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sdrvls.f 41 kB

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  1. *> \brief \b SDRVLS
  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 SDRVLS( DOTYPE, NM, MVAL, NN, NVAL, NNS, NSVAL, NNB,
  12. * NBVAL, NXVAL, THRESH, TSTERR, A, COPYA, B,
  13. * COPYB, C, S, COPYS, NOUT )
  14. *
  15. * .. Scalar Arguments ..
  16. * LOGICAL TSTERR
  17. * INTEGER NM, NN, NNB, NNS, NOUT
  18. * REAL THRESH
  19. * ..
  20. * .. Array Arguments ..
  21. * LOGICAL DOTYPE( * )
  22. * INTEGER MVAL( * ), NBVAL( * ), NSVAL( * ),
  23. * $ NVAL( * ), NXVAL( * )
  24. * REAL A( * ), B( * ), C( * ), COPYA( * ), COPYB( * ),
  25. * $ COPYS( * ), S( * )
  26. * ..
  27. *
  28. *
  29. *> \par Purpose:
  30. * =============
  31. *>
  32. *> \verbatim
  33. *>
  34. *> SDRVLS tests the least squares driver routines SGELS, SGELST,
  35. *> SGETSLS, SGELSS, SGELSY and SGELSD.
  36. *> \endverbatim
  37. *
  38. * Arguments:
  39. * ==========
  40. *
  41. *> \param[in] DOTYPE
  42. *> \verbatim
  43. *> DOTYPE is LOGICAL array, dimension (NTYPES)
  44. *> The matrix types to be used for testing. Matrices of type j
  45. *> (for 1 <= j <= NTYPES) are used for testing if DOTYPE(j) =
  46. *> .TRUE.; if DOTYPE(j) = .FALSE., then type j is not used.
  47. *> The matrix of type j is generated as follows:
  48. *> j=1: A = U*D*V where U and V are random orthogonal matrices
  49. *> and D has random entries (> 0.1) taken from a uniform
  50. *> distribution (0,1). A is full rank.
  51. *> j=2: The same of 1, but A is scaled up.
  52. *> j=3: The same of 1, but A is scaled down.
  53. *> j=4: A = U*D*V where U and V are random orthogonal matrices
  54. *> and D has 3*min(M,N)/4 random entries (> 0.1) taken
  55. *> from a uniform distribution (0,1) and the remaining
  56. *> entries set to 0. A is rank-deficient.
  57. *> j=5: The same of 4, but A is scaled up.
  58. *> j=6: The same of 5, but A is scaled down.
  59. *> \endverbatim
  60. *>
  61. *> \param[in] NM
  62. *> \verbatim
  63. *> NM is INTEGER
  64. *> The number of values of M contained in the vector MVAL.
  65. *> \endverbatim
  66. *>
  67. *> \param[in] MVAL
  68. *> \verbatim
  69. *> MVAL is INTEGER array, dimension (NM)
  70. *> The values of the matrix row dimension M.
  71. *> \endverbatim
  72. *>
  73. *> \param[in] NN
  74. *> \verbatim
  75. *> NN is INTEGER
  76. *> The number of values of N contained in the vector NVAL.
  77. *> \endverbatim
  78. *>
  79. *> \param[in] NVAL
  80. *> \verbatim
  81. *> NVAL is INTEGER array, dimension (NN)
  82. *> The values of the matrix column dimension N.
  83. *> \endverbatim
  84. *>
  85. *> \param[in] NNS
  86. *> \verbatim
  87. *> NNS is INTEGER
  88. *> The number of values of NRHS contained in the vector NSVAL.
  89. *> \endverbatim
  90. *>
  91. *> \param[in] NSVAL
  92. *> \verbatim
  93. *> NSVAL is INTEGER array, dimension (NNS)
  94. *> The values of the number of right hand sides NRHS.
  95. *> \endverbatim
  96. *>
  97. *> \param[in] NNB
  98. *> \verbatim
  99. *> NNB is INTEGER
  100. *> The number of values of NB and NX contained in the
  101. *> vectors NBVAL and NXVAL. The blocking parameters are used
  102. *> in pairs (NB,NX).
  103. *> \endverbatim
  104. *>
  105. *> \param[in] NBVAL
  106. *> \verbatim
  107. *> NBVAL is INTEGER array, dimension (NNB)
  108. *> The values of the blocksize NB.
  109. *> \endverbatim
  110. *>
  111. *> \param[in] NXVAL
  112. *> \verbatim
  113. *> NXVAL is INTEGER array, dimension (NNB)
  114. *> The values of the crossover point NX.
  115. *> \endverbatim
  116. *>
  117. *> \param[in] THRESH
  118. *> \verbatim
  119. *> THRESH is REAL
  120. *> The threshold value for the test ratios. A result is
  121. *> included in the output file if RESULT >= THRESH. To have
  122. *> every test ratio printed, use THRESH = 0.
  123. *> \endverbatim
  124. *>
  125. *> \param[in] TSTERR
  126. *> \verbatim
  127. *> TSTERR is LOGICAL
  128. *> Flag that indicates whether error exits are to be tested.
  129. *> \endverbatim
  130. *>
  131. *> \param[out] A
  132. *> \verbatim
  133. *> A is REAL array, dimension (MMAX*NMAX)
  134. *> where MMAX is the maximum value of M in MVAL and NMAX is the
  135. *> maximum value of N in NVAL.
