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dsbt21.f 7.9 kB

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  1. *> \brief \b DSBT21
  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 DSBT21( UPLO, N, KA, KS, A, LDA, D, E, U, LDU, WORK,
  12. * RESULT )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER UPLO
  16. * INTEGER KA, KS, LDA, LDU, N
  17. * ..
  18. * .. Array Arguments ..
  19. * DOUBLE PRECISION A( LDA, * ), D( * ), E( * ), RESULT( 2 ),
  20. * $ U( LDU, * ), WORK( * )
  21. * ..
  22. *
  23. *
  24. *> \par Purpose:
  25. * =============
  26. *>
  27. *> \verbatim
  28. *>
  29. *> DSBT21 generally checks a decomposition of the form
  30. *>
  31. *> A = U S U'
  32. *>
  33. *> where ' means transpose, A is symmetric banded, U is
  34. *> orthogonal, and S is diagonal (if KS=0) or symmetric
  35. *> tridiagonal (if KS=1).
  36. *>
  37. *> Specifically:
  38. *>
  39. *> RESULT(1) = | A - U S U' | / ( |A| n ulp ) *andC> RESULT(2) = | I - UU' | / ( n ulp )
  40. *> \endverbatim
  41. *
  42. * Arguments:
  43. * ==========
  44. *
  45. *> \param[in] UPLO
  46. *> \verbatim
  47. *> UPLO is CHARACTER
  48. *> If UPLO='U', the upper triangle of A and V will be used and
  49. *> the (strictly) lower triangle will not be referenced.
  50. *> If UPLO='L', the lower triangle of A and V will be used and
  51. *> the (strictly) upper triangle will not be referenced.
  52. *> \endverbatim
  53. *>
  54. *> \param[in] N
  55. *> \verbatim
  56. *> N is INTEGER
  57. *> The size of the matrix. If it is zero, DSBT21 does nothing.
  58. *> It must be at least zero.
  59. *> \endverbatim
  60. *>
  61. *> \param[in] KA
  62. *> \verbatim
  63. *> KA is INTEGER
  64. *> The bandwidth of the matrix A. It must be at least zero. If
  65. *> it is larger than N-1, then max( 0, N-1 ) will be used.
  66. *> \endverbatim
  67. *>
  68. *> \param[in] KS
  69. *> \verbatim
  70. *> KS is INTEGER
  71. *> The bandwidth of the matrix S. It may only be zero or one.
  72. *> If zero, then S is diagonal, and E is not referenced. If
  73. *> one, then S is symmetric tri-diagonal.
  74. *> \endverbatim
  75. *>
  76. *> \param[in] A
  77. *> \verbatim
  78. *> A is DOUBLE PRECISION array, dimension (LDA, N)
  79. *> The original (unfactored) matrix. It is assumed to be
  80. *> symmetric, and only the upper (UPLO='U') or only the lower
  81. *> (UPLO='L') will be referenced.
  82. *> \endverbatim
  83. *>
  84. *> \param[in] LDA
  85. *> \verbatim
  86. *> LDA is INTEGER
  87. *> The leading dimension of A. It must be at least 1
  88. *> and at least min( KA, N-1 ).
  89. *> \endverbatim
  90. *>
  91. *> \param[in] D
  92. *> \verbatim
  93. *> D is DOUBLE PRECISION array, dimension (N)
  94. *> The diagonal of the (symmetric tri-) diagonal matrix S.
  95. *> \endverbatim
  96. *>
  97. *> \param[in] E
  98. *> \verbatim
  99. *> E is DOUBLE PRECISION array, dimension (N-1)
  100. *> The off-diagonal of the (symmetric tri-) diagonal matrix S.
  101. *> E(1) is the (1,2) and (2,1) element, E(2) is the (2,3) and
  102. *> (3,2) element, etc.
  103. *> Not referenced if KS=0.
  104. *> \endverbatim
  105. *>
  106. *> \param[in] U
  107. *> \verbatim
  108. *> U is DOUBLE PRECISION array, dimension (LDU, N)
  109. *> The orthogonal matrix in the decomposition, expressed as a
  110. *> dense matrix (i.e., not as a product of Householder
  111. *> transformations, Givens transformations, etc.)
  112. *> \endverbatim
  113. *>
  114. *> \param[in] LDU
  115. *> \verbatim
  116. *> LDU is INTEGER
  117. *> The leading dimension of U. LDU must be at least N and
  118. *> at least 1.
  119. *> \endverbatim
  120. *>
  121. *> \param[out] WORK
  122. *> \verbatim
  123. *> WORK is DOUBLE PRECISION array, dimension (N**2+N)
  124. *> \endverbatim
  125. *>
  126. *> \param[out] RESULT
  127. *> \verbatim
  128. *> RESULT is DOUBLE PRECISION array, dimension (2)
  129. *> The values computed by the two tests described above. The
  130. *> values are currently limited to 1/ulp, to avoid overflow.
  131. *> \endverbatim
  132. *
  133. * Authors:
  134. * ========
  135. *
  136. *> \author Univ. of Tennessee
  137. *> \author Univ. of California Berkeley
  138. *> \author Univ. of Colorado Denver
  139. *> \author NAG Ltd.
  140. *
  141. *> \date November 2011
  142. *
  143. *> \ingroup double_eig
  144. *
  145. * =====================================================================
  146. SUBROUTINE DSBT21( UPLO, N, KA, KS, A, LDA, D, E, U, LDU, WORK,
  147. $ RESULT )
  148. *
  149. * -- LAPACK test routine (version 3.4.0) --
  150. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  151. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  152. * November 2011
  153. *
  154. * .. Scalar Arguments ..
