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ssyt21.f 13 kB

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  1. *> \brief \b SSYT21
  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 SSYT21( ITYPE, UPLO, N, KBAND, A, LDA, D, E, U, LDU, V,
  12. * LDV, TAU, WORK, RESULT )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER UPLO
  16. * INTEGER ITYPE, KBAND, LDA, LDU, LDV, 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. *> SSYT21 generally checks a decomposition of the form
  30. *>
  31. *> A = U S U'
  32. *>
  33. *> where ' means transpose, A is symmetric, U is orthogonal, and S is
  34. *> diagonal (if KBAND=0) or symmetric tridiagonal (if KBAND=1).
  35. *>
  36. *> If ITYPE=1, then U is represented as a dense matrix; otherwise U is
  37. *> expressed as a product of Householder transformations, whose vectors
  38. *> are stored in the array "V" and whose scaling constants are in "TAU".
  39. *> We shall use the letter "V" to refer to the product of Householder
  40. *> transformations (which should be equal to U).
  41. *>
  42. *> Specifically, if ITYPE=1, then:
  43. *>
  44. *> RESULT(1) = | A - U S U' | / ( |A| n ulp ) *andC> RESULT(2) = | I - UU' | / ( n ulp )
  45. *>
  46. *> If ITYPE=2, then:
  47. *>
  48. *> RESULT(1) = | A - V S V' | / ( |A| n ulp )
  49. *>
  50. *> If ITYPE=3, then:
  51. *>
  52. *> RESULT(1) = | I - VU' | / ( n ulp )
  53. *>
  54. *> For ITYPE > 1, the transformation U is expressed as a product
  55. *> V = H(1)...H(n-2), where H(j) = I - tau(j) v(j) v(j)' and each
  56. *> vector v(j) has its first j elements 0 and the remaining n-j elements
  57. *> stored in V(j+1:n,j).
  58. *> \endverbatim
  59. *
  60. * Arguments:
  61. * ==========
  62. *
  63. *> \param[in] ITYPE
  64. *> \verbatim
  65. *> ITYPE is INTEGER
  66. *> Specifies the type of tests to be performed.
  67. *> 1: U expressed as a dense orthogonal matrix:
  68. *> RESULT(1) = | A - U S U' | / ( |A| n ulp ) *andC> RESULT(2) = | I - UU' | / ( n ulp )
  69. *>
  70. *> 2: U expressed as a product V of Housholder transformations:
  71. *> RESULT(1) = | A - V S V' | / ( |A| n ulp )
  72. *>
  73. *> 3: U expressed both as a dense orthogonal matrix and
  74. *> as a product of Housholder transformations:
  75. *> RESULT(1) = | I - VU' | / ( n ulp )
  76. *> \endverbatim
  77. *>
  78. *> \param[in] UPLO
  79. *> \verbatim
  80. *> UPLO is CHARACTER
  81. *> If UPLO='U', the upper triangle of A and V will be used and
  82. *> the (strictly) lower triangle will not be referenced.
  83. *> If UPLO='L', the lower triangle of A and V will be used and
  84. *> the (strictly) upper triangle will not be referenced.
  85. *> \endverbatim
  86. *>
  87. *> \param[in] N
  88. *> \verbatim
  89. *> N is INTEGER
  90. *> The size of the matrix. If it is zero, SSYT21 does nothing.
  91. *> It must be at least zero.
  92. *> \endverbatim
  93. *>
  94. *> \param[in] KBAND
  95. *> \verbatim
  96. *> KBAND is INTEGER
  97. *> The bandwidth of the matrix. It may only be zero or one.
  98. *> If zero, then S is diagonal, and E is not referenced. If
  99. *> one, then S is symmetric tri-diagonal.
  100. *> \endverbatim
  101. *>
  102. *> \param[in] A
  103. *> \verbatim
  104. *> A is REAL array, dimension (LDA, N)
  105. *> The original (unfactored) matrix. It is assumed to be
  106. *> symmetric, and only the upper (UPLO='U') or only the lower
  107. *> (UPLO='L') will be referenced.
  108. *> \endverbatim
  109. *>
  110. *> \param[in] LDA
  111. *> \verbatim
  112. *> LDA is INTEGER
  113. *> The leading dimension of A. It must be at least 1
  114. *> and at least N.
  115. *> \endverbatim
  116. *>
  117. *> \param[in] D
  118. *> \verbatim
  119. *> D is REAL array, dimension (N)
  120. *> The diagonal of the (symmetric tri-) diagonal matrix.
