You can not select more than 25 topics Topics must start with a chinese character,a letter or number, can include dashes ('-') and can be up to 35 characters long.

cbdt01.f 8.6 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295
  1. *> \brief \b CBDT01
  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 CBDT01( M, N, KD, A, LDA, Q, LDQ, D, E, PT, LDPT, WORK,
  12. * RWORK, RESID )
  13. *
  14. * .. Scalar Arguments ..
  15. * INTEGER KD, LDA, LDPT, LDQ, M, N
  16. * REAL RESID
  17. * ..
  18. * .. Array Arguments ..
  19. * REAL D( * ), E( * ), RWORK( * )
  20. * COMPLEX A( LDA, * ), PT( LDPT, * ), Q( LDQ, * ),
  21. * $ WORK( * )
  22. * ..
  23. *
  24. *
  25. *> \par Purpose:
  26. * =============
  27. *>
  28. *> \verbatim
  29. *>
  30. *> CBDT01 reconstructs a general matrix A from its bidiagonal form
  31. *> A = Q * B * P**H
  32. *> where Q (m by min(m,n)) and P**H (min(m,n) by n) are unitary
  33. *> matrices and B is bidiagonal.
  34. *>
  35. *> The test ratio to test the reduction is
  36. *> RESID = norm(A - Q * B * P**H) / ( n * norm(A) * EPS )
  37. *> where EPS is the machine precision.
  38. *> \endverbatim
  39. *
  40. * Arguments:
  41. * ==========
  42. *
  43. *> \param[in] M
  44. *> \verbatim
  45. *> M is INTEGER
  46. *> The number of rows of the matrices A and Q.
  47. *> \endverbatim
  48. *>
  49. *> \param[in] N
  50. *> \verbatim
  51. *> N is INTEGER
  52. *> The number of columns of the matrices A and P**H.
  53. *> \endverbatim
  54. *>
  55. *> \param[in] KD
  56. *> \verbatim
  57. *> KD is INTEGER
  58. *> If KD = 0, B is diagonal and the array E is not referenced.
  59. *> If KD = 1, the reduction was performed by xGEBRD; B is upper
  60. *> bidiagonal if M >= N, and lower bidiagonal if M < N.
  61. *> If KD = -1, the reduction was performed by xGBBRD; B is
  62. *> always upper bidiagonal.
  63. *> \endverbatim
  64. *>
  65. *> \param[in] A
  66. *> \verbatim
  67. *> A is COMPLEX array, dimension (LDA,N)
  68. *> The m by n matrix A.
  69. *> \endverbatim
  70. *>
  71. *> \param[in] LDA
  72. *> \verbatim
  73. *> LDA is INTEGER
  74. *> The leading dimension of the array A. LDA >= max(1,M).
  75. *> \endverbatim
  76. *>
  77. *> \param[in] Q
  78. *> \verbatim
  79. *> Q is COMPLEX array, dimension (LDQ,N)
  80. *> The m by min(m,n) unitary matrix Q in the reduction
  81. *> A = Q * B * P**H.
  82. *> \endverbatim
  83. *>
  84. *> \param[in] LDQ
  85. *> \verbatim
  86. *> LDQ is INTEGER
  87. *> The leading dimension of the array Q. LDQ >= max(1,M).
  88. *> \endverbatim
  89. *>
  90. *> \param[in] D
  91. *> \verbatim
  92. *> D is REAL array, dimension (min(M,N))
  93. *> The diagonal elements of the bidiagonal matrix B.
  94. *> \endverbatim
  95. *>
  96. *> \param[in] E
  97. *> \verbatim
  98. *> E is REAL array, dimension (min(M,N)-1)
  99. *> The superdiagonal elements of the bidiagonal matrix B if
  100. *> m >= n, or the subdiagonal elements of B if m < n.
  101. *> \endverbatim
  102. *>
  103. *> \param[in] PT
  104. *> \verbatim
  105. *> PT is COMPLEX array, dimension (LDPT,N)
  106. *> The min(m,n) by n unitary matrix P**H in the reduction
  107. *> A = Q * B * P**H.
