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sqrt01.f 6.0 kB

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  1. *> \brief \b SQRT01
  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 SQRT01( M, N, A, AF, Q, R, LDA, TAU, WORK, LWORK,
  12. * RWORK, RESULT )
  13. *
  14. * .. Scalar Arguments ..
  15. * INTEGER LDA, LWORK, M, N
  16. * ..
  17. * .. Array Arguments ..
  18. * REAL A( LDA, * ), AF( LDA, * ), Q( LDA, * ),
  19. * $ R( LDA, * ), RESULT( * ), RWORK( * ), TAU( * ),
  20. * $ WORK( LWORK )
  21. * ..
  22. *
  23. *
  24. *> \par Purpose:
  25. * =============
  26. *>
  27. *> \verbatim
  28. *>
  29. *> SQRT01 tests SGEQRF, which computes the QR factorization of an m-by-n
  30. *> matrix A, and partially tests SORGQR which forms the m-by-m
  31. *> orthogonal matrix Q.
  32. *>
  33. *> SQRT01 compares R with Q'*A, 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 REAL array, dimension (LDA,N)
  54. *> The m-by-n matrix A.
  55. *> \endverbatim
  56. *>
  57. *> \param[out] AF
  58. *> \verbatim
  59. *> AF is REAL array, dimension (LDA,N)
  60. *> Details of the QR factorization of A, as returned by SGEQRF.
  61. *> See SGEQRF for further details.
  62. *> \endverbatim
  63. *>
  64. *> \param[out] Q
  65. *> \verbatim
  66. *> Q is REAL array, dimension (LDA,M)
  67. *> The m-by-m orthogonal matrix Q.
  68. *> \endverbatim
  69. *>
  70. *> \param[out] R
  71. *> \verbatim
  72. *> R is REAL 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 R.
  79. *> LDA >= max(M,N).
  80. *> \endverbatim
  81. *>
  82. *> \param[out] TAU
  83. *> \verbatim
  84. *> TAU is REAL array, dimension (min(M,N))
  85. *> The scalar factors of the elementary reflectors, as returned
  86. *> by SGEQRF.
  87. *> \endverbatim
  88. *>
  89. *> \param[out] WORK
  90. *> \verbatim
  91. *> WORK is REAL 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 (M)
  103. *> \endverbatim
  104. *>
  105. *> \param[out] RESULT
  106. *> \verbatim
  107. *> RESULT is REAL array, dimension (2)
  108. *> The test ratios:
  109. *> RESULT(1) = norm( R - Q'*A ) / ( M * norm(A) * EPS )
  110. *> RESULT(2) = norm( I - Q'*Q ) / ( M * 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. *> \ingroup single_lin
  122. *
  123. * =====================================================================
  124. SUBROUTINE SQRT01( M, N, A, AF, Q, R, LDA, TAU, WORK, LWORK,
  125. $ RWORK, RESULT )
  126. *
  127. * -- LAPACK test routine --
  128. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  129. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  130. *
  131. * .. Scalar Arguments ..
  132. INTEGER LDA, LWORK, M, N
  133. * ..
  134. * .. Array Arguments ..
  135. REAL A( LDA, * ), AF( LDA, * ), Q( LDA, * ),
  136. $ R( LDA, * ), RESULT( * ), RWORK( * ), TAU( * ),
  137. $ WORK( LWORK )
  138. * ..
  139. *
  140. * =====================================================================
  141. *
  142. * .. Parameters ..
  143. REAL ZERO, ONE
  144. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  145. REAL ROGUE
  146. PARAMETER ( ROGUE = -1.0E+10 )
  147. * ..
  148. * .. Local Scalars ..
  149. INTEGER INFO, MINMN
  150. REAL ANORM, EPS, RESID
  151. * ..
  152. * .. External Functions ..
  153. REAL SLAMCH, SLANGE, SLANSY
  154. EXTERNAL SLAMCH, SLANGE, SLANSY
  155. * ..
  156. * .. External Subroutines ..
  157. EXTERNAL SGEMM, SGEQRF, SLACPY, SLASET, SORGQR, SSYRK
  158. * ..
  159. * .. Intrinsic Functions ..
  160. INTRINSIC MAX, MIN, REAL
  161. * ..
  162. * .. Scalars in Common ..
  163. CHARACTER*32 SRNAMT
  164. * ..
  165. * .. Common blocks ..
  166. COMMON / SRNAMC / SRNAMT
  167. * ..
  168. * .. Executable Statements ..
  169. *
  170. MINMN = MIN( M, N )
  171. EPS = SLAMCH( 'Epsilon' )
  172. *
  173. * Copy the matrix A to the array AF.
  174. *
  175. CALL SLACPY( 'Full', M, N, A, LDA, AF, LDA )
  176. *
  177. * Factorize the matrix A in the array AF.
  178. *
  179. SRNAMT = 'SGEQRF'
  180. CALL SGEQRF( M, N, AF, LDA, TAU, WORK, LWORK, INFO )
  181. *
  182. * Copy details of Q
  183. *
  184. CALL SLASET( 'Full', M, M, ROGUE, ROGUE, Q, LDA )
  185. CALL SLACPY( 'Lower', M-1, N, AF( 2, 1 ), LDA, Q( 2, 1 ), LDA )
  186. *
  187. * Generate the m-by-m matrix Q
  188. *
  189. SRNAMT = 'SORGQR'
  190. CALL SORGQR( M, M, MINMN, Q, LDA, TAU, WORK, LWORK, INFO )
  191. *
  192. * Copy R
  193. *
  194. CALL SLASET( 'Full', M, N, ZERO, ZERO, R, LDA )
  195. CALL SLACPY( 'Upper', M, N, AF, LDA, R, LDA )
  196. *
  197. * Compute R - Q'*A
  198. *
  199. CALL SGEMM( 'Transpose', 'No transpose', M, N, M, -ONE, Q, LDA, A,
  200. $ LDA, ONE, R, LDA )
  201. *
  202. * Compute norm( R - Q'*A ) / ( M * norm(A) * EPS ) .
  203. *
  204. ANORM = SLANGE( '1', M, N, A, LDA, RWORK )
  205. RESID = SLANGE( '1', M, N, R, LDA, RWORK )
  206. IF( ANORM.GT.ZERO ) THEN
  207. RESULT( 1 ) = ( ( RESID / REAL( MAX( 1, M ) ) ) / ANORM ) / EPS
  208. ELSE
  209. RESULT( 1 ) = ZERO
  210. END IF
  211. *
  212. * Compute I - Q'*Q
  213. *
  214. CALL SLASET( 'Full', M, M, ZERO, ONE, R, LDA )
  215. CALL SSYRK( 'Upper', 'Transpose', M, M, -ONE, Q, LDA, ONE, R,
  216. $ LDA )
  217. *
  218. * Compute norm( I - Q'*Q ) / ( M * EPS ) .
  219. *
  220. RESID = SLANSY( '1', 'Upper', M, R, LDA, RWORK )
  221. *
  222. RESULT( 2 ) = ( RESID / REAL( MAX( 1, M ) ) ) / EPS
  223. *
  224. RETURN
  225. *
  226. * End of SQRT01
  227. *
  228. END