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sorhr_col02.f 10 kB

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  1. *> \brief \b SORHR_COL02
  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 SORHR_COL02( M, N, MB1, NB1, NB2, RESULT )
  12. *
  13. * .. Scalar Arguments ..
  14. * INTEGER M, N, MB1, NB1, NB2
  15. * .. Return values ..
  16. * REAL RESULT(6)
  17. *
  18. *
  19. *> \par Purpose:
  20. * =============
  21. *>
  22. *> \verbatim
  23. *>
  24. *> SORHR_COL02 tests SORGTSQR_ROW and SORHR_COL inside SGETSQRHRT
  25. *> (which calls SLATSQR, SORGTSQR_ROW and SORHR_COL) using SGEMQRT.
  26. *> Therefore, SLATSQR (part of SGEQR), SGEMQRT (part of SGEMQR)
  27. *> have to be tested before this test.
  28. *>
  29. *> \endverbatim
  30. *
  31. * Arguments:
  32. * ==========
  33. *
  34. *> \param[in] M
  35. *> \verbatim
  36. *> M is INTEGER
  37. *> Number of rows in test matrix.
  38. *> \endverbatim
  39. *> \param[in] N
  40. *> \verbatim
  41. *> N is INTEGER
  42. *> Number of columns in test matrix.
  43. *> \endverbatim
  44. *> \param[in] MB1
  45. *> \verbatim
  46. *> MB1 is INTEGER
  47. *> Number of row in row block in an input test matrix.
  48. *> \endverbatim
  49. *>
  50. *> \param[in] NB1
  51. *> \verbatim
  52. *> NB1 is INTEGER
  53. *> Number of columns in column block an input test matrix.
  54. *> \endverbatim
  55. *>
  56. *> \param[in] NB2
  57. *> \verbatim
  58. *> NB2 is INTEGER
  59. *> Number of columns in column block in an output test matrix.
  60. *> \endverbatim
  61. *>
  62. *> \param[out] RESULT
  63. *> \verbatim
  64. *> RESULT is REAL array, dimension (6)
  65. *> Results of each of the six tests below.
  66. *>
  67. *> A is a m-by-n test input matrix to be factored.
  68. *> so that A = Q_gr * ( R )
  69. *> ( 0 ),
  70. *>
  71. *> Q_qr is an implicit m-by-m orthogonal Q matrix, the result
  72. *> of factorization in blocked WY-representation,
  73. *> stored in SGEQRT output format.
  74. *>
  75. *> R is a n-by-n upper-triangular matrix,
  76. *>
  77. *> 0 is a (m-n)-by-n zero matrix,
  78. *>
  79. *> Q is an explicit m-by-m orthogonal matrix Q = Q_gr * I
  80. *>
  81. *> C is an m-by-n random matrix,
  82. *>
  83. *> D is an n-by-m random matrix.
  84. *>
  85. *> The six tests are:
  86. *>
  87. *> RESULT(1) = |R - (Q**H) * A| / ( eps * m * |A| )
  88. *> is equivalent to test for | A - Q * R | / (eps * m * |A|),
  89. *>
  90. *> RESULT(2) = |I - (Q**H) * Q| / ( eps * m ),
  91. *>
  92. *> RESULT(3) = | Q_qr * C - Q * C | / (eps * m * |C|),
  93. *>
  94. *> RESULT(4) = | (Q_gr**H) * C - (Q**H) * C | / (eps * m * |C|)
  95. *>
  96. *> RESULT(5) = | D * Q_qr - D * Q | / (eps * m * |D|)
  97. *>
  98. *> RESULT(6) = | D * (Q_qr**H) - D * (Q**H) | / (eps * m * |D|),
  99. *>
  100. *> where:
  101. *> Q_qr * C, (Q_gr**H) * C, D * Q_qr, D * (Q_qr**H) are
  102. *> computed using SGEMQRT,
  103. *>
  104. *> Q * C, (Q**H) * C, D * Q, D * (Q**H) are
  105. *> computed using SGEMM.