  121. *> \endverbatim
  122. *>
  123. *> \param[in] E
  124. *> \verbatim
  125. *> E is REAL array, dimension (N-1)
  126. *> The off-diagonal of the (symmetric tri-) diagonal matrix.
  127. *> E(1) is the (1,2) and (2,1) element, E(2) is the (2,3) and
  128. *> (3,2) element, etc.
  129. *> Not referenced if KBAND=0.
  130. *> \endverbatim
  131. *>
  132. *> \param[in] U
  133. *> \verbatim
  134. *> U is REAL array, dimension (LDU, N)
  135. *> If ITYPE=1 or 3, this contains the orthogonal matrix in
  136. *> the decomposition, expressed as a dense matrix. If ITYPE=2,
  137. *> then it is not referenced.
  138. *> \endverbatim
  139. *>
  140. *> \param[in] LDU
  141. *> \verbatim
  142. *> LDU is INTEGER
  143. *> The leading dimension of U. LDU must be at least N and
  144. *> at least 1.
  145. *> \endverbatim
  146. *>
  147. *> \param[in] V
  148. *> \verbatim
  149. *> V is REAL array, dimension (LDV, N)
  150. *> If ITYPE=2 or 3, the columns of this array contain the
  151. *> Householder vectors used to describe the orthogonal matrix
  152. *> in the decomposition. If UPLO='L', then the vectors are in
  153. *> the lower triangle, if UPLO='U', then in the upper
  154. *> triangle.
  155. *> *NOTE* If ITYPE=2 or 3, V is modified and restored. The
  156. *> subdiagonal (if UPLO='L') or the superdiagonal (if UPLO='U')
  157. *> is set to one, and later reset to its original value, during
  158. *> the course of the calculation.
  159. *> If ITYPE=1, then it is neither referenced nor modified.
  160. *> \endverbatim
  161. *>
  162. *> \param[in] LDV
  163. *> \verbatim
  164. *> LDV is INTEGER
  165. *> The leading dimension of V. LDV must be at least N and
  166. *> at least 1.
  167. *> \endverbatim
  168. *>
  169. *> \param[in] TAU
  170. *> \verbatim
  171. *> TAU is REAL array, dimension (N)
  172. *> If ITYPE >= 2, then TAU(j) is the scalar factor of
  173. *> v(j) v(j)' in the Householder transformation H(j) of
  174. *> the product U = H(1)...H(n-2)
  175. *> If ITYPE < 2, then TAU is not referenced.
  176. *> \endverbatim
  177. *>
  178. *> \param[out] WORK
  179. *> \verbatim
  180. *> WORK is REAL array, dimension (2*N**2)
  181. *> \endverbatim
  182. *>
  183. *> \param[out] RESULT
  184. *> \verbatim
  185. *> RESULT is REAL array, dimension (2)
  186. *> The values computed by the two tests described above. The
  187. *> values are currently limited to 1/ulp, to avoid overflow.
  188. *> RESULT(1) is always modified. RESULT(2) is modified only
  189. *> if ITYPE=1.
  190. *> \endverbatim
  191. *
  192. * Authors:
  193. * ========
  194. *
  195. *> \author Univ. of Tennessee
  196. *> \author Univ. of California Berkeley
  197. *> \author Univ. of Colorado Denver
  198. *> \author NAG Ltd.
  199. *
  200. *> \date December 2016
  201. *
  202. *> \ingroup single_eig
  203. *
  204. * =====================================================================
  205. SUBROUTINE SSYT21( ITYPE, UPLO, N, KBAND, A, LDA, D, E, U, LDU, V,
  206. $ LDV, TAU, WORK, RESULT )
  207. *
  208. * -- LAPACK test routine (version 3.7.0) --
  209. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  210. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  211. * December 2016
  212. *
  213. * .. Scalar Arguments ..
  214. CHARACTER UPLO
  215. INTEGER ITYPE, KBAND, LDA, LDU, LDV, N
  216. * ..
  217. * .. Array Arguments ..
  218. REAL A( LDA, * ), D( * ), E( * ), RESULT( 2 ),
  219. $ TAU( * ), U( LDU, * ), V( LDV, * ), WORK( * )
  220. * ..
  221. *
  222. * =====================================================================
  223. *
  224. * .. Parameters ..
