIF,U,LB,UB,EPS1,DFL
REAL XUB,XLB
INTEGER IND( 20),IERR( 6),ERROR
DATA IREAD1/1/,IREADC/5/,IWRITE/6/
C
OPEN(UNIT=IREAD1,FILE='FILE39')
OPEN(UNIT=IREADC,FILE='FILE40')
REWIND IREAD1
REWIND IREADC
C
NM = 20
LCOUNT = 0
WRITE(IWRITE,1)
1 FORMAT(1H1,19X,57H EXPLANATION OF COLUMN ENTRIES FOR THE SUMMARY S
XTATISTICS//1H ,95(1H-)/96H ORDER TQL2 TQLRAT IMTQL2 IMTQL1 LB
X UB M IMTQLV TSTURM BISECT M1 NO TRIDIB /1H ,
X95(1H-)//48H UNDER 'ORDER' IS THE ORDER OF EACH TEST MATRIX. //
X95H UNDER 'TQL2 TQLRAT' ARE THREE NUMBERS. THE FIRST NUMBER, AN
X INTEGER, IS THE ABSOLUTE SUM OF/
X61H THE ERROR FLAGS RETURNED SEPARATELY FROM TQL2 AND TQLRAT.,
X34H THE SECOND NUMBER IS THE MEASURE/
X62H OF PERFORMANCE BASED UPON THE RESIDUAL COMPUTED FOR THE TQL2,
X25H PATH. THE THIRD NUMBER /
X62H MEASURES THE AGREEMENT OF THE EIGENVALUES FROM THE TQL2 AND,
X16H TQLRAT PATHS. //
X95H UNDER 'IMTQL2 IMTQL1' ARE THREE NUMBERS WITH MEANING LIKE THOS
XE UNDER 'TQL2 TQLRAT'. //
X95H UNDER 'LB' AND 'UB' ARE THE INPUT VARIABLES SPECIFYING THE INT
XERVAL TO BISECT AND TSTURM. //
X61H UNDER 'M' IS THE NUMBER OF EIGENVALUES DETERMINED BY BISECT,
X30H AND TSTURM THAT LIE IN THE /18H INTERVAL (LB,UB).//
X95H UNDER EACH OF 'IMTQLV', 'TSTURM', 'BISECT', AND 'TRIDIB' ARE T
XWO NUMBERS. THE FIRST NUMBER, )
WRITE(IWRITE,2)
2 FORMAT(
X95H AN INTEGER, IS THE ABSOLUTE SUM OF THE ERROR FLAGS RETURNED FR
XOM THE RESPECTIVE PATH. /
X95H THE SECOND NUMBER IS THE MEASURE OF PERFORMANCE BASED UPON THE
X RESIDUAL COMPUTED FOR THE PATH.//
X95H UNDER 'M1' AND 'NO' ARE THE VARIABLES SPECIFYING THE LOWER BOU
XNDARY INDEX AND THE NUMBER /
X28H OF EIGENVALUES TO TRIDIB. //
X62H -1.0 AS THE MEASURE OF PERFORMANCE IS PRINTED IF AN ERROR IN,
X27H THE CORRESPONDING PATH HAS /
X47H PREVENTED THE COMPUTATION OF THE EIGENVECTORS. //
X62H THE TQL2 PATH USES THE EISPACK CODES FIGI2-TQL2 . /
X62H THE TQLRAT PATH USES THE EISPACK CODES FIGI -TQLRAT. /
X62H THE IMTQL2 PATH USES THE EISPACK CODES FIGI2-IMTQL2, /
X38H AS CALLED FROM DRIVER SUBROUTINE RT. /
X62H THE IMTQL1 PATH USES THE EISPACK CODES FIGI -IMTQL1, /
X38H AS CALLED FROM DRIVER SUBROUTINE RT. /
X63H THE IMTQLV PATH USES THE EISPACK CODES FIGI -IMTQLV-TINVIT
X ,8H-BAKVEC.)