  136. *> \endverbatim
  137. *>
  138. *> \param[out] COPYA
  139. *> \verbatim
  140. *> COPYA is REAL array, dimension (MMAX*NMAX)
  141. *> \endverbatim
  142. *>
  143. *> \param[out] B
  144. *> \verbatim
  145. *> B is REAL array, dimension (MMAX*NSMAX)
  146. *> where MMAX is the maximum value of M in MVAL and NSMAX is the
  147. *> maximum value of NRHS in NSVAL.
  148. *> \endverbatim
  149. *>
  150. *> \param[out] COPYB
  151. *> \verbatim
  152. *> COPYB is REAL array, dimension (MMAX*NSMAX)
  153. *> \endverbatim
  154. *>
  155. *> \param[out] C
  156. *> \verbatim
  157. *> C is REAL array, dimension (MMAX*NSMAX)
  158. *> \endverbatim
  159. *>
  160. *> \param[out] S
  161. *> \verbatim
  162. *> S is REAL array, dimension
  163. *> (min(MMAX,NMAX))
  164. *> \endverbatim
  165. *>
  166. *> \param[out] COPYS
  167. *> \verbatim
  168. *> COPYS is REAL array, dimension
  169. *> (min(MMAX,NMAX))
  170. *> \endverbatim
  171. *>
  172. *> \param[in] NOUT
  173. *> \verbatim
  174. *> NOUT is INTEGER
  175. *> The unit number for output.
  176. *> \endverbatim
  177. *
  178. * Authors:
  179. * ========
  180. *
  181. *> \author Univ. of Tennessee
  182. *> \author Univ. of California Berkeley
  183. *> \author Univ. of Colorado Denver
  184. *> \author NAG Ltd.
  185. *
  186. *> \ingroup single_lin
  187. *
  188. * =====================================================================
  189. SUBROUTINE SDRVLS( DOTYPE, NM, MVAL, NN, NVAL, NNS, NSVAL, NNB,
  190. $ NBVAL, NXVAL, THRESH, TSTERR, A, COPYA, B,
  191. $ COPYB, C, S, COPYS, NOUT )
  192. *
  193. * -- LAPACK test routine --
  194. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  195. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  196. *
  197. * .. Scalar Arguments ..
  198. LOGICAL TSTERR
  199. INTEGER NM, NN, NNB, NNS, NOUT
  200. REAL THRESH
  201. * ..
  202. * .. Array Arguments ..
  203. LOGICAL DOTYPE( * )
  204. INTEGER MVAL( * ), NBVAL( * ), NSVAL( * ),
  205. $ NVAL( * ), NXVAL( * )
  206. REAL A( * ), B( * ), C( * ), COPYA( * ), COPYB( * ),
  207. $ COPYS( * ), S( * )
  208. * ..
  209. *
  210. * =====================================================================
  211. *
  212. * .. Parameters ..
  213. INTEGER NTESTS
  214. PARAMETER ( NTESTS = 18 )
  215. INTEGER SMLSIZ
  216. PARAMETER ( SMLSIZ = 25 )
  217. REAL ONE, TWO, ZERO
  218. PARAMETER ( ONE = 1.0E0, TWO = 2.0E0, ZERO = 0.0E0 )
  219. * ..
  220. * .. Local Scalars ..
  221. CHARACTER TRANS
  222. CHARACTER*3 PATH
  223. INTEGER CRANK, I, IM, IMB, IN, INB, INFO, INS, IRANK,
  224. $ ISCALE, ITRAN, ITYPE, J, K, LDA, LDB, LDWORK,
  225. $ LWLSY, LWORK, M, MNMIN, N, NB, NCOLS, NERRS,
  226. $ NFAIL, NRHS, NROWS, NRUN, RANK, MB,
  227. $ MMAX, NMAX, NSMAX, LIWORK,
  228. $ LWORK_SGELS, LWORK_SGELST, LWORK_SGETSLS,
  229. $ LWORK_SGELSS, LWORK_SGELSY, LWORK_SGELSD
  230. REAL EPS, NORMA, NORMB, RCOND
  231. * ..
  232. * .. Local Arrays ..
  233. INTEGER ISEED( 4 ), ISEEDY( 4 ), IWQ( 1 )
  234. REAL RESULT( NTESTS ), WQ( 1 )
  235. * ..
  236. * .. Allocatable Arrays ..
  237. REAL, ALLOCATABLE :: WORK (:)
  238. INTEGER, ALLOCATABLE :: IWORK (:)
  239. * ..
  240. * .. External Functions ..
  241. REAL SASUM, SLAMCH, SQRT12, SQRT14, SQRT17
  242. EXTERNAL SASUM, SLAMCH, SQRT12, SQRT14, SQRT17
  243. * ..
  244. * .. External Subroutines ..
  245. EXTERNAL ALAERH, ALAHD, ALASVM, SAXPY, SERRLS, SGELS,
  246. $ SGELSD, SGELSS, SGELST, SGELSY, SGEMM,
  247. $ SGETSLS, SLACPY, SLARNV, SQRT13, SQRT15,
  248. $ SQRT16, SSCAL, XLAENV
  249. * ..
  250. * .. Intrinsic Functions ..
  251. INTRINSIC INT, MAX, MIN, REAL, SQRT
  252. * ..
  253. * .. Scalars in Common ..
  254. LOGICAL LERR, OK
  255. CHARACTER*32 SRNAMT
  256. INTEGER INFOT, IOUNIT
  257. * ..
  258. * .. Common blocks ..
  259. COMMON / INFOC / INFOT, IOUNIT, OK, LERR
  260. COMMON / SRNAMC / SRNAMT
  261. * ..
  262. * .. Data statements ..
