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cchkbd.f 33 kB

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  1. *> \brief \b CCHKBD
  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 CCHKBD( NSIZES, MVAL, NVAL, NTYPES, DOTYPE, NRHS,
  12. * ISEED, THRESH, A, LDA, BD, BE, S1, S2, X, LDX,
  13. * Y, Z, Q, LDQ, PT, LDPT, U, VT, WORK, LWORK,
  14. * RWORK, NOUT, INFO )
  15. *
  16. * .. Scalar Arguments ..
  17. * INTEGER INFO, LDA, LDPT, LDQ, LDX, LWORK, NOUT, NRHS,
  18. * $ NSIZES, NTYPES
  19. * REAL THRESH
  20. * ..
  21. * .. Array Arguments ..
  22. * LOGICAL DOTYPE( * )
  23. * INTEGER ISEED( 4 ), MVAL( * ), NVAL( * )
  24. * REAL BD( * ), BE( * ), RWORK( * ), S1( * ), S2( * )
  25. * COMPLEX A( LDA, * ), PT( LDPT, * ), Q( LDQ, * ),
  26. * $ U( LDPT, * ), VT( LDPT, * ), WORK( * ),
  27. * $ X( LDX, * ), Y( LDX, * ), Z( LDX, * )
  28. * ..
  29. *
  30. *
  31. *> \par Purpose:
  32. * =============
  33. *>
  34. *> \verbatim
  35. *>
  36. *> CCHKBD checks the singular value decomposition (SVD) routines.
  37. *>
  38. *> CGEBRD reduces a complex general m by n matrix A to real upper or
  39. *> lower bidiagonal form by an orthogonal transformation: Q' * A * P = B
  40. *> (or A = Q * B * P'). The matrix B is upper bidiagonal if m >= n
  41. *> and lower bidiagonal if m < n.
  42. *>
  43. *> CUNGBR generates the orthogonal matrices Q and P' from CGEBRD.
  44. *> Note that Q and P are not necessarily square.
  45. *>
  46. *> CBDSQR computes the singular value decomposition of the bidiagonal
  47. *> matrix B as B = U S V'. It is called three times to compute
  48. *> 1) B = U S1 V', where S1 is the diagonal matrix of singular
  49. *> values and the columns of the matrices U and V are the left
  50. *> and right singular vectors, respectively, of B.
  51. *> 2) Same as 1), but the singular values are stored in S2 and the
  52. *> singular vectors are not computed.
  53. *> 3) A = (UQ) S (P'V'), the SVD of the original matrix A.
  54. *> In addition, CBDSQR has an option to apply the left orthogonal matrix
  55. *> U to a matrix X, useful in least squares applications.
  56. *>
  57. *> For each pair of matrix dimensions (M,N) and each selected matrix
  58. *> type, an M by N matrix A and an M by NRHS matrix X are generated.
  59. *> The problem dimensions are as follows
  60. *> A: M x N
  61. *> Q: M x min(M,N) (but M x M if NRHS > 0)
  62. *> P: min(M,N) x N
  63. *> B: min(M,N) x min(M,N)
  64. *> U, V: min(M,N) x min(M,N)
  65. *> S1, S2 diagonal, order min(M,N)
  66. *> X: M x NRHS
  67. *>
  68. *> For each generated matrix, 14 tests are performed:
  69. *>
  70. *> Test CGEBRD and CUNGBR
  71. *>
  72. *> (1) | A - Q B PT | / ( |A| max(M,N) ulp ), PT = P'
  73. *>
  74. *> (2) | I - Q' Q | / ( M ulp )
  75. *>
  76. *> (3) | I - PT PT' | / ( N ulp )
  77. *>
  78. *> Test CBDSQR on bidiagonal matrix B
  79. *>
  80. *> (4) | B - U S1 VT | / ( |B| min(M,N) ulp ), VT = V'
  81. *>
  82. *> (5) | Y - U Z | / ( |Y| max(min(M,N),k) ulp ), where Y = Q' X
  83. *> and Z = U' Y.
  84. *> (6) | I - U' U | / ( min(M,N) ulp )
  85. *>
  86. *> (7) | I - VT VT' | / ( min(M,N) ulp )
  87. *>
  88. *> (8) S1 contains min(M,N) nonnegative values in decreasing order.
  89. *> (Return 0 if true, 1/ULP if false.)
  90. *>
  91. *> (9) 0 if the true singular values of B are within THRESH of
  92. *> those in S1. 2*THRESH if they are not. (Tested using
  93. *> SSVDCH)
  94. *>
  95. *> (10) | S1 - S2 | / ( |S1| ulp ), where S2 is computed without
  96. *> computing U and V.
  97. *>
  98. *> Test CBDSQR on matrix A
  99. *>
  100. *> (11) | A - (QU) S (VT PT) | / ( |A| max(M,N) ulp )
  101. *>
  102. *> (12) | X - (QU) Z | / ( |X| max(M,k) ulp )
  103. *>
  104. *> (13) | I - (QU)'(QU) | / ( M ulp )
  105. *>
  106. *> (14) | I - (VT PT) (PT'VT') | / ( N ulp )
  107. *>
  108. *> The possible matrix types are
  109. *>
  110. *> (1) The zero matrix.
  111. *> (2) The identity matrix.
  112. *>
  113. *> (3) A diagonal matrix with evenly spaced entries
  114. *> 1, ..., ULP and random signs.
  115. *> (ULP = (first number larger than 1) - 1 )
  116. *> (4) A diagonal matrix with geometrically spaced entries
  117. *> 1, ..., ULP and random signs.
  118. *> (5) A diagonal matrix with "clustered" entries 1, ULP, ..., ULP
  119. *> and random signs.
