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dget54.f 6.6 kB

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  1. *> \brief \b DGET54
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. * Definition:
  9. * ===========
  10. *
  11. * SUBROUTINE DGET54( N, A, LDA, B, LDB, S, LDS, T, LDT, U, LDU, V,
  12. * LDV, WORK, RESULT )
  13. *
  14. * .. Scalar Arguments ..
  15. * INTEGER LDA, LDB, LDS, LDT, LDU, LDV, N
  16. * DOUBLE PRECISION RESULT
  17. * ..
  18. * .. Array Arguments ..
  19. * DOUBLE PRECISION A( LDA, * ), B( LDB, * ), S( LDS, * ),
  20. * $ T( LDT, * ), U( LDU, * ), V( LDV, * ),
  21. * $ WORK( * )
  22. * ..
  23. *
  24. *
  25. *> \par Purpose:
  26. * =============
  27. *>
  28. *> \verbatim
  29. *>
  30. *> DGET54 checks a generalized decomposition of the form
  31. *>
  32. *> A = U*S*V' and B = U*T* V'
  33. *>
  34. *> where ' means transpose and U and V are orthogonal.
  35. *>
  36. *> Specifically,
  37. *>
  38. *> RESULT = ||( A - U*S*V', B - U*T*V' )|| / (||( A, B )||*n*ulp )
  39. *> \endverbatim
  40. *
  41. * Arguments:
  42. * ==========
  43. *
  44. *> \param[in] N
  45. *> \verbatim
  46. *> N is INTEGER
  47. *> The size of the matrix. If it is zero, DGET54 does nothing.
  48. *> It must be at least zero.
  49. *> \endverbatim
  50. *>
  51. *> \param[in] A
  52. *> \verbatim
  53. *> A is DOUBLE PRECISION array, dimension (LDA, N)
  54. *> The original (unfactored) matrix A.
  55. *> \endverbatim
  56. *>
  57. *> \param[in] LDA
  58. *> \verbatim
  59. *> LDA is INTEGER
  60. *> The leading dimension of A. It must be at least 1
  61. *> and at least N.
  62. *> \endverbatim
  63. *>
  64. *> \param[in] B
  65. *> \verbatim
  66. *> B is DOUBLE PRECISION array, dimension (LDB, N)
  67. *> The original (unfactored) matrix B.
  68. *> \endverbatim
  69. *>
  70. *> \param[in] LDB
  71. *> \verbatim
  72. *> LDB is INTEGER
  73. *> The leading dimension of B. It must be at least 1
  74. *> and at least N.
  75. *> \endverbatim
  76. *>
  77. *> \param[in] S
  78. *> \verbatim
  79. *> S is DOUBLE PRECISION array, dimension (LDS, N)
  80. *> The factored matrix S.
  81. *> \endverbatim
  82. *>
  83. *> \param[in] LDS
  84. *> \verbatim
  85. *> LDS is INTEGER
  86. *> The leading dimension of S. It must be at least 1
  87. *> and at least N.
  88. *> \endverbatim
  89. *>
  90. *> \param[in] T
  91. *> \verbatim
  92. *> T is DOUBLE PRECISION array, dimension (LDT, N)
  93. *> The factored matrix T.
  94. *> \endverbatim
  95. *>
  96. *> \param[in] LDT
  97. *> \verbatim
  98. *> LDT is INTEGER
  99. *> The leading dimension of T. It must be at least 1
  100. *> and at least N.
  101. *> \endverbatim
  102. *>
  103. *> \param[in] U
  104. *> \verbatim
  105. *> U is DOUBLE PRECISION array, dimension (LDU, N)
  106. *> The orthogonal matrix on the left-hand side in the
  107. *> decomposition.
  108. *> \endverbatim
  109. *>
  110. *> \param[in] LDU
  111. *> \verbatim
  112. *> LDU is INTEGER
  113. *> The leading dimension of U. LDU must be at least N and
  114. *> at least 1.
  115. *> \endverbatim
  116. *>
  117. *> \param[in] V
  118. *> \verbatim
  119. *> V is DOUBLE PRECISION array, dimension (LDV, N)
  120. *> The orthogonal matrix on the left-hand side in the
  121. *> decomposition.
  122. *> \endverbatim
  123. *>
  124. *> \param[in] LDV
  125. *> \verbatim
  126. *> LDV is INTEGER
  127. *> The leading dimension of V. LDV must be at least N and
  128. *> at least 1.
  129. *> \endverbatim
  130. *>
  131. *> \param[out] WORK
  132. *> \verbatim
  133. *> WORK is DOUBLE PRECISION array, dimension (3*N**2)
  134. *> \endverbatim
  135. *>
  136. *> \param[out] RESULT
  137. *> \verbatim
  138. *> RESULT is DOUBLE PRECISION
  139. *> The value RESULT, It is currently limited to 1/ulp, to
  140. *> avoid overflow. Errors are flagged by RESULT=10/ulp.