  263. DATA ISEEDY / 1988, 1989, 1990, 1991 /
  264. * ..
  265. * .. Executable Statements ..
  266. *
  267. * Initialize constants and the random number seed.
  268. *
  269. PATH( 1: 1 ) = 'SINGLE PRECISION'
  270. PATH( 2: 3 ) = 'LS'
  271. NRUN = 0
  272. NFAIL = 0
  273. NERRS = 0
  274. DO 10 I = 1, 4
  275. ISEED( I ) = ISEEDY( I )
  276. 10 CONTINUE
  277. EPS = SLAMCH( 'Epsilon' )
  278. *
  279. * Threshold for rank estimation
  280. *
  281. RCOND = SQRT( EPS ) - ( SQRT( EPS )-EPS ) / 2
  282. *
  283. * Test the error exits
  284. *
  285. CALL XLAENV( 2, 2 )
  286. CALL XLAENV( 9, SMLSIZ )
  287. IF( TSTERR )
  288. $ CALL SERRLS( PATH, NOUT )
  289. *
  290. * Print the header if NM = 0 or NN = 0 and THRESH = 0.
  291. *
  292. IF( ( NM.EQ.0 .OR. NN.EQ.0 ) .AND. THRESH.EQ.ZERO )
  293. $ CALL ALAHD( NOUT, PATH )
  294. INFOT = 0
  295. CALL XLAENV( 2, 2 )
  296. CALL XLAENV( 9, SMLSIZ )
  297. *
  298. * Compute maximal workspace needed for all routines
  299. *
  300. NMAX = 0
  301. MMAX = 0
  302. NSMAX = 0
  303. DO I = 1, NM
  304. IF ( MVAL( I ).GT.MMAX ) THEN
  305. MMAX = MVAL( I )
  306. END IF
  307. ENDDO
  308. DO I = 1, NN
  309. IF ( NVAL( I ).GT.NMAX ) THEN
  310. NMAX = NVAL( I )
  311. END IF
  312. ENDDO
  313. DO I = 1, NNS
  314. IF ( NSVAL( I ).GT.NSMAX ) THEN
  315. NSMAX = NSVAL( I )
  316. END IF
  317. ENDDO
  318. M = MMAX
  319. N = NMAX
  320. NRHS = NSMAX
  321. MNMIN = MAX( MIN( M, N ), 1 )
  322. *
  323. * Compute workspace needed for routines
  324. * SQRT14, SQRT17 (two side cases), SQRT15 and SQRT12
  325. *
  326. LWORK = MAX( 1, ( M+N )*NRHS,
  327. $ ( N+NRHS )*( M+2 ), ( M+NRHS )*( N+2 ),
  328. $ MAX( M+MNMIN, NRHS*MNMIN,2*N+M ),
  329. $ MAX( M*N+4*MNMIN+MAX(M,N), M*N+2*MNMIN+4*N ) )
  330. LIWORK = 1
  331. *
  332. * Iterate through all test cases and compute necessary workspace
  333. * sizes for ?GELS, ?GELST, ?GETSLS, ?GELSY, ?GELSS and ?GELSD
  334. * routines.
  335. *
  336. DO IM = 1, NM
  337. M = MVAL( IM )
  338. LDA = MAX( 1, M )
  339. DO IN = 1, NN
  340. N = NVAL( IN )
  341. MNMIN = MAX(MIN( M, N ),1)
  342. LDB = MAX( 1, M, N )
  343. DO INS = 1, NNS
  344. NRHS = NSVAL( INS )
  345. DO IRANK = 1, 2
  346. DO ISCALE = 1, 3
  347. ITYPE = ( IRANK-1 )*3 + ISCALE
  348. IF( DOTYPE( ITYPE ) ) THEN
  349. IF( IRANK.EQ.1 ) THEN
  350. DO ITRAN = 1, 2
  351. IF( ITRAN.EQ.1 ) THEN
  352. TRANS = 'N'
  353. ELSE
  354. TRANS = 'T'
  355. END IF
  356. *
  357. * Compute workspace needed for SGELS
  358. CALL SGELS( TRANS, M, N, NRHS, A, LDA,
  359. $ B, LDB, WQ( 1 ), -1, INFO )
  360. LWORK_SGELS = INT ( WQ( 1 ) )
  361. * Compute workspace needed for SGELST
  362. CALL SGELST( TRANS, M, N, NRHS, A, LDA,
  363. $ B, LDB, WQ, -1, INFO )
  364. LWORK_SGELST = INT ( WQ ( 1 ) )
  365. * Compute workspace needed for SGETSLS
  366. CALL SGETSLS( TRANS, M, N, NRHS, A, LDA,
  367. $ B, LDB, WQ( 1 ), -1, INFO )
  368. LWORK_SGETSLS = INT( WQ( 1 ) )
  369. ENDDO
  370. END IF
  371. * Compute workspace needed for SGELSY
  372. CALL SGELSY( M, N, NRHS, A, LDA, B, LDB, IWQ,
  373. $ RCOND, CRANK, WQ, -1, INFO )
  374. LWORK_SGELSY = INT( WQ( 1 ) )
  375. * Compute workspace needed for SGELSS
  376. CALL SGELSS( M, N, NRHS, A, LDA, B, LDB, S,
  377. $ RCOND, CRANK, WQ, -1 , INFO )
  378. LWORK_SGELSS = INT( WQ( 1 ) )
  379. * Compute workspace needed for SGELSD
  380. CALL SGELSD( M, N, NRHS, A, LDA, B, LDB, S,
  381. $ RCOND, CRANK, WQ, -1, IWQ, INFO )
  382. LWORK_SGELSD = INT( WQ( 1 ) )
  383. * Compute LIWORK workspace needed for SGELSY and SGELSD
  384. LIWORK = MAX( LIWORK, N, IWQ( 1 ) )
