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cqrt12.f 5.9 kB

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  1. *> \brief \b CQRT12
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. * Definition:
  9. * ===========
  10. *
  11. * REAL FUNCTION CQRT12( M, N, A, LDA, S, WORK, LWORK,
  12. * RWORK )
  13. *
  14. * .. Scalar Arguments ..
  15. * INTEGER LDA, LWORK, M, N
  16. * ..
  17. * .. Array Arguments ..
  18. * REAL RWORK( * ), S( * )
  19. * COMPLEX A( LDA, * ), WORK( LWORK )
  20. * ..
  21. *
  22. *
  23. *> \par Purpose:
  24. * =============
  25. *>
  26. *> \verbatim
  27. *>
  28. *> CQRT12 computes the singular values `svlues' of the upper trapezoid
  29. *> of A(1:M,1:N) and returns the ratio
  30. *>
  31. *> || s - svlues||/(||svlues||*eps*max(M,N))
  32. *> \endverbatim
  33. *
  34. * Arguments:
  35. * ==========
  36. *
  37. *> \param[in] M
  38. *> \verbatim
  39. *> M is INTEGER
  40. *> The number of rows of the matrix A.
  41. *> \endverbatim
  42. *>
  43. *> \param[in] N
  44. *> \verbatim
  45. *> N is INTEGER
  46. *> The number of columns of the matrix A.
  47. *> \endverbatim
  48. *>
  49. *> \param[in] A
  50. *> \verbatim
  51. *> A is COMPLEX array, dimension (LDA,N)
  52. *> The M-by-N matrix A. Only the upper trapezoid is referenced.
  53. *> \endverbatim
  54. *>
  55. *> \param[in] LDA
  56. *> \verbatim
  57. *> LDA is INTEGER
  58. *> The leading dimension of the array A.
  59. *> \endverbatim
  60. *>
  61. *> \param[in] S
  62. *> \verbatim
  63. *> S is REAL array, dimension (min(M,N))
  64. *> The singular values of the matrix A.
  65. *> \endverbatim
  66. *>
  67. *> \param[out] WORK
  68. *> \verbatim
  69. *> WORK is COMPLEX array, dimension (LWORK)
  70. *> \endverbatim
  71. *>
  72. *> \param[in] LWORK
  73. *> \verbatim
  74. *> LWORK is INTEGER
  75. *> The length of the array WORK. LWORK >= M*N + 2*min(M,N) +
  76. *> max(M,N).
  77. *> \endverbatim
  78. *>
  79. *> \param[out] RWORK
  80. *> \verbatim
  81. *> RWORK is REAL array, dimension (4*min(M,N))
  82. *> \endverbatim
  83. *
  84. * Authors:
  85. * ========
  86. *
  87. *> \author Univ. of Tennessee
  88. *> \author Univ. of California Berkeley
  89. *> \author Univ. of Colorado Denver
  90. *> \author NAG Ltd.
  91. *
  92. *> \date December 2016
  93. *
  94. *> \ingroup complex_lin
  95. *
  96. * =====================================================================
  97. REAL FUNCTION CQRT12( M, N, A, LDA, S, WORK, LWORK,
  98. $ RWORK )
  99. *
  100. * -- LAPACK test routine (version 3.7.0) --
  101. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  102. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  103. * December 2016
  104. *
  105. * .. Scalar Arguments ..
  106. INTEGER LDA, LWORK, M, N
  107. * ..
  108. * .. Array Arguments ..
  109. REAL RWORK( * ), S( * )
  110. COMPLEX A( LDA, * ), WORK( LWORK )
  111. * ..
  112. *
  113. * =====================================================================
  114. *
  115. * .. Parameters ..
  116. REAL ZERO, ONE
  117. PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0 )
  118. * ..
  119. * .. Local Scalars ..
  120. INTEGER I, INFO, ISCL, J, MN
  121. REAL ANRM, BIGNUM, NRMSVL, SMLNUM
  122. * ..
  123. * .. Local Arrays ..
  124. REAL DUMMY( 1 )
  125. * ..
  126. * .. External Functions ..
  127. REAL CLANGE, SASUM, SLAMCH, SNRM2
  128. EXTERNAL CLANGE, SASUM, SLAMCH, SNRM2
  129. * ..
  130. * .. External Subroutines ..
