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clqt01.f 6.2 kB

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  1. *> \brief \b CLQT01
  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 CLQT01( M, N, A, AF, Q, L, LDA, TAU, WORK, LWORK,
  12. * RWORK, RESULT )
  13. *
  14. * .. Scalar Arguments ..
  15. * INTEGER LDA, LWORK, M, N
  16. * ..
  17. * .. Array Arguments ..
  18. * REAL RESULT( * ), RWORK( * )
  19. * COMPLEX A( LDA, * ), AF( LDA, * ), L( LDA, * ),
  20. * $ Q( LDA, * ), TAU( * ), WORK( LWORK )
  21. * ..
  22. *
  23. *
  24. *> \par Purpose:
  25. * =============
  26. *>
  27. *> \verbatim
  28. *>
  29. *> CLQT01 tests CGELQF, which computes the LQ factorization of an m-by-n
  30. *> matrix A, and partially tests CUNGLQ which forms the n-by-n
  31. *> orthogonal matrix Q.
  32. *>
  33. *> CLQT01 compares L with A*Q', and checks that Q is orthogonal.
  34. *> \endverbatim
  35. *
  36. * Arguments:
  37. * ==========
  38. *
  39. *> \param[in] M
  40. *> \verbatim
  41. *> M is INTEGER
  42. *> The number of rows of the matrix A. M >= 0.
  43. *> \endverbatim
  44. *>
  45. *> \param[in] N
  46. *> \verbatim
  47. *> N is INTEGER
  48. *> The number of columns of the matrix A. N >= 0.
  49. *> \endverbatim
  50. *>
  51. *> \param[in] A
  52. *> \verbatim
  53. *> A is COMPLEX array, dimension (LDA,N)
  54. *> The m-by-n matrix A.
  55. *> \endverbatim
  56. *>
  57. *> \param[out] AF
  58. *> \verbatim
  59. *> AF is COMPLEX array, dimension (LDA,N)
  60. *> Details of the LQ factorization of A, as returned by CGELQF.
  61. *> See CGELQF for further details.
  62. *> \endverbatim
  63. *>
  64. *> \param[out] Q
  65. *> \verbatim
  66. *> Q is COMPLEX array, dimension (LDA,N)
  67. *> The n-by-n orthogonal matrix Q.
  68. *> \endverbatim
  69. *>
  70. *> \param[out] L
  71. *> \verbatim
  72. *> L is COMPLEX array, dimension (LDA,max(M,N))
  73. *> \endverbatim
  74. *>
  75. *> \param[in] LDA
  76. *> \verbatim
  77. *> LDA is INTEGER
  78. *> The leading dimension of the arrays A, AF, Q and L.
  79. *> LDA >= max(M,N).
  80. *> \endverbatim
  81. *>
  82. *> \param[out] TAU
  83. *> \verbatim
  84. *> TAU is COMPLEX array, dimension (min(M,N))
  85. *> The scalar factors of the elementary reflectors, as returned
  86. *> by CGELQF.
  87. *> \endverbatim
  88. *>
  89. *> \param[out] WORK
  90. *> \verbatim
  91. *> WORK is COMPLEX array, dimension (LWORK)
  92. *> \endverbatim
  93. *>
  94. *> \param[in] LWORK
  95. *> \verbatim
  96. *> LWORK is INTEGER
  97. *> The dimension of the array WORK.
  98. *> \endverbatim
  99. *>
  100. *> \param[out] RWORK
  101. *> \verbatim
  102. *> RWORK is REAL array, dimension (max(M,N))
  103. *> \endverbatim
  104. *>
  105. *> \param[out] RESULT
  106. *> \verbatim
  107. *> RESULT is REAL array, dimension (2)
  108. *> The test ratios:
  109. *> RESULT(1) = norm( L - A*Q' ) / ( N * norm(A) * EPS )
  110. *> RESULT(2) = norm( I - Q*Q' ) / ( N * EPS )
  111. *> \endverbatim
  112. *
  113. * Authors:
  114. * ========
  115. *
  116. *> \author Univ. of Tennessee
  117. *> \author Univ. of California Berkeley
  118. *> \author Univ. of Colorado Denver
  119. *> \author NAG Ltd.
  120. *
  121. *> \date November 2011
  122. *
  123. *> \ingroup complex_lin
  124. *
  125. * =====================================================================
  126. SUBROUTINE CLQT01( M, N, A, AF, Q, L, LDA, TAU, WORK, LWORK,
  127. $ RWORK, RESULT )
  128. *
  129. * -- LAPACK test routine (version 3.4.0) --
  130. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  131. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  132. * November 2011
  133. *
  134. * .. Scalar Arguments ..