  141. *> \endverbatim
  142. *
  143. * Authors:
  144. * ========
  145. *
  146. *> \author Univ. of Tennessee
  147. *> \author Univ. of California Berkeley
  148. *> \author Univ. of Colorado Denver
  149. *> \author NAG Ltd.
  150. *
  151. *> \ingroup double_eig
  152. *
  153. * =====================================================================
  154. SUBROUTINE DGET54( N, A, LDA, B, LDB, S, LDS, T, LDT, U, LDU, V,
  155. $ LDV, WORK, RESULT )
  156. *
  157. * -- LAPACK test routine --
  158. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  159. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  160. *
  161. * .. Scalar Arguments ..
  162. INTEGER LDA, LDB, LDS, LDT, LDU, LDV, N
  163. DOUBLE PRECISION RESULT
  164. * ..
  165. * .. Array Arguments ..
  166. DOUBLE PRECISION A( LDA, * ), B( LDB, * ), S( LDS, * ),
  167. $ T( LDT, * ), U( LDU, * ), V( LDV, * ),
  168. $ WORK( * )
  169. * ..
  170. *
  171. * =====================================================================
  172. *
  173. * .. Parameters ..
  174. DOUBLE PRECISION ZERO, ONE
  175. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  176. * ..
  177. * .. Local Scalars ..
  178. DOUBLE PRECISION ABNORM, ULP, UNFL, WNORM
  179. * ..
  180. * .. Local Arrays ..
  181. DOUBLE PRECISION DUM( 1 )
  182. * ..
  183. * .. External Functions ..
  184. DOUBLE PRECISION DLAMCH, DLANGE
  185. EXTERNAL DLAMCH, DLANGE
  186. * ..
  187. * .. External Subroutines ..
  188. EXTERNAL DGEMM, DLACPY
  189. * ..
  190. * .. Intrinsic Functions ..
  191. INTRINSIC DBLE, MAX, MIN
  192. * ..
  193. * .. Executable Statements ..
  194. *
  195. RESULT = ZERO
  196. IF( N.LE.0 )
  197. $ RETURN
  198. *
  199. * Constants
  200. *
  201. UNFL = DLAMCH( 'Safe minimum' )
  202. ULP = DLAMCH( 'Epsilon' )*DLAMCH( 'Base' )
  203. *
  204. * compute the norm of (A,B)
  205. *
  206. CALL DLACPY( 'Full', N, N, A, LDA, WORK, N )
  207. CALL DLACPY( 'Full', N, N, B, LDB, WORK( N*N+1 ), N )
  208. ABNORM = MAX( DLANGE( '1', N, 2*N, WORK, N, DUM ), UNFL )
  209. *
  210. * Compute W1 = A - U*S*V', and put in the array WORK(1:N*N)
  211. *
  212. CALL DLACPY( ' ', N, N, A, LDA, WORK, N )
  213. CALL DGEMM( 'N', 'N', N, N, N, ONE, U, LDU, S, LDS, ZERO,
  214. $ WORK( N*N+1 ), N )
  215. *
  216. CALL DGEMM( 'N', 'C', N, N, N, -ONE, WORK( N*N+1 ), N, V, LDV,
  217. $ ONE, WORK, N )
  218. *
  219. * Compute W2 = B - U*T*V', and put in the workarray W(N*N+1:2*N*N)
  220. *
  221. CALL DLACPY( ' ', N, N, B, LDB, WORK( N*N+1 ), N )
  222. CALL DGEMM( 'N', 'N', N, N, N, ONE, U, LDU, T, LDT, ZERO,
  223. $ WORK( 2*N*N+1 ), N )
  224. *
  225. CALL DGEMM( 'N', 'C', N, N, N, -ONE, WORK( 2*N*N+1 ), N, V, LDV,
  226. $ ONE, WORK( N*N+1 ), N )
  227. *
  228. * Compute norm(W)/ ( ulp*norm((A,B)) )
  229. *
  230. WNORM = DLANGE( '1', N, 2*N, WORK, N, DUM )
  231. *
  232. IF( ABNORM.GT.WNORM ) THEN
  233. RESULT = ( WNORM / ABNORM ) / ( 2*N*ULP )
  234. ELSE
  235. IF( ABNORM.LT.ONE ) THEN
  236. RESULT = ( MIN( WNORM, 2*N*ABNORM ) / ABNORM ) / ( 2*N*ULP )
  237. ELSE
  238. RESULT = MIN( WNORM / ABNORM, DBLE( 2*N ) ) / ( 2*N*ULP )
  239. END IF
  240. END IF
  241. *
  242. RETURN
  243. *
  244. * End of DGET54
  245. *
  246. END