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chbt21.f 8.0 kB

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  1. *> \brief \b CHBT21
  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 CHBT21( UPLO, N, KA, KS, A, LDA, D, E, U, LDU, WORK,
  12. * RWORK, RESULT )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER UPLO
  16. * INTEGER KA, KS, LDA, LDU, N
  17. * ..
  18. * .. Array Arguments ..
  19. * REAL D( * ), E( * ), RESULT( 2 ), RWORK( * )
  20. * COMPLEX A( LDA, * ), U( LDU, * ), WORK( * )
  21. * ..
  22. *
  23. *
  24. *> \par Purpose:
  25. * =============
  26. *>
  27. *> \verbatim
  28. *>
  29. *> CHBT21 generally checks a decomposition of the form
  30. *>
  31. *> A = U S U**H
  32. *>
  33. *> where **H means conjugate transpose, A is hermitian banded, U is
  34. *> unitary, and S is diagonal (if KS=0) or symmetric
  35. *> tridiagonal (if KS=1).
  36. *>
  37. *> Specifically:
  38. *>
  39. *> RESULT(1) = | A - U S U**H | / ( |A| n ulp ) and
  40. *> RESULT(2) = | I - U U**H | / ( n ulp )
  41. *> \endverbatim
  42. *
  43. * Arguments:
  44. * ==========
  45. *
  46. *> \param[in] UPLO
  47. *> \verbatim
  48. *> UPLO is CHARACTER
  49. *> If UPLO='U', the upper triangle of A and V will be used and
  50. *> the (strictly) lower triangle will not be referenced.
  51. *> If UPLO='L', the lower triangle of A and V will be used and
  52. *> the (strictly) upper triangle will not be referenced.
  53. *> \endverbatim
  54. *>
  55. *> \param[in] N
  56. *> \verbatim
  57. *> N is INTEGER
  58. *> The size of the matrix. If it is zero, CHBT21 does nothing.
  59. *> It must be at least zero.
  60. *> \endverbatim
  61. *>
  62. *> \param[in] KA
  63. *> \verbatim
  64. *> KA is INTEGER
  65. *> The bandwidth of the matrix A. It must be at least zero. If
  66. *> it is larger than N-1, then max( 0, N-1 ) will be used.
  67. *> \endverbatim
  68. *>
  69. *> \param[in] KS
  70. *> \verbatim
  71. *> KS is INTEGER
  72. *> The bandwidth of the matrix S. It may only be zero or one.
  73. *> If zero, then S is diagonal, and E is not referenced. If
  74. *> one, then S is symmetric tri-diagonal.
  75. *> \endverbatim
  76. *>
  77. *> \param[in] A
  78. *> \verbatim
  79. *> A is COMPLEX array, dimension (LDA, N)
  80. *> The original (unfactored) matrix. It is assumed to be
  81. *> hermitian, and only the upper (UPLO='U') or only the lower
  82. *> (UPLO='L') will be referenced.
  83. *> \endverbatim
  84. *>
  85. *> \param[in] LDA
  86. *> \verbatim
  87. *> LDA is INTEGER
  88. *> The leading dimension of A. It must be at least 1
  89. *> and at least min( KA, N-1 ).
  90. *> \endverbatim
  91. *>
  92. *> \param[in] D
  93. *> \verbatim
  94. *> D is REAL array, dimension (N)
  95. *> The diagonal of the (symmetric tri-) diagonal matrix S.
  96. *> \endverbatim
  97. *>
  98. *> \param[in] E
  99. *> \verbatim
  100. *> E is REAL array, dimension (N-1)
  101. *> The off-diagonal of the (symmetric tri-) diagonal matrix S.
  102. *> E(1) is the (1,2) and (2,1) element, E(2) is the (2,3) and
  103. *> (3,2) element, etc.
  104. *> Not referenced if KS=0.
  105. *> \endverbatim
  106. *>
  107. *> \param[in] U
  108. *> \verbatim
  109. *> U is COMPLEX array, dimension (LDU, N)
  110. *> The unitary matrix in the decomposition, expressed as a
  111. *> dense matrix (i.e., not as a product of Householder
  112. *> transformations, Givens transformations, etc.)
  113. *> \endverbatim
  114. *>
  115. *> \param[in] LDU
  116. *> \verbatim
  117. *> LDU is INTEGER
  118. *> The leading dimension of U. LDU must be at least N and
  119. *> at least 1.
  120. *> \endverbatim
  121. *>
  122. *> \param[out] WORK
  123. *> \verbatim
  124. *> WORK is COMPLEX array, dimension (N**2)
  125. *> \endverbatim
  126. *>
  127. *> \param[out] RWORK
  128. *> \verbatim
  129. *> RWORK is REAL array, dimension (N)
  130. *> \endverbatim
  131. *>
  132. *> \param[out] RESULT
  133. *> \verbatim
  134. *> RESULT is REAL array, dimension (2)
  135. *> The values computed by the two tests described above. The
  136. *> values are currently limited to 1/ulp, to avoid overflow.
  137. *> \endverbatim
  138. *
  139. * Authors:
  140. * ========
  141. *
  142. *> \author Univ. of Tennessee
  143. *> \author Univ. of California Berkeley
  144. *> \author Univ. of Colorado Denver
  145. *> \author NAG Ltd.
  146. *
  147. *> \ingroup complex_eig
  148. *
  149. * =====================================================================
  150. SUBROUTINE CHBT21( UPLO, N, KA, KS, A, LDA, D, E, U, LDU, WORK,
  151. $ RWORK, RESULT )
  152. *
  153. * -- LAPACK test routine --
  154. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  155. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  156. *
  157. * .. Scalar Arguments ..