  108. *> \endverbatim
  109. *>
  110. *> \param[in] LDPT
  111. *> \verbatim
  112. *> LDPT is INTEGER
  113. *> The leading dimension of the array PT.
  114. *> LDPT >= max(1,min(M,N)).
  115. *> \endverbatim
  116. *>
  117. *> \param[out] WORK
  118. *> \verbatim
  119. *> WORK is COMPLEX array, dimension (M+N)
  120. *> \endverbatim
  121. *>
  122. *> \param[out] RWORK
  123. *> \verbatim
  124. *> RWORK is REAL array, dimension (M)
  125. *> \endverbatim
  126. *>
  127. *> \param[out] RESID
  128. *> \verbatim
  129. *> RESID is REAL
  130. *> The test ratio:
  131. *> norm(A - Q * B * P**H) / ( n * norm(A) * EPS )
  132. *> \endverbatim
  133. *
  134. * Authors:
  135. * ========
  136. *
  137. *> \author Univ. of Tennessee
  138. *> \author Univ. of California Berkeley
  139. *> \author Univ. of Colorado Denver
  140. *> \author NAG Ltd.
  141. *
  142. *> \ingroup complex_eig
  143. *
  144. * =====================================================================
  145. SUBROUTINE CBDT01( M, N, KD, A, LDA, Q, LDQ, D, E, PT, LDPT, WORK,
  146. $ RWORK, RESID )
  147. *
  148. * -- LAPACK test routine --
  149. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  150. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  151. *
  152. * .. Scalar Arguments ..
  153. INTEGER KD, LDA, LDPT, LDQ, M, N
  154. REAL RESID
  155. * ..
  156. * .. Array Arguments ..
  157. REAL D( * ), E( * ), RWORK( * )
  158. COMPLEX A( LDA, * ), PT( LDPT, * ), Q( LDQ, * ),
  159. $ WORK( * )
  160. * ..
  161. *
  162. * =====================================================================
  163. *
  164. * .. Parameters ..
  165. REAL ZERO, ONE
  166. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  167. * ..
  168. * .. Local Scalars ..
  169. INTEGER I, J
  170. REAL ANORM, EPS
  171. * ..
  172. * .. External Functions ..
  173. REAL CLANGE, SCASUM, SLAMCH
  174. EXTERNAL CLANGE, SCASUM, SLAMCH
  175. * ..
  176. * .. External Subroutines ..
  177. EXTERNAL CCOPY, CGEMV
  178. * ..
  179. * .. Intrinsic Functions ..
  180. INTRINSIC CMPLX, MAX, MIN, REAL
  181. * ..
  182. * .. Executable Statements ..
  183. *
  184. * Quick return if possible
  185. *
  186. IF( M.LE.0 .OR. N.LE.0 ) THEN
  187. RESID = ZERO
  188. RETURN
  189. END IF
  190. *
  191. * Compute A - Q * B * P**H one column at a time.
  192. *
  193. RESID = ZERO
  194. IF( KD.NE.0 ) THEN
  195. *
  196. * B is bidiagonal.
  197. *
  198. IF( KD.NE.0 .AND. M.GE.N ) THEN
  199. *
  200. * B is upper bidiagonal and M >= N.
  201. *
  202. DO 20 J = 1, N
  203. CALL CCOPY( M, A( 1, J ), 1, WORK, 1 )
  204. DO 10 I = 1, N - 1
  205. WORK( M+I ) = D( I )*PT( I, J ) + E( I )*PT( I+1, J )
  206. 10 CONTINUE
  207. WORK( M+N ) = D( N )*PT( N, J )
  208. CALL CGEMV( 'No transpose', M, N, -CMPLX( ONE ), Q, LDQ,
  209. $ WORK( M+1 ), 1, CMPLX( ONE ), WORK, 1 )
  210. RESID = MAX( RESID, SCASUM( M, WORK, 1 ) )
  211. 20 CONTINUE
  212. ELSE IF( KD.LT.0 ) THEN
  213. *
  214. * B is upper bidiagonal and M < N.