  225. REAL ZERO, ONE, TEN
  226. PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0, TEN = 10.0E0 )
  227. * ..
  228. * .. Local Scalars ..
  229. LOGICAL LOWER
  230. CHARACTER CUPLO
  231. INTEGER IINFO, J, JCOL, JR, JROW
  232. REAL ANORM, ULP, UNFL, VSAVE, WNORM
  233. * ..
  234. * .. External Functions ..
  235. LOGICAL LSAME
  236. REAL SLAMCH, SLANGE, SLANSY
  237. EXTERNAL LSAME, SLAMCH, SLANGE, SLANSY
  238. * ..
  239. * .. External Subroutines ..
  240. EXTERNAL SGEMM, SLACPY, SLARFY, SLASET, SORM2L, SORM2R,
  241. $ SSYR, SSYR2
  242. * ..
  243. * .. Intrinsic Functions ..
  244. INTRINSIC MAX, MIN, REAL
  245. * ..
  246. * .. Executable Statements ..
  247. *
  248. RESULT( 1 ) = ZERO
  249. IF( ITYPE.EQ.1 )
  250. $ RESULT( 2 ) = ZERO
  251. IF( N.LE.0 )
  252. $ RETURN
  253. *
  254. IF( LSAME( UPLO, 'U' ) ) THEN
  255. LOWER = .FALSE.
  256. CUPLO = 'U'
  257. ELSE
  258. LOWER = .TRUE.
  259. CUPLO = 'L'
  260. END IF
  261. *
  262. UNFL = SLAMCH( 'Safe minimum' )
  263. ULP = SLAMCH( 'Epsilon' )*SLAMCH( 'Base' )
  264. *
  265. * Some Error Checks
  266. *
  267. IF( ITYPE.LT.1 .OR. ITYPE.GT.3 ) THEN
  268. RESULT( 1 ) = TEN / ULP
  269. RETURN
  270. END IF
  271. *
  272. * Do Test 1
  273. *
  274. * Norm of A:
  275. *
  276. IF( ITYPE.EQ.3 ) THEN
  277. ANORM = ONE
  278. ELSE
  279. ANORM = MAX( SLANSY( '1', CUPLO, N, A, LDA, WORK ), UNFL )
  280. END IF
  281. *
  282. * Compute error matrix:
  283. *
  284. IF( ITYPE.EQ.1 ) THEN
  285. *
  286. * ITYPE=1: error = A - U S U'
  287. *
  288. CALL SLASET( 'Full', N, N, ZERO, ZERO, WORK, N )
  289. CALL SLACPY( CUPLO, N, N, A, LDA, WORK, N )
  290. *
  291. DO 10 J = 1, N
  292. CALL SSYR( CUPLO, N, -D( J ), U( 1, J ), 1, WORK, N )
  293. 10 CONTINUE
  294. *
  295. IF( N.GT.1 .AND. KBAND.EQ.1 ) THEN
  296. DO 20 J = 1, N - 1
  297. CALL SSYR2( CUPLO, N, -E( J ), U( 1, J ), 1, U( 1, J+1 ),
  298. $ 1, WORK, N )
  299. 20 CONTINUE
  300. END IF
  301. WNORM = SLANSY( '1', CUPLO, N, WORK, N, WORK( N**2+1 ) )
  302. *
  303. ELSE IF( ITYPE.EQ.2 ) THEN
  304. *
  305. * ITYPE=2: error = V S V' - A
  306. *
  307. CALL SLASET( 'Full', N, N, ZERO, ZERO, WORK, N )
  308. *
  309. IF( LOWER ) THEN
  310. WORK( N**2 ) = D( N )
  311. DO 40 J = N - 1, 1, -1
  312. IF( KBAND.EQ.1 ) THEN
  313. WORK( ( N+1 )*( J-1 )+2 ) = ( ONE-TAU( J ) )*E( J )
  314. DO 30 JR = J + 2, N
  315. WORK( ( J-1 )*N+JR ) = -TAU( J )*E( J )*V( JR, J )
  316. 30 CONTINUE
  317. END IF
  318. *
  319. VSAVE = V( J+1, J )
  320. V( J+1, J ) = ONE
  321. CALL SLARFY( 'L', N-J, V( J+1, J ), 1, TAU( J ),
