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cbdt01.f 8.6 kB

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  1. *> \brief \b CBDT01
  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 CBDT01( M, N, KD, A, LDA, Q, LDQ, D, E, PT, LDPT, WORK,
  12. * RWORK, RESID )
  13. *
  14. * .. Scalar Arguments ..
  15. * INTEGER KD, LDA, LDPT, LDQ, M, N
  16. * REAL RESID
  17. * ..
  18. * .. Array Arguments ..
  19. * REAL D( * ), E( * ), RWORK( * )
  20. * COMPLEX A( LDA, * ), PT( LDPT, * ), Q( LDQ, * ),
  21. * $ WORK( * )
  22. * ..
  23. *
  24. *
  25. *> \par Purpose:
  26. * =============
  27. *>
  28. *> \verbatim
  29. *>
  30. *> CBDT01 reconstructs a general matrix A from its bidiagonal form
  31. *> A = Q * B * P'
  32. *> where Q (m by min(m,n)) and P' (min(m,n) by n) are unitary
  33. *> matrices and B is bidiagonal.
  34. *>
  35. *> The test ratio to test the reduction is
  36. *> RESID = norm( A - Q * B * PT ) / ( n * norm(A) * EPS )
  37. *> where PT = P' and EPS is the machine precision.
  38. *> \endverbatim
  39. *
  40. * Arguments:
  41. * ==========
  42. *
  43. *> \param[in] M
  44. *> \verbatim
  45. *> M is INTEGER
  46. *> The number of rows of the matrices A and Q.
  47. *> \endverbatim
  48. *>
  49. *> \param[in] N
  50. *> \verbatim
  51. *> N is INTEGER
  52. *> The number of columns of the matrices A and P'.
  53. *> \endverbatim
  54. *>
  55. *> \param[in] KD
  56. *> \verbatim
  57. *> KD is INTEGER
  58. *> If KD = 0, B is diagonal and the array E is not referenced.
  59. *> If KD = 1, the reduction was performed by xGEBRD; B is upper
  60. *> bidiagonal if M >= N, and lower bidiagonal if M < N.
  61. *> If KD = -1, the reduction was performed by xGBBRD; B is
  62. *> always upper bidiagonal.
  63. *> \endverbatim
  64. *>
  65. *> \param[in] A
  66. *> \verbatim
  67. *> A is COMPLEX array, dimension (LDA,N)
  68. *> The m by n matrix A.
  69. *> \endverbatim
  70. *>
  71. *> \param[in] LDA
  72. *> \verbatim
  73. *> LDA is INTEGER
  74. *> The leading dimension of the array A. LDA >= max(1,M).
  75. *> \endverbatim
  76. *>
  77. *> \param[in] Q
  78. *> \verbatim
  79. *> Q is COMPLEX array, dimension (LDQ,N)
  80. *> The m by min(m,n) unitary matrix Q in the reduction
  81. *> A = Q * B * P'.
  82. *> \endverbatim
  83. *>
  84. *> \param[in] LDQ
  85. *> \verbatim
  86. *> LDQ is INTEGER
  87. *> The leading dimension of the array Q. LDQ >= max(1,M).
  88. *> \endverbatim
  89. *>
  90. *> \param[in] D
  91. *> \verbatim
  92. *> D is REAL array, dimension (min(M,N))
  93. *> The diagonal elements of the bidiagonal matrix B.
  94. *> \endverbatim
  95. *>
  96. *> \param[in] E
  97. *> \verbatim
  98. *> E is REAL array, dimension (min(M,N)-1)
  99. *> The superdiagonal elements of the bidiagonal matrix B if
  100. *> m >= n, or the subdiagonal elements of B if m < n.
  101. *> \endverbatim
  102. *>
  103. *> \param[in] PT
  104. *> \verbatim
  105. *> PT is COMPLEX array, dimension (LDPT,N)
  106. *> The min(m,n) by n unitary matrix P' in the reduction
  107. *> A = Q * B * P'.