  385. * Compute LWORK workspace needed for all functions
  386. LWORK = MAX( LWORK, LWORK_SGELS, LWORK_SGELST,
  387. $ LWORK_SGETSLS, LWORK_SGELSY,
  388. $ LWORK_SGELSS, LWORK_SGELSD )
  389. END IF
  390. ENDDO
  391. ENDDO
  392. ENDDO
  393. ENDDO
  394. ENDDO
  395. *
  396. LWLSY = LWORK
  397. *
  398. ALLOCATE( WORK( LWORK ) )
  399. ALLOCATE( IWORK( LIWORK ) )
  400. *
  401. DO 150 IM = 1, NM
  402. M = MVAL( IM )
  403. LDA = MAX( 1, M )
  404. *
  405. DO 140 IN = 1, NN
  406. N = NVAL( IN )
  407. MNMIN = MAX(MIN( M, N ),1)
  408. LDB = MAX( 1, M, N )
  409. MB = (MNMIN+1)
  410. *
  411. DO 130 INS = 1, NNS
  412. NRHS = NSVAL( INS )
  413. *
  414. DO 120 IRANK = 1, 2
  415. DO 110 ISCALE = 1, 3
  416. ITYPE = ( IRANK-1 )*3 + ISCALE
  417. IF( .NOT.DOTYPE( ITYPE ) )
  418. $ GO TO 110
  419. * =====================================================
  420. * Begin test SGELS
  421. * =====================================================
  422. IF( IRANK.EQ.1 ) THEN
  423. *
  424. * Generate a matrix of scaling type ISCALE
  425. *
  426. CALL SQRT13( ISCALE, M, N, COPYA, LDA, NORMA,
  427. $ ISEED )
  428. *
  429. * Loop for testing different block sizes.
  430. *
  431. DO INB = 1, NNB
  432. NB = NBVAL( INB )
  433. CALL XLAENV( 1, NB )
  434. CALL XLAENV( 3, NXVAL( INB ) )
  435. *
  436. * Loop for testing non-transposed and transposed.
  437. *
  438. DO ITRAN = 1, 2
  439. IF( ITRAN.EQ.1 ) THEN
  440. TRANS = 'N'
  441. NROWS = M
  442. NCOLS = N
  443. ELSE
  444. TRANS = 'T'
  445. NROWS = N
  446. NCOLS = M
  447. END IF
  448. LDWORK = MAX( 1, NCOLS )
  449. *
  450. * Set up a consistent rhs
  451. *
  452. IF( NCOLS.GT.0 ) THEN
  453. CALL SLARNV( 2, ISEED, NCOLS*NRHS,
  454. $ WORK )
  455. CALL SSCAL( NCOLS*NRHS,
  456. $ ONE / REAL( NCOLS ), WORK,
  457. $ 1 )
  458. END IF
  459. CALL SGEMM( TRANS, 'No transpose', NROWS,
  460. $ NRHS, NCOLS, ONE, COPYA, LDA,
  461. $ WORK, LDWORK, ZERO, B, LDB )
  462. CALL SLACPY( 'Full', NROWS, NRHS, B, LDB,
  463. $ COPYB, LDB )
  464. *
  465. * Solve LS or overdetermined system
  466. *
  467. IF( M.GT.0 .AND. N.GT.0 ) THEN
  468. CALL SLACPY( 'Full', M, N, COPYA, LDA,
  469. $ A, LDA )
  470. CALL SLACPY( 'Full', NROWS, NRHS,
  471. $ COPYB, LDB, B, LDB )
  472. END IF
  473. SRNAMT = 'SGELS '
  474. CALL SGELS( TRANS, M, N, NRHS, A, LDA, B,
  475. $ LDB, WORK, LWORK, INFO )
  476. IF( INFO.NE.0 )
  477. $ CALL ALAERH( PATH, 'SGELS ', INFO, 0,
  478. $ TRANS, M, N, NRHS, -1, NB,
  479. $ ITYPE, NFAIL, NERRS,
  480. $ NOUT )
  481. *
  482. * Test 1: Check correctness of results
  483. * for SGELS, compute the residual:
  484. * RESID = norm(B - A*X) /
  485. * / ( max(m,n) * norm(A) * norm(X) * EPS )
  486. *
  487. IF( NROWS.GT.0 .AND. NRHS.GT.0 )
  488. $ CALL SLACPY( 'Full', NROWS, NRHS,
  489. $ COPYB, LDB, C, LDB )
  490. CALL SQRT16( TRANS, M, N, NRHS, COPYA,
  491. $ LDA, B, LDB, C, LDB, WORK,
  492. $ RESULT( 1 ) )
  493. *
  494. * Test 2: Check correctness of results
  495. * for SGELS.
  496. *
  497. IF( ( ITRAN.EQ.1 .AND. M.GE.N ) .OR.
  498. $ ( ITRAN.EQ.2 .AND. M.LT.N ) ) THEN
  499. *
  500. * Solving LS system, compute:
  501. * r = norm((B- A*X)**T * A) /
  502. * / (norm(A)*norm(B)*max(M,N,NRHS)*EPS)
  503. *
  504. RESULT( 2 ) = SQRT17( TRANS, 1, M, N,
  505. $ NRHS, COPYA, LDA, B, LDB,
  506. $ COPYB, LDB, C, WORK,
  507. $ LWORK )
  508. ELSE
  509. *
  510. * Solving overdetermined system
  511. *
  512. RESULT( 2 ) = SQRT14( TRANS, M, N,
  513. $ NRHS, COPYA, LDA, B, LDB,
  514. $ WORK, LWORK )
  515. END IF
  516. *
  517. * Print information about the tests that
  518. * did not pass the threshold.
