You can not select more than 25 topics Topics must start with a chinese character,a letter or number, can include dashes ('-') and can be up to 35 characters long.

cqlt02.f 6.9 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244
  1. *> \brief \b CQLT02
  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 CQLT02( M, N, K, A, AF, Q, L, LDA, TAU, WORK, LWORK,
  12. * RWORK, RESULT )
  13. *
  14. * .. Scalar Arguments ..
  15. * INTEGER K, LDA, LWORK, M, N
  16. * ..
  17. * .. Array Arguments ..
  18. * REAL RESULT( * ), RWORK( * )
  19. * COMPLEX A( LDA, * ), AF( LDA, * ), L( LDA, * ),
  20. * $ Q( LDA, * ), TAU( * ), WORK( LWORK )
  21. * ..
  22. *
  23. *
  24. *> \par Purpose:
  25. * =============
  26. *>
  27. *> \verbatim
  28. *>
  29. *> CQLT02 tests CUNGQL, which generates an m-by-n matrix Q with
  30. *> orthonormal columns that is defined as the product of k elementary
  31. *> reflectors.
  32. *>
  33. *> Given the QL factorization of an m-by-n matrix A, CQLT02 generates
  34. *> the orthogonal matrix Q defined by the factorization of the last k
  35. *> columns of A; it compares L(m-n+1:m,n-k+1:n) with
  36. *> Q(1:m,m-n+1:m)'*A(1:m,n-k+1:n), and checks that the columns of Q are
  37. *> orthonormal.
  38. *> \endverbatim
  39. *
  40. * Arguments:
  41. * ==========
  42. *
  43. *> \param[in] M
  44. *> \verbatim
  45. *> M is INTEGER
  46. *> The number of rows of the matrix Q to be generated. M >= 0.
  47. *> \endverbatim
  48. *>
  49. *> \param[in] N
  50. *> \verbatim
  51. *> N is INTEGER
  52. *> The number of columns of the matrix Q to be generated.
  53. *> M >= N >= 0.
  54. *> \endverbatim
  55. *>
  56. *> \param[in] K
  57. *> \verbatim
  58. *> K is INTEGER
  59. *> The number of elementary reflectors whose product defines the
  60. *> matrix Q. N >= K >= 0.
  61. *> \endverbatim
  62. *>
  63. *> \param[in] A
  64. *> \verbatim
  65. *> A is COMPLEX array, dimension (LDA,N)
  66. *> The m-by-n matrix A which was factorized by CQLT01.
  67. *> \endverbatim
  68. *>
  69. *> \param[in] AF
  70. *> \verbatim
  71. *> AF is COMPLEX array, dimension (LDA,N)
  72. *> Details of the QL factorization of A, as returned by CGEQLF.
  73. *> See CGEQLF for further details.
  74. *> \endverbatim
  75. *>
  76. *> \param[out] Q
  77. *> \verbatim
  78. *> Q is COMPLEX array, dimension (LDA,N)
  79. *> \endverbatim
  80. *>
  81. *> \param[out] L
  82. *> \verbatim
  83. *> L is COMPLEX array, dimension (LDA,N)
  84. *> \endverbatim
  85. *>
  86. *> \param[in] LDA
  87. *> \verbatim
  88. *> LDA is INTEGER
  89. *> The leading dimension of the arrays A, AF, Q and L. LDA >= M.
  90. *> \endverbatim
  91. *>
  92. *> \param[in] TAU
  93. *> \verbatim
  94. *> TAU is COMPLEX array, dimension (N)
  95. *> The scalar factors of the elementary reflectors corresponding
  96. *> to the QL factorization in AF.
  97. *> \endverbatim
  98. *>
  99. *> \param[out] WORK
  100. *> \verbatim
  101. *> WORK is COMPLEX array, dimension (LWORK)
  102. *> \endverbatim
  103. *>
  104. *> \param[in] LWORK
  105. *> \verbatim
  106. *> LWORK is INTEGER
  107. *> The dimension of the array WORK.
  108. *> \endverbatim
  109. *>
  110. *> \param[out] RWORK
  111. *> \verbatim
  112. *> RWORK is REAL array, dimension (M)
  113. *> \endverbatim
  114. *>
  115. *> \param[out] RESULT
  116. *> \verbatim
  117. *> RESULT is REAL array, dimension (2)
  118. *> The test ratios:
  119. *> RESULT(1) = norm( L - Q'*A ) / ( M * norm(A) * EPS )
  120. *> RESULT(2) = norm( I - Q'*Q ) / ( M * EPS )
  121. *> \endverbatim
  122. *
  123. * Authors:
  124. * ========
  125. *
  126. *> \author Univ. of Tennessee
  127. *> \author Univ. of California Berkeley
  128. *> \author Univ. of Colorado Denver
  129. *> \author NAG Ltd.
  130. *
  131. *> \ingroup complex_lin
  132. *
  133. * =====================================================================
  134. SUBROUTINE CQLT02( M, N, K, A, AF, Q, L, LDA, TAU, WORK, LWORK,
  135. $ RWORK, RESULT )
  136. *
  137. * -- LAPACK test routine --
  138. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  139. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  140. *
  141. * .. Scalar Arguments ..