  155. CHARACTER UPLO
  156. INTEGER KA, KS, LDA, LDU, N
  157. * ..
  158. * .. Array Arguments ..
  159. DOUBLE PRECISION A( LDA, * ), D( * ), E( * ), RESULT( 2 ),
  160. $ U( LDU, * ), WORK( * )
  161. * ..
  162. *
  163. * =====================================================================
  164. *
  165. * .. Parameters ..
  166. DOUBLE PRECISION ZERO, ONE
  167. PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
  168. * ..
  169. * .. Local Scalars ..
  170. LOGICAL LOWER
  171. CHARACTER CUPLO
  172. INTEGER IKA, J, JC, JR, LW
  173. DOUBLE PRECISION ANORM, ULP, UNFL, WNORM
  174. * ..
  175. * .. External Functions ..
  176. LOGICAL LSAME
  177. DOUBLE PRECISION DLAMCH, DLANGE, DLANSB, DLANSP
  178. EXTERNAL LSAME, DLAMCH, DLANGE, DLANSB, DLANSP
  179. * ..
  180. * .. External Subroutines ..
  181. EXTERNAL DGEMM, DSPR, DSPR2
  182. * ..
  183. * .. Intrinsic Functions ..
  184. INTRINSIC DBLE, MAX, MIN
  185. * ..
  186. * .. Executable Statements ..
  187. *
  188. * Constants
  189. *
  190. RESULT( 1 ) = ZERO
  191. RESULT( 2 ) = ZERO
  192. IF( N.LE.0 )
  193. $ RETURN
  194. *
  195. IKA = MAX( 0, MIN( N-1, KA ) )
  196. LW = ( N*( N+1 ) ) / 2
  197. *
  198. IF( LSAME( UPLO, 'U' ) ) THEN
  199. LOWER = .FALSE.
  200. CUPLO = 'U'
  201. ELSE
  202. LOWER = .TRUE.
  203. CUPLO = 'L'
  204. END IF
  205. *
  206. UNFL = DLAMCH( 'Safe minimum' )
  207. ULP = DLAMCH( 'Epsilon' )*DLAMCH( 'Base' )
  208. *
  209. * Some Error Checks
  210. *
  211. * Do Test 1
  212. *
  213. * Norm of A:
  214. *
  215. ANORM = MAX( DLANSB( '1', CUPLO, N, IKA, A, LDA, WORK ), UNFL )
  216. *
  217. * Compute error matrix: Error = A - U S U'
  218. *
  219. * Copy A from SB to SP storage format.
  220. *
  221. J = 0
  222. DO 50 JC = 1, N
  223. IF( LOWER ) THEN
  224. DO 10 JR = 1, MIN( IKA+1, N+1-JC )
  225. J = J + 1
  226. WORK( J ) = A( JR, JC )
  227. 10 CONTINUE
  228. DO 20 JR = IKA + 2, N + 1 - JC
  229. J = J + 1
  230. WORK( J ) = ZERO
  231. 20 CONTINUE
  232. ELSE
  233. DO 30 JR = IKA + 2, JC
  234. J = J + 1
  235. WORK( J ) = ZERO
  236. 30 CONTINUE
  237. DO 40 JR = MIN( IKA, JC-1 ), 0, -1
  238. J = J + 1
  239. WORK( J ) = A( IKA+1-JR, JC )
  240. 40 CONTINUE
  241. END IF
  242. 50 CONTINUE
  243. *
  244. DO 60 J = 1, N
  245. CALL DSPR( CUPLO, N, -D( J ), U( 1, J ), 1, WORK )
  246. 60 CONTINUE
  247. *
  248. IF( N.GT.1 .AND. KS.EQ.1 ) THEN
  249. DO 70 J = 1, N - 1
  250. CALL DSPR2( CUPLO, N, -E( J ), U( 1, J ), 1, U( 1, J+1 ), 1,
  251. $ WORK )
  252. 70 CONTINUE
  253. END IF
  254. WNORM = DLANSP( '1', CUPLO, N, WORK, WORK( LW+1 ) )
  255. *
  256. IF( ANORM.GT.WNORM ) THEN
  257. RESULT( 1 ) = ( WNORM / ANORM ) / ( N*ULP )
  258. ELSE
  259. IF( ANORM.LT.ONE ) THEN
  260. RESULT( 1 ) = ( MIN( WNORM, N*ANORM ) / ANORM ) / ( N*ULP )
  261. ELSE
  262. RESULT( 1 ) = MIN( WNORM / ANORM, DBLE( N ) ) / ( N*ULP )
  263. END IF
  264. END IF
  265. *
  266. * Do Test 2
  267. *
  268. * Compute UU' - I
  269. *
  270. CALL DGEMM( 'N', 'C', N, N, N, ONE, U, LDU, U, LDU, ZERO, WORK,
  271. $ N )
  272. *
  273. DO 80 J = 1, N
  274. WORK( ( N+1 )*( J-1 )+1 ) = WORK( ( N+1 )*( J-1 )+1 ) - ONE
  275. 80 CONTINUE
  276. *
  277. RESULT( 2 ) = MIN( DLANGE( '1', N, N, WORK, N, WORK( N**2+1 ) ),
  278. $ DBLE( N ) ) / ( N*ULP )
  279. *
  280. RETURN
  281. *
  282. * End of DSBT21
  283. *
  284. END