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dlqt03.f 7.3 kB

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  1. *> \brief \b DLQT03
  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 DLQT03( M, N, K, AF, C, CC, Q, 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 AF( LDA, * ), C( LDA, * ), CC( LDA, * ),
  19. * $ Q( LDA, * ), RESULT( * ), RWORK( * ), TAU( * ),
  20. * $ WORK( LWORK )
  21. * ..
  22. *
  23. *
  24. *> \par Purpose:
  25. * =============
  26. *>
  27. *> \verbatim
  28. *>
  29. *> DLQT03 tests DORMLQ, which computes Q*C, Q'*C, C*Q or C*Q'.
  30. *>
  31. *> DLQT03 compares the results of a call to DORMLQ with the results of
  32. *> forming Q explicitly by a call to DORGLQ and then performing matrix
  33. *> multiplication by a call to DGEMM.
  34. *> \endverbatim
  35. *
  36. * Arguments:
  37. * ==========
  38. *
  39. *> \param[in] M
  40. *> \verbatim
  41. *> M is INTEGER
  42. *> The number of rows or columns of the matrix C; C is n-by-m if
  43. *> Q is applied from the left, or m-by-n if Q is applied from
  44. *> the right. M >= 0.
  45. *> \endverbatim
  46. *>
  47. *> \param[in] N
  48. *> \verbatim
  49. *> N is INTEGER
  50. *> The order of the orthogonal matrix Q. N >= 0.
  51. *> \endverbatim
  52. *>
  53. *> \param[in] K
  54. *> \verbatim
  55. *> K is INTEGER
  56. *> The number of elementary reflectors whose product defines the
  57. *> orthogonal matrix Q. N >= K >= 0.
  58. *> \endverbatim
  59. *>
  60. *> \param[in] AF
  61. *> \verbatim
  62. *> AF is DOUBLE PRECISION array, dimension (LDA,N)
  63. *> Details of the LQ factorization of an m-by-n matrix, as
  64. *> returned by DGELQF. See SGELQF for further details.
  65. *> \endverbatim
  66. *>
  67. *> \param[out] C
  68. *> \verbatim
  69. *> C is DOUBLE PRECISION array, dimension (LDA,N)
  70. *> \endverbatim
  71. *>
  72. *> \param[out] CC
  73. *> \verbatim
  74. *> CC is DOUBLE PRECISION array, dimension (LDA,N)
  75. *> \endverbatim
  76. *>
  77. *> \param[out] Q
  78. *> \verbatim
  79. *> Q is DOUBLE PRECISION array, dimension (LDA,N)
  80. *> \endverbatim
  81. *>
  82. *> \param[in] LDA
  83. *> \verbatim
  84. *> LDA is INTEGER
  85. *> The leading dimension of the arrays AF, C, CC, and Q.
  86. *> \endverbatim
  87. *>
  88. *> \param[in] TAU
  89. *> \verbatim
  90. *> TAU is DOUBLE PRECISION array, dimension (min(M,N))
  91. *> The scalar factors of the elementary reflectors corresponding
  92. *> to the LQ factorization in AF.
  93. *> \endverbatim
  94. *>
  95. *> \param[out] WORK
  96. *> \verbatim
  97. *> WORK is DOUBLE PRECISION array, dimension (LWORK)
  98. *> \endverbatim
  99. *>
  100. *> \param[in] LWORK
  101. *> \verbatim
  102. *> LWORK is INTEGER
  103. *> The length of WORK. LWORK must be at least M, and should be
  104. *> M*NB, where NB is the blocksize for this environment.
  105. *> \endverbatim
  106. *>
  107. *> \param[out] RWORK
  108. *> \verbatim
  109. *> RWORK is DOUBLE PRECISION array, dimension (M)
  110. *> \endverbatim
  111. *>
  112. *> \param[out] RESULT
  113. *> \verbatim
  114. *> RESULT is DOUBLE PRECISION array, dimension (4)
  115. *> The test ratios compare two techniques for multiplying a
  116. *> random matrix C by an n-by-n orthogonal matrix Q.
  117. *> RESULT(1) = norm( Q*C - Q*C ) / ( N * norm(C) * EPS )
  118. *> RESULT(2) = norm( C*Q - C*Q ) / ( N * norm(C) * EPS )
  119. *> RESULT(3) = norm( Q'*C - Q'*C )/ ( N * norm(C) * EPS )
  120. *> RESULT(4) = norm( C*Q' - C*Q' )/ ( N * norm(C) * EPS )
  121. *> \endverbatim
  122. *
  123. * Authors:
  124. * ========
  125. *
  126. *> \author Univ. of Tennessee
  127. *> \author Univ. of California Berkeley
  128. *> \author Univ. of Colorado Denver
  129. *> \author NAG Ltd.
  130. *
  131. *> \ingroup double_lin
  132. *
  133. * =====================================================================
  134. SUBROUTINE DLQT03( M, N, K, AF, C, CC, Q, LDA, TAU, WORK, LWORK,
  135. $ RWORK, RESULT )
  136. *
  137. * -- LAPACK test routine --
  138. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  139. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  140. *
  141. * .. Scalar Arguments ..