  120. *>
  121. *> (6) Same as (3), but multiplied by SQRT( overflow threshold )
  122. *> (7) Same as (3), but multiplied by SQRT( underflow threshold )
  123. *>
  124. *> (8) A matrix of the form U D V, where U and V are orthogonal and
  125. *> D has evenly spaced entries 1, ..., ULP with random signs
  126. *> on the diagonal.
  127. *>
  128. *> (9) A matrix of the form U D V, where U and V are orthogonal and
  129. *> D has geometrically spaced entries 1, ..., ULP with random
  130. *> signs on the diagonal.
  131. *>
  132. *> (10) A matrix of the form U D V, where U and V are orthogonal and
  133. *> D has "clustered" entries 1, ULP,..., ULP with random
  134. *> signs on the diagonal.
  135. *>
  136. *> (11) Same as (8), but multiplied by SQRT( overflow threshold )
  137. *> (12) Same as (8), but multiplied by SQRT( underflow threshold )
  138. *>
  139. *> (13) Rectangular matrix with random entries chosen from (-1,1).
  140. *> (14) Same as (13), but multiplied by SQRT( overflow threshold )
  141. *> (15) Same as (13), but multiplied by SQRT( underflow threshold )
  142. *>
  143. *> Special case:
  144. *> (16) A bidiagonal matrix with random entries chosen from a
  145. *> logarithmic distribution on [ulp^2,ulp^(-2)] (I.e., each
  146. *> entry is e^x, where x is chosen uniformly on
  147. *> [ 2 log(ulp), -2 log(ulp) ] .) For *this* type:
  148. *> (a) CGEBRD is not called to reduce it to bidiagonal form.
  149. *> (b) the bidiagonal is min(M,N) x min(M,N); if M<N, the
  150. *> matrix will be lower bidiagonal, otherwise upper.
  151. *> (c) only tests 5--8 and 14 are performed.
  152. *>
  153. *> A subset of the full set of matrix types may be selected through
  154. *> the logical array DOTYPE.
  155. *> \endverbatim
  156. *
  157. * Arguments:
  158. * ==========
  159. *
  160. *> \param[in] NSIZES
  161. *> \verbatim
  162. *> NSIZES is INTEGER
  163. *> The number of values of M and N contained in the vectors
  164. *> MVAL and NVAL. The matrix sizes are used in pairs (M,N).
  165. *> \endverbatim
  166. *>
  167. *> \param[in] MVAL
  168. *> \verbatim
  169. *> MVAL is INTEGER array, dimension (NM)
  170. *> The values of the matrix row dimension M.
  171. *> \endverbatim
  172. *>
  173. *> \param[in] NVAL
  174. *> \verbatim
  175. *> NVAL is INTEGER array, dimension (NM)
  176. *> The values of the matrix column dimension N.
  177. *> \endverbatim
  178. *>
  179. *> \param[in] NTYPES
  180. *> \verbatim
  181. *> NTYPES is INTEGER
  182. *> The number of elements in DOTYPE. If it is zero, CCHKBD
  183. *> does nothing. It must be at least zero. If it is MAXTYP+1
  184. *> and NSIZES is 1, then an additional type, MAXTYP+1 is
  185. *> defined, which is to use whatever matrices are in A and B.
  186. *> This is only useful if DOTYPE(1:MAXTYP) is .FALSE. and
  187. *> DOTYPE(MAXTYP+1) is .TRUE. .
  188. *> \endverbatim
  189. *>
  190. *> \param[in] DOTYPE
  191. *> \verbatim
  192. *> DOTYPE is LOGICAL array, dimension (NTYPES)
  193. *> If DOTYPE(j) is .TRUE., then for each size (m,n), a matrix
  194. *> of type j will be generated. If NTYPES is smaller than the
  195. *> maximum number of types defined (PARAMETER MAXTYP), then
  196. *> types NTYPES+1 through MAXTYP will not be generated. If
  197. *> NTYPES is larger than MAXTYP, DOTYPE(MAXTYP+1) through
  198. *> DOTYPE(NTYPES) will be ignored.
  199. *> \endverbatim
  200. *>
  201. *> \param[in] NRHS
  202. *> \verbatim
  203. *> NRHS is INTEGER
  204. *> The number of columns in the "right-hand side" matrices X, Y,
  205. *> and Z, used in testing CBDSQR. If NRHS = 0, then the
  206. *> operations on the right-hand side will not be tested.
  207. *> NRHS must be at least 0.
  208. *> \endverbatim
  209. *>
  210. *> \param[in,out] ISEED
  211. *> \verbatim
  212. *> ISEED is INTEGER array, dimension (4)
  213. *> On entry ISEED specifies the seed of the random number
  214. *> generator. The array elements should be between 0 and 4095;
  215. *> if not they will be reduced mod 4096. Also, ISEED(4) must
  216. *> be odd. The values of ISEED are changed on exit, and can be
  217. *> used in the next call to CCHKBD to continue the same random
  218. *> number sequence.
  219. *> \endverbatim
  220. *>
  221. *> \param[in] THRESH
  222. *> \verbatim
  223. *> THRESH is REAL
  224. *> The threshold value for the test ratios. A result is
  225. *> included in the output file if RESULT >= THRESH. To have
  226. *> every test ratio printed, use THRESH = 0. Note that the
  227. *> expected value of the test ratios is O(1), so THRESH should
  228. *> be a reasonably small multiple of 1, e.g., 10 or 100.
  229. *> \endverbatim
  230. *>
  231. *> \param[out] A
  232. *> \verbatim
  233. *> A is COMPLEX array, dimension (LDA,NMAX)
  234. *> where NMAX is the maximum value of N in NVAL.
  235. *> \endverbatim
  236. *>
  237. *> \param[in] LDA
  238. *> \verbatim
  239. *> LDA is INTEGER
  240. *> The leading dimension of the array A. LDA >= max(1,MMAX),
  241. *> where MMAX is the maximum value of M in MVAL.