  108. *> \endverbatim
  109. *>
  110. *> \param[in] LDPT
  111. *> \verbatim
  112. *> LDPT is INTEGER
  113. *> The leading dimension of the array PT.
  114. *> LDPT >= max(1,min(M,N)).
  115. *> \endverbatim
  116. *>
  117. *> \param[out] WORK
  118. *> \verbatim
  119. *> WORK is COMPLEX array, dimension (M+N)
  120. *> \endverbatim
  121. *>
  122. *> \param[out] RWORK
  123. *> \verbatim
  124. *> RWORK is REAL array, dimension (M)
  125. *> \endverbatim
  126. *>
  127. *> \param[out] RESID
  128. *> \verbatim
  129. *> RESID is REAL
  130. *> The test ratio: norm(A - Q * B * P') / ( n * norm(A) * EPS )
  131. *> \endverbatim
  132. *
  133. * Authors:
  134. * ========
  135. *
  136. *> \author Univ. of Tennessee
  137. *> \author Univ. of California Berkeley
  138. *> \author Univ. of Colorado Denver
  139. *> \author NAG Ltd.
  140. *
  141. *> \date December 2016
  142. *
  143. *> \ingroup complex_eig
  144. *
  145. * =====================================================================
  146. SUBROUTINE CBDT01( M, N, KD, A, LDA, Q, LDQ, D, E, PT, LDPT, WORK,
  147. $ RWORK, RESID )
  148. *
  149. * -- LAPACK test routine (version 3.7.0) --
  150. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  151. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  152. * December 2016
  153. *
  154. * .. Scalar Arguments ..
  155. INTEGER KD, LDA, LDPT, LDQ, M, N
  156. REAL RESID
  157. * ..
  158. * .. Array Arguments ..
  159. REAL D( * ), E( * ), RWORK( * )
  160. COMPLEX A( LDA, * ), PT( LDPT, * ), Q( LDQ, * ),
  161. $ WORK( * )
  162. * ..
  163. *
  164. * =====================================================================
  165. *
  166. * .. Parameters ..
  167. REAL ZERO, ONE
  168. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  169. * ..
  170. * .. Local Scalars ..
  171. INTEGER I, J
  172. REAL ANORM, EPS
  173. * ..
  174. * .. External Functions ..
  175. REAL CLANGE, SCASUM, SLAMCH
  176. EXTERNAL CLANGE, SCASUM, SLAMCH
  177. * ..
  178. * .. External Subroutines ..
  179. EXTERNAL CCOPY, CGEMV
  180. * ..
  181. * .. Intrinsic Functions ..
  182. INTRINSIC CMPLX, MAX, MIN, REAL
  183. * ..
  184. * .. Executable Statements ..
  185. *
  186. * Quick return if possible
  187. *
  188. IF( M.LE.0 .OR. N.LE.0 ) THEN
  189. RESID = ZERO
  190. RETURN
  191. END IF
  192. *
  193. * Compute A - Q * B * P' one column at a time.
  194. *
  195. RESID = ZERO
  196. IF( KD.NE.0 ) THEN
  197. *
  198. * B is bidiagonal.
  199. *
  200. IF( KD.NE.0 .AND. M.GE.N ) THEN
  201. *
  202. * B is upper bidiagonal and M >= N.
  203. *
  204. DO 20 J = 1, N
  205. CALL CCOPY( M, A( 1, J ), 1, WORK, 1 )
  206. DO 10 I = 1, N - 1
  207. WORK( M+I ) = D( I )*PT( I, J ) + E( I )*PT( I+1, J )
  208. 10 CONTINUE
  209. WORK( M+N ) = D( N )*PT( N, J )
  210. CALL CGEMV( 'No transpose', M, N, -CMPLX( ONE ), Q, LDQ,
  211. $ WORK( M+1 ), 1, CMPLX( ONE ), WORK, 1 )
  212. RESID = MAX( RESID, SCASUM( M, WORK, 1 ) )
  213. 20 CONTINUE
  214. ELSE IF( KD.LT.0 ) THEN
  215. *
  216. * B is upper bidiagonal and M < N.