  158. CHARACTER UPLO
  159. INTEGER KA, KS, LDA, LDU, N
  160. * ..
  161. * .. Array Arguments ..
  162. REAL D( * ), E( * ), RESULT( 2 ), RWORK( * )
  163. COMPLEX A( LDA, * ), U( LDU, * ), WORK( * )
  164. * ..
  165. *
  166. * =====================================================================
  167. *
  168. * .. Parameters ..
  169. COMPLEX CZERO, CONE
  170. PARAMETER ( CZERO = ( 0.0E+0, 0.0E+0 ),
  171. $ CONE = ( 1.0E+0, 0.0E+0 ) )
  172. REAL ZERO, ONE
  173. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  174. * ..
  175. * .. Local Scalars ..
  176. LOGICAL LOWER
  177. CHARACTER CUPLO
  178. INTEGER IKA, J, JC, JR
  179. REAL ANORM, ULP, UNFL, WNORM
  180. * ..
  181. * .. External Functions ..
  182. LOGICAL LSAME
  183. REAL CLANGE, CLANHB, CLANHP, SLAMCH
  184. EXTERNAL LSAME, CLANGE, CLANHB, CLANHP, SLAMCH
  185. * ..
  186. * .. External Subroutines ..
  187. EXTERNAL CGEMM, CHPR, CHPR2
  188. * ..
  189. * .. Intrinsic Functions ..
  190. INTRINSIC CMPLX, MAX, MIN, REAL
  191. * ..
  192. * .. Executable Statements ..
  193. *
  194. * Constants
  195. *
  196. RESULT( 1 ) = ZERO
  197. RESULT( 2 ) = ZERO
  198. IF( N.LE.0 )
  199. $ RETURN
  200. *
  201. IKA = MAX( 0, MIN( N-1, KA ) )
  202. *
  203. IF( LSAME( UPLO, 'U' ) ) THEN
  204. LOWER = .FALSE.
  205. CUPLO = 'U'
  206. ELSE
  207. LOWER = .TRUE.
  208. CUPLO = 'L'
  209. END IF
  210. *
  211. UNFL = SLAMCH( 'Safe minimum' )
  212. ULP = SLAMCH( 'Epsilon' )*SLAMCH( 'Base' )
  213. *
  214. * Some Error Checks
  215. *
  216. * Do Test 1
  217. *
  218. * Norm of A:
  219. *
  220. ANORM = MAX( CLANHB( '1', CUPLO, N, IKA, A, LDA, RWORK ), UNFL )
  221. *
  222. * Compute error matrix: Error = A - U S U**H
  223. *
  224. * Copy A from SB to SP storage format.
  225. *
  226. J = 0
  227. DO 50 JC = 1, N
  228. IF( LOWER ) THEN
  229. DO 10 JR = 1, MIN( IKA+1, N+1-JC )
  230. J = J + 1
  231. WORK( J ) = A( JR, JC )
  232. 10 CONTINUE
  233. DO 20 JR = IKA + 2, N + 1 - JC
  234. J = J + 1
  235. WORK( J ) = ZERO
  236. 20 CONTINUE
  237. ELSE
  238. DO 30 JR = IKA + 2, JC
  239. J = J + 1
  240. WORK( J ) = ZERO
  241. 30 CONTINUE
  242. DO 40 JR = MIN( IKA, JC-1 ), 0, -1
  243. J = J + 1
  244. WORK( J ) = A( IKA+1-JR, JC )
  245. 40 CONTINUE
  246. END IF
  247. 50 CONTINUE
  248. *
  249. DO 60 J = 1, N
  250. CALL CHPR( CUPLO, N, -D( J ), U( 1, J ), 1, WORK )
  251. 60 CONTINUE
  252. *
  253. IF( N.GT.1 .AND. KS.EQ.1 ) THEN
  254. DO 70 J = 1, N - 1
  255. CALL CHPR2( CUPLO, N, -CMPLX( E( J ) ), U( 1, J ), 1,
  256. $ U( 1, J+1 ), 1, WORK )
  257. 70 CONTINUE
  258. END IF
  259. WNORM = CLANHP( '1', CUPLO, N, WORK, RWORK )
  260. *
  261. IF( ANORM.GT.WNORM ) THEN
  262. RESULT( 1 ) = ( WNORM / ANORM ) / ( N*ULP )
  263. ELSE
  264. IF( ANORM.LT.ONE ) THEN
  265. RESULT( 1 ) = ( MIN( WNORM, N*ANORM ) / ANORM ) / ( N*ULP )
  266. ELSE
  267. RESULT( 1 ) = MIN( WNORM / ANORM, REAL( N ) ) / ( N*ULP )
  268. END IF
  269. END IF
  270. *
  271. * Do Test 2
  272. *
  273. * Compute U U**H - I
  274. *
  275. CALL CGEMM( 'N', 'C', N, N, N, CONE, U, LDU, U, LDU, CZERO, WORK,
  276. $ N )
  277. *
  278. DO 80 J = 1, N
  279. WORK( ( N+1 )*( J-1 )+1 ) = WORK( ( N+1 )*( J-1 )+1 ) - CONE
  280. 80 CONTINUE
  281. *
  282. RESULT( 2 ) = MIN( CLANGE( '1', N, N, WORK, N, RWORK ),
  283. $ REAL( N ) ) / ( N*ULP )
  284. *
  285. RETURN
  286. *
  287. * End of CHBT21
  288. *
  289. END