  242. *> \endverbatim
  243. *>
  244. *> \param[out] BD
  245. *> \verbatim
  246. *> BD is REAL array, dimension
  247. *> (max(min(MVAL(j),NVAL(j))))
  248. *> \endverbatim
  249. *>
  250. *> \param[out] BE
  251. *> \verbatim
  252. *> BE is REAL array, dimension
  253. *> (max(min(MVAL(j),NVAL(j))))
  254. *> \endverbatim
  255. *>
  256. *> \param[out] S1
  257. *> \verbatim
  258. *> S1 is REAL array, dimension
  259. *> (max(min(MVAL(j),NVAL(j))))
  260. *> \endverbatim
  261. *>
  262. *> \param[out] S2
  263. *> \verbatim
  264. *> S2 is REAL array, dimension
  265. *> (max(min(MVAL(j),NVAL(j))))
  266. *> \endverbatim
  267. *>
  268. *> \param[out] X
  269. *> \verbatim
  270. *> X is COMPLEX array, dimension (LDX,NRHS)
  271. *> \endverbatim
  272. *>
  273. *> \param[in] LDX
  274. *> \verbatim
  275. *> LDX is INTEGER
  276. *> The leading dimension of the arrays X, Y, and Z.
  277. *> LDX >= max(1,MMAX).
  278. *> \endverbatim
  279. *>
  280. *> \param[out] Y
  281. *> \verbatim
  282. *> Y is COMPLEX array, dimension (LDX,NRHS)
  283. *> \endverbatim
  284. *>
  285. *> \param[out] Z
  286. *> \verbatim
  287. *> Z is COMPLEX array, dimension (LDX,NRHS)
  288. *> \endverbatim
  289. *>
  290. *> \param[out] Q
  291. *> \verbatim
  292. *> Q is COMPLEX array, dimension (LDQ,MMAX)
  293. *> \endverbatim
  294. *>
  295. *> \param[in] LDQ
  296. *> \verbatim
  297. *> LDQ is INTEGER
  298. *> The leading dimension of the array Q. LDQ >= max(1,MMAX).
  299. *> \endverbatim
  300. *>
  301. *> \param[out] PT
  302. *> \verbatim
  303. *> PT is COMPLEX array, dimension (LDPT,NMAX)
  304. *> \endverbatim
  305. *>
  306. *> \param[in] LDPT
  307. *> \verbatim
  308. *> LDPT is INTEGER
  309. *> The leading dimension of the arrays PT, U, and V.
  310. *> LDPT >= max(1, max(min(MVAL(j),NVAL(j)))).
  311. *> \endverbatim
  312. *>
  313. *> \param[out] U
  314. *> \verbatim
  315. *> U is COMPLEX array, dimension
  316. *> (LDPT,max(min(MVAL(j),NVAL(j))))
  317. *> \endverbatim
  318. *>
  319. *> \param[out] VT
  320. *> \verbatim
  321. *> VT is COMPLEX array, dimension
  322. *> (LDPT,max(min(MVAL(j),NVAL(j))))
  323. *> \endverbatim
  324. *>
  325. *> \param[out] WORK
  326. *> \verbatim
  327. *> WORK is COMPLEX array, dimension (LWORK)
  328. *> \endverbatim
  329. *>
  330. *> \param[in] LWORK
  331. *> \verbatim
  332. *> LWORK is INTEGER
  333. *> The number of entries in WORK. This must be at least
  334. *> 3(M+N) and M(M + max(M,N,k) + 1) + N*min(M,N) for all
  335. *> pairs (M,N)=(MM(j),NN(j))
  336. *> \endverbatim
  337. *>
  338. *> \param[out] RWORK
  339. *> \verbatim
  340. *> RWORK is REAL array, dimension
  341. *> (5*max(min(M,N)))
  342. *> \endverbatim
  343. *>
  344. *> \param[in] NOUT
  345. *> \verbatim
  346. *> NOUT is INTEGER
  347. *> The FORTRAN unit number for printing out error messages
  348. *> (e.g., if a routine returns IINFO not equal to 0.)
  349. *> \endverbatim
  350. *>
  351. *> \param[out] INFO
  352. *> \verbatim
  353. *> INFO is INTEGER
  354. *> If 0, then everything ran OK.
  355. *> -1: NSIZES < 0
  356. *> -2: Some MM(j) < 0
  357. *> -3: Some NN(j) < 0
  358. *> -4: NTYPES < 0
  359. *> -6: NRHS < 0
  360. *> -8: THRESH < 0
  361. *> -11: LDA < 1 or LDA < MMAX, where MMAX is max( MM(j) ).
  362. *> -17: LDB < 1 or LDB < MMAX.
  363. *> -21: LDQ < 1 or LDQ < MMAX.
  364. *> -23: LDP < 1 or LDP < MNMAX.
  365. *> -27: LWORK too small.
  366. *> If CLATMR, CLATMS, CGEBRD, CUNGBR, or CBDSQR,
  367. *> returns an error code, the
  368. *> absolute value of it is returned.
  369. *>
  370. *>-----------------------------------------------------------------------
  371. *>
  372. *> Some Local Variables and Parameters:
  373. *> ---- ----- --------- --- ----------
  374. *>
  375. *> ZERO, ONE Real 0 and 1.
  376. *> MAXTYP The number of types defined.
  377. *> NTEST The number of tests performed, or which can
  378. *> be performed so far, for the current matrix.
  379. *> MMAX Largest value in NN.
  380. *> NMAX Largest value in NN.
  381. *> MNMIN min(MM(j), NN(j)) (the dimension of the bidiagonal
  382. *> matrix.)
  383. *> MNMAX The maximum value of MNMIN for j=1,...,NSIZES.