  135. INTEGER LDA, LWORK, M, N
  136. * ..
  137. * .. Array Arguments ..
  138. REAL RESULT( * ), RWORK( * )
  139. COMPLEX A( LDA, * ), AF( LDA, * ), L( LDA, * ),
  140. $ Q( LDA, * ), TAU( * ), WORK( LWORK )
  141. * ..
  142. *
  143. * =====================================================================
  144. *
  145. * .. Parameters ..
  146. REAL ZERO, ONE
  147. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  148. COMPLEX ROGUE
  149. PARAMETER ( ROGUE = ( -1.0E+10, -1.0E+10 ) )
  150. * ..
  151. * .. Local Scalars ..
  152. INTEGER INFO, MINMN
  153. REAL ANORM, EPS, RESID
  154. * ..
  155. * .. External Functions ..
  156. REAL CLANGE, CLANSY, SLAMCH
  157. EXTERNAL CLANGE, CLANSY, SLAMCH
  158. * ..
  159. * .. External Subroutines ..
  160. EXTERNAL CGELQF, CGEMM, CHERK, CLACPY, CLASET, CUNGLQ
  161. * ..
  162. * .. Intrinsic Functions ..
  163. INTRINSIC CMPLX, MAX, MIN, REAL
  164. * ..
  165. * .. Scalars in Common ..
  166. CHARACTER*32 SRNAMT
  167. * ..
  168. * .. Common blocks ..
  169. COMMON / SRNAMC / SRNAMT
  170. * ..
  171. * .. Executable Statements ..
  172. *
  173. MINMN = MIN( M, N )
  174. EPS = SLAMCH( 'Epsilon' )
  175. *
  176. * Copy the matrix A to the array AF.
  177. *
  178. CALL CLACPY( 'Full', M, N, A, LDA, AF, LDA )
  179. *
  180. * Factorize the matrix A in the array AF.
  181. *
  182. SRNAMT = 'CGELQF'
  183. CALL CGELQF( M, N, AF, LDA, TAU, WORK, LWORK, INFO )
  184. *
  185. * Copy details of Q
  186. *
  187. CALL CLASET( 'Full', N, N, ROGUE, ROGUE, Q, LDA )
  188. IF( N.GT.1 )
  189. $ CALL CLACPY( 'Upper', M, N-1, AF( 1, 2 ), LDA, Q( 1, 2 ), LDA )
  190. *
  191. * Generate the n-by-n matrix Q
  192. *
  193. SRNAMT = 'CUNGLQ'
  194. CALL CUNGLQ( N, N, MINMN, Q, LDA, TAU, WORK, LWORK, INFO )
  195. *
  196. * Copy L
  197. *
  198. CALL CLASET( 'Full', M, N, CMPLX( ZERO ), CMPLX( ZERO ), L, LDA )
  199. CALL CLACPY( 'Lower', M, N, AF, LDA, L, LDA )
  200. *
  201. * Compute L - A*Q'
  202. *
  203. CALL CGEMM( 'No transpose', 'Conjugate transpose', M, N, N,
  204. $ CMPLX( -ONE ), A, LDA, Q, LDA, CMPLX( ONE ), L, LDA )
  205. *
  206. * Compute norm( L - Q'*A ) / ( N * norm(A) * EPS ) .
  207. *
  208. ANORM = CLANGE( '1', M, N, A, LDA, RWORK )
  209. RESID = CLANGE( '1', M, N, L, LDA, RWORK )
  210. IF( ANORM.GT.ZERO ) THEN
  211. RESULT( 1 ) = ( ( RESID / REAL( MAX( 1, N ) ) ) / ANORM ) / EPS
  212. ELSE
  213. RESULT( 1 ) = ZERO
  214. END IF
  215. *
  216. * Compute I - Q*Q'
  217. *
  218. CALL CLASET( 'Full', N, N, CMPLX( ZERO ), CMPLX( ONE ), L, LDA )
  219. CALL CHERK( 'Upper', 'No transpose', N, N, -ONE, Q, LDA, ONE, L,
  220. $ LDA )
  221. *
  222. * Compute norm( I - Q*Q' ) / ( N * EPS ) .
  223. *
  224. RESID = CLANSY( '1', 'Upper', N, L, LDA, RWORK )
  225. *
  226. RESULT( 2 ) = ( RESID / REAL( MAX( 1, N ) ) ) / EPS
  227. *
  228. RETURN
  229. *
  230. * End of CLQT01
  231. *
  232. END