  217. *
  218. DO 40 J = 1, N
  219. CALL CCOPY( M, A( 1, J ), 1, WORK, 1 )
  220. DO 30 I = 1, M - 1
  221. WORK( M+I ) = D( I )*PT( I, J ) + E( I )*PT( I+1, J )
  222. 30 CONTINUE
  223. WORK( M+M ) = D( M )*PT( M, J )
  224. CALL CGEMV( 'No transpose', M, M, -CMPLX( ONE ), Q, LDQ,
  225. $ WORK( M+1 ), 1, CMPLX( ONE ), WORK, 1 )
  226. RESID = MAX( RESID, SCASUM( M, WORK, 1 ) )
  227. 40 CONTINUE
  228. ELSE
  229. *
  230. * B is lower bidiagonal.
  231. *
  232. DO 60 J = 1, N
  233. CALL CCOPY( M, A( 1, J ), 1, WORK, 1 )
  234. WORK( M+1 ) = D( 1 )*PT( 1, J )
  235. DO 50 I = 2, M
  236. WORK( M+I ) = E( I-1 )*PT( I-1, J ) +
  237. $ D( I )*PT( I, J )
  238. 50 CONTINUE
  239. CALL CGEMV( 'No transpose', M, M, -CMPLX( ONE ), Q, LDQ,
  240. $ WORK( M+1 ), 1, CMPLX( ONE ), WORK, 1 )
  241. RESID = MAX( RESID, SCASUM( M, WORK, 1 ) )
  242. 60 CONTINUE
  243. END IF
  244. ELSE
  245. *
  246. * B is diagonal.
  247. *
  248. IF( M.GE.N ) THEN
  249. DO 80 J = 1, N
  250. CALL CCOPY( M, A( 1, J ), 1, WORK, 1 )
  251. DO 70 I = 1, N
  252. WORK( M+I ) = D( I )*PT( I, J )
  253. 70 CONTINUE
  254. CALL CGEMV( 'No transpose', M, N, -CMPLX( ONE ), Q, LDQ,
  255. $ WORK( M+1 ), 1, CMPLX( ONE ), WORK, 1 )
  256. RESID = MAX( RESID, SCASUM( M, WORK, 1 ) )
  257. 80 CONTINUE
  258. ELSE
  259. DO 100 J = 1, N
  260. CALL CCOPY( M, A( 1, J ), 1, WORK, 1 )
  261. DO 90 I = 1, M
  262. WORK( M+I ) = D( I )*PT( I, J )
  263. 90 CONTINUE
  264. CALL CGEMV( 'No transpose', M, M, -CMPLX( ONE ), Q, LDQ,
  265. $ WORK( M+1 ), 1, CMPLX( ONE ), WORK, 1 )
  266. RESID = MAX( RESID, SCASUM( M, WORK, 1 ) )
  267. 100 CONTINUE
  268. END IF
  269. END IF
  270. *
  271. * Compute norm(A - Q * B * P') / ( n * norm(A) * EPS )
  272. *
  273. ANORM = CLANGE( '1', M, N, A, LDA, RWORK )
  274. EPS = SLAMCH( 'Precision' )
  275. *
  276. IF( ANORM.LE.ZERO ) THEN
  277. IF( RESID.NE.ZERO )
  278. $ RESID = ONE / EPS
  279. ELSE
  280. IF( ANORM.GE.RESID ) THEN
  281. RESID = ( RESID / ANORM ) / ( REAL( N )*EPS )
  282. ELSE
  283. IF( ANORM.LT.ONE ) THEN
  284. RESID = ( MIN( RESID, REAL( N )*ANORM ) / ANORM ) /
  285. $ ( REAL( N )*EPS )
  286. ELSE
  287. RESID = MIN( RESID / ANORM, REAL( N ) ) /
  288. $ ( REAL( N )*EPS )
  289. END IF
  290. END IF
  291. END IF
  292. *
  293. RETURN
  294. *
  295. * End of CBDT01
  296. *
  297. END