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cstt21.f 6.8 kB

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  1. *> \brief \b CSTT21
  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 CSTT21( N, KBAND, AD, AE, SD, SE, U, LDU, WORK, RWORK,
  12. * RESULT )
  13. *
  14. * .. Scalar Arguments ..
  15. * INTEGER KBAND, LDU, N
  16. * ..
  17. * .. Array Arguments ..
  18. * REAL AD( * ), AE( * ), RESULT( 2 ), RWORK( * ),
  19. * $ SD( * ), SE( * )
  20. * COMPLEX U( LDU, * ), WORK( * )
  21. * ..
  22. *
  23. *
  24. *> \par Purpose:
  25. * =============
  26. *>
  27. *> \verbatim
  28. *>
  29. *> CSTT21 checks a decomposition of the form
  30. *>
  31. *> A = U S U**H
  32. *>
  33. *> where **H means conjugate transpose, A is real symmetric tridiagonal,
  34. *> U is unitary, and S is real and diagonal (if KBAND=0) or symmetric
  35. *> tridiagonal (if KBAND=1). Two tests are performed:
  36. *>
  37. *> RESULT(1) = | A - U S U**H | / ( |A| n ulp )
  38. *>
  39. *> RESULT(2) = | I - U U**H | / ( n ulp )
  40. *> \endverbatim
  41. *
  42. * Arguments:
  43. * ==========
  44. *
  45. *> \param[in] N
  46. *> \verbatim
  47. *> N is INTEGER
  48. *> The size of the matrix. If it is zero, CSTT21 does nothing.
  49. *> It must be at least zero.
  50. *> \endverbatim
  51. *>
  52. *> \param[in] KBAND
  53. *> \verbatim
  54. *> KBAND is INTEGER
  55. *> The bandwidth of the matrix S. It may only be zero or one.
  56. *> If zero, then S is diagonal, and SE is not referenced. If
  57. *> one, then S is symmetric tri-diagonal.
  58. *> \endverbatim
  59. *>
  60. *> \param[in] AD
  61. *> \verbatim
  62. *> AD is REAL array, dimension (N)
  63. *> The diagonal of the original (unfactored) matrix A. A is
  64. *> assumed to be real symmetric tridiagonal.
  65. *> \endverbatim
  66. *>
  67. *> \param[in] AE
  68. *> \verbatim
  69. *> AE is REAL array, dimension (N-1)
  70. *> The off-diagonal of the original (unfactored) matrix A. A
  71. *> is assumed to be symmetric tridiagonal. AE(1) is the (1,2)
  72. *> and (2,1) element, AE(2) is the (2,3) and (3,2) element, etc.
  73. *> \endverbatim
  74. *>
  75. *> \param[in] SD
  76. *> \verbatim
  77. *> SD is REAL array, dimension (N)
  78. *> The diagonal of the real (symmetric tri-) diagonal matrix S.
  79. *> \endverbatim
  80. *>
  81. *> \param[in] SE
  82. *> \verbatim
  83. *> SE is REAL array, dimension (N-1)
  84. *> The off-diagonal of the (symmetric tri-) diagonal matrix S.
  85. *> Not referenced if KBSND=0. If KBAND=1, then AE(1) is the
  86. *> (1,2) and (2,1) element, SE(2) is the (2,3) and (3,2)
  87. *> element, etc.
  88. *> \endverbatim
  89. *>
  90. *> \param[in] U
  91. *> \verbatim
  92. *> U is COMPLEX array, dimension (LDU, N)
  93. *> The unitary matrix in the decomposition.
  94. *> \endverbatim
  95. *>
  96. *> \param[in] LDU
  97. *> \verbatim
  98. *> LDU is INTEGER
  99. *> The leading dimension of U. LDU must be at least N.
  100. *> \endverbatim
  101. *>
  102. *> \param[out] WORK
  103. *> \verbatim
  104. *> WORK is COMPLEX array, dimension (N**2)
  105. *> \endverbatim
  106. *>
  107. *> \param[out] RWORK
  108. *> \verbatim
  109. *> RWORK is REAL array, dimension (N)
  110. *> \endverbatim
  111. *>
  112. *> \param[out] RESULT
  113. *> \verbatim
  114. *> RESULT is REAL array, dimension (2)
  115. *> The values computed by the two tests described above. The
  116. *> values are currently limited to 1/ulp, to avoid overflow.
  117. *> RESULT(1) is always modified.
  118. *> \endverbatim
  119. *
  120. * Authors:
  121. * ========
  122. *
  123. *> \author Univ. of Tennessee
  124. *> \author Univ. of California Berkeley
  125. *> \author Univ. of Colorado Denver
  126. *> \author NAG Ltd.