  142. INTEGER K, LDA, LWORK, M, N
  143. * ..
  144. * .. Array Arguments ..
  145. REAL RESULT( * ), RWORK( * )
  146. COMPLEX A( LDA, * ), AF( LDA, * ), L( LDA, * ),
  147. $ Q( LDA, * ), TAU( * ), WORK( LWORK )
  148. * ..
  149. *
  150. * =====================================================================
  151. *
  152. * .. Parameters ..
  153. REAL ZERO, ONE
  154. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  155. COMPLEX ROGUE
  156. PARAMETER ( ROGUE = ( -1.0E+10, -1.0E+10 ) )
  157. * ..
  158. * .. Local Scalars ..
  159. INTEGER INFO
  160. REAL ANORM, EPS, RESID
  161. * ..
  162. * .. External Functions ..
  163. REAL CLANGE, CLANSY, SLAMCH
  164. EXTERNAL CLANGE, CLANSY, SLAMCH
  165. * ..
  166. * .. External Subroutines ..
  167. EXTERNAL CGEMM, CHERK, CLACPY, CLASET, CUNGQL
  168. * ..
  169. * .. Intrinsic Functions ..
  170. INTRINSIC CMPLX, MAX, REAL
  171. * ..
  172. * .. Scalars in Common ..
  173. CHARACTER*32 SRNAMT
  174. * ..
  175. * .. Common blocks ..
  176. COMMON / SRNAMC / SRNAMT
  177. * ..
  178. * .. Executable Statements ..
  179. *
  180. * Quick return if possible
  181. *
  182. IF( M.EQ.0 .OR. N.EQ.0 .OR. K.EQ.0 ) THEN
  183. RESULT( 1 ) = ZERO
  184. RESULT( 2 ) = ZERO
  185. RETURN
  186. END IF
  187. *
  188. EPS = SLAMCH( 'Epsilon' )
  189. *
  190. * Copy the last k columns of the factorization to the array Q
  191. *
  192. CALL CLASET( 'Full', M, N, ROGUE, ROGUE, Q, LDA )
  193. IF( K.LT.M )
  194. $ CALL CLACPY( 'Full', M-K, K, AF( 1, N-K+1 ), LDA,
  195. $ Q( 1, N-K+1 ), LDA )
  196. IF( K.GT.1 )
  197. $ CALL CLACPY( 'Upper', K-1, K-1, AF( M-K+1, N-K+2 ), LDA,
  198. $ Q( M-K+1, N-K+2 ), LDA )
  199. *
  200. * Generate the last n columns of the matrix Q
  201. *
  202. SRNAMT = 'CUNGQL'
  203. CALL CUNGQL( M, N, K, Q, LDA, TAU( N-K+1 ), WORK, LWORK, INFO )
  204. *
  205. * Copy L(m-n+1:m,n-k+1:n)
  206. *
  207. CALL CLASET( 'Full', N, K, CMPLX( ZERO ), CMPLX( ZERO ),
  208. $ L( M-N+1, N-K+1 ), LDA )
  209. CALL CLACPY( 'Lower', K, K, AF( M-K+1, N-K+1 ), LDA,
  210. $ L( M-K+1, N-K+1 ), LDA )
  211. *
  212. * Compute L(m-n+1:m,n-k+1:n) - Q(1:m,m-n+1:m)' * A(1:m,n-k+1:n)
  213. *
  214. CALL CGEMM( 'Conjugate transpose', 'No transpose', N, K, M,
  215. $ CMPLX( -ONE ), Q, LDA, A( 1, N-K+1 ), LDA,
  216. $ CMPLX( ONE ), L( M-N+1, N-K+1 ), LDA )
  217. *
  218. * Compute norm( L - Q'*A ) / ( M * norm(A) * EPS ) .
  219. *
  220. ANORM = CLANGE( '1', M, K, A( 1, N-K+1 ), LDA, RWORK )
  221. RESID = CLANGE( '1', N, K, L( M-N+1, N-K+1 ), LDA, RWORK )
  222. IF( ANORM.GT.ZERO ) THEN
  223. RESULT( 1 ) = ( ( RESID / REAL( MAX( 1, M ) ) ) / ANORM ) / EPS
  224. ELSE
  225. RESULT( 1 ) = ZERO
  226. END IF
  227. *
  228. * Compute I - Q'*Q
  229. *
  230. CALL CLASET( 'Full', N, N, CMPLX( ZERO ), CMPLX( ONE ), L, LDA )
  231. CALL CHERK( 'Upper', 'Conjugate transpose', N, M, -ONE, Q, LDA,
  232. $ ONE, L, LDA )
  233. *
  234. * Compute norm( I - Q'*Q ) / ( M * EPS ) .
  235. *
  236. RESID = CLANSY( '1', 'Upper', N, L, LDA, RWORK )
  237. *
  238. RESULT( 2 ) = ( RESID / REAL( MAX( 1, M ) ) ) / EPS
  239. *
  240. RETURN
  241. *
  242. * End of CQLT02
  243. *
  244. END