  131. EXTERNAL CGEBD2, CLASCL, CLASET, SAXPY, SBDSQR, SLABAD,
  132. $ SLASCL, XERBLA
  133. * ..
  134. * .. Intrinsic Functions ..
  135. INTRINSIC CMPLX, MAX, MIN, REAL
  136. * ..
  137. * .. Executable Statements ..
  138. *
  139. CQRT12 = ZERO
  140. *
  141. * Test that enough workspace is supplied
  142. *
  143. IF( LWORK.LT.M*N+2*MIN( M, N )+MAX( M, N ) ) THEN
  144. CALL XERBLA( 'CQRT12', 7 )
  145. RETURN
  146. END IF
  147. *
  148. * Quick return if possible
  149. *
  150. MN = MIN( M, N )
  151. IF( MN.LE.ZERO )
  152. $ RETURN
  153. *
  154. NRMSVL = SNRM2( MN, S, 1 )
  155. *
  156. * Copy upper triangle of A into work
  157. *
  158. CALL CLASET( 'Full', M, N, CMPLX( ZERO ), CMPLX( ZERO ), WORK, M )
  159. DO 20 J = 1, N
  160. DO 10 I = 1, MIN( J, M )
  161. WORK( ( J-1 )*M+I ) = A( I, J )
  162. 10 CONTINUE
  163. 20 CONTINUE
  164. *
  165. * Get machine parameters
  166. *
  167. SMLNUM = SLAMCH( 'S' ) / SLAMCH( 'P' )
  168. BIGNUM = ONE / SMLNUM
  169. CALL SLABAD( SMLNUM, BIGNUM )
  170. *
  171. * Scale work if max entry outside range [SMLNUM,BIGNUM]
  172. *
  173. ANRM = CLANGE( 'M', M, N, WORK, M, DUMMY )
  174. ISCL = 0
  175. IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
  176. *
  177. * Scale matrix norm up to SMLNUM
  178. *
  179. CALL CLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, WORK, M, INFO )
  180. ISCL = 1
  181. ELSE IF( ANRM.GT.BIGNUM ) THEN
  182. *
  183. * Scale matrix norm down to BIGNUM
  184. *
  185. CALL CLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, WORK, M, INFO )
  186. ISCL = 1
  187. END IF
  188. *
  189. IF( ANRM.NE.ZERO ) THEN
  190. *
  191. * Compute SVD of work
  192. *
  193. CALL CGEBD2( M, N, WORK, M, RWORK( 1 ), RWORK( MN+1 ),
  194. $ WORK( M*N+1 ), WORK( M*N+MN+1 ),
  195. $ WORK( M*N+2*MN+1 ), INFO )
  196. CALL SBDSQR( 'Upper', MN, 0, 0, 0, RWORK( 1 ), RWORK( MN+1 ),
  197. $ DUMMY, MN, DUMMY, 1, DUMMY, MN, RWORK( 2*MN+1 ),
  198. $ INFO )
  199. *
  200. IF( ISCL.EQ.1 ) THEN
  201. IF( ANRM.GT.BIGNUM ) THEN
  202. CALL SLASCL( 'G', 0, 0, BIGNUM, ANRM, MN, 1, RWORK( 1 ),
  203. $ MN, INFO )
  204. END IF
  205. IF( ANRM.LT.SMLNUM ) THEN
  206. CALL SLASCL( 'G', 0, 0, SMLNUM, ANRM, MN, 1, RWORK( 1 ),
  207. $ MN, INFO )
  208. END IF
  209. END IF
  210. *
  211. ELSE
  212. *
  213. DO 30 I = 1, MN
  214. RWORK( I ) = ZERO
  215. 30 CONTINUE
  216. END IF
  217. *
  218. * Compare s and singular values of work
  219. *
  220. CALL SAXPY( MN, -ONE, S, 1, RWORK( 1 ), 1 )
  221. CQRT12 = SASUM( MN, RWORK( 1 ), 1 ) /
  222. $ ( SLAMCH( 'Epsilon' )*REAL( MAX( M, N ) ) )
  223. IF( NRMSVL.NE.ZERO )
  224. $ CQRT12 = CQRT12 / NRMSVL
  225. *
  226. RETURN
  227. *
  228. * End of CQRT12
  229. *
  230. END