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sqrt12.f 5.7 kB

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  1. *> \brief \b SQRT12
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. * Definition:
  9. * ===========
  10. *
  11. * REAL FUNCTION SQRT12( M, N, A, LDA, S, WORK, LWORK )
  12. *
  13. * .. Scalar Arguments ..
  14. * INTEGER LDA, LWORK, M, N
  15. * ..
  16. * .. Array Arguments ..
  17. * REAL A( LDA, * ), S( * ), WORK( LWORK )
  18. * ..
  19. *
  20. *
  21. *> \par Purpose:
  22. * =============
  23. *>
  24. *> \verbatim
  25. *>
  26. *> SQRT12 computes the singular values `svlues' of the upper trapezoid
  27. *> of A(1:M,1:N) and returns the ratio
  28. *>
  29. *> || s - svlues||/(||svlues||*eps*max(M,N))
  30. *> \endverbatim
  31. *
  32. * Arguments:
  33. * ==========
  34. *
  35. *> \param[in] M
  36. *> \verbatim
  37. *> M is INTEGER
  38. *> The number of rows of the matrix A.
  39. *> \endverbatim
  40. *>
  41. *> \param[in] N
  42. *> \verbatim
  43. *> N is INTEGER
  44. *> The number of columns of the matrix A.
  45. *> \endverbatim
  46. *>
  47. *> \param[in] A
  48. *> \verbatim
  49. *> A is REAL array, dimension (LDA,N)
  50. *> The M-by-N matrix A. Only the upper trapezoid is referenced.
  51. *> \endverbatim
  52. *>
  53. *> \param[in] LDA
  54. *> \verbatim
  55. *> LDA is INTEGER
  56. *> The leading dimension of the array A.
  57. *> \endverbatim
  58. *>
  59. *> \param[in] S
  60. *> \verbatim
  61. *> S is REAL array, dimension (min(M,N))
  62. *> The singular values of the matrix A.
  63. *> \endverbatim
  64. *>
  65. *> \param[out] WORK
  66. *> \verbatim
  67. *> WORK is REAL array, dimension (LWORK)
  68. *> \endverbatim
  69. *>
  70. *> \param[in] LWORK
  71. *> \verbatim
  72. *> LWORK is INTEGER
  73. *> The length of the array WORK. LWORK >= max(M*N + 4*min(M,N) +
  74. *> max(M,N), M*N+2*MIN( M, N )+4*N).
  75. *> \endverbatim
  76. *
  77. * Authors:
  78. * ========
  79. *
  80. *> \author Univ. of Tennessee
  81. *> \author Univ. of California Berkeley
  82. *> \author Univ. of Colorado Denver
  83. *> \author NAG Ltd.
  84. *
  85. *> \ingroup single_lin
  86. *
  87. * =====================================================================
  88. REAL FUNCTION SQRT12( M, N, A, LDA, S, WORK, LWORK )
  89. *
  90. * -- LAPACK test routine --
  91. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  92. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  93. *
  94. * .. Scalar Arguments ..
  95. INTEGER LDA, LWORK, M, N
  96. * ..
  97. * .. Array Arguments ..
  98. REAL A( LDA, * ), S( * ), WORK( LWORK )
  99. * ..
  100. *
  101. * =====================================================================
  102. *
  103. * .. Parameters ..
  104. REAL ZERO, ONE
  105. PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0 )
  106. * ..
  107. * .. Local Scalars ..
  108. INTEGER I, INFO, ISCL, J, MN
  109. REAL ANRM, BIGNUM, NRMSVL, SMLNUM
  110. * ..
  111. * .. External Functions ..
  112. REAL SASUM, SLAMCH, SLANGE, SNRM2
  113. EXTERNAL SASUM, SLAMCH, SLANGE, SNRM2
  114. * ..
  115. * .. External Subroutines ..
  116. EXTERNAL SAXPY, SBDSQR, SGEBD2, SLABAD, SLASCL, SLASET,
  117. $ XERBLA
  118. * ..
  119. * .. Intrinsic Functions ..
  120. INTRINSIC MAX, MIN, REAL
  121. * ..
  122. * .. Local Arrays ..