  384. *> NFAIL The number of tests which have exceeded THRESH
  385. *> COND, IMODE Values to be passed to the matrix generators.
  386. *> ANORM Norm of A; passed to matrix generators.
  387. *>
  388. *> OVFL, UNFL Overflow and underflow thresholds.
  389. *> RTOVFL, RTUNFL Square roots of the previous 2 values.
  390. *> ULP, ULPINV Finest relative precision and its inverse.
  391. *>
  392. *> The following four arrays decode JTYPE:
  393. *> KTYPE(j) The general type (1-10) for type "j".
  394. *> KMODE(j) The MODE value to be passed to the matrix
  395. *> generator for type "j".
  396. *> KMAGN(j) The order of magnitude ( O(1),
  397. *> O(overflow^(1/2) ), O(underflow^(1/2) )
  398. *> \endverbatim
  399. *
  400. * Authors:
  401. * ========
  402. *
  403. *> \author Univ. of Tennessee
  404. *> \author Univ. of California Berkeley
  405. *> \author Univ. of Colorado Denver
  406. *> \author NAG Ltd.
  407. *
  408. *> \ingroup complex_eig
  409. *
  410. * =====================================================================
  411. SUBROUTINE CCHKBD( NSIZES, MVAL, NVAL, NTYPES, DOTYPE, NRHS,
  412. $ ISEED, THRESH, A, LDA, BD, BE, S1, S2, X, LDX,
  413. $ Y, Z, Q, LDQ, PT, LDPT, U, VT, WORK, LWORK,
  414. $ RWORK, NOUT, INFO )
  415. *
  416. * -- LAPACK test routine --
  417. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  418. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  419. *
  420. * .. Scalar Arguments ..
  421. INTEGER INFO, LDA, LDPT, LDQ, LDX, LWORK, NOUT, NRHS,
  422. $ NSIZES, NTYPES
  423. REAL THRESH
  424. * ..
  425. * .. Array Arguments ..
  426. LOGICAL DOTYPE( * )
  427. INTEGER ISEED( 4 ), MVAL( * ), NVAL( * )
  428. REAL BD( * ), BE( * ), RWORK( * ), S1( * ), S2( * )
  429. COMPLEX A( LDA, * ), PT( LDPT, * ), Q( LDQ, * ),
  430. $ U( LDPT, * ), VT( LDPT, * ), WORK( * ),
  431. $ X( LDX, * ), Y( LDX, * ), Z( LDX, * )
  432. * ..
  433. *
  434. * ======================================================================
  435. *
  436. * .. Parameters ..
  437. REAL ZERO, ONE, TWO, HALF
  438. PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0, TWO = 2.0E0,
  439. $ HALF = 0.5E0 )
  440. COMPLEX CZERO, CONE
  441. PARAMETER ( CZERO = ( 0.0E+0, 0.0E+0 ),
  442. $ CONE = ( 1.0E+0, 0.0E+0 ) )
  443. INTEGER MAXTYP
  444. PARAMETER ( MAXTYP = 16 )
  445. * ..
  446. * .. Local Scalars ..
  447. LOGICAL BADMM, BADNN, BIDIAG
  448. CHARACTER UPLO
  449. CHARACTER*3 PATH
  450. INTEGER I, IINFO, IMODE, ITYPE, J, JCOL, JSIZE, JTYPE,
  451. $ LOG2UI, M, MINWRK, MMAX, MNMAX, MNMIN, MQ,
  452. $ MTYPES, N, NFAIL, NMAX, NTEST
  453. REAL AMNINV, ANORM, COND, OVFL, RTOVFL, RTUNFL,
  454. $ TEMP1, TEMP2, ULP, ULPINV, UNFL
  455. * ..
  456. * .. Local Arrays ..
  457. INTEGER IOLDSD( 4 ), IWORK( 1 ), KMAGN( MAXTYP ),
  458. $ KMODE( MAXTYP ), KTYPE( MAXTYP )
  459. REAL DUMMA( 1 ), RESULT( 14 )
  460. * ..
  461. * .. External Functions ..
  462. REAL SLAMCH, SLARND
  463. EXTERNAL SLAMCH, SLARND
  464. * ..
  465. * .. External Subroutines ..
  466. EXTERNAL ALASUM, CBDSQR, CBDT01, CBDT02, CBDT03,
  467. $ CGEBRD, CGEMM, CLACPY, CLASET, CLATMR,
  468. $ CLATMS, CUNGBR, CUNT01, SCOPY, SLABAD,
  469. $ SLAHD2, SSVDCH, XERBLA
  470. * ..
  471. * .. Intrinsic Functions ..
  472. INTRINSIC ABS, EXP, INT, LOG, MAX, MIN, SQRT
  473. * ..
  474. * .. Scalars in Common ..
  475. LOGICAL LERR, OK
  476. CHARACTER*32 SRNAMT
  477. INTEGER INFOT, NUNIT
  478. * ..
  479. * .. Common blocks ..
  480. COMMON / INFOC / INFOT, NUNIT, OK, LERR
  481. COMMON / SRNAMC / SRNAMT
  482. * ..
  483. * .. Data statements ..
  484. DATA KTYPE / 1, 2, 5*4, 5*6, 3*9, 10 /
  485. DATA KMAGN / 2*1, 3*1, 2, 3, 3*1, 2, 3, 1, 2, 3, 0 /
  486. DATA KMODE / 2*0, 4, 3, 1, 4, 4, 4, 3, 1, 4, 4, 0,
  487. $ 0, 0, 0 /
  488. * ..
  489. * .. Executable Statements ..
  490. *
  491. * Check for errors
  492. *
  493. INFO = 0
  494. *
  495. BADMM = .FALSE.
  496. BADNN = .FALSE.
  497. MMAX = 1
  498. NMAX = 1
  499. MNMAX = 1
  500. MINWRK = 1
  501. DO 10 J = 1, NSIZES
  502. MMAX = MAX( MMAX, MVAL( J ) )
  503. IF( MVAL( J ).LT.0 )
  504. $ BADMM = .TRUE.