  106. *> \endverbatim
  107. *
  108. * Authors:
  109. * ========
  110. *
  111. *> \author Univ. of Tennessee
  112. *> \author Univ. of California Berkeley
  113. *> \author Univ. of Colorado Denver
  114. *> \author NAG Ltd.
  115. *
  116. *> \ingroup single_lin
  117. *
  118. * =====================================================================
  119. SUBROUTINE SORHR_COL02( M, N, MB1, NB1, NB2, RESULT )
  120. IMPLICIT NONE
  121. *
  122. * -- LAPACK test routine --
  123. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  124. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  125. *
  126. * .. Scalar Arguments ..
  127. INTEGER M, N, MB1, NB1, NB2
  128. * .. Return values ..
  129. REAL RESULT(6)
  130. *
  131. * =====================================================================
  132. *
  133. * ..
  134. * .. Local allocatable arrays
  135. REAL , ALLOCATABLE :: A(:,:), AF(:,:), Q(:,:), R(:,:),
  136. $ RWORK(:), WORK( : ), T1(:,:), T2(:,:), DIAG(:),
  137. $ C(:,:), CF(:,:), D(:,:), DF(:,:)
  138. *
  139. * .. Parameters ..
  140. REAL ONE, ZERO
  141. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  142. * ..
  143. * .. Local Scalars ..
  144. LOGICAL TESTZEROS
  145. INTEGER INFO, J, K, L, LWORK, NB2_UB, NRB
  146. REAL ANORM, EPS, RESID, CNORM, DNORM
  147. * ..
  148. * .. Local Arrays ..
  149. INTEGER ISEED( 4 )
  150. REAL WORKQUERY( 1 )
  151. * ..
  152. * .. External Functions ..
  153. REAL SLAMCH, SLANGE, SLANSY
  154. EXTERNAL SLAMCH, SLANGE, SLANSY
  155. * ..
  156. * .. External Subroutines ..
  157. EXTERNAL SLACPY, SLARNV, SLASET, SGETSQRHRT,
  158. $ SSCAL, SGEMM, SGEMQRT, SSYRK
  159. * ..
  160. * .. Intrinsic Functions ..
  161. INTRINSIC CEILING, REAL, MAX, MIN
  162. * ..
  163. * .. Scalars in Common ..
  164. CHARACTER(LEN=32) SRNAMT
  165. * ..
  166. * .. Common blocks ..
  167. COMMON / SRMNAMC / SRNAMT
  168. * ..
  169. * .. Data statements ..
  170. DATA ISEED / 1988, 1989, 1990, 1991 /
  171. *
  172. * TEST MATRICES WITH HALF OF MATRIX BEING ZEROS
  173. *
  174. TESTZEROS = .FALSE.
  175. *
  176. EPS = SLAMCH( 'Epsilon' )
  177. K = MIN( M, N )
  178. L = MAX( M, N, 1)
  179. *
  180. * Dynamically allocate local arrays
  181. *
  182. ALLOCATE ( A(M,N), AF(M,N), Q(L,L), R(M,L), RWORK(L),
  183. $ C(M,N), CF(M,N),
  184. $ D(N,M), DF(N,M) )
  185. *
  186. * Put random numbers into A and copy to AF
  187. *
  188. DO J = 1, N
  189. CALL SLARNV( 2, ISEED, M, A( 1, J ) )
  190. END DO
  191. IF( TESTZEROS ) THEN
  192. IF( M.GE.4 ) THEN
  193. DO J = 1, N
  194. CALL SLARNV( 2, ISEED, M/2, A( M/4, J ) )
  195. END DO
  196. END IF
  197. END IF
  198. CALL SLACPY( 'Full', M, N, A, M, AF, M )
  199. *
  200. * Number of row blocks in SLATSQR
  201. *
  202. NRB = MAX( 1, CEILING( REAL( M - N ) / REAL( MB1 - N ) ) )
  203. *
  204. ALLOCATE ( T1( NB1, N * NRB ) )
  205. ALLOCATE ( T2( NB2, N ) )
  206. ALLOCATE ( DIAG( N ) )
  207. *
  208. * Begin determine LWORK for the array WORK and allocate memory.
