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zstt21.f 6.9 kB

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  1. *> \brief \b ZSTT21
  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 ZSTT21( N, KBAND, AD, AE, SD, SE, U, LDU, WORK, RWORK,
  12. * RESULT )
  13. *
  14. * .. Scalar Arguments ..
  15. * INTEGER KBAND, LDU, N
  16. * ..
  17. * .. Array Arguments ..
  18. * DOUBLE PRECISION AD( * ), AE( * ), RESULT( 2 ), RWORK( * ),
  19. * $ SD( * ), SE( * )
  20. * COMPLEX*16 U( LDU, * ), WORK( * )
  21. * ..
  22. *
  23. *
  24. *> \par Purpose:
  25. * =============
  26. *>
  27. *> \verbatim
  28. *>
  29. *> ZSTT21 checks a decomposition of the form
  30. *>
  31. *> A = U S U**H
  32. *>
  33. *> where **H means conjugate transpose, A is real symmetric tridiagonal,
  34. *> U is unitary, and S is real and diagonal (if KBAND=0) or symmetric
  35. *> tridiagonal (if KBAND=1). Two tests are performed:
  36. *>
  37. *> RESULT(1) = | A - U S U**H | / ( |A| n ulp )
  38. *>
  39. *> RESULT(2) = | I - U U**H | / ( n ulp )
  40. *> \endverbatim
  41. *
  42. * Arguments:
  43. * ==========
  44. *
  45. *> \param[in] N
  46. *> \verbatim
  47. *> N is INTEGER
  48. *> The size of the matrix. If it is zero, ZSTT21 does nothing.
  49. *> It must be at least zero.
  50. *> \endverbatim
  51. *>
  52. *> \param[in] KBAND
  53. *> \verbatim
  54. *> KBAND is INTEGER
  55. *> The bandwidth of the matrix S. It may only be zero or one.
  56. *> If zero, then S is diagonal, and SE is not referenced. If
  57. *> one, then S is symmetric tri-diagonal.
  58. *> \endverbatim
  59. *>
  60. *> \param[in] AD
  61. *> \verbatim
  62. *> AD is DOUBLE PRECISION array, dimension (N)
  63. *> The diagonal of the original (unfactored) matrix A. A is
  64. *> assumed to be real symmetric tridiagonal.
  65. *> \endverbatim
  66. *>
  67. *> \param[in] AE
  68. *> \verbatim
  69. *> AE is DOUBLE PRECISION array, dimension (N-1)
  70. *> The off-diagonal of the original (unfactored) matrix A. A
  71. *> is assumed to be symmetric tridiagonal. AE(1) is the (1,2)
  72. *> and (2,1) element, AE(2) is the (2,3) and (3,2) element, etc.
  73. *> \endverbatim
  74. *>
  75. *> \param[in] SD
  76. *> \verbatim
  77. *> SD is DOUBLE PRECISION array, dimension (N)
  78. *> The diagonal of the real (symmetric tri-) diagonal matrix S.
  79. *> \endverbatim
  80. *>
  81. *> \param[in] SE
  82. *> \verbatim
  83. *> SE is DOUBLE PRECISION array, dimension (N-1)
  84. *> The off-diagonal of the (symmetric tri-) diagonal matrix S.
  85. *> Not referenced if KBSND=0. If KBAND=1, then AE(1) is the
  86. *> (1,2) and (2,1) element, SE(2) is the (2,3) and (3,2)
  87. *> element, etc.
  88. *> \endverbatim
  89. *>
  90. *> \param[in] U
  91. *> \verbatim
  92. *> U is COMPLEX*16 array, dimension (LDU, N)
  93. *> The unitary matrix in the decomposition.
  94. *> \endverbatim
  95. *>
  96. *> \param[in] LDU
  97. *> \verbatim
  98. *> LDU is INTEGER
  99. *> The leading dimension of U. LDU must be at least N.
  100. *> \endverbatim
  101. *>
  102. *> \param[out] WORK
  103. *> \verbatim
  104. *> WORK is COMPLEX*16 array, dimension (N**2)
  105. *> \endverbatim
  106. *>
  107. *> \param[out] RWORK
  108. *> \verbatim
  109. *> RWORK is DOUBLE PRECISION array, dimension (N)
  110. *> \endverbatim
  111. *>
  112. *> \param[out] RESULT
  113. *> \verbatim
  114. *> RESULT is DOUBLE PRECISION array, dimension (2)
  115. *> The values computed by the two tests described above. The
  116. *> values are currently limited to 1/ulp, to avoid overflow.
  117. *> RESULT(1) is always modified.
  118. *> \endverbatim
  119. *
  120. * Authors:
  121. * ========
  122. *
  123. *> \author Univ. of Tennessee
  124. *> \author Univ. of California Berkeley
  125. *> \author Univ. of Colorado Denver
  126. *> \author NAG Ltd.