WRITE(IWRITE,3)
3 FORMAT(
X64H THE TSTURM PATH USES THE EISPACK CODES FIGI -TSTURM-BAKVEC
X. /
X63H THE BISECT PATH USES THE EISPACK CODES FIGI -BISECT-TINVIT
X ,8H-BAKVEC. /
X63H THE TRIDIB PATH USES THE EISPACK CODES FIGI -TRIDIB-TINVIT
X ,8H-BAKVEC. /)
WRITE(IWRITE,15)
15 FORMAT(1X,21HD.P. VERSION 04/15/83 )
5 FORMAT( 53H1 TABULATION OF THE ERROR FLAG ERROR AND THE ,
X 31HMEASURE OF PERFORMANCE Y FOR /5X,
X 56HTHE EISPACK CODES. THIS RUN DISPLAYS THESE STATISTICS ,
X 33H FOR REAL TRIDIAGONAL MATRICES. /
X 55H0ORDER TQL2 TQLRAT IMTQL2 IMTQL1 LB UB M ,
X 40HIMTQLV TSTURM BISECT M1 NO TRIDIB )
10 CALL RMATIN(NM,N,A)
READ(IREADC,50) MM,LB,UB,M11,NO
50 FORMAT(I4,2D24.16,2(4X,I4))
C
C MM,LB,UB,M11, AND NO ARE READ FROM SYSIN AFTER THE MATRIX IS
C GENERATED. MM,LB, AND UB SPECIFY TO BISECT THE MAXIMUM
C NUMBER OF EIGENVALUES AND BOUNDS FOR THE INTERVAL WHICH IF TO
C BE SEARCHED. M11 AND NO SPECIFY TO TRIDIB THE LOWER BOUNDARY
C INDEX AND THE NUMBER OF DESIRED EIGENVALUES.
C
DO 230 ICALL = 1,10
C
C IF TQLRAT PATH (LABEL 80) IS TAKEN THEN TQL2 PATH (LABEL 70)
C MUST ALSO BE TAKEN IN ORDER THAT THE MEASURE OF PERFORMANCE BE
C MEANINGFUL.
C IF IMTQL1 PATH (LABEL 85) IS TAKEN THEN IMTQL2 PATH (LABEL 75)
C MUST ALSO BE TAKEN IN ORDER THAT THE MEASURE OF PERFORMANCE BE
C MEANINGFUL.
C IF TQL2 (IMTQL2) PATH FAILS, THEN TQLRAT (IMTQL1) PATH IS
C OMITTED AND PRINTOUT FLAGGED WITH -1.0.
C
GO TO (70,75,80,85,89,90,95,230,110,230), ICALL
C
C RTWZ USING TQL2
C
70 ICT = 1
CALL FIGI2(NM,N,A,W,E,Z,ERROR)
IERR(ICT) = ERROR
IF( ERROR .NE. 0 ) GO TO 200
CALL TQL2(NM,N,W,E,Z,ERROR)
IERR(ICT) = ERROR
M = ERROR - 1
IF( ERROR .NE. 0 ) GO TO 190
DO 71 I = 1,N
W1(I) = W(I)
71 CONTINUE
M = N
GO TO 190
C
C RTWZ USING IMTQL2
C INVOKED FROM DRIVER SUBROUTINE RT.
C
75 ICT = 2
CALL RT(NM,N,A,W,1,Z,E,ERROR)
IERR(ICT) = ERROR
IF( ERROR .GT. N ) GO TO 200
M = ERROR - 1
IF( ERROR .NE. 0 ) GO TO 190
DO 78 I = 1,N
W2(I) = W(I)
78 CONTINUE
M = N
GO TO 190
C
C RTW USING TQLRAT
C
80 ICT = 7
IF( IERR(1) .NE. 0 ) GO TO 200
CALL FIGI(NM,N,A,W,E,E2,ERROR)
CALL TQLRAT(N,W,E2,ERROR)
IERR(1) = ERROR
IF( ERROR .NE. 0 ) GO TO 200
MAXEIG = 0.0D0
MAXDIF = 0.0D0
DO 81 I = 1,N
IF( DABS(W(I)) .GT. MAXEIG ) MAXEIG = DABS(W(I))
U = DABS(W1(I) - W(I))
IF( U .GT. MAXDIF ) MAXDIF = U
81 CONTINUE
IF( MAXEIG .EQ. 0.0D0 ) MAXEIG = 1.0D0
DFL = 10 * N
TCRIT(7) = MAXDIF/EPSLON(MAXEIG*DFL)
GO TO 230
C
C RTW USING IMTQL1
C INVOKED FROM DRIVER SUBROUTINE RT.
