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dlqt02.f 6.4 kB

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  1. *> \brief \b DLQT02
  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 DLQT02( 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. * DOUBLE PRECISION A( LDA, * ), AF( LDA, * ), L( LDA, * ),
  19. * $ Q( LDA, * ), RESULT( * ), RWORK( * ), TAU( * ),
  20. * $ WORK( LWORK )
  21. * ..
  22. *
  23. *
  24. *> \par Purpose:
  25. * =============
  26. *>
  27. *> \verbatim
  28. *>
  29. *> DLQT02 tests DORGLQ, which generates an m-by-n matrix Q with
  30. *> orthonornmal rows that is defined as the product of k elementary
  31. *> reflectors.
  32. *>
  33. *> Given the LQ factorization of an m-by-n matrix A, DLQT02 generates
  34. *> the orthogonal matrix Q defined by the factorization of the first k
  35. *> rows of A; it compares L(1:k,1:m) with A(1:k,1:n)*Q(1:m,1:n)', and
  36. *> checks that the rows of Q are orthonormal.
  37. *> \endverbatim
  38. *
  39. * Arguments:
  40. * ==========
  41. *
  42. *> \param[in] M
  43. *> \verbatim
  44. *> M is INTEGER
  45. *> The number of rows of the matrix Q to be generated. M >= 0.
  46. *> \endverbatim
  47. *>
  48. *> \param[in] N
  49. *> \verbatim
  50. *> N is INTEGER
  51. *> The number of columns of the matrix Q to be generated.
  52. *> N >= M >= 0.
  53. *> \endverbatim
  54. *>
  55. *> \param[in] K
  56. *> \verbatim
  57. *> K is INTEGER
  58. *> The number of elementary reflectors whose product defines the
  59. *> matrix Q. M >= K >= 0.
  60. *> \endverbatim
  61. *>
  62. *> \param[in] A
  63. *> \verbatim
  64. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  65. *> The m-by-n matrix A which was factorized by DLQT01.
  66. *> \endverbatim
  67. *>
  68. *> \param[in] AF
  69. *> \verbatim
  70. *> AF is DOUBLE PRECISION array, dimension (LDA,N)
  71. *> Details of the LQ factorization of A, as returned by DGELQF.
  72. *> See DGELQF for further details.
  73. *> \endverbatim
  74. *>
  75. *> \param[out] Q
  76. *> \verbatim
  77. *> Q is DOUBLE PRECISION array, dimension (LDA,N)
  78. *> \endverbatim
  79. *>
  80. *> \param[out] L
  81. *> \verbatim
  82. *> L is DOUBLE PRECISION array, dimension (LDA,M)
  83. *> \endverbatim
  84. *>
  85. *> \param[in] LDA
  86. *> \verbatim
  87. *> LDA is INTEGER
  88. *> The leading dimension of the arrays A, AF, Q and L. LDA >= N.
  89. *> \endverbatim
  90. *>
  91. *> \param[in] TAU
  92. *> \verbatim
  93. *> TAU is DOUBLE PRECISION array, dimension (M)
  94. *> The scalar factors of the elementary reflectors corresponding
  95. *> to the LQ factorization in AF.
  96. *> \endverbatim
  97. *>
  98. *> \param[out] WORK
  99. *> \verbatim
  100. *> WORK is DOUBLE PRECISION array, dimension (LWORK)
  101. *> \endverbatim
  102. *>
  103. *> \param[in] LWORK
  104. *> \verbatim
  105. *> LWORK is INTEGER
  106. *> The dimension of the array WORK.
  107. *> \endverbatim
  108. *>
  109. *> \param[out] RWORK
  110. *> \verbatim
  111. *> RWORK is DOUBLE PRECISION array, dimension (M)
  112. *> \endverbatim
  113. *>
  114. *> \param[out] RESULT
  115. *> \verbatim
  116. *> RESULT is DOUBLE PRECISION array, dimension (2)
  117. *> The test ratios:
  118. *> RESULT(1) = norm( L - A*Q' ) / ( N * norm(A) * EPS )
  119. *> RESULT(2) = norm( I - Q*Q' ) / ( N * EPS )
  120. *> \endverbatim
  121. *
  122. * Authors:
  123. * ========
  124. *
  125. *> \author Univ. of Tennessee
  126. *> \author Univ. of California Berkeley
  127. *> \author Univ. of Colorado Denver
  128. *> \author NAG Ltd.