  123. REAL DUMMY( 1 )
  124. * ..
  125. * .. Executable Statements ..
  126. *
  127. SQRT12 = ZERO
  128. *
  129. * Test that enough workspace is supplied
  130. *
  131. IF( LWORK.LT.MAX( M*N+4*MIN( M, N )+MAX( M, N ),
  132. $ M*N+2*MIN( M, N )+4*N) ) THEN
  133. CALL XERBLA( 'SQRT12', 7 )
  134. RETURN
  135. END IF
  136. *
  137. * Quick return if possible
  138. *
  139. MN = MIN( M, N )
  140. IF( MN.LE.ZERO )
  141. $ RETURN
  142. *
  143. NRMSVL = SNRM2( MN, S, 1 )
  144. *
  145. * Copy upper triangle of A into work
  146. *
  147. CALL SLASET( 'Full', M, N, ZERO, ZERO, WORK, M )
  148. DO 20 J = 1, N
  149. DO 10 I = 1, MIN( J, M )
  150. WORK( ( J-1 )*M+I ) = A( I, J )
  151. 10 CONTINUE
  152. 20 CONTINUE
  153. *
  154. * Get machine parameters
  155. *
  156. SMLNUM = SLAMCH( 'S' ) / SLAMCH( 'P' )
  157. BIGNUM = ONE / SMLNUM
  158. CALL SLABAD( SMLNUM, BIGNUM )
  159. *
  160. * Scale work if max entry outside range [SMLNUM,BIGNUM]
  161. *
  162. ANRM = SLANGE( 'M', M, N, WORK, M, DUMMY )
  163. ISCL = 0
  164. IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
  165. *
  166. * Scale matrix norm up to SMLNUM
  167. *
  168. CALL SLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, WORK, M, INFO )
  169. ISCL = 1
  170. ELSE IF( ANRM.GT.BIGNUM ) THEN
  171. *
  172. * Scale matrix norm down to BIGNUM
  173. *
  174. CALL SLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, WORK, M, INFO )
  175. ISCL = 1
  176. END IF
  177. *
  178. IF( ANRM.NE.ZERO ) THEN
  179. *
  180. * Compute SVD of work
  181. *
  182. CALL SGEBD2( M, N, WORK, M, WORK( M*N+1 ), WORK( M*N+MN+1 ),
  183. $ WORK( M*N+2*MN+1 ), WORK( M*N+3*MN+1 ),
  184. $ WORK( M*N+4*MN+1 ), INFO )
  185. CALL SBDSQR( 'Upper', MN, 0, 0, 0, WORK( M*N+1 ),
  186. $ WORK( M*N+MN+1 ), DUMMY, MN, DUMMY, 1, DUMMY, MN,
  187. $ WORK( M*N+2*MN+1 ), INFO )
  188. *
  189. IF( ISCL.EQ.1 ) THEN
  190. IF( ANRM.GT.BIGNUM ) THEN
  191. CALL SLASCL( 'G', 0, 0, BIGNUM, ANRM, MN, 1,
  192. $ WORK( M*N+1 ), MN, INFO )
  193. END IF
  194. IF( ANRM.LT.SMLNUM ) THEN
  195. CALL SLASCL( 'G', 0, 0, SMLNUM, ANRM, MN, 1,
  196. $ WORK( M*N+1 ), MN, INFO )
  197. END IF
  198. END IF
  199. *
  200. ELSE
  201. *
  202. DO 30 I = 1, MN
  203. WORK( M*N+I ) = ZERO
  204. 30 CONTINUE
  205. END IF
  206. *
  207. * Compare s and singular values of work
  208. *
  209. CALL SAXPY( MN, -ONE, S, 1, WORK( M*N+1 ), 1 )
  210. SQRT12 = SASUM( MN, WORK( M*N+1 ), 1 ) /
  211. $ ( SLAMCH( 'Epsilon' )*REAL( MAX( M, N ) ) )
  212. IF( NRMSVL.NE.ZERO )
  213. $ SQRT12 = SQRT12 / NRMSVL
  214. *
  215. RETURN
  216. *
  217. * End of SQRT12
  218. *
  219. END