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ssyt22.f 8.0 kB

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  1. *> \brief \b SSYT22
  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 SSYT22( ITYPE, UPLO, N, M, KBAND, A, LDA, D, E, U, LDU,
  12. * V, LDV, TAU, WORK, RESULT )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER UPLO
  16. * INTEGER ITYPE, KBAND, LDA, LDU, LDV, M, N
  17. * ..
  18. * .. Array Arguments ..
  19. * REAL A( LDA, * ), D( * ), E( * ), RESULT( 2 ),
  20. * $ TAU( * ), U( LDU, * ), V( LDV, * ), WORK( * )
  21. * ..
  22. *
  23. *
  24. *> \par Purpose:
  25. * =============
  26. *>
  27. *> \verbatim
  28. *>
  29. *> SSYT22 generally checks a decomposition of the form
  30. *>
  31. *> A U = U S
  32. *>
  33. *> where A is symmetric, the columns of U are orthonormal, and S
  34. *> is diagonal (if KBAND=0) or symmetric tridiagonal (if
  35. *> KBAND=1). If ITYPE=1, then U is represented as a dense matrix,
  36. *> otherwise the U is expressed as a product of Householder
  37. *> transformations, whose vectors are stored in the array "V" and
  38. *> whose scaling constants are in "TAU"; we shall use the letter
  39. *> "V" to refer to the product of Householder transformations
  40. *> (which should be equal to U).
  41. *>
  42. *> Specifically, if ITYPE=1, then:
  43. *>
  44. *> RESULT(1) = | U**T A U - S | / ( |A| m ulp ) and
  45. *> RESULT(2) = | I - U**T U | / ( m ulp )
  46. *> \endverbatim
  47. *
  48. * Arguments:
  49. * ==========
  50. *
  51. *> \verbatim
  52. *> ITYPE INTEGER
  53. *> Specifies the type of tests to be performed.
  54. *> 1: U expressed as a dense orthogonal matrix:
  55. *> RESULT(1) = | A - U S U**T | / ( |A| n ulp ) and
  56. *> RESULT(2) = | I - U U**T | / ( n ulp )
  57. *>
  58. *> UPLO CHARACTER
  59. *> If UPLO='U', the upper triangle of A will be used and the
  60. *> (strictly) lower triangle will not be referenced. If
  61. *> UPLO='L', the lower triangle of A will be used and the
  62. *> (strictly) upper triangle will not be referenced.
  63. *> Not modified.
  64. *>
  65. *> N INTEGER
  66. *> The size of the matrix. If it is zero, SSYT22 does nothing.
  67. *> It must be at least zero.
  68. *> Not modified.
  69. *>
  70. *> M INTEGER
  71. *> The number of columns of U. If it is zero, SSYT22 does
  72. *> nothing. It must be at least zero.
  73. *> Not modified.
  74. *>
  75. *> KBAND INTEGER
  76. *> The bandwidth of the matrix. It may only be zero or one.
  77. *> If zero, then S is diagonal, and E is not referenced. If
  78. *> one, then S is symmetric tri-diagonal.
  79. *> Not modified.
  80. *>
  81. *> A REAL array, dimension (LDA , N)
  82. *> The original (unfactored) matrix. It is assumed to be
  83. *> symmetric, and only the upper (UPLO='U') or only the lower
  84. *> (UPLO='L') will be referenced.
  85. *> Not modified.
  86. *>
  87. *> LDA INTEGER
  88. *> The leading dimension of A. It must be at least 1
  89. *> and at least N.
  90. *> Not modified.
  91. *>
  92. *> D REAL array, dimension (N)
  93. *> The diagonal of the (symmetric tri-) diagonal matrix.
  94. *> Not modified.
  95. *>
  96. *> E REAL array, dimension (N)
  97. *> The off-diagonal of the (symmetric tri-) diagonal matrix.
  98. *> E(1) is ignored, E(2) is the (1,2) and (2,1) element, etc.
  99. *> Not referenced if KBAND=0.
  100. *> Not modified.
  101. *>
  102. *> U REAL array, dimension (LDU, N)
  103. *> If ITYPE=1 or 3, this contains the orthogonal matrix in
  104. *> the decomposition, expressed as a dense matrix. If ITYPE=2,
  105. *> then it is not referenced.
  106. *> Not modified.
  107. *>
  108. *> LDU INTEGER
  109. *> The leading dimension of U. LDU must be at least N and
  110. *> at least 1.
  111. *> Not modified.
  112. *>
  113. *> V REAL array, dimension (LDV, N)
  114. *> If ITYPE=2 or 3, the lower triangle of this array contains
  115. *> the Householder vectors used to describe the orthogonal
  116. *> matrix in the decomposition. If ITYPE=1, then it is not
  117. *> referenced.
  118. *> Not modified.
  119. *>
  120. *> LDV INTEGER
  121. *> The leading dimension of V. LDV must be at least N and
  122. *> at least 1.
  123. *> Not modified.
  124. *>
  125. *> TAU REAL array, dimension (N)
  126. *> If ITYPE >= 2, then TAU(j) is the scalar factor of
  127. *> v(j) v(j)**T in the Householder transformation H(j) of
  128. *> the product U = H(1)...H(n-2)
  129. *> If ITYPE < 2, then TAU is not referenced.