  209. *
  210. * SGEMQRT requires NB2 to be bounded by N.
  211. *
  212. NB2_UB = MIN( NB2, N)
  213. *
  214. CALL SGETSQRHRT( M, N, MB1, NB1, NB2, AF, M, T2, NB2,
  215. $ WORKQUERY, -1, INFO )
  216. *
  217. LWORK = INT( WORKQUERY( 1 ) )
  218. *
  219. * In SGEMQRT, WORK is N*NB2_UB if SIDE = 'L',
  220. * or M*NB2_UB if SIDE = 'R'.
  221. *
  222. LWORK = MAX( LWORK, NB2_UB * N, NB2_UB * M )
  223. *
  224. ALLOCATE ( WORK( LWORK ) )
  225. *
  226. * End allocate memory for WORK.
  227. *
  228. *
  229. * Begin Householder reconstruction routines
  230. *
  231. * Factor the matrix A in the array AF.
  232. *
  233. SRNAMT = 'SGETSQRHRT'
  234. CALL SGETSQRHRT( M, N, MB1, NB1, NB2, AF, M, T2, NB2,
  235. $ WORK, LWORK, INFO )
  236. *
  237. * End Householder reconstruction routines.
  238. *
  239. *
  240. * Generate the m-by-m matrix Q
  241. *
  242. CALL SLASET( 'Full', M, M, ZERO, ONE, Q, M )
  243. *
  244. SRNAMT = 'SGEMQRT'
  245. CALL SGEMQRT( 'L', 'N', M, M, K, NB2_UB, AF, M, T2, NB2, Q, M,
  246. $ WORK, INFO )
  247. *
  248. * Copy R
  249. *
  250. CALL SLASET( 'Full', M, N, ZERO, ZERO, R, M )
  251. *
  252. CALL SLACPY( 'Upper', M, N, AF, M, R, M )
  253. *
  254. * TEST 1
  255. * Compute |R - (Q**T)*A| / ( eps * m * |A| ) and store in RESULT(1)
  256. *
  257. CALL SGEMM( 'T', 'N', M, N, M, -ONE, Q, M, A, M, ONE, R, M )
  258. *
  259. ANORM = SLANGE( '1', M, N, A, M, RWORK )
  260. RESID = SLANGE( '1', M, N, R, M, RWORK )
  261. IF( ANORM.GT.ZERO ) THEN
  262. RESULT( 1 ) = RESID / ( EPS * MAX( 1, M ) * ANORM )
  263. ELSE
  264. RESULT( 1 ) = ZERO
  265. END IF
  266. *
  267. * TEST 2
  268. * Compute |I - (Q**T)*Q| / ( eps * m ) and store in RESULT(2)
  269. *
  270. CALL SLASET( 'Full', M, M, ZERO, ONE, R, M )
  271. CALL SSYRK( 'U', 'T', M, M, -ONE, Q, M, ONE, R, M )
  272. RESID = SLANSY( '1', 'Upper', M, R, M, RWORK )
  273. RESULT( 2 ) = RESID / ( EPS * MAX( 1, M ) )
  274. *
  275. * Generate random m-by-n matrix C
  276. *
  277. DO J = 1, N
  278. CALL SLARNV( 2, ISEED, M, C( 1, J ) )
  279. END DO
  280. CNORM = SLANGE( '1', M, N, C, M, RWORK )
  281. CALL SLACPY( 'Full', M, N, C, M, CF, M )
  282. *
  283. * Apply Q to C as Q*C = CF
  284. *
  285. SRNAMT = 'SGEMQRT'
  286. CALL SGEMQRT( 'L', 'N', M, N, K, NB2_UB, AF, M, T2, NB2, CF, M,
  287. $ WORK, INFO )
  288. *
  289. * TEST 3
  290. * Compute |CF - Q*C| / ( eps * m * |C| )
  291. *
