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dqrt11.f 4.2 kB

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  1. *> \brief \b DQRT11
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. * Definition:
  9. * ===========
  10. *
  11. * DOUBLE PRECISION FUNCTION DQRT11( M, K, A, LDA, TAU, WORK, LWORK )
  12. *
  13. * .. Scalar Arguments ..
  14. * INTEGER K, LDA, LWORK, M
  15. * ..
  16. * .. Array Arguments ..
  17. * DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( LWORK )
  18. * ..
  19. *
  20. *
  21. *> \par Purpose:
  22. * =============
  23. *>
  24. *> \verbatim
  25. *>
  26. *> DQRT11 computes the test ratio
  27. *>
  28. *> || Q'*Q - I || / (eps * m)
  29. *>
  30. *> where the orthogonal matrix Q is represented as a product of
  31. *> elementary transformations. Each transformation has the form
  32. *>
  33. *> H(k) = I - tau(k) v(k) v(k)'
  34. *>
  35. *> where tau(k) is stored in TAU(k) and v(k) is an m-vector of the form
  36. *> [ 0 ... 0 1 x(k) ]', where x(k) is a vector of length m-k stored
  37. *> in A(k+1:m,k).
  38. *> \endverbatim
  39. *
  40. * Arguments:
  41. * ==========
  42. *
  43. *> \param[in] M
  44. *> \verbatim
  45. *> M is INTEGER
  46. *> The number of rows of the matrix A.
  47. *> \endverbatim
  48. *>
  49. *> \param[in] K
  50. *> \verbatim
  51. *> K is INTEGER
  52. *> The number of columns of A whose subdiagonal entries
  53. *> contain information about orthogonal transformations.
  54. *> \endverbatim
  55. *>
  56. *> \param[in] A
  57. *> \verbatim
  58. *> A is DOUBLE PRECISION array, dimension (LDA,K)
  59. *> The (possibly partial) output of a QR reduction routine.
  60. *> \endverbatim
  61. *>
  62. *> \param[in] LDA
  63. *> \verbatim
  64. *> LDA is INTEGER
  65. *> The leading dimension of the array A.
  66. *> \endverbatim
  67. *>
  68. *> \param[in] TAU
  69. *> \verbatim
  70. *> TAU is DOUBLE PRECISION array, dimension (K)
  71. *> The scaling factors tau for the elementary transformations as
  72. *> computed by the QR factorization routine.
  73. *> \endverbatim
  74. *>
  75. *> \param[out] WORK
  76. *> \verbatim
  77. *> WORK is DOUBLE PRECISION array, dimension (LWORK)
  78. *> \endverbatim
  79. *>
  80. *> \param[in] LWORK
  81. *> \verbatim
  82. *> LWORK is INTEGER
  83. *> The length of the array WORK. LWORK >= M*M + M.
  84. *> \endverbatim
  85. *
  86. * Authors:
  87. * ========
  88. *
  89. *> \author Univ. of Tennessee
  90. *> \author Univ. of California Berkeley
  91. *> \author Univ. of Colorado Denver
  92. *> \author NAG Ltd.
  93. *
  94. *> \ingroup double_lin
  95. *
  96. * =====================================================================
  97. DOUBLE PRECISION FUNCTION DQRT11( M, K, A, LDA, TAU, WORK, LWORK )
  98. *
  99. * -- LAPACK test routine --
  100. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  101. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  102. *
  103. * .. Scalar Arguments ..
  104. INTEGER K, LDA, LWORK, M
  105. * ..
  106. * .. Array Arguments ..
  107. DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( LWORK )
  108. * ..
  109. *
  110. * =====================================================================
  111. *
  112. * .. Parameters ..
  113. DOUBLE PRECISION ZERO, ONE
  114. PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
  115. * ..
  116. * .. Local Scalars ..
  117. INTEGER INFO, J
  118. * ..
  119. * .. External Functions ..
  120. DOUBLE PRECISION DLAMCH, DLANGE
  121. EXTERNAL DLAMCH, DLANGE
  122. * ..
  123. * .. External Subroutines ..
  124. EXTERNAL DLASET, DORM2R, XERBLA
  125. * ..
  126. * .. Intrinsic Functions ..
  127. INTRINSIC DBLE
  128. * ..
  129. * .. Local Arrays ..
  130. DOUBLE PRECISION RDUMMY( 1 )
  131. * ..
  132. * .. Executable Statements ..
  133. *
  134. DQRT11 = ZERO
  135. *
  136. * Test for sufficient workspace
  137. *
  138. IF( LWORK.LT.M*M+M ) THEN
  139. CALL XERBLA( 'DQRT11', 7 )
  140. RETURN
  141. END IF
  142. *
  143. * Quick return if possible
  144. *
  145. IF( M.LE.0 )
  146. $ RETURN
  147. *
  148. CALL DLASET( 'Full', M, M, ZERO, ONE, WORK, M )
  149. *
  150. * Form Q
  151. *
  152. CALL DORM2R( 'Left', 'No transpose', M, M, K, A, LDA, TAU, WORK,
  153. $ M, WORK( M*M+1 ), INFO )
  154. *
  155. * Form Q'*Q
  156. *
  157. CALL DORM2R( 'Left', 'Transpose', M, M, K, A, LDA, TAU, WORK, M,
  158. $ WORK( M*M+1 ), INFO )
  159. *
  160. DO J = 1, M
  161. WORK( ( J-1 )*M+J ) = WORK( ( J-1 )*M+J ) - ONE
  162. END DO
  163. *
  164. DQRT11 = DLANGE( 'One-norm', M, M, WORK, M, RDUMMY ) /
  165. $ ( DBLE( M )*DLAMCH( 'Epsilon' ) )
  166. *
  167. RETURN
  168. *
  169. * End of DQRT11
  170. *
  171. END