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zlqt01.f 6.3 kB

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  1. *> \brief \b ZLQT01
  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 ZLQT01( M, N, A, AF, Q, L, LDA, TAU, WORK, LWORK,
  12. * RWORK, RESULT )
  13. *
  14. * .. Scalar Arguments ..
  15. * INTEGER LDA, LWORK, M, N
  16. * ..
  17. * .. Array Arguments ..
  18. * DOUBLE PRECISION RESULT( * ), RWORK( * )
  19. * COMPLEX*16 A( LDA, * ), AF( LDA, * ), L( LDA, * ),
  20. * $ Q( LDA, * ), TAU( * ), WORK( LWORK )
  21. * ..
  22. *
  23. *
  24. *> \par Purpose:
  25. * =============
  26. *>
  27. *> \verbatim
  28. *>
  29. *> ZLQT01 tests ZGELQF, which computes the LQ factorization of an m-by-n
  30. *> matrix A, and partially tests ZUNGLQ which forms the n-by-n
  31. *> orthogonal matrix Q.
  32. *>
  33. *> ZLQT01 compares L with A*Q', and checks that Q is orthogonal.
  34. *> \endverbatim
  35. *
  36. * Arguments:
  37. * ==========
  38. *
  39. *> \param[in] M
  40. *> \verbatim
  41. *> M is INTEGER
  42. *> The number of rows of the matrix A. M >= 0.
  43. *> \endverbatim
  44. *>
  45. *> \param[in] N
  46. *> \verbatim
  47. *> N is INTEGER
  48. *> The number of columns of the matrix A. N >= 0.
  49. *> \endverbatim
  50. *>
  51. *> \param[in] A
  52. *> \verbatim
  53. *> A is COMPLEX*16 array, dimension (LDA,N)
  54. *> The m-by-n matrix A.
  55. *> \endverbatim
  56. *>
  57. *> \param[out] AF
  58. *> \verbatim
  59. *> AF is COMPLEX*16 array, dimension (LDA,N)
  60. *> Details of the LQ factorization of A, as returned by ZGELQF.
  61. *> See ZGELQF for further details.
  62. *> \endverbatim
  63. *>
  64. *> \param[out] Q
  65. *> \verbatim
  66. *> Q is COMPLEX*16 array, dimension (LDA,N)
  67. *> The n-by-n orthogonal matrix Q.
  68. *> \endverbatim
  69. *>
  70. *> \param[out] L
  71. *> \verbatim
  72. *> L is COMPLEX*16 array, dimension (LDA,max(M,N))
  73. *> \endverbatim
  74. *>
  75. *> \param[in] LDA
  76. *> \verbatim
  77. *> LDA is INTEGER
  78. *> The leading dimension of the arrays A, AF, Q and L.
  79. *> LDA >= max(M,N).
  80. *> \endverbatim
  81. *>
  82. *> \param[out] TAU
  83. *> \verbatim
  84. *> TAU is COMPLEX*16 array, dimension (min(M,N))
  85. *> The scalar factors of the elementary reflectors, as returned
  86. *> by ZGELQF.
  87. *> \endverbatim
  88. *>
  89. *> \param[out] WORK
  90. *> \verbatim
  91. *> WORK is COMPLEX*16 array, dimension (LWORK)
  92. *> \endverbatim
  93. *>
  94. *> \param[in] LWORK
  95. *> \verbatim
  96. *> LWORK is INTEGER
  97. *> The dimension of the array WORK.
  98. *> \endverbatim
  99. *>
  100. *> \param[out] RWORK
  101. *> \verbatim
  102. *> RWORK is DOUBLE PRECISION array, dimension (max(M,N))
  103. *> \endverbatim
  104. *>
  105. *> \param[out] RESULT
  106. *> \verbatim
  107. *> RESULT is DOUBLE PRECISION array, dimension (2)
  108. *> The test ratios:
  109. *> RESULT(1) = norm( L - A*Q' ) / ( N * norm(A) * EPS )
  110. *> RESULT(2) = norm( I - Q*Q' ) / ( N * EPS )
  111. *> \endverbatim
  112. *
  113. * Authors:
  114. * ========
  115. *
  116. *> \author Univ. of Tennessee
  117. *> \author Univ. of California Berkeley
  118. *> \author Univ. of Colorado Denver
  119. *> \author NAG Ltd.
  120. *
  121. *> \date December 2016
  122. *
  123. *> \ingroup complex16_lin
  124. *
  125. * =====================================================================
  126. SUBROUTINE ZLQT01( M, N, A, AF, Q, L, LDA, TAU, WORK, LWORK,
  127. $ RWORK, RESULT )
  128. *
  129. * -- LAPACK test routine (version 3.7.0) --
  130. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  131. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  132. * December 2016
  133. *
  134. * .. Scalar Arguments ..