C
85 ICT = 8
IF( IERR(2) .NE. 0 ) GO TO 200
CALL RT(NM,N,A,W,0,Z,E,ERROR)
IERR(2) = ERROR
MAXEIG = 0.0D0
MAXDIF = 0.0D0
DO 86 I = 1,N
IF( DABS(W(I)) .GT. MAXEIG ) MAXEIG = DABS(W(I))
U = DABS(W2(I) - W(I))
IF( U .GT. MAXDIF ) MAXDIF = U
86 CONTINUE
IF( MAXEIG .EQ. 0.0D0 ) MAXEIG = 1.0D0
DFL = 10 * N
TCRIT(8) = MAXDIF/EPSLON(MAXEIG*DFL)
GO TO 230
C
C RTW1Z USING ( USAGE HERE COMPUTES ALL THE EIGENVALUES )
C
89 ICT = 3
CALL FIGI(NM,N,A,D,E,E2,ERROR)
IERR(ICT) = IABS(ERROR)
IF( ERROR .NE. 0 ) GO TO 200
CALL IMTQLV(N,D,E,E2,W,IND,ERROR,RV1)
IERR(ICT) = ERROR
M = N
IF( ERROR .NE. 0 ) M = ERROR - 1
CALL TINVIT(NM,N,D,E,E2,M,W,IND,Z,ERROR,RV1,RV2,RV3,RV4,RV6)
IERR(ICT) = IERR(ICT) + IABS(ERROR)
CALL BAKVEC(NM,N,A,E,M,Z,ERROR)
IERR(ICT) = IERR(ICT) + ERROR
GO TO 190
C
C RT1W1Z USING TSTURM
C
90 ICT = 4
EPS1 = 0.0D0
CALL FIGI(NM,N,A,D,E,E2,ERROR)
IERR(ICT) = IABS(ERROR)
IF( ERROR .NE. 0 ) GO TO 200
CALL TSTURM(NM,N,EPS1,D,E,E2,LB,UB,MM,M,W,Z,ERROR,
X RV1,RV2,RV3,RV4,RV5,RV6)
IERR(ICT) = ERROR
XLB = LB
XUB = UB
IERR(ICT) = ERROR
IF( ERROR .EQ. 3*N + 1 ) GO TO 200
IF( ERROR .GT. 4*N ) M = ERROR - 4*N - 1
CALL BAKVEC(NM,N,A,E,M,Z,ERROR)
IERR(ICT) = IERR(ICT) + ERROR
GO TO 190
C
C RT1W1Z USING BISECT AND TINVIT
C
95 ICT = 5
EPS1 = 0.0D0
CALL FIGI(NM,N,A,D,E,E2,ERROR)
IERR(ICT) = IABS(ERROR)
IF( ERROR .NE. 0 ) GO TO 200
CALL BISECT(N,EPS1,D,E,E2,LB,UB,MM,M,W,IND,ERROR,RV4,RV5)
IERR(ICT) = ERROR
MBISCT = M
XLB = LB
XUB = UB
IF( ERROR .NE. 0 ) GO TO 200
CALL TINVIT(NM,N,D,E,E2,M,W,IND,Z,ERROR,RV1,RV2,RV3,RV4,RV6)
IERR(ICT) = IABS(ERROR)
CALL BAKVEC(NM,N,A,E,M,Z,ERROR)
IERR(ICT) = IERR(ICT) + ERROR
GO TO 190
C
C RT1W1Z USING TRIDIB AND TINVIT
C
110 ICT = 6
EPS1 = 0.0D0
CALL FIGI(NM,N,A,D,E,E2,ERROR)
IERR(ICT) = IABS(ERROR)
IF( ERROR .NE. 0 ) GO TO 200
CALL TRIDIB(N,EPS1,D,E,E2,LB,UB,M11,NO,W,IND,ERROR,RV4,RV5)