  322. $ WORK( ( N+1 )*J+1 ), N, WORK( N**2+1 ) )
  323. V( J+1, J ) = VSAVE
  324. WORK( ( N+1 )*( J-1 )+1 ) = D( J )
  325. 40 CONTINUE
  326. ELSE
  327. WORK( 1 ) = D( 1 )
  328. DO 60 J = 1, N - 1
  329. IF( KBAND.EQ.1 ) THEN
  330. WORK( ( N+1 )*J ) = ( ONE-TAU( J ) )*E( J )
  331. DO 50 JR = 1, J - 1
  332. WORK( J*N+JR ) = -TAU( J )*E( J )*V( JR, J+1 )
  333. 50 CONTINUE
  334. END IF
  335. *
  336. VSAVE = V( J, J+1 )
  337. V( J, J+1 ) = ONE
  338. CALL SLARFY( 'U', J, V( 1, J+1 ), 1, TAU( J ), WORK, N,
  339. $ WORK( N**2+1 ) )
  340. V( J, J+1 ) = VSAVE
  341. WORK( ( N+1 )*J+1 ) = D( J+1 )
  342. 60 CONTINUE
  343. END IF
  344. *
  345. DO 90 JCOL = 1, N
  346. IF( LOWER ) THEN
  347. DO 70 JROW = JCOL, N
  348. WORK( JROW+N*( JCOL-1 ) ) = WORK( JROW+N*( JCOL-1 ) )
  349. $ - A( JROW, JCOL )
  350. 70 CONTINUE
  351. ELSE
  352. DO 80 JROW = 1, JCOL
  353. WORK( JROW+N*( JCOL-1 ) ) = WORK( JROW+N*( JCOL-1 ) )
  354. $ - A( JROW, JCOL )
  355. 80 CONTINUE
  356. END IF
  357. 90 CONTINUE
  358. WNORM = SLANSY( '1', CUPLO, N, WORK, N, WORK( N**2+1 ) )
  359. *
  360. ELSE IF( ITYPE.EQ.3 ) THEN
  361. *
  362. * ITYPE=3: error = U V' - I
  363. *
  364. IF( N.LT.2 )
  365. $ RETURN
  366. CALL SLACPY( ' ', N, N, U, LDU, WORK, N )
  367. IF( LOWER ) THEN
  368. CALL SORM2R( 'R', 'T', N, N-1, N-1, V( 2, 1 ), LDV, TAU,
  369. $ WORK( N+1 ), N, WORK( N**2+1 ), IINFO )
  370. ELSE
  371. CALL SORM2L( 'R', 'T', N, N-1, N-1, V( 1, 2 ), LDV, TAU,
  372. $ WORK, N, WORK( N**2+1 ), IINFO )
  373. END IF
  374. IF( IINFO.NE.0 ) THEN
  375. RESULT( 1 ) = TEN / ULP
  376. RETURN
  377. END IF
  378. *
  379. DO 100 J = 1, N
  380. WORK( ( N+1 )*( J-1 )+1 ) = WORK( ( N+1 )*( J-1 )+1 ) - ONE
  381. 100 CONTINUE
  382. *
  383. WNORM = SLANGE( '1', N, N, WORK, N, WORK( N**2+1 ) )
  384. END IF
  385. *
  386. IF( ANORM.GT.WNORM ) THEN
  387. RESULT( 1 ) = ( WNORM / ANORM ) / ( N*ULP )
  388. ELSE
  389. IF( ANORM.LT.ONE ) THEN
  390. RESULT( 1 ) = ( MIN( WNORM, N*ANORM ) / ANORM ) / ( N*ULP )
  391. ELSE
  392. RESULT( 1 ) = MIN( WNORM / ANORM, REAL( N ) ) / ( N*ULP )
  393. END IF
  394. END IF
  395. *
  396. * Do Test 2
  397. *
  398. * Compute UU' - I
  399. *
  400. IF( ITYPE.EQ.1 ) THEN
  401. CALL SGEMM( 'N', 'C', N, N, N, ONE, U, LDU, U, LDU, ZERO, WORK,
  402. $ N )
  403. *
  404. DO 110 J = 1, N
  405. WORK( ( N+1 )*( J-1 )+1 ) = WORK( ( N+1 )*( J-1 )+1 ) - ONE
  406. 110 CONTINUE
  407. *
  408. RESULT( 2 ) = MIN( SLANGE( '1', N, N, WORK, N,
  409. $ WORK( N**2+1 ) ), REAL( N ) ) / ( N*ULP )
  410. END IF
  411. *
  412. RETURN
  413. *
  414. * End of SSYT21
  415. *
  416. END