|
123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231 |
- *> \brief \b DQRT01
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE DQRT01( M, N, A, AF, Q, R, LDA, TAU, WORK, LWORK,
- * RWORK, RESULT )
- *
- * .. Scalar Arguments ..
- * INTEGER LDA, LWORK, M, N
- * ..
- * .. Array Arguments ..
- * DOUBLE PRECISION A( LDA, * ), AF( LDA, * ), Q( LDA, * ),
- * $ R( LDA, * ), RESULT( * ), RWORK( * ), TAU( * ),
- * $ WORK( LWORK )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> DQRT01 tests DGEQRF, which computes the QR factorization of an m-by-n
- *> matrix A, and partially tests DORGQR which forms the m-by-m
- *> orthogonal matrix Q.
- *>
- *> DQRT01 compares R with Q'*A, and checks that Q is orthogonal.
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] M
- *> \verbatim
- *> M is INTEGER
- *> The number of rows of the matrix A. M >= 0.
- *> \endverbatim
- *>
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The number of columns of the matrix A. N >= 0.
- *> \endverbatim
- *>
- *> \param[in] A
- *> \verbatim
- *> A is DOUBLE PRECISION array, dimension (LDA,N)
- *> The m-by-n matrix A.
- *> \endverbatim
- *>
- *> \param[out] AF
- *> \verbatim
- *> AF is DOUBLE PRECISION array, dimension (LDA,N)
- *> Details of the QR factorization of A, as returned by DGEQRF.
- *> See DGEQRF for further details.
- *> \endverbatim
- *>
- *> \param[out] Q
- *> \verbatim
- *> Q is DOUBLE PRECISION array, dimension (LDA,M)
- *> The m-by-m orthogonal matrix Q.
- *> \endverbatim
- *>
- *> \param[out] R
- *> \verbatim
- *> R is DOUBLE PRECISION array, dimension (LDA,max(M,N))
- *> \endverbatim
- *>
- *> \param[in] LDA
- *> \verbatim
- *> LDA is INTEGER
- *> The leading dimension of the arrays A, AF, Q and R.
- *> LDA >= max(M,N).
- *> \endverbatim
- *>
- *> \param[out] TAU
- *> \verbatim
- *> TAU is DOUBLE PRECISION array, dimension (min(M,N))
- *> The scalar factors of the elementary reflectors, as returned
- *> by DGEQRF.
- *> \endverbatim
- *>
- *> \param[out] WORK
- *> \verbatim
- *> WORK is DOUBLE PRECISION array, dimension (LWORK)
- *> \endverbatim
- *>
- *> \param[in] LWORK
- *> \verbatim
- *> LWORK is INTEGER
- *> The dimension of the array WORK.
- *> \endverbatim
- *>
- *> \param[out] RWORK
- *> \verbatim
- *> RWORK is DOUBLE PRECISION array, dimension (M)
- *> \endverbatim
- *>
- *> \param[out] RESULT
- *> \verbatim
- *> RESULT is DOUBLE PRECISION array, dimension (2)
- *> The test ratios:
- *> RESULT(1) = norm( R - Q'*A ) / ( M * norm(A) * EPS )
- *> RESULT(2) = norm( I - Q'*Q ) / ( M * EPS )
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \date December 2016
- *
- *> \ingroup double_lin
- *
- * =====================================================================
- SUBROUTINE DQRT01( M, N, A, AF, Q, R, LDA, TAU, WORK, LWORK,
- $ RWORK, RESULT )
- *
- * -- LAPACK test routine (version 3.7.0) --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- * December 2016
- *
- * .. Scalar Arguments ..
- INTEGER LDA, LWORK, M, N
- * ..
- * .. Array Arguments ..
- DOUBLE PRECISION A( LDA, * ), AF( LDA, * ), Q( LDA, * ),
- $ R( LDA, * ), RESULT( * ), RWORK( * ), TAU( * ),
- $ WORK( LWORK )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- DOUBLE PRECISION ZERO, ONE
- PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
- DOUBLE PRECISION ROGUE
- PARAMETER ( ROGUE = -1.0D+10 )
- * ..
- * .. Local Scalars ..
- INTEGER INFO, MINMN
- DOUBLE PRECISION ANORM, EPS, RESID
- * ..
- * .. External Functions ..
- DOUBLE PRECISION DLAMCH, DLANGE, DLANSY
- EXTERNAL DLAMCH, DLANGE, DLANSY
- * ..
- * .. External Subroutines ..
- EXTERNAL DGEMM, DGEQRF, DLACPY, DLASET, DORGQR, DSYRK
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC DBLE, MAX, MIN
- * ..
- * .. Scalars in Common ..
- CHARACTER*32 SRNAMT
- * ..
- * .. Common blocks ..
- COMMON / SRNAMC / SRNAMT
- * ..
- * .. Executable Statements ..
- *
- MINMN = MIN( M, N )
- EPS = DLAMCH( 'Epsilon' )
- *
- * Copy the matrix A to the array AF.
- *
- CALL DLACPY( 'Full', M, N, A, LDA, AF, LDA )
- *
- * Factorize the matrix A in the array AF.
- *
- SRNAMT = 'DGEQRF'
- CALL DGEQRF( M, N, AF, LDA, TAU, WORK, LWORK, INFO )
- *
- * Copy details of Q
- *
- CALL DLASET( 'Full', M, M, ROGUE, ROGUE, Q, LDA )
- CALL DLACPY( 'Lower', M-1, N, AF( 2, 1 ), LDA, Q( 2, 1 ), LDA )
- *
- * Generate the m-by-m matrix Q
- *
- SRNAMT = 'DORGQR'
- CALL DORGQR( M, M, MINMN, Q, LDA, TAU, WORK, LWORK, INFO )
- *
- * Copy R
- *
- CALL DLASET( 'Full', M, N, ZERO, ZERO, R, LDA )
- CALL DLACPY( 'Upper', M, N, AF, LDA, R, LDA )
- *
- * Compute R - Q'*A
- *
- CALL DGEMM( 'Transpose', 'No transpose', M, N, M, -ONE, Q, LDA, A,
- $ LDA, ONE, R, LDA )
- *
- * Compute norm( R - Q'*A ) / ( M * norm(A) * EPS ) .
- *
- ANORM = DLANGE( '1', M, N, A, LDA, RWORK )
- RESID = DLANGE( '1', M, N, R, LDA, RWORK )
- IF( ANORM.GT.ZERO ) THEN
- RESULT( 1 ) = ( ( RESID / DBLE( MAX( 1, M ) ) ) / ANORM ) / EPS
- ELSE
- RESULT( 1 ) = ZERO
- END IF
- *
- * Compute I - Q'*Q
- *
- CALL DLASET( 'Full', M, M, ZERO, ONE, R, LDA )
- CALL DSYRK( 'Upper', 'Transpose', M, M, -ONE, Q, LDA, ONE, R,
- $ LDA )
- *
- * Compute norm( I - Q'*Q ) / ( M * EPS ) .
- *
- RESID = DLANSY( '1', 'Upper', M, R, LDA, RWORK )
- *
- RESULT( 2 ) = ( RESID / DBLE( MAX( 1, M ) ) ) / EPS
- *
- RETURN
- *
- * End of DQRT01
- *
- END
|