  129. *
  130. *> \date December 2016
  131. *
  132. *> \ingroup double_lin
  133. *
  134. * =====================================================================
  135. SUBROUTINE DLQT02( M, N, K, A, AF, Q, L, LDA, TAU, WORK, LWORK,
  136. $ RWORK, RESULT )
  137. *
  138. * -- LAPACK test routine (version 3.7.0) --
  139. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  140. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  141. * December 2016
  142. *
  143. * .. Scalar Arguments ..
  144. INTEGER K, LDA, LWORK, M, N
  145. * ..
  146. * .. Array Arguments ..
  147. DOUBLE PRECISION A( LDA, * ), AF( LDA, * ), L( LDA, * ),
  148. $ Q( LDA, * ), RESULT( * ), RWORK( * ), TAU( * ),
  149. $ WORK( LWORK )
  150. * ..
  151. *
  152. * =====================================================================
  153. *
  154. * .. Parameters ..
  155. DOUBLE PRECISION ZERO, ONE
  156. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  157. DOUBLE PRECISION ROGUE
  158. PARAMETER ( ROGUE = -1.0D+10 )
  159. * ..
  160. * .. Local Scalars ..
  161. INTEGER INFO
  162. DOUBLE PRECISION ANORM, EPS, RESID
  163. * ..
  164. * .. External Functions ..
  165. DOUBLE PRECISION DLAMCH, DLANGE, DLANSY
  166. EXTERNAL DLAMCH, DLANGE, DLANSY
  167. * ..
  168. * .. External Subroutines ..
  169. EXTERNAL DGEMM, DLACPY, DLASET, DORGLQ, DSYRK
  170. * ..
  171. * .. Intrinsic Functions ..
  172. INTRINSIC DBLE, MAX
  173. * ..
  174. * .. Scalars in Common ..
  175. CHARACTER*32 SRNAMT
  176. * ..
  177. * .. Common blocks ..
  178. COMMON / SRNAMC / SRNAMT
  179. * ..
  180. * .. Executable Statements ..
  181. *
  182. EPS = DLAMCH( 'Epsilon' )
  183. *
  184. * Copy the first k rows of the factorization to the array Q
  185. *
  186. CALL DLASET( 'Full', M, N, ROGUE, ROGUE, Q, LDA )
  187. CALL DLACPY( 'Upper', K, N-1, AF( 1, 2 ), LDA, Q( 1, 2 ), LDA )
  188. *
  189. * Generate the first n columns of the matrix Q
  190. *
  191. SRNAMT = 'DORGLQ'
  192. CALL DORGLQ( M, N, K, Q, LDA, TAU, WORK, LWORK, INFO )
  193. *
  194. * Copy L(1:k,1:m)
  195. *
  196. CALL DLASET( 'Full', K, M, ZERO, ZERO, L, LDA )
  197. CALL DLACPY( 'Lower', K, M, AF, LDA, L, LDA )
  198. *
  199. * Compute L(1:k,1:m) - A(1:k,1:n) * Q(1:m,1:n)'
  200. *
  201. CALL DGEMM( 'No transpose', 'Transpose', K, M, N, -ONE, A, LDA, Q,
  202. $ LDA, ONE, L, LDA )
  203. *
  204. * Compute norm( L - A*Q' ) / ( N * norm(A) * EPS ) .
  205. *
  206. ANORM = DLANGE( '1', K, N, A, LDA, RWORK )
  207. RESID = DLANGE( '1', K, M, L, LDA, RWORK )
  208. IF( ANORM.GT.ZERO ) THEN
  209. RESULT( 1 ) = ( ( RESID / DBLE( MAX( 1, N ) ) ) / ANORM ) / EPS
  210. ELSE
  211. RESULT( 1 ) = ZERO
  212. END IF
  213. *
  214. * Compute I - Q*Q'
  215. *
  216. CALL DLASET( 'Full', M, M, ZERO, ONE, L, LDA )
  217. CALL DSYRK( 'Upper', 'No transpose', M, N, -ONE, Q, LDA, ONE, L,
  218. $ LDA )
  219. *
  220. * Compute norm( I - Q*Q' ) / ( N * EPS ) .
  221. *
  222. RESID = DLANSY( '1', 'Upper', M, L, LDA, RWORK )
  223. *
  224. RESULT( 2 ) = ( RESID / DBLE( MAX( 1, N ) ) ) / EPS
  225. *
  226. RETURN
  227. *
  228. * End of DLQT02
  229. *
  230. END