  505. NMAX = MAX( NMAX, NVAL( J ) )
  506. IF( NVAL( J ).LT.0 )
  507. $ BADNN = .TRUE.
  508. MNMAX = MAX( MNMAX, MIN( MVAL( J ), NVAL( J ) ) )
  509. MINWRK = MAX( MINWRK, 3*( MVAL( J )+NVAL( J ) ),
  510. $ MVAL( J )*( MVAL( J )+MAX( MVAL( J ), NVAL( J ),
  511. $ NRHS )+1 )+NVAL( J )*MIN( NVAL( J ), MVAL( J ) ) )
  512. 10 CONTINUE
  513. *
  514. * Check for errors
  515. *
  516. IF( NSIZES.LT.0 ) THEN
  517. INFO = -1
  518. ELSE IF( BADMM ) THEN
  519. INFO = -2
  520. ELSE IF( BADNN ) THEN
  521. INFO = -3
  522. ELSE IF( NTYPES.LT.0 ) THEN
  523. INFO = -4
  524. ELSE IF( NRHS.LT.0 ) THEN
  525. INFO = -6
  526. ELSE IF( LDA.LT.MMAX ) THEN
  527. INFO = -11
  528. ELSE IF( LDX.LT.MMAX ) THEN
  529. INFO = -17
  530. ELSE IF( LDQ.LT.MMAX ) THEN
  531. INFO = -21
  532. ELSE IF( LDPT.LT.MNMAX ) THEN
  533. INFO = -23
  534. ELSE IF( MINWRK.GT.LWORK ) THEN
  535. INFO = -27
  536. END IF
  537. *
  538. IF( INFO.NE.0 ) THEN
  539. CALL XERBLA( 'CCHKBD', -INFO )
  540. RETURN
  541. END IF
  542. *
  543. * Initialize constants
  544. *
  545. PATH( 1: 1 ) = 'Complex precision'
  546. PATH( 2: 3 ) = 'BD'
  547. NFAIL = 0
  548. NTEST = 0
  549. UNFL = SLAMCH( 'Safe minimum' )
  550. OVFL = SLAMCH( 'Overflow' )
  551. CALL SLABAD( UNFL, OVFL )
  552. ULP = SLAMCH( 'Precision' )
  553. ULPINV = ONE / ULP
  554. LOG2UI = INT( LOG( ULPINV ) / LOG( TWO ) )
  555. RTUNFL = SQRT( UNFL )
  556. RTOVFL = SQRT( OVFL )
  557. INFOT = 0
  558. *
  559. * Loop over sizes, types
  560. *
  561. DO 180 JSIZE = 1, NSIZES
  562. M = MVAL( JSIZE )
  563. N = NVAL( JSIZE )
  564. MNMIN = MIN( M, N )
  565. AMNINV = ONE / MAX( M, N, 1 )
  566. *
  567. IF( NSIZES.NE.1 ) THEN
  568. MTYPES = MIN( MAXTYP, NTYPES )
  569. ELSE
  570. MTYPES = MIN( MAXTYP+1, NTYPES )
  571. END IF
  572. *
  573. DO 170 JTYPE = 1, MTYPES
  574. IF( .NOT.DOTYPE( JTYPE ) )
  575. $ GO TO 170
  576. *
  577. DO 20 J = 1, 4
  578. IOLDSD( J ) = ISEED( J )
  579. 20 CONTINUE
  580. *
  581. DO 30 J = 1, 14
  582. RESULT( J ) = -ONE
  583. 30 CONTINUE
  584. *
  585. UPLO = ' '
  586. *
  587. * Compute "A"
  588. *
  589. * Control parameters:
  590. *
  591. * KMAGN KMODE KTYPE
  592. * =1 O(1) clustered 1 zero
  593. * =2 large clustered 2 identity
  594. * =3 small exponential (none)
  595. * =4 arithmetic diagonal, (w/ eigenvalues)
  596. * =5 random symmetric, w/ eigenvalues
  597. * =6 nonsymmetric, w/ singular values
  598. * =7 random diagonal
  599. * =8 random symmetric
  600. * =9 random nonsymmetric
  601. * =10 random bidiagonal (log. distrib.)
