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sstt21.f 6.4 kB

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  1. *> \brief \b SSTT21
  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 SSTT21( N, KBAND, AD, AE, SD, SE, U, LDU, WORK,
  12. * RESULT )
  13. *
  14. * .. Scalar Arguments ..
  15. * INTEGER KBAND, LDU, N
  16. * ..
  17. * .. Array Arguments ..
  18. * REAL AD( * ), AE( * ), RESULT( 2 ), SD( * ),
  19. * $ SE( * ), U( LDU, * ), WORK( * )
  20. * ..
  21. *
  22. *
  23. *> \par Purpose:
  24. * =============
  25. *>
  26. *> \verbatim
  27. *>
  28. *> SSTT21 checks a decomposition of the form
  29. *>
  30. *> A = U S U'
  31. *>
  32. *> where ' means transpose, A is symmetric tridiagonal, U is orthogonal,
  33. *> and S is diagonal (if KBAND=0) or symmetric tridiagonal (if KBAND=1).
  34. *> Two tests are performed:
  35. *>
  36. *> RESULT(1) = | A - U S U' | / ( |A| n ulp )
  37. *>
  38. *> RESULT(2) = | I - UU' | / ( n ulp )
  39. *> \endverbatim
  40. *
  41. * Arguments:
  42. * ==========
  43. *
  44. *> \param[in] N
  45. *> \verbatim
  46. *> N is INTEGER
  47. *> The size of the matrix. If it is zero, SSTT21 does nothing.
  48. *> It must be at least zero.
  49. *> \endverbatim
  50. *>
  51. *> \param[in] KBAND
  52. *> \verbatim
  53. *> KBAND is INTEGER
  54. *> The bandwidth of the matrix S. It may only be zero or one.
  55. *> If zero, then S is diagonal, and SE is not referenced. If
  56. *> one, then S is symmetric tri-diagonal.
  57. *> \endverbatim
  58. *>
  59. *> \param[in] AD
  60. *> \verbatim
  61. *> AD is REAL array, dimension (N)
  62. *> The diagonal of the original (unfactored) matrix A. A is
  63. *> assumed to be symmetric tridiagonal.
  64. *> \endverbatim
  65. *>
  66. *> \param[in] AE
  67. *> \verbatim
  68. *> AE is REAL array, dimension (N-1)
  69. *> The off-diagonal of the original (unfactored) matrix A. A
  70. *> is assumed to be symmetric tridiagonal. AE(1) is the (1,2)
  71. *> and (2,1) element, AE(2) is the (2,3) and (3,2) element, etc.
  72. *> \endverbatim
  73. *>
  74. *> \param[in] SD
  75. *> \verbatim
  76. *> SD is REAL array, dimension (N)
  77. *> The diagonal of the (symmetric tri-) diagonal matrix S.
  78. *> \endverbatim
  79. *>
  80. *> \param[in] SE
  81. *> \verbatim
  82. *> SE is REAL array, dimension (N-1)
  83. *> The off-diagonal of the (symmetric tri-) diagonal matrix S.
  84. *> Not referenced if KBSND=0. If KBAND=1, then AE(1) is the
  85. *> (1,2) and (2,1) element, SE(2) is the (2,3) and (3,2)
  86. *> element, etc.
  87. *> \endverbatim
  88. *>
  89. *> \param[in] U
  90. *> \verbatim
  91. *> U is REAL array, dimension (LDU, N)
  92. *> The orthogonal matrix in the decomposition.
  93. *> \endverbatim
  94. *>
  95. *> \param[in] LDU
  96. *> \verbatim
  97. *> LDU is INTEGER
  98. *> The leading dimension of U. LDU must be at least N.
  99. *> \endverbatim
  100. *>
  101. *> \param[out] WORK
  102. *> \verbatim
  103. *> WORK is REAL array, dimension (N*(N+1))
  104. *> \endverbatim
  105. *>
  106. *> \param[out] RESULT
  107. *> \verbatim
  108. *> RESULT is REAL array, dimension (2)
  109. *> The values computed by the two tests described above. The
  110. *> values are currently limited to 1/ulp, to avoid overflow.
  111. *> RESULT(1) is always modified.
  112. *> \endverbatim
  113. *
  114. * Authors:
  115. * ========
  116. *
  117. *> \author Univ. of Tennessee
  118. *> \author Univ. of California Berkeley
  119. *> \author Univ. of Colorado Denver
  120. *> \author NAG Ltd.