  142. INTEGER K, LDA, LWORK, M, N
  143. * ..
  144. * .. Array Arguments ..
  145. DOUBLE PRECISION AF( LDA, * ), C( LDA, * ), CC( LDA, * ),
  146. $ Q( LDA, * ), RESULT( * ), RWORK( * ), TAU( * ),
  147. $ WORK( LWORK )
  148. * ..
  149. *
  150. * =====================================================================
  151. *
  152. * .. Parameters ..
  153. DOUBLE PRECISION ONE
  154. PARAMETER ( ONE = 1.0D0 )
  155. DOUBLE PRECISION ROGUE
  156. PARAMETER ( ROGUE = -1.0D+10 )
  157. * ..
  158. * .. Local Scalars ..
  159. CHARACTER SIDE, TRANS
  160. INTEGER INFO, ISIDE, ITRANS, J, MC, NC
  161. DOUBLE PRECISION CNORM, EPS, RESID
  162. * ..
  163. * .. External Functions ..
  164. LOGICAL LSAME
  165. DOUBLE PRECISION DLAMCH, DLANGE
  166. EXTERNAL LSAME, DLAMCH, DLANGE
  167. * ..
  168. * .. External Subroutines ..
  169. EXTERNAL DGEMM, DLACPY, DLARNV, DLASET, DORGLQ, DORMLQ
  170. * ..
  171. * .. Local Arrays ..
  172. INTEGER ISEED( 4 )
  173. * ..
  174. * .. Intrinsic Functions ..
  175. INTRINSIC DBLE, MAX
  176. * ..
  177. * .. Scalars in Common ..
  178. CHARACTER*32 SRNAMT
  179. * ..
  180. * .. Common blocks ..
  181. COMMON / SRNAMC / SRNAMT
  182. * ..
  183. * .. Data statements ..
  184. DATA ISEED / 1988, 1989, 1990, 1991 /
  185. * ..
  186. * .. Executable Statements ..
  187. *
  188. EPS = DLAMCH( 'Epsilon' )
  189. *
  190. * Copy the first k rows of the factorization to the array Q
  191. *
  192. CALL DLASET( 'Full', N, N, ROGUE, ROGUE, Q, LDA )
  193. CALL DLACPY( 'Upper', K, N-1, AF( 1, 2 ), LDA, Q( 1, 2 ), LDA )
  194. *
  195. * Generate the n-by-n matrix Q
  196. *
  197. SRNAMT = 'DORGLQ'
  198. CALL DORGLQ( N, N, K, Q, LDA, TAU, WORK, LWORK, INFO )
  199. *
  200. DO 30 ISIDE = 1, 2
  201. IF( ISIDE.EQ.1 ) THEN
  202. SIDE = 'L'
  203. MC = N
  204. NC = M
  205. ELSE
  206. SIDE = 'R'
  207. MC = M
  208. NC = N
  209. END IF
  210. *
  211. * Generate MC by NC matrix C
  212. *
  213. DO 10 J = 1, NC
  214. CALL DLARNV( 2, ISEED, MC, C( 1, J ) )
  215. 10 CONTINUE
  216. CNORM = DLANGE( '1', MC, NC, C, LDA, RWORK )
  217. IF( CNORM.EQ.0.0D0 )
  218. $ CNORM = ONE
  219. *
  220. DO 20 ITRANS = 1, 2
  221. IF( ITRANS.EQ.1 ) THEN
  222. TRANS = 'N'
  223. ELSE
  224. TRANS = 'T'
  225. END IF
  226. *
  227. * Copy C
  228. *
  229. CALL DLACPY( 'Full', MC, NC, C, LDA, CC, LDA )
  230. *
  231. * Apply Q or Q' to C
  232. *
  233. SRNAMT = 'DORMLQ'
  234. CALL DORMLQ( SIDE, TRANS, MC, NC, K, AF, LDA, TAU, CC, LDA,
  235. $ WORK, LWORK, INFO )
  236. *
  237. * Form explicit product and subtract
  238. *
  239. IF( LSAME( SIDE, 'L' ) ) THEN
  240. CALL DGEMM( TRANS, 'No transpose', MC, NC, MC, -ONE, Q,
  241. $ LDA, C, LDA, ONE, CC, LDA )
  242. ELSE
  243. CALL DGEMM( 'No transpose', TRANS, MC, NC, NC, -ONE, C,
  244. $ LDA, Q, LDA, ONE, CC, LDA )
  245. END IF
  246. *
  247. * Compute error in the difference
  248. *
  249. RESID = DLANGE( '1', MC, NC, CC, LDA, RWORK )
  250. RESULT( ( ISIDE-1 )*2+ITRANS ) = RESID /
  251. $ ( DBLE( MAX( 1, N ) )*CNORM*EPS )
  252. *
  253. 20 CONTINUE
  254. 30 CONTINUE
  255. *
  256. RETURN
  257. *
  258. * End of DLQT03
  259. *
  260. END