  602. *
  603. IF( MTYPES.GT.MAXTYP )
  604. $ GO TO 100
  605. *
  606. ITYPE = KTYPE( JTYPE )
  607. IMODE = KMODE( JTYPE )
  608. *
  609. * Compute norm
  610. *
  611. GO TO ( 40, 50, 60 )KMAGN( JTYPE )
  612. *
  613. 40 CONTINUE
  614. ANORM = ONE
  615. GO TO 70
  616. *
  617. 50 CONTINUE
  618. ANORM = ( RTOVFL*ULP )*AMNINV
  619. GO TO 70
  620. *
  621. 60 CONTINUE
  622. ANORM = RTUNFL*MAX( M, N )*ULPINV
  623. GO TO 70
  624. *
  625. 70 CONTINUE
  626. *
  627. CALL CLASET( 'Full', LDA, N, CZERO, CZERO, A, LDA )
  628. IINFO = 0
  629. COND = ULPINV
  630. *
  631. BIDIAG = .FALSE.
  632. IF( ITYPE.EQ.1 ) THEN
  633. *
  634. * Zero matrix
  635. *
  636. IINFO = 0
  637. *
  638. ELSE IF( ITYPE.EQ.2 ) THEN
  639. *
  640. * Identity
  641. *
  642. DO 80 JCOL = 1, MNMIN
  643. A( JCOL, JCOL ) = ANORM
  644. 80 CONTINUE
  645. *
  646. ELSE IF( ITYPE.EQ.4 ) THEN
  647. *
  648. * Diagonal Matrix, [Eigen]values Specified
  649. *
  650. CALL CLATMS( MNMIN, MNMIN, 'S', ISEED, 'N', RWORK, IMODE,
  651. $ COND, ANORM, 0, 0, 'N', A, LDA, WORK,
  652. $ IINFO )
  653. *
  654. ELSE IF( ITYPE.EQ.5 ) THEN
  655. *
  656. * Symmetric, eigenvalues specified
  657. *
  658. CALL CLATMS( MNMIN, MNMIN, 'S', ISEED, 'S', RWORK, IMODE,
  659. $ COND, ANORM, M, N, 'N', A, LDA, WORK,
  660. $ IINFO )
  661. *
  662. ELSE IF( ITYPE.EQ.6 ) THEN
  663. *
  664. * Nonsymmetric, singular values specified
  665. *
  666. CALL CLATMS( M, N, 'S', ISEED, 'N', RWORK, IMODE, COND,
  667. $ ANORM, M, N, 'N', A, LDA, WORK, IINFO )
  668. *
  669. ELSE IF( ITYPE.EQ.7 ) THEN
  670. *
  671. * Diagonal, random entries
  672. *
  673. CALL CLATMR( MNMIN, MNMIN, 'S', ISEED, 'N', WORK, 6, ONE,
  674. $ CONE, 'T', 'N', WORK( MNMIN+1 ), 1, ONE,
  675. $ WORK( 2*MNMIN+1 ), 1, ONE, 'N', IWORK, 0, 0,
  676. $ ZERO, ANORM, 'NO', A, LDA, IWORK, IINFO )
  677. *
  678. ELSE IF( ITYPE.EQ.8 ) THEN
  679. *
  680. * Symmetric, random entries
  681. *
  682. CALL CLATMR( MNMIN, MNMIN, 'S', ISEED, 'S', WORK, 6, ONE,
  683. $ CONE, 'T', 'N', WORK( MNMIN+1 ), 1, ONE,
  684. $ WORK( M+MNMIN+1 ), 1, ONE, 'N', IWORK, M, N,
  685. $ ZERO, ANORM, 'NO', A, LDA, IWORK, IINFO )
  686. *
  687. ELSE IF( ITYPE.EQ.9 ) THEN
  688. *
  689. * Nonsymmetric, random entries
  690. *
  691. CALL CLATMR( M, N, 'S', ISEED, 'N', WORK, 6, ONE, CONE,
  692. $ 'T', 'N', WORK( MNMIN+1 ), 1, ONE,
  693. $ WORK( M+MNMIN+1 ), 1, ONE, 'N', IWORK, M, N,
  694. $ ZERO, ANORM, 'NO', A, LDA, IWORK, IINFO )
  695. *
  696. ELSE IF( ITYPE.EQ.10 ) THEN
  697. *
  698. * Bidiagonal, random entries
  699. *
  700. TEMP1 = -TWO*LOG( ULP )
  701. DO 90 J = 1, MNMIN
  702. BD( J ) = EXP( TEMP1*SLARND( 2, ISEED ) )
  703. IF( J.LT.MNMIN )
  704. $ BE( J ) = EXP( TEMP1*SLARND( 2, ISEED ) )
  705. 90 CONTINUE
  706. *
  707. IINFO = 0
  708. BIDIAG = .TRUE.
  709. IF( M.GE.N ) THEN
  710. UPLO = 'U'
  711. ELSE
  712. UPLO = 'L'
  713. END IF
  714. ELSE
  715. IINFO = 1
  716. END IF
  717. *
  718. IF( IINFO.EQ.0 ) THEN
  719. *
  720. * Generate Right-Hand Side
  721. *
  722. IF( BIDIAG ) THEN
  723. CALL CLATMR( MNMIN, NRHS, 'S', ISEED, 'N', WORK, 6,
  724. $ ONE, CONE, 'T', 'N', WORK( MNMIN+1 ), 1,
  725. $ ONE, WORK( 2*MNMIN+1 ), 1, ONE, 'N',
  726. $ IWORK, MNMIN, NRHS, ZERO, ONE, 'NO', Y,
  727. $ LDX, IWORK, IINFO )
  728. ELSE
  729. CALL CLATMR( M, NRHS, 'S', ISEED, 'N', WORK, 6, ONE,
  730. $ CONE, 'T', 'N', WORK( M+1 ), 1, ONE,
  731. $ WORK( 2*M+1 ), 1, ONE, 'N', IWORK, M,
  732. $ NRHS, ZERO, ONE, 'NO', X, LDX, IWORK,
  733. $ IINFO )
  734. END IF
  735. END IF
  736. *
  737. * Error Exit
  738. *
  739. IF( IINFO.NE.0 ) THEN
  740. WRITE( NOUT, FMT = 9998 )'Generator', IINFO, M, N,
  741. $ JTYPE, IOLDSD
  742. INFO = ABS( IINFO )
  743. RETURN
  744. END IF
  745. *
  746. 100 CONTINUE
  747. *
  748. * Call CGEBRD and CUNGBR to compute B, Q, and P, do tests.
  749. *
  750. IF( .NOT.BIDIAG ) THEN
  751. *
  752. * Compute transformations to reduce A to bidiagonal form:
  753. * B := Q' * A * P.
  754. *
  755. CALL CLACPY( ' ', M, N, A, LDA, Q, LDQ )
  756. CALL CGEBRD( M, N, Q, LDQ, BD, BE, WORK, WORK( MNMIN+1 ),
  757. $ WORK( 2*MNMIN+1 ), LWORK-2*MNMIN, IINFO )
  758. *
  759. * Check error code from CGEBRD.