IERR(ICT) = ERROR
IF( ERROR .NE. 0 ) GO TO 200
M = NO
CALL TINVIT(NM,N,D,E,E2,M,W,IND,Z,ERROR,RV1,RV2,RV3,RV4,RV6)
IERR(ICT) = IABS(ERROR)
CALL BAKVEC(NM,N,A,E,M,Z,ERROR)
IERR(ICT) = IERR(ICT) + ERROR
C
190 IF( M .EQ. 0 .AND. ERROR .NE. 0 ) GO TO 200
CALL RTWZR(NM,N,M,A,W,Z,RV1,RESDUL)
DFL = 10 * N
TCRIT(ICT) = RESDUL/EPSLON(DFL)
GO TO 230
200 TCRIT(ICT) = -1.0D0
230 CONTINUE
C
IF( MOD(LCOUNT,35) .EQ. 0 ) WRITE(IWRITE,5)
LCOUNT = LCOUNT + 1
WRITE(IWRITE,240) N,IERR(1),TCRIT(1),TCRIT(7),IERR(2),TCRIT(2),
X TCRIT(8),XLB,XUB,MBISCT,(IERR(I),TCRIT(I),I=3,5),
X M11,NO,IERR(6),TCRIT(6)
240 FORMAT(I4,2(I3,2F6.3),2(1PE8.0),I3,3(I3,0PF6.3),3I3,F6.3)
GO TO 10
END
SUBROUTINE RTWZR(NM,N,M,A,W,Z,NORM,RESDUL)
C
DOUBLE PRECISION NORM(M), W(M), A(NM,3), Z(NM,M), NORMA, TNORM,
X S, SUM, SUMA, SUMZ, RESDUL
C
C THIS SUBROUTINE FORMS THE 1-NORM OF THE RESIDUAL MATRIX
C A*Z-Z*DIAG(W) WHERE A IS A REAL NON-SYMMETRIC TRIDIAGONAL
C MATRIX, W IS A VECTOR WHICH CONTAINS M EIGENVALUES OF A,
C AND Z IS AN ARRAY WHICH CONTAINS THE M CORRESPONDING
C EIGENVECTORS OF A. ALL NORMS APPEARING IN THE COMMENTS BELOW
C ARE 1-NORMS.
C
C THIS SUBROUTINE IS CATALOGUED AS EISPDRV4(RTWZR).
C
C INPUT.
C
C NM IS THE ROW DIMENSION OF TWO-DIMENSIONAL ARRAY PARAMETERS
C AS DECLARED IN THE CALLING PROGRAM DIMENSION STATEMENT;
C
C N IS THE ORDER OF THE MATRIX A;
C
C M IS THE NUMBERS OF EIGENVECTORS WHOSE RESIDUALS ARE DESIRED;
C
C A(N,3) IS AN ARRAY WHICH CONTAINS IN ITS COLUMNS THE
C SUBDIAGONAL,DIAGONAL AND SUPERDIAGONAL OF THE SYMMETRIC
C TRIDIAGONAL MATRIX. THE SUBDIAGONAL BEGINS AT A(2,1), THE
C SUPERDIAGONAL BEGINS AT A(1,3) AND A(1,1) AND A(N,3)
C ARE ARBITRARY;
C
C W(M) IS A VECTOR WHOSE FIRST M COMPONENTS CONTAIN EIGENVALUES
C OF A;
C
C Z(NM,M) IS AN ARRAY WHOSE FIRST M COLUMNS CONTAIN THE
C EIGENVECTORS OF A CORRESPONDING TO THE EIGENVALUES IN W.