  135. INTEGER LDA, LWORK, M, N
  136. * ..
  137. * .. Array Arguments ..
  138. DOUBLE PRECISION RESULT( * ), RWORK( * )
  139. COMPLEX*16 A( LDA, * ), AF( LDA, * ), L( LDA, * ),
  140. $ Q( LDA, * ), TAU( * ), WORK( LWORK )
  141. * ..
  142. *
  143. * =====================================================================
  144. *
  145. * .. Parameters ..
  146. DOUBLE PRECISION ZERO, ONE
  147. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  148. COMPLEX*16 ROGUE
  149. PARAMETER ( ROGUE = ( -1.0D+10, -1.0D+10 ) )
  150. * ..
  151. * .. Local Scalars ..
  152. INTEGER INFO, MINMN
  153. DOUBLE PRECISION ANORM, EPS, RESID
  154. * ..
  155. * .. External Functions ..
  156. DOUBLE PRECISION DLAMCH, ZLANGE, ZLANSY
  157. EXTERNAL DLAMCH, ZLANGE, ZLANSY
  158. * ..
  159. * .. External Subroutines ..
  160. EXTERNAL ZGELQF, ZGEMM, ZHERK, ZLACPY, ZLASET, ZUNGLQ
  161. * ..
  162. * .. Intrinsic Functions ..
  163. INTRINSIC DBLE, DCMPLX, MAX, MIN
  164. * ..
  165. * .. Scalars in Common ..
  166. CHARACTER*32 SRNAMT
  167. * ..
  168. * .. Common blocks ..
  169. COMMON / SRNAMC / SRNAMT
  170. * ..
  171. * .. Executable Statements ..
  172. *
  173. MINMN = MIN( M, N )
  174. EPS = DLAMCH( 'Epsilon' )
  175. *
  176. * Copy the matrix A to the array AF.
  177. *
  178. CALL ZLACPY( 'Full', M, N, A, LDA, AF, LDA )
  179. *
  180. * Factorize the matrix A in the array AF.
  181. *
  182. SRNAMT = 'ZGELQF'
  183. CALL ZGELQF( M, N, AF, LDA, TAU, WORK, LWORK, INFO )
  184. *
  185. * Copy details of Q
  186. *
  187. CALL ZLASET( 'Full', N, N, ROGUE, ROGUE, Q, LDA )
  188. IF( N.GT.1 )
  189. $ CALL ZLACPY( 'Upper', M, N-1, AF( 1, 2 ), LDA, Q( 1, 2 ), LDA )
  190. *
  191. * Generate the n-by-n matrix Q
  192. *
  193. SRNAMT = 'ZUNGLQ'
  194. CALL ZUNGLQ( N, N, MINMN, Q, LDA, TAU, WORK, LWORK, INFO )
  195. *
  196. * Copy L
  197. *
  198. CALL ZLASET( 'Full', M, N, DCMPLX( ZERO ), DCMPLX( ZERO ), L,
  199. $ LDA )
  200. CALL ZLACPY( 'Lower', M, N, AF, LDA, L, LDA )
  201. *
  202. * Compute L - A*Q'
  203. *
  204. CALL ZGEMM( 'No transpose', 'Conjugate transpose', M, N, N,
  205. $ DCMPLX( -ONE ), A, LDA, Q, LDA, DCMPLX( ONE ), L,
  206. $ LDA )
  207. *
  208. * Compute norm( L - Q'*A ) / ( N * norm(A) * EPS ) .
  209. *
  210. ANORM = ZLANGE( '1', M, N, A, LDA, RWORK )
  211. RESID = ZLANGE( '1', M, N, L, LDA, RWORK )
  212. IF( ANORM.GT.ZERO ) THEN
  213. RESULT( 1 ) = ( ( RESID / DBLE( MAX( 1, N ) ) ) / ANORM ) / EPS
  214. ELSE
  215. RESULT( 1 ) = ZERO
  216. END IF
  217. *
  218. * Compute I - Q*Q'
  219. *
  220. CALL ZLASET( 'Full', N, N, DCMPLX( ZERO ), DCMPLX( ONE ), L, LDA )
  221. CALL ZHERK( 'Upper', 'No transpose', N, N, -ONE, Q, LDA, ONE, L,
  222. $ LDA )
  223. *
  224. * Compute norm( I - Q*Q' ) / ( N * EPS ) .
  225. *
  226. RESID = ZLANSY( '1', 'Upper', N, L, LDA, RWORK )
  227. *
  228. RESULT( 2 ) = ( RESID / DBLE( MAX( 1, N ) ) ) / EPS
  229. *
  230. RETURN
  231. *
  232. * End of ZLQT01
  233. *
  234. END