  760. *
  761. IF( IINFO.NE.0 ) THEN
  762. WRITE( NOUT, FMT = 9998 )'CGEBRD', IINFO, M, N,
  763. $ JTYPE, IOLDSD
  764. INFO = ABS( IINFO )
  765. RETURN
  766. END IF
  767. *
  768. CALL CLACPY( ' ', M, N, Q, LDQ, PT, LDPT )
  769. IF( M.GE.N ) THEN
  770. UPLO = 'U'
  771. ELSE
  772. UPLO = 'L'
  773. END IF
  774. *
  775. * Generate Q
  776. *
  777. MQ = M
  778. IF( NRHS.LE.0 )
  779. $ MQ = MNMIN
  780. CALL CUNGBR( 'Q', M, MQ, N, Q, LDQ, WORK,
  781. $ WORK( 2*MNMIN+1 ), LWORK-2*MNMIN, IINFO )
  782. *
  783. * Check error code from CUNGBR.
  784. *
  785. IF( IINFO.NE.0 ) THEN
  786. WRITE( NOUT, FMT = 9998 )'CUNGBR(Q)', IINFO, M, N,
  787. $ JTYPE, IOLDSD
  788. INFO = ABS( IINFO )
  789. RETURN
  790. END IF
  791. *
  792. * Generate P'
  793. *
  794. CALL CUNGBR( 'P', MNMIN, N, M, PT, LDPT, WORK( MNMIN+1 ),
  795. $ WORK( 2*MNMIN+1 ), LWORK-2*MNMIN, IINFO )
  796. *
  797. * Check error code from CUNGBR.
  798. *
  799. IF( IINFO.NE.0 ) THEN
  800. WRITE( NOUT, FMT = 9998 )'CUNGBR(P)', IINFO, M, N,
  801. $ JTYPE, IOLDSD
  802. INFO = ABS( IINFO )
  803. RETURN
  804. END IF
  805. *
  806. * Apply Q' to an M by NRHS matrix X: Y := Q' * X.
  807. *
  808. CALL CGEMM( 'Conjugate transpose', 'No transpose', M,
  809. $ NRHS, M, CONE, Q, LDQ, X, LDX, CZERO, Y,
  810. $ LDX )
  811. *
  812. * Test 1: Check the decomposition A := Q * B * PT
  813. * 2: Check the orthogonality of Q
  814. * 3: Check the orthogonality of PT
  815. *
  816. CALL CBDT01( M, N, 1, A, LDA, Q, LDQ, BD, BE, PT, LDPT,
  817. $ WORK, RWORK, RESULT( 1 ) )
  818. CALL CUNT01( 'Columns', M, MQ, Q, LDQ, WORK, LWORK,
  819. $ RWORK, RESULT( 2 ) )
  820. CALL CUNT01( 'Rows', MNMIN, N, PT, LDPT, WORK, LWORK,
  821. $ RWORK, RESULT( 3 ) )
  822. END IF
  823. *
  824. * Use CBDSQR to form the SVD of the bidiagonal matrix B:
  825. * B := U * S1 * VT, and compute Z = U' * Y.
  826. *
  827. CALL SCOPY( MNMIN, BD, 1, S1, 1 )
  828. IF( MNMIN.GT.0 )
  829. $ CALL SCOPY( MNMIN-1, BE, 1, RWORK, 1 )
  830. CALL CLACPY( ' ', M, NRHS, Y, LDX, Z, LDX )
  831. CALL CLASET( 'Full', MNMIN, MNMIN, CZERO, CONE, U, LDPT )
  832. CALL CLASET( 'Full', MNMIN, MNMIN, CZERO, CONE, VT, LDPT )
  833. *
  834. CALL CBDSQR( UPLO, MNMIN, MNMIN, MNMIN, NRHS, S1, RWORK, VT,
  835. $ LDPT, U, LDPT, Z, LDX, RWORK( MNMIN+1 ),
  836. $ IINFO )
  837. *
  838. * Check error code from CBDSQR.
  839. *
  840. IF( IINFO.NE.0 ) THEN
  841. WRITE( NOUT, FMT = 9998 )'CBDSQR(vects)', IINFO, M, N,
  842. $ JTYPE, IOLDSD
  843. INFO = ABS( IINFO )
  844. IF( IINFO.LT.0 ) THEN
  845. RETURN
  846. ELSE
  847. RESULT( 4 ) = ULPINV
  848. GO TO 150
  849. END IF
  850. END IF
  851. *
  852. * Use CBDSQR to compute only the singular values of the
  853. * bidiagonal matrix B; U, VT, and Z should not be modified.
  854. *
  855. CALL SCOPY( MNMIN, BD, 1, S2, 1 )
  856. IF( MNMIN.GT.0 )
  857. $ CALL SCOPY( MNMIN-1, BE, 1, RWORK, 1 )
  858. *
  859. CALL CBDSQR( UPLO, MNMIN, 0, 0, 0, S2, RWORK, VT, LDPT, U,
  860. $ LDPT, Z, LDX, RWORK( MNMIN+1 ), IINFO )
  861. *
  862. * Check error code from CBDSQR.