  127. *
  128. *> \date December 2016
  129. *
  130. *> \ingroup complex_eig
  131. *
  132. * =====================================================================
  133. SUBROUTINE CSTT21( N, KBAND, AD, AE, SD, SE, U, LDU, WORK, RWORK,
  134. $ RESULT )
  135. *
  136. * -- LAPACK test routine (version 3.7.0) --
  137. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  138. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  139. * December 2016
  140. *
  141. * .. Scalar Arguments ..
  142. INTEGER KBAND, LDU, N
  143. * ..
  144. * .. Array Arguments ..
  145. REAL AD( * ), AE( * ), RESULT( 2 ), RWORK( * ),
  146. $ SD( * ), SE( * )
  147. COMPLEX U( LDU, * ), WORK( * )
  148. * ..
  149. *
  150. * =====================================================================
  151. *
  152. * .. Parameters ..
  153. REAL ZERO, ONE
  154. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  155. COMPLEX CZERO, CONE
  156. PARAMETER ( CZERO = ( 0.0E+0, 0.0E+0 ),
  157. $ CONE = ( 1.0E+0, 0.0E+0 ) )
  158. * ..
  159. * .. Local Scalars ..
  160. INTEGER J
  161. REAL ANORM, TEMP1, TEMP2, ULP, UNFL, WNORM
  162. * ..
  163. * .. External Functions ..
  164. REAL CLANGE, CLANHE, SLAMCH
  165. EXTERNAL CLANGE, CLANHE, SLAMCH
  166. * ..
  167. * .. External Subroutines ..
  168. EXTERNAL CGEMM, CHER, CHER2, CLASET
  169. * ..
  170. * .. Intrinsic Functions ..
  171. INTRINSIC ABS, CMPLX, MAX, MIN, REAL
  172. * ..
  173. * .. Executable Statements ..
  174. *
  175. * 1) Constants
  176. *
  177. RESULT( 1 ) = ZERO
  178. RESULT( 2 ) = ZERO
  179. IF( N.LE.0 )
  180. $ RETURN
  181. *
  182. UNFL = SLAMCH( 'Safe minimum' )
  183. ULP = SLAMCH( 'Precision' )
  184. *
  185. * Do Test 1
  186. *
  187. * Copy A & Compute its 1-Norm:
  188. *
  189. CALL CLASET( 'Full', N, N, CZERO, CZERO, WORK, N )
  190. *
  191. ANORM = ZERO
  192. TEMP1 = ZERO
  193. *
  194. DO 10 J = 1, N - 1
  195. WORK( ( N+1 )*( J-1 )+1 ) = AD( J )
  196. WORK( ( N+1 )*( J-1 )+2 ) = AE( J )
  197. TEMP2 = ABS( AE( J ) )
  198. ANORM = MAX( ANORM, ABS( AD( J ) )+TEMP1+TEMP2 )
  199. TEMP1 = TEMP2
  200. 10 CONTINUE
  201. *
  202. WORK( N**2 ) = AD( N )
  203. ANORM = MAX( ANORM, ABS( AD( N ) )+TEMP1, UNFL )
  204. *
  205. * Norm of A - U S U**H
  206. *
  207. DO 20 J = 1, N
  208. CALL CHER( 'L', N, -SD( J ), U( 1, J ), 1, WORK, N )
  209. 20 CONTINUE
  210. *
  211. IF( N.GT.1 .AND. KBAND.EQ.1 ) THEN
  212. DO 30 J = 1, N - 1
  213. CALL CHER2( 'L', N, -CMPLX( SE( J ) ), U( 1, J ), 1,
  214. $ U( 1, J+1 ), 1, WORK, N )
  215. 30 CONTINUE
  216. END IF
  217. *
  218. WNORM = CLANHE( '1', 'L', N, WORK, N, RWORK )
  219. *
  220. IF( ANORM.GT.WNORM ) THEN
  221. RESULT( 1 ) = ( WNORM / ANORM ) / ( N*ULP )
  222. ELSE
  223. IF( ANORM.LT.ONE ) THEN
  224. RESULT( 1 ) = ( MIN( WNORM, N*ANORM ) / ANORM ) / ( N*ULP )
  225. ELSE
  226. RESULT( 1 ) = MIN( WNORM / ANORM, REAL( N ) ) / ( N*ULP )
  227. END IF
  228. END IF
  229. *
  230. * Do Test 2
  231. *
  232. * Compute U U**H - I
  233. *
  234. CALL CGEMM( 'N', 'C', N, N, N, CONE, U, LDU, U, LDU, CZERO, WORK,
  235. $ N )
  236. *
  237. DO 40 J = 1, N
  238. WORK( ( N+1 )*( J-1 )+1 ) = WORK( ( N+1 )*( J-1 )+1 ) - CONE
  239. 40 CONTINUE
  240. *
  241. RESULT( 2 ) = MIN( REAL( N ), CLANGE( '1', N, N, WORK, N,
  242. $ RWORK ) ) / ( N*ULP )
  243. *
  244. RETURN
  245. *
  246. * End of CSTT21
  247. *
  248. END