  519. *
  520. DO K = 1, 2
  521. IF( RESULT( K ).GE.THRESH ) THEN
  522. IF( NFAIL.EQ.0 .AND. NERRS.EQ.0 )
  523. $ CALL ALAHD( NOUT, PATH )
  524. WRITE( NOUT, FMT = 9999 )TRANS, M,
  525. $ N, NRHS, NB, ITYPE, K,
  526. $ RESULT( K )
  527. NFAIL = NFAIL + 1
  528. END IF
  529. END DO
  530. NRUN = NRUN + 2
  531. END DO
  532. END DO
  533. END IF
  534. * =====================================================
  535. * End test SGELS
  536. * =====================================================
  537. * =====================================================
  538. * Begin test SGELST
  539. * =====================================================
  540. IF( IRANK.EQ.1 ) THEN
  541. *
  542. * Generate a matrix of scaling type ISCALE
  543. *
  544. CALL SQRT13( ISCALE, M, N, COPYA, LDA, NORMA,
  545. $ ISEED )
  546. *
  547. * Loop for testing different block sizes.
  548. *
  549. DO INB = 1, NNB
  550. NB = NBVAL( INB )
  551. CALL XLAENV( 1, NB )
  552. *
  553. * Loop for testing non-transposed and transposed.
  554. *
  555. DO ITRAN = 1, 2
  556. IF( ITRAN.EQ.1 ) THEN
  557. TRANS = 'N'
  558. NROWS = M
  559. NCOLS = N
  560. ELSE
  561. TRANS = 'T'
  562. NROWS = N
  563. NCOLS = M
  564. END IF
  565. LDWORK = MAX( 1, NCOLS )
  566. *
  567. * Set up a consistent rhs
  568. *
  569. IF( NCOLS.GT.0 ) THEN
  570. CALL SLARNV( 2, ISEED, NCOLS*NRHS,
  571. $ WORK )
  572. CALL SSCAL( NCOLS*NRHS,
  573. $ ONE / REAL( NCOLS ), WORK,
  574. $ 1 )
  575. END IF
  576. CALL SGEMM( TRANS, 'No transpose', NROWS,
  577. $ NRHS, NCOLS, ONE, COPYA, LDA,
  578. $ WORK, LDWORK, ZERO, B, LDB )
  579. CALL SLACPY( 'Full', NROWS, NRHS, B, LDB,
  580. $ COPYB, LDB )
  581. *
  582. * Solve LS or overdetermined system
  583. *
  584. IF( M.GT.0 .AND. N.GT.0 ) THEN
  585. CALL SLACPY( 'Full', M, N, COPYA, LDA,
  586. $ A, LDA )
  587. CALL SLACPY( 'Full', NROWS, NRHS,
  588. $ COPYB, LDB, B, LDB )
  589. END IF
  590. SRNAMT = 'SGELST'
  591. CALL SGELST( TRANS, M, N, NRHS, A, LDA, B,
  592. $ LDB, WORK, LWORK, INFO )
  593. IF( INFO.NE.0 )
  594. $ CALL ALAERH( PATH, 'SGELST', INFO, 0,
  595. $ TRANS, M, N, NRHS, -1, NB,
  596. $ ITYPE, NFAIL, NERRS,
  597. $ NOUT )
  598. *
  599. * Test 3: Check correctness of results
  600. * for SGELST, compute the residual:
  601. * RESID = norm(B - A*X) /
  602. * / ( max(m,n) * norm(A) * norm(X) * EPS )
  603. *
  604. IF( NROWS.GT.0 .AND. NRHS.GT.0 )
  605. $ CALL SLACPY( 'Full', NROWS, NRHS,
  606. $ COPYB, LDB, C, LDB )
  607. CALL SQRT16( TRANS, M, N, NRHS, COPYA,
  608. $ LDA, B, LDB, C, LDB, WORK,
  609. $ RESULT( 3 ) )
  610. *
  611. * Test 4: Check correctness of results
  612. * for SGELST.
  613. *
  614. IF( ( ITRAN.EQ.1 .AND. M.GE.N ) .OR.
  615. $ ( ITRAN.EQ.2 .AND. M.LT.N ) ) THEN
  616. *
  617. * Solving LS system, compute:
  618. * r = norm((B- A*X)**T * A) /
  619. * / (norm(A)*norm(B)*max(M,N,NRHS)*EPS)
  620. *
  621. RESULT( 4 ) = SQRT17( TRANS, 1, M, N,
  622. $ NRHS, COPYA, LDA, B, LDB,
  623. $ COPYB, LDB, C, WORK,
  624. $ LWORK )
  625. ELSE
  626. *
  627. * Solving overdetermined system
  628. *
  629. RESULT( 4 ) = SQRT14( TRANS, M, N,
  630. $ NRHS, COPYA, LDA, B, LDB,
  631. $ WORK, LWORK )
  632. END IF
  633. *
  634. * Print information about the tests that
  635. * did not pass the threshold.