  863. *
  864. IF( IINFO.NE.0 ) THEN
  865. WRITE( NOUT, FMT = 9998 )'CBDSQR(values)', IINFO, M, N,
  866. $ JTYPE, IOLDSD
  867. INFO = ABS( IINFO )
  868. IF( IINFO.LT.0 ) THEN
  869. RETURN
  870. ELSE
  871. RESULT( 9 ) = ULPINV
  872. GO TO 150
  873. END IF
  874. END IF
  875. *
  876. * Test 4: Check the decomposition B := U * S1 * VT
  877. * 5: Check the computation Z := U' * Y
  878. * 6: Check the orthogonality of U
  879. * 7: Check the orthogonality of VT
  880. *
  881. CALL CBDT03( UPLO, MNMIN, 1, BD, BE, U, LDPT, S1, VT, LDPT,
  882. $ WORK, RESULT( 4 ) )
  883. CALL CBDT02( MNMIN, NRHS, Y, LDX, Z, LDX, U, LDPT, WORK,
  884. $ RWORK, RESULT( 5 ) )
  885. CALL CUNT01( 'Columns', MNMIN, MNMIN, U, LDPT, WORK, LWORK,
  886. $ RWORK, RESULT( 6 ) )
  887. CALL CUNT01( 'Rows', MNMIN, MNMIN, VT, LDPT, WORK, LWORK,
  888. $ RWORK, RESULT( 7 ) )
  889. *
  890. * Test 8: Check that the singular values are sorted in
  891. * non-increasing order and are non-negative
  892. *
  893. RESULT( 8 ) = ZERO
  894. DO 110 I = 1, MNMIN - 1
  895. IF( S1( I ).LT.S1( I+1 ) )
  896. $ RESULT( 8 ) = ULPINV
  897. IF( S1( I ).LT.ZERO )
  898. $ RESULT( 8 ) = ULPINV
  899. 110 CONTINUE
  900. IF( MNMIN.GE.1 ) THEN
  901. IF( S1( MNMIN ).LT.ZERO )
  902. $ RESULT( 8 ) = ULPINV
  903. END IF
  904. *
  905. * Test 9: Compare CBDSQR with and without singular vectors
  906. *
  907. TEMP2 = ZERO
  908. *
  909. DO 120 J = 1, MNMIN
  910. TEMP1 = ABS( S1( J )-S2( J ) ) /
  911. $ MAX( SQRT( UNFL )*MAX( S1( 1 ), ONE ),
  912. $ ULP*MAX( ABS( S1( J ) ), ABS( S2( J ) ) ) )
  913. TEMP2 = MAX( TEMP1, TEMP2 )
  914. 120 CONTINUE
  915. *
  916. RESULT( 9 ) = TEMP2
  917. *
  918. * Test 10: Sturm sequence test of singular values
  919. * Go up by factors of two until it succeeds
  920. *
  921. TEMP1 = THRESH*( HALF-ULP )
  922. *
  923. DO 130 J = 0, LOG2UI
  924. CALL SSVDCH( MNMIN, BD, BE, S1, TEMP1, IINFO )
  925. IF( IINFO.EQ.0 )
  926. $ GO TO 140
  927. TEMP1 = TEMP1*TWO
  928. 130 CONTINUE
  929. *
  930. 140 CONTINUE
  931. RESULT( 10 ) = TEMP1
  932. *
  933. * Use CBDSQR to form the decomposition A := (QU) S (VT PT)
  934. * from the bidiagonal form A := Q B PT.
  935. *
  936. IF( .NOT.BIDIAG ) THEN
  937. CALL SCOPY( MNMIN, BD, 1, S2, 1 )
  938. IF( MNMIN.GT.0 )
  939. $ CALL SCOPY( MNMIN-1, BE, 1, RWORK, 1 )
  940. *
  941. CALL CBDSQR( UPLO, MNMIN, N, M, NRHS, S2, RWORK, PT,
  942. $ LDPT, Q, LDQ, Y, LDX, RWORK( MNMIN+1 ),
  943. $ IINFO )
  944. *
  945. * Test 11: Check the decomposition A := Q*U * S2 * VT*PT
  946. * 12: Check the computation Z := U' * Q' * X
  947. * 13: Check the orthogonality of Q*U
  948. * 14: Check the orthogonality of VT*PT
  949. *
  950. CALL CBDT01( M, N, 0, A, LDA, Q, LDQ, S2, DUMMA, PT,
  951. $ LDPT, WORK, RWORK, RESULT( 11 ) )
  952. CALL CBDT02( M, NRHS, X, LDX, Y, LDX, Q, LDQ, WORK,
  953. $ RWORK, RESULT( 12 ) )
  954. CALL CUNT01( 'Columns', M, MQ, Q, LDQ, WORK, LWORK,
  955. $ RWORK, RESULT( 13 ) )
  956. CALL CUNT01( 'Rows', MNMIN, N, PT, LDPT, WORK, LWORK,
  957. $ RWORK, RESULT( 14 ) )
  958. END IF
  959. *
  960. * End of Loop -- Check for RESULT(j) > THRESH
  961. *
  962. 150 CONTINUE
  963. DO 160 J = 1, 14
  964. IF( RESULT( J ).GE.THRESH ) THEN
  965. IF( NFAIL.EQ.0 )
  966. $ CALL SLAHD2( NOUT, PATH )
  967. WRITE( NOUT, FMT = 9999 )M, N, JTYPE, IOLDSD, J,
  968. $ RESULT( J )
  969. NFAIL = NFAIL + 1
  970. END IF
  971. 160 CONTINUE
  972. IF( .NOT.BIDIAG ) THEN
  973. NTEST = NTEST + 14
  974. ELSE
  975. NTEST = NTEST + 5
  976. END IF
  977. *
  978. 170 CONTINUE
  979. 180 CONTINUE
  980. *
  981. * Summary
  982. *
  983. CALL ALASUM( PATH, NOUT, NFAIL, NTEST, 0 )
  984. *
  985. RETURN
  986. *
  987. * End of CCHKBD
  988. *
  989. 9999 FORMAT( ' M=', I5, ', N=', I5, ', type ', I2, ', seed=',
  990. $ 4( I4, ',' ), ' test(', I2, ')=', G11.4 )
  991. 9998 FORMAT( ' CCHKBD: ', A, ' returned INFO=', I6, '.', / 9X, 'M=',
  992. $ I6, ', N=', I6, ', JTYPE=', I6, ', ISEED=(', 3( I5, ',' ),
  993. $ I5, ')' )
  994. *
  995. END