  127. *
  128. *> \ingroup complex16_eig
  129. *
  130. * =====================================================================
  131. SUBROUTINE ZSTT21( N, KBAND, AD, AE, SD, SE, U, LDU, WORK, RWORK,
  132. $ RESULT )
  133. *
  134. * -- LAPACK test routine --
  135. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  136. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  137. *
  138. * .. Scalar Arguments ..
  139. INTEGER KBAND, LDU, N
  140. * ..
  141. * .. Array Arguments ..
  142. DOUBLE PRECISION AD( * ), AE( * ), RESULT( 2 ), RWORK( * ),
  143. $ SD( * ), SE( * )
  144. COMPLEX*16 U( LDU, * ), WORK( * )
  145. * ..
  146. *
  147. * =====================================================================
  148. *
  149. * .. Parameters ..
  150. DOUBLE PRECISION ZERO, ONE
  151. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  152. COMPLEX*16 CZERO, CONE
  153. PARAMETER ( CZERO = ( 0.0D+0, 0.0D+0 ),
  154. $ CONE = ( 1.0D+0, 0.0D+0 ) )
  155. * ..
  156. * .. Local Scalars ..
  157. INTEGER J
  158. DOUBLE PRECISION ANORM, TEMP1, TEMP2, ULP, UNFL, WNORM
  159. * ..
  160. * .. External Functions ..
  161. DOUBLE PRECISION DLAMCH, ZLANGE, ZLANHE
  162. EXTERNAL DLAMCH, ZLANGE, ZLANHE
  163. * ..
  164. * .. External Subroutines ..
  165. EXTERNAL ZGEMM, ZHER, ZHER2, ZLASET
  166. * ..
  167. * .. Intrinsic Functions ..
  168. INTRINSIC ABS, DBLE, DCMPLX, MAX, MIN
  169. * ..
  170. * .. Executable Statements ..
  171. *
  172. * 1) Constants
  173. *
  174. RESULT( 1 ) = ZERO
  175. RESULT( 2 ) = ZERO
  176. IF( N.LE.0 )
  177. $ RETURN
  178. *
  179. UNFL = DLAMCH( 'Safe minimum' )
  180. ULP = DLAMCH( 'Precision' )
  181. *
  182. * Do Test 1
  183. *
  184. * Copy A & Compute its 1-Norm:
  185. *
  186. CALL ZLASET( 'Full', N, N, CZERO, CZERO, WORK, N )
  187. *
  188. ANORM = ZERO
  189. TEMP1 = ZERO
  190. *
  191. DO 10 J = 1, N - 1
  192. WORK( ( N+1 )*( J-1 )+1 ) = AD( J )
  193. WORK( ( N+1 )*( J-1 )+2 ) = AE( J )
  194. TEMP2 = ABS( AE( J ) )
  195. ANORM = MAX( ANORM, ABS( AD( J ) )+TEMP1+TEMP2 )
  196. TEMP1 = TEMP2
  197. 10 CONTINUE
  198. *
  199. WORK( N**2 ) = AD( N )
  200. ANORM = MAX( ANORM, ABS( AD( N ) )+TEMP1, UNFL )
  201. *
  202. * Norm of A - USU*
  203. *
  204. DO 20 J = 1, N
  205. CALL ZHER( 'L', N, -SD( J ), U( 1, J ), 1, WORK, N )
  206. 20 CONTINUE
  207. *
  208. IF( N.GT.1 .AND. KBAND.EQ.1 ) THEN
  209. DO 30 J = 1, N - 1
  210. CALL ZHER2( 'L', N, -DCMPLX( SE( J ) ), U( 1, J ), 1,
  211. $ U( 1, J+1 ), 1, WORK, N )
  212. 30 CONTINUE
  213. END IF
  214. *
  215. WNORM = ZLANHE( '1', 'L', N, WORK, N, RWORK )
  216. *
  217. IF( ANORM.GT.WNORM ) THEN
  218. RESULT( 1 ) = ( WNORM / ANORM ) / ( N*ULP )
  219. ELSE
  220. IF( ANORM.LT.ONE ) THEN
  221. RESULT( 1 ) = ( MIN( WNORM, N*ANORM ) / ANORM ) / ( N*ULP )
  222. ELSE
  223. RESULT( 1 ) = MIN( WNORM / ANORM, DBLE( N ) ) / ( N*ULP )
  224. END IF
  225. END IF
  226. *
  227. * Do Test 2
  228. *
  229. * Compute U U**H - I
  230. *
  231. CALL ZGEMM( 'N', 'C', N, N, N, CONE, U, LDU, U, LDU, CZERO, WORK,
  232. $ N )
  233. *
  234. DO 40 J = 1, N
  235. WORK( ( N+1 )*( J-1 )+1 ) = WORK( ( N+1 )*( J-1 )+1 ) - CONE
  236. 40 CONTINUE
  237. *
  238. RESULT( 2 ) = MIN( DBLE( N ), ZLANGE( '1', N, N, WORK, N,
  239. $ RWORK ) ) / ( N*ULP )
  240. *
  241. RETURN
  242. *
  243. * End of ZSTT21
  244. *
  245. END