  130. *> Not modified.
  131. *>
  132. *> WORK REAL array, dimension (2*N**2)
  133. *> Workspace.
  134. *> Modified.
  135. *>
  136. *> RESULT REAL array, dimension (2)
  137. *> The values computed by the two tests described above. The
  138. *> values are currently limited to 1/ulp, to avoid overflow.
  139. *> RESULT(1) is always modified. RESULT(2) is modified only
  140. *> if LDU is at least N.
  141. *> Modified.
  142. *> \endverbatim
  143. *
  144. * Authors:
  145. * ========
  146. *
  147. *> \author Univ. of Tennessee
  148. *> \author Univ. of California Berkeley
  149. *> \author Univ. of Colorado Denver
  150. *> \author NAG Ltd.
  151. *
  152. *> \ingroup single_eig
  153. *
  154. * =====================================================================
  155. SUBROUTINE SSYT22( ITYPE, UPLO, N, M, KBAND, A, LDA, D, E, U, LDU,
  156. $ V, LDV, TAU, WORK, RESULT )
  157. *
  158. * -- LAPACK test routine --
  159. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  160. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  161. *
  162. * .. Scalar Arguments ..
  163. CHARACTER UPLO
  164. INTEGER ITYPE, KBAND, LDA, LDU, LDV, M, N
  165. * ..
  166. * .. Array Arguments ..
  167. REAL A( LDA, * ), D( * ), E( * ), RESULT( 2 ),
  168. $ TAU( * ), U( LDU, * ), V( LDV, * ), WORK( * )
  169. * ..
  170. *
  171. * =====================================================================
  172. *
  173. * .. Parameters ..
  174. REAL ZERO, ONE
  175. PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0 )
  176. * ..
  177. * .. Local Scalars ..
  178. INTEGER J, JJ, JJ1, JJ2, NN, NNP1
  179. REAL ANORM, ULP, UNFL, WNORM
  180. * ..
  181. * .. External Functions ..
  182. REAL SLAMCH, SLANSY
  183. EXTERNAL SLAMCH, SLANSY
  184. * ..
  185. * .. External Subroutines ..
  186. EXTERNAL SGEMM, SSYMM
  187. * ..
  188. * .. Intrinsic Functions ..
  189. INTRINSIC MAX, MIN, REAL
  190. * ..
  191. * .. Executable Statements ..
  192. *
  193. RESULT( 1 ) = ZERO
  194. RESULT( 2 ) = ZERO
  195. IF( N.LE.0 .OR. M.LE.0 )
  196. $ RETURN
  197. *
  198. UNFL = SLAMCH( 'Safe minimum' )
  199. ULP = SLAMCH( 'Precision' )
  200. *
  201. * Do Test 1
  202. *
  203. * Norm of A:
  204. *
  205. ANORM = MAX( SLANSY( '1', UPLO, N, A, LDA, WORK ), UNFL )
  206. *
  207. * Compute error matrix:
  208. *
  209. * ITYPE=1: error = U**T A U - S
  210. *
  211. CALL SSYMM( 'L', UPLO, N, M, ONE, A, LDA, U, LDU, ZERO, WORK, N )
  212. NN = N*N
  213. NNP1 = NN + 1
  214. CALL SGEMM( 'T', 'N', M, M, N, ONE, U, LDU, WORK, N, ZERO,
  215. $ WORK( NNP1 ), N )
  216. DO 10 J = 1, M
  217. JJ = NN + ( J-1 )*N + J
  218. WORK( JJ ) = WORK( JJ ) - D( J )
  219. 10 CONTINUE
  220. IF( KBAND.EQ.1 .AND. N.GT.1 ) THEN
  221. DO 20 J = 2, M
  222. JJ1 = NN + ( J-1 )*N + J - 1
  223. JJ2 = NN + ( J-2 )*N + J
  224. WORK( JJ1 ) = WORK( JJ1 ) - E( J-1 )
  225. WORK( JJ2 ) = WORK( JJ2 ) - E( J-1 )
  226. 20 CONTINUE
  227. END IF
  228. WNORM = SLANSY( '1', UPLO, M, WORK( NNP1 ), N, WORK( 1 ) )
  229. *
  230. IF( ANORM.GT.WNORM ) THEN
  231. RESULT( 1 ) = ( WNORM / ANORM ) / ( M*ULP )
  232. ELSE
  233. IF( ANORM.LT.ONE ) THEN
  234. RESULT( 1 ) = ( MIN( WNORM, M*ANORM ) / ANORM ) / ( M*ULP )
  235. ELSE
  236. RESULT( 1 ) = MIN( WNORM / ANORM, REAL( M ) ) / ( M*ULP )
  237. END IF
  238. END IF
  239. *
  240. * Do Test 2
  241. *
  242. * Compute U**T U - I
  243. *
  244. IF( ITYPE.EQ.1 )
  245. $ CALL SORT01( 'Columns', N, M, U, LDU, WORK, 2*N*N,
  246. $ RESULT( 2 ) )
  247. *
  248. RETURN
  249. *
  250. * End of SSYT22
  251. *
  252. END