C
C OUTPUT.
C
C Z(NM,M) IS AN ARRAY WHICH CONTAINS THE NORMALIZED
C APPROXIMATE EIGENVECTORS OF A. THE EIGENVECTORS
C ARE NORMALIZED USING THE 1-NORM IN SUCH A WAY
C THAT THE FIRST ELEMENT WHOSE MAGNITUDE IS LARGER
C THAN THE NORM OF THE EIGENVECTOR DIVIDED BY N IS
C POSITIVE;
C
C NORM(M) IS AN ARRAY SUCH THAT FOR EACH K
C NORM(K) = !!A*Z(K)-Z(K)*W(K)!!/(!!A!!*!!Z(K)!!)
C WHERE Z(K) IS THE K-TH EIGENVECTOR;
C
C RESDUL IS THE REAL NUMBER
C !!A*Z-Z*DIAG(W)!!/(!!A!!*!!Z!!).
C
C ----------------------------------------------------------------
C
RESDUL = 0.0D0
IF( M .EQ. 0 ) RETURN
NORMA = 0.0D0
C
DO 40 I=1,N
J = MIN0(N,I+1)
SUMA = 0.0D0
LSTART = MAX0(1,I+2-N)
LSTOP = MIN0(3,I+1)
C
DO 10 L=LSTART,LSTOP
SUMA = SUMA + DABS(A(J,L))
10 J = J-1
C
40 NORMA = DMAX1(SUMA,NORMA)
C
IF(NORMA .EQ. 0.0D0) NORMA = 1.0D0
C
DO 120 I=1,M
S = 0.0D0
SUMZ = 0.0D0
C
DO 80 L=1,N
SUM = -W(I)*Z(L,I)
SUMZ = SUMZ + DABS(Z(L,I))
J = MAX0(0,L-2)
KSTOP = MIN0(3,N+2-L)
KSTART = MAX0(1,3-L)
C
DO 50 K=KSTART,KSTOP
J = J+1
50 SUM = SUM + A(L,K)*Z(J,I)
C
80 S = S + DABS(SUM)
C
NORM(I) = SUMZ
IF( SUMZ .EQ. 0.0D0 ) GO TO 120
C ..........THIS LOOP WILL NEVER BE COMPLETED SINCE THERE
C WILL ALWAYS EXIST AN ELEMENT IN THE VECTOR Z(I)
C LARGER THAN !!Z(I)!!/N..........
DO 90 L=1,N
IF(DABS(Z(L,I)) .GE. NORM(I)/N) GO TO 100
90 CONTINUE
C
100 TNORM = DSIGN(NORM(I),Z(L,I))
C
DO 110 L=1,N
110 Z(L,I) = Z(L,I)/TNORM
C
NORM(I) = S/(NORM(I)*NORMA)
120 RESDUL = DMAX1(NORM(I),RESDUL)
C
RETURN
END
SUBROUTINE RMATIN(NM,N,A)
C
C THIS INPUT SUBROUTINE READS A REAL TRIDIAGONAL MATRIX
C FROM SYSIN OF ORDER N.
C
C THIS ROUTINE IS CATALOGUED AS EISPDRV4(RTREADI).
C
DOUBLE PRECISION A(NM,3)
INTEGER IA(3)
DATA IREADA/1/,IWRITE/6/
C
READ(IREADA,5) N
5 FORMAT(I6)
IF( N .EQ. 0 ) GO TO 70
DO 15 I = 1,N
READ(IREADA,10) (IA(J),J=1,3)
10 FORMAT(3I12)
DO 15 J = 1,3
15 A(I,J) = IA(J)
RETURN
70 WRITE(IWRITE,80)
80 FORMAT(46H0END OF DATA FOR SUBROUTINE RMATIN(RTREADI). /1H1)
STOP
END