  636. *
  637. DO K = 3, 4
  638. IF( RESULT( K ).GE.THRESH ) THEN
  639. IF( NFAIL.EQ.0 .AND. NERRS.EQ.0 )
  640. $ CALL ALAHD( NOUT, PATH )
  641. WRITE( NOUT, FMT = 9999 ) TRANS, M,
  642. $ N, NRHS, NB, ITYPE, K,
  643. $ RESULT( K )
  644. NFAIL = NFAIL + 1
  645. END IF
  646. END DO
  647. NRUN = NRUN + 2
  648. END DO
  649. END DO
  650. END IF
  651. * =====================================================
  652. * End test SGELST
  653. * =====================================================
  654. * =====================================================
  655. * Begin test SGETSLS
  656. * =====================================================
  657. IF( IRANK.EQ.1 ) THEN
  658. *
  659. * Generate a matrix of scaling type ISCALE
  660. *
  661. CALL SQRT13( ISCALE, M, N, COPYA, LDA, NORMA,
  662. $ ISEED )
  663. *
  664. * Loop for testing different block sizes MB.
  665. *
  666. DO IMB = 1, NNB
  667. MB = NBVAL( IMB )
  668. CALL XLAENV( 1, MB )
  669. *
  670. * Loop for testing different block sizes NB.
  671. *
  672. DO INB = 1, NNB
  673. NB = NBVAL( INB )
  674. CALL XLAENV( 2, NB )
  675. *
  676. * Loop for testing non-transposed
  677. * and transposed.
  678. *
  679. DO ITRAN = 1, 2
  680. IF( ITRAN.EQ.1 ) THEN
  681. TRANS = 'N'
  682. NROWS = M
  683. NCOLS = N
  684. ELSE
  685. TRANS = 'T'
  686. NROWS = N
  687. NCOLS = M
  688. END IF
  689. LDWORK = MAX( 1, NCOLS )
  690. *
  691. * Set up a consistent rhs
  692. *
  693. IF( NCOLS.GT.0 ) THEN
  694. CALL SLARNV( 2, ISEED, NCOLS*NRHS,
  695. $ WORK )
  696. CALL SSCAL( NCOLS*NRHS,
  697. $ ONE / REAL( NCOLS ),
  698. $ WORK, 1 )
  699. END IF
  700. CALL SGEMM( TRANS, 'No transpose',
  701. $ NROWS, NRHS, NCOLS, ONE,
  702. $ COPYA, LDA, WORK, LDWORK,
  703. $ ZERO, B, LDB )
  704. CALL SLACPY( 'Full', NROWS, NRHS,
  705. $ B, LDB, COPYB, LDB )
  706. *
  707. * Solve LS or overdetermined system
  708. *
  709. IF( M.GT.0 .AND. N.GT.0 ) THEN
  710. CALL SLACPY( 'Full', M, N,
  711. $ COPYA, LDA, A, LDA )
  712. CALL SLACPY( 'Full', NROWS, NRHS,
  713. $ COPYB, LDB, B, LDB )
  714. END IF
  715. SRNAMT = 'SGETSLS'
  716. CALL SGETSLS( TRANS, M, N, NRHS,
  717. $ A, LDA, B, LDB, WORK, LWORK,
  718. $ INFO )
  719. IF( INFO.NE.0 )
  720. $ CALL ALAERH( PATH, 'SGETSLS', INFO,
  721. $ 0, TRANS, M, N, NRHS,
  722. $ -1, NB, ITYPE, NFAIL,
  723. $ NERRS, NOUT )
  724. *
  725. * Test 5: Check correctness of results
  726. * for SGETSLS, compute the residual:
  727. * RESID = norm(B - A*X) /
  728. * / ( max(m,n) * norm(A) * norm(X) * EPS )
  729. *
  730. IF( NROWS.GT.0 .AND. NRHS.GT.0 )
  731. $ CALL SLACPY( 'Full', NROWS, NRHS,
  732. $ COPYB, LDB, C, LDB )
  733. CALL SQRT16( TRANS, M, N, NRHS,
  734. $ COPYA, LDA, B, LDB,
  735. $ C, LDB, WORK,
  736. $ RESULT( 5 ) )
  737. *
  738. * Test 6: Check correctness of results
  739. * for SGETSLS.
  740. *
  741. IF( ( ITRAN.EQ.1 .AND. M.GE.N ) .OR.
  742. $ ( ITRAN.EQ.2 .AND. M.LT.N ) ) THEN
  743. *
  744. * Solving LS system, compute:
  745. * r = norm((B- A*X)**T * A) /
  746. * / (norm(A)*norm(B)*max(M,N,NRHS)*EPS)
  747. *
  748. RESULT( 6 ) = SQRT17( TRANS, 1, M,
  749. $ N, NRHS, COPYA, LDA,
  750. $ B, LDB, COPYB, LDB,
  751. $ C, WORK, LWORK )
  752. ELSE
  753. *
  754. * Solving overdetermined system
  755. *
  756. RESULT( 6 ) = SQRT14( TRANS, M, N,
  757. $ NRHS, COPYA, LDA,
  758. $ B, LDB, WORK, LWORK )
  759. END IF
  760. *
  761. * Print information about the tests that
  762. * did not pass the threshold.
  763. *
  764. DO K = 5, 6
  765. IF( RESULT( K ).GE.THRESH ) THEN
  766. IF( NFAIL.EQ.0 .AND. NERRS.EQ.0 )
  767. $ CALL ALAHD( NOUT, PATH )
  768. WRITE( NOUT, FMT = 9997 ) TRANS,
  769. $ M, N, NRHS, MB, NB, ITYPE,
  770. $ K, RESULT( K )
  771. NFAIL = NFAIL + 1
  772. END IF
  773. END DO
  774. NRUN = NRUN + 2
  775. END DO
  776. END DO
  777. END DO
  778. END IF
  779. * =====================================================
  780. * End test SGETSLS
  781. * =====================================================
  782. *
  783. * Generate a matrix of scaling type ISCALE and rank
  784. * type IRANK.