  215. *
  216. DO 40 J = 1, N
  217. CALL CCOPY( M, A( 1, J ), 1, WORK, 1 )
  218. DO 30 I = 1, M - 1
  219. WORK( M+I ) = D( I )*PT( I, J ) + E( I )*PT( I+1, J )
  220. 30 CONTINUE
  221. WORK( M+M ) = D( M )*PT( M, J )
  222. CALL CGEMV( 'No transpose', M, M, -CMPLX( ONE ), Q, LDQ,
  223. $ WORK( M+1 ), 1, CMPLX( ONE ), WORK, 1 )
  224. RESID = MAX( RESID, SCASUM( M, WORK, 1 ) )
  225. 40 CONTINUE
  226. ELSE
  227. *
  228. * B is lower bidiagonal.
  229. *
  230. DO 60 J = 1, N
  231. CALL CCOPY( M, A( 1, J ), 1, WORK, 1 )
  232. WORK( M+1 ) = D( 1 )*PT( 1, J )
  233. DO 50 I = 2, M
  234. WORK( M+I ) = E( I-1 )*PT( I-1, J ) +
  235. $ D( I )*PT( I, J )
  236. 50 CONTINUE
  237. CALL CGEMV( 'No transpose', M, M, -CMPLX( ONE ), Q, LDQ,
  238. $ WORK( M+1 ), 1, CMPLX( ONE ), WORK, 1 )
  239. RESID = MAX( RESID, SCASUM( M, WORK, 1 ) )
  240. 60 CONTINUE
  241. END IF
  242. ELSE
  243. *
  244. * B is diagonal.
  245. *
  246. IF( M.GE.N ) THEN
  247. DO 80 J = 1, N
  248. CALL CCOPY( M, A( 1, J ), 1, WORK, 1 )
  249. DO 70 I = 1, N
  250. WORK( M+I ) = D( I )*PT( I, J )
  251. 70 CONTINUE
  252. CALL CGEMV( 'No transpose', M, N, -CMPLX( ONE ), Q, LDQ,
  253. $ WORK( M+1 ), 1, CMPLX( ONE ), WORK, 1 )
  254. RESID = MAX( RESID, SCASUM( M, WORK, 1 ) )
  255. 80 CONTINUE
  256. ELSE
  257. DO 100 J = 1, N
  258. CALL CCOPY( M, A( 1, J ), 1, WORK, 1 )
  259. DO 90 I = 1, M
  260. WORK( M+I ) = D( I )*PT( I, J )
  261. 90 CONTINUE
  262. CALL CGEMV( 'No transpose', M, M, -CMPLX( ONE ), Q, LDQ,
  263. $ WORK( M+1 ), 1, CMPLX( ONE ), WORK, 1 )
  264. RESID = MAX( RESID, SCASUM( M, WORK, 1 ) )
  265. 100 CONTINUE
  266. END IF
  267. END IF
  268. *
  269. * Compute norm(A - Q * B * P**H) / ( n * norm(A) * EPS )
  270. *
  271. ANORM = CLANGE( '1', M, N, A, LDA, RWORK )
  272. EPS = SLAMCH( 'Precision' )
  273. *
  274. IF( ANORM.LE.ZERO ) THEN
  275. IF( RESID.NE.ZERO )
  276. $ RESID = ONE / EPS
  277. ELSE
  278. IF( ANORM.GE.RESID ) THEN
  279. RESID = ( RESID / ANORM ) / ( REAL( N )*EPS )
  280. ELSE
  281. IF( ANORM.LT.ONE ) THEN
  282. RESID = ( MIN( RESID, REAL( N )*ANORM ) / ANORM ) /
  283. $ ( REAL( N )*EPS )
  284. ELSE
  285. RESID = MIN( RESID / ANORM, REAL( N ) ) /
  286. $ ( REAL( N )*EPS )
  287. END IF
  288. END IF
  289. END IF
  290. *
  291. RETURN
  292. *
  293. * End of CBDT01
  294. *
  295. END