  292. CALL SGEMM( 'N', 'N', M, N, M, -ONE, Q, M, C, M, ONE, CF, M )
  293. RESID = SLANGE( '1', M, N, CF, M, RWORK )
  294. IF( CNORM.GT.ZERO ) THEN
  295. RESULT( 3 ) = RESID / ( EPS * MAX( 1, M ) * CNORM )
  296. ELSE
  297. RESULT( 3 ) = ZERO
  298. END IF
  299. *
  300. * Copy C into CF again
  301. *
  302. CALL SLACPY( 'Full', M, N, C, M, CF, M )
  303. *
  304. * Apply Q to C as (Q**T)*C = CF
  305. *
  306. SRNAMT = 'SGEMQRT'
  307. CALL SGEMQRT( 'L', 'T', M, N, K, NB2_UB, AF, M, T2, NB2, CF, M,
  308. $ WORK, INFO )
  309. *
  310. * TEST 4
  311. * Compute |CF - (Q**T)*C| / ( eps * m * |C|)
  312. *
  313. CALL SGEMM( 'T', 'N', M, N, M, -ONE, Q, M, C, M, ONE, CF, M )
  314. RESID = SLANGE( '1', M, N, CF, M, RWORK )
  315. IF( CNORM.GT.ZERO ) THEN
  316. RESULT( 4 ) = RESID / ( EPS * MAX( 1, M ) * CNORM )
  317. ELSE
  318. RESULT( 4 ) = ZERO
  319. END IF
  320. *
  321. * Generate random n-by-m matrix D and a copy DF
  322. *
  323. DO J = 1, M
  324. CALL SLARNV( 2, ISEED, N, D( 1, J ) )
  325. END DO
  326. DNORM = SLANGE( '1', N, M, D, N, RWORK )
  327. CALL SLACPY( 'Full', N, M, D, N, DF, N )
  328. *
  329. * Apply Q to D as D*Q = DF
  330. *
  331. SRNAMT = 'SGEMQRT'
  332. CALL SGEMQRT( 'R', 'N', N, M, K, NB2_UB, AF, M, T2, NB2, DF, N,
  333. $ WORK, INFO )
  334. *
  335. * TEST 5
  336. * Compute |DF - D*Q| / ( eps * m * |D| )
  337. *
  338. CALL SGEMM( 'N', 'N', N, M, M, -ONE, D, N, Q, M, ONE, DF, N )
  339. RESID = SLANGE( '1', N, M, DF, N, RWORK )
  340. IF( DNORM.GT.ZERO ) THEN
  341. RESULT( 5 ) = RESID / ( EPS * MAX( 1, M ) * DNORM )
  342. ELSE
  343. RESULT( 5 ) = ZERO
  344. END IF
  345. *
  346. * Copy D into DF again
  347. *
  348. CALL SLACPY( 'Full', N, M, D, N, DF, N )
  349. *
  350. * Apply Q to D as D*QT = DF
  351. *
  352. SRNAMT = 'SGEMQRT'
  353. CALL SGEMQRT( 'R', 'T', N, M, K, NB2_UB, AF, M, T2, NB2, DF, N,
  354. $ WORK, INFO )
  355. *
  356. * TEST 6
  357. * Compute |DF - D*(Q**T)| / ( eps * m * |D| )
  358. *
  359. CALL SGEMM( 'N', 'T', N, M, M, -ONE, D, N, Q, M, ONE, DF, N )
  360. RESID = SLANGE( '1', N, M, DF, N, RWORK )
  361. IF( DNORM.GT.ZERO ) THEN
  362. RESULT( 6 ) = RESID / ( EPS * MAX( 1, M ) * DNORM )
  363. ELSE
  364. RESULT( 6 ) = ZERO
  365. END IF
  366. *
  367. * Deallocate all arrays
  368. *
  369. DEALLOCATE ( A, AF, Q, R, RWORK, WORK, T1, T2, DIAG,
  370. $ C, D, CF, DF )
  371. *
  372. RETURN
  373. *
  374. * End of SORHR_COL02
  375. *
  376. END