  785. *
  786. CALL SQRT15( ISCALE, IRANK, M, N, NRHS, COPYA, LDA,
  787. $ COPYB, LDB, COPYS, RANK, NORMA, NORMB,
  788. $ ISEED, WORK, LWORK )
  789. *
  790. * workspace used: MAX(M+MIN(M,N),NRHS*MIN(M,N),2*N+M)
  791. *
  792. LDWORK = MAX( 1, M )
  793. *
  794. * Loop for testing different block sizes.
  795. *
  796. DO 100 INB = 1, NNB
  797. NB = NBVAL( INB )
  798. CALL XLAENV( 1, NB )
  799. CALL XLAENV( 3, NXVAL( INB ) )
  800. *
  801. * Test SGELSY
  802. *
  803. * SGELSY: Compute the minimum-norm solution X
  804. * to min( norm( A * X - B ) )
  805. * using the rank-revealing orthogonal
  806. * factorization.
  807. *
  808. * Initialize vector IWORK.
  809. *
  810. DO 70 J = 1, N
  811. IWORK( J ) = 0
  812. 70 CONTINUE
  813. *
  814. CALL SLACPY( 'Full', M, N, COPYA, LDA, A, LDA )
  815. CALL SLACPY( 'Full', M, NRHS, COPYB, LDB, B,
  816. $ LDB )
  817. *
  818. SRNAMT = 'SGELSY'
  819. CALL SGELSY( M, N, NRHS, A, LDA, B, LDB, IWORK,
  820. $ RCOND, CRANK, WORK, LWLSY, INFO )
  821. IF( INFO.NE.0 )
  822. $ CALL ALAERH( PATH, 'SGELSY', INFO, 0, ' ', M,
  823. $ N, NRHS, -1, NB, ITYPE, NFAIL,
  824. $ NERRS, NOUT )
  825. *
  826. * Test 7: Compute relative error in svd
  827. * workspace: M*N + 4*MIN(M,N) + MAX(M,N)
  828. *
  829. RESULT( 7 ) = SQRT12( CRANK, CRANK, A, LDA,
  830. $ COPYS, WORK, LWORK )
  831. *
  832. * Test 8: Compute error in solution
  833. * workspace: M*NRHS + M
  834. *
  835. CALL SLACPY( 'Full', M, NRHS, COPYB, LDB, WORK,
  836. $ LDWORK )
  837. CALL SQRT16( 'No transpose', M, N, NRHS, COPYA,
  838. $ LDA, B, LDB, WORK, LDWORK,
  839. $ WORK( M*NRHS+1 ), RESULT( 8 ) )
  840. *
  841. * Test 9: Check norm of r'*A
  842. * workspace: NRHS*(M+N)
  843. *
  844. RESULT( 9 ) = ZERO
  845. IF( M.GT.CRANK )
  846. $ RESULT( 9 ) = SQRT17( 'No transpose', 1, M,
  847. $ N, NRHS, COPYA, LDA, B, LDB,
  848. $ COPYB, LDB, C, WORK, LWORK )
  849. *
  850. * Test 10: Check if x is in the rowspace of A
  851. * workspace: (M+NRHS)*(N+2)
  852. *
  853. RESULT( 10 ) = ZERO
  854. *
  855. IF( N.GT.CRANK )
  856. $ RESULT( 10 ) = SQRT14( 'No transpose', M, N,
  857. $ NRHS, COPYA, LDA, B, LDB,
  858. $ WORK, LWORK )
  859. *
  860. * Test SGELSS
  861. *
  862. * SGELSS: Compute the minimum-norm solution X
  863. * to min( norm( A * X - B ) )
  864. * using the SVD.
  865. *
  866. CALL SLACPY( 'Full', M, N, COPYA, LDA, A, LDA )
  867. CALL SLACPY( 'Full', M, NRHS, COPYB, LDB, B,
  868. $ LDB )
  869. SRNAMT = 'SGELSS'
  870. CALL SGELSS( M, N, NRHS, A, LDA, B, LDB, S,
  871. $ RCOND, CRANK, WORK, LWORK, INFO )
  872. IF( INFO.NE.0 )
  873. $ CALL ALAERH( PATH, 'SGELSS', INFO, 0, ' ', M,
  874. $ N, NRHS, -1, NB, ITYPE, NFAIL,
  875. $ NERRS, NOUT )
  876. *
  877. * workspace used: 3*min(m,n) +
  878. * max(2*min(m,n),nrhs,max(m,n))
  879. *
  880. * Test 11: Compute relative error in svd
  881. *
  882. IF( RANK.GT.0 ) THEN
  883. CALL SAXPY( MNMIN, -ONE, COPYS, 1, S, 1 )
  884. RESULT( 11 ) = SASUM( MNMIN, S, 1 ) /
  885. $ SASUM( MNMIN, COPYS, 1 ) /
  886. $ ( EPS*REAL( MNMIN ) )
  887. ELSE
  888. RESULT( 11 ) = ZERO
  889. END IF
  890. *
  891. * Test 12: Compute error in solution
  892. *
  893. CALL SLACPY( 'Full', M, NRHS, COPYB, LDB, WORK,
  894. $ LDWORK )
  895. CALL SQRT16( 'No transpose', M, N, NRHS, COPYA,
  896. $ LDA, B, LDB, WORK, LDWORK,
  897. $ WORK( M*NRHS+1 ), RESULT( 12 ) )
  898. *
  899. * Test 13: Check norm of r'*A
  900. *
  901. RESULT( 13 ) = ZERO
  902. IF( M.GT.CRANK )
  903. $ RESULT( 13 ) = SQRT17( 'No transpose', 1, M,
  904. $ N, NRHS, COPYA, LDA, B, LDB,
  905. $ COPYB, LDB, C, WORK, LWORK )
  906. *
  907. * Test 14: Check if x is in the rowspace of A
  908. *
  909. RESULT( 14 ) = ZERO
  910. IF( N.GT.CRANK )
  911. $ RESULT( 14 ) = SQRT14( 'No transpose', M, N,
  912. $ NRHS, COPYA, LDA, B, LDB,
  913. $ WORK, LWORK )
  914. *
  915. * Test SGELSD
  916. *
  917. * SGELSD: Compute the minimum-norm solution X
  918. * to min( norm( A * X - B ) ) using a
  919. * divide and conquer SVD.