  121. *
  122. *> \ingroup single_eig
  123. *
  124. * =====================================================================
  125. SUBROUTINE SSTT21( N, KBAND, AD, AE, SD, SE, U, LDU, WORK,
  126. $ RESULT )
  127. *
  128. * -- LAPACK test routine --
  129. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  130. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  131. *
  132. * .. Scalar Arguments ..
  133. INTEGER KBAND, LDU, N
  134. * ..
  135. * .. Array Arguments ..
  136. REAL AD( * ), AE( * ), RESULT( 2 ), SD( * ),
  137. $ SE( * ), U( LDU, * ), WORK( * )
  138. * ..
  139. *
  140. * =====================================================================
  141. *
  142. * .. Parameters ..
  143. REAL ZERO, ONE
  144. PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0 )
  145. * ..
  146. * .. Local Scalars ..
  147. INTEGER J
  148. REAL ANORM, TEMP1, TEMP2, ULP, UNFL, WNORM
  149. * ..
  150. * .. External Functions ..
  151. REAL SLAMCH, SLANGE, SLANSY
  152. EXTERNAL SLAMCH, SLANGE, SLANSY
  153. * ..
  154. * .. External Subroutines ..
  155. EXTERNAL SGEMM, SLASET, SSYR, SSYR2
  156. * ..
  157. * .. Intrinsic Functions ..
  158. INTRINSIC ABS, MAX, MIN, REAL
  159. * ..
  160. * .. Executable Statements ..
  161. *
  162. * 1) Constants
  163. *
  164. RESULT( 1 ) = ZERO
  165. RESULT( 2 ) = ZERO
  166. IF( N.LE.0 )
  167. $ RETURN
  168. *
  169. UNFL = SLAMCH( 'Safe minimum' )
  170. ULP = SLAMCH( 'Precision' )
  171. *
  172. * Do Test 1
  173. *
  174. * Copy A & Compute its 1-Norm:
  175. *
  176. CALL SLASET( 'Full', N, N, ZERO, ZERO, WORK, N )
  177. *
  178. ANORM = ZERO
  179. TEMP1 = ZERO
  180. *
  181. DO 10 J = 1, N - 1
  182. WORK( ( N+1 )*( J-1 )+1 ) = AD( J )
  183. WORK( ( N+1 )*( J-1 )+2 ) = AE( J )
  184. TEMP2 = ABS( AE( J ) )
  185. ANORM = MAX( ANORM, ABS( AD( J ) )+TEMP1+TEMP2 )
  186. TEMP1 = TEMP2
  187. 10 CONTINUE
  188. *
  189. WORK( N**2 ) = AD( N )
  190. ANORM = MAX( ANORM, ABS( AD( N ) )+TEMP1, UNFL )
  191. *
  192. * Norm of A - USU'
  193. *
  194. DO 20 J = 1, N
  195. CALL SSYR( 'L', N, -SD( J ), U( 1, J ), 1, WORK, N )
  196. 20 CONTINUE
  197. *
  198. IF( N.GT.1 .AND. KBAND.EQ.1 ) THEN
  199. DO 30 J = 1, N - 1
  200. CALL SSYR2( 'L', N, -SE( J ), U( 1, J ), 1, U( 1, J+1 ), 1,
  201. $ WORK, N )
  202. 30 CONTINUE
  203. END IF
  204. *
  205. WNORM = SLANSY( '1', 'L', N, WORK, N, WORK( N**2+1 ) )
  206. *
  207. IF( ANORM.GT.WNORM ) THEN
  208. RESULT( 1 ) = ( WNORM / ANORM ) / ( N*ULP )
  209. ELSE
  210. IF( ANORM.LT.ONE ) THEN
  211. RESULT( 1 ) = ( MIN( WNORM, N*ANORM ) / ANORM ) / ( N*ULP )
  212. ELSE
  213. RESULT( 1 ) = MIN( WNORM / ANORM, REAL( N ) ) / ( N*ULP )
  214. END IF
  215. END IF
  216. *
  217. * Do Test 2
  218. *
  219. * Compute UU' - I
  220. *
  221. CALL SGEMM( 'N', 'C', N, N, N, ONE, U, LDU, U, LDU, ZERO, WORK,
  222. $ N )
  223. *
  224. DO 40 J = 1, N
  225. WORK( ( N+1 )*( J-1 )+1 ) = WORK( ( N+1 )*( J-1 )+1 ) - ONE
  226. 40 CONTINUE
  227. *
  228. RESULT( 2 ) = MIN( REAL( N ), SLANGE( '1', N, N, WORK, N,
  229. $ WORK( N**2+1 ) ) ) / ( N*ULP )
  230. *
  231. RETURN
  232. *
  233. * End of SSTT21
  234. *
  235. END