  920. *
  921. * Initialize vector IWORK.
  922. *
  923. DO 80 J = 1, N
  924. IWORK( J ) = 0
  925. 80 CONTINUE
  926. *
  927. CALL SLACPY( 'Full', M, N, COPYA, LDA, A, LDA )
  928. CALL SLACPY( 'Full', M, NRHS, COPYB, LDB, B,
  929. $ LDB )
  930. *
  931. SRNAMT = 'SGELSD'
  932. CALL SGELSD( M, N, NRHS, A, LDA, B, LDB, S,
  933. $ RCOND, CRANK, WORK, LWORK, IWORK,
  934. $ INFO )
  935. IF( INFO.NE.0 )
  936. $ CALL ALAERH( PATH, 'SGELSD', INFO, 0, ' ', M,
  937. $ N, NRHS, -1, NB, ITYPE, NFAIL,
  938. $ NERRS, NOUT )
  939. *
  940. * Test 15: Compute relative error in svd
  941. *
  942. IF( RANK.GT.0 ) THEN
  943. CALL SAXPY( MNMIN, -ONE, COPYS, 1, S, 1 )
  944. RESULT( 15 ) = SASUM( MNMIN, S, 1 ) /
  945. $ SASUM( MNMIN, COPYS, 1 ) /
  946. $ ( EPS*REAL( MNMIN ) )
  947. ELSE
  948. RESULT( 15 ) = ZERO
  949. END IF
  950. *
  951. * Test 16: Compute error in solution
  952. *
  953. CALL SLACPY( 'Full', M, NRHS, COPYB, LDB, WORK,
  954. $ LDWORK )
  955. CALL SQRT16( 'No transpose', M, N, NRHS, COPYA,
  956. $ LDA, B, LDB, WORK, LDWORK,
  957. $ WORK( M*NRHS+1 ), RESULT( 16 ) )
  958. *
  959. * Test 17: Check norm of r'*A
  960. *
  961. RESULT( 17 ) = ZERO
  962. IF( M.GT.CRANK )
  963. $ RESULT( 17 ) = SQRT17( 'No transpose', 1, M,
  964. $ N, NRHS, COPYA, LDA, B, LDB,
  965. $ COPYB, LDB, C, WORK, LWORK )
  966. *
  967. * Test 18: Check if x is in the rowspace of A
  968. *
  969. RESULT( 18 ) = ZERO
  970. IF( N.GT.CRANK )
  971. $ RESULT( 18 ) = SQRT14( 'No transpose', M, N,
  972. $ NRHS, COPYA, LDA, B, LDB,
  973. $ WORK, LWORK )
  974. *
  975. * Print information about the tests that did not
  976. * pass the threshold.
  977. *
  978. DO 90 K = 7, 18
  979. IF( RESULT( K ).GE.THRESH ) THEN
  980. IF( NFAIL.EQ.0 .AND. NERRS.EQ.0 )
  981. $ CALL ALAHD( NOUT, PATH )
  982. WRITE( NOUT, FMT = 9998 )M, N, NRHS, NB,
  983. $ ITYPE, K, RESULT( K )
  984. NFAIL = NFAIL + 1
  985. END IF
  986. 90 CONTINUE
  987. NRUN = NRUN + 12
  988. *
  989. 100 CONTINUE
  990. 110 CONTINUE
  991. 120 CONTINUE
  992. 130 CONTINUE
  993. 140 CONTINUE
  994. 150 CONTINUE
  995. *
  996. * Print a summary of the results.
  997. *
  998. CALL ALASVM( PATH, NOUT, NFAIL, NRUN, NERRS )
  999. *
  1000. 9999 FORMAT( ' TRANS=''', A1, ''', M=', I5, ', N=', I5, ', NRHS=', I4,
  1001. $ ', NB=', I4, ', type', I2, ', test(', I2, ')=', G12.5 )
  1002. 9998 FORMAT( ' M=', I5, ', N=', I5, ', NRHS=', I4, ', NB=', I4,
  1003. $ ', type', I2, ', test(', I2, ')=', G12.5 )
  1004. 9997 FORMAT( ' TRANS=''', A1,' M=', I5, ', N=', I5, ', NRHS=', I4,
  1005. $ ', MB=', I4,', NB=', I4,', type', I2,
  1006. $ ', test(', I2, ')=', G12.5 )
  1007. *
  1008. DEALLOCATE( WORK )
  1009. DEALLOCATE( IWORK )
  1010. RETURN
  1011. *
  1012. * End of SDRVLS
  1013. *
  1014. END