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srqt02.f 6.8 kB

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  1. *> \brief \b SRQT02
  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 SRQT02( M, N, K, A, AF, Q, R, LDA, TAU, WORK, LWORK,
  12. * RWORK, RESULT )
  13. *
  14. * .. Scalar Arguments ..
  15. * INTEGER K, 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. *> SRQT02 tests SORGRQ, which generates an m-by-n matrix Q with
  30. *> orthonormal rows that is defined as the product of k elementary
  31. *> reflectors.
  32. *>
  33. *> Given the RQ factorization of an m-by-n matrix A, SRQT02 generates
  34. *> the orthogonal matrix Q defined by the factorization of the last k
  35. *> rows of A; it compares R(m-k+1:m,n-m+1:n) with
  36. *> A(m-k+1:m,1:n)*Q(n-m+1:n,1:n)', and checks that the rows of Q are
  37. *> orthonormal.
  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 Q to be generated. M >= 0.
  47. *> \endverbatim
  48. *>
  49. *> \param[in] N
  50. *> \verbatim
  51. *> N is INTEGER
  52. *> The number of columns of the matrix Q to be generated.
  53. *> N >= M >= 0.
  54. *> \endverbatim
  55. *>
  56. *> \param[in] K
  57. *> \verbatim
  58. *> K is INTEGER
  59. *> The number of elementary reflectors whose product defines the
  60. *> matrix Q. M >= K >= 0.
  61. *> \endverbatim
  62. *>
  63. *> \param[in] A
  64. *> \verbatim
  65. *> A is REAL array, dimension (LDA,N)
  66. *> The m-by-n matrix A which was factorized by SRQT01.
  67. *> \endverbatim
  68. *>
  69. *> \param[in] AF
  70. *> \verbatim
  71. *> AF is REAL array, dimension (LDA,N)
  72. *> Details of the RQ factorization of A, as returned by SGERQF.
  73. *> See SGERQF for further details.
  74. *> \endverbatim
  75. *>
  76. *> \param[out] Q
  77. *> \verbatim
  78. *> Q is REAL array, dimension (LDA,N)
  79. *> \endverbatim
  80. *>
  81. *> \param[out] R
  82. *> \verbatim
  83. *> R is REAL array, dimension (LDA,M)
  84. *> \endverbatim
  85. *>
  86. *> \param[in] LDA
  87. *> \verbatim
  88. *> LDA is INTEGER
  89. *> The leading dimension of the arrays A, AF, Q and L. LDA >= N.
  90. *> \endverbatim
  91. *>
  92. *> \param[in] TAU
  93. *> \verbatim
  94. *> TAU is REAL array, dimension (M)
  95. *> The scalar factors of the elementary reflectors corresponding
  96. *> to the RQ factorization in AF.
  97. *> \endverbatim
  98. *>
  99. *> \param[out] WORK
  100. *> \verbatim
  101. *> WORK is REAL array, dimension (LWORK)
  102. *> \endverbatim
  103. *>
  104. *> \param[in] LWORK
  105. *> \verbatim
  106. *> LWORK is INTEGER
  107. *> The dimension of the array WORK.
  108. *> \endverbatim
  109. *>
  110. *> \param[out] RWORK
  111. *> \verbatim
  112. *> RWORK is REAL array, dimension (M)
  113. *> \endverbatim
  114. *>
  115. *> \param[out] RESULT
  116. *> \verbatim
  117. *> RESULT is REAL array, dimension (2)
  118. *> The test ratios:
  119. *> RESULT(1) = norm( R - A*Q' ) / ( N * norm(A) * EPS )
  120. *> RESULT(2) = norm( I - Q*Q' ) / ( N * EPS )
  121. *> \endverbatim
  122. *
  123. * Authors:
  124. * ========
  125. *
  126. *> \author Univ. of Tennessee
  127. *> \author Univ. of California Berkeley
  128. *> \author Univ. of Colorado Denver
  129. *> \author NAG Ltd.
  130. *
  131. *> \ingroup single_lin
  132. *
  133. * =====================================================================
  134. SUBROUTINE SRQT02( M, N, K, A, AF, Q, R, LDA, TAU, WORK, LWORK,
  135. $ RWORK, RESULT )
  136. *
  137. * -- LAPACK test routine --
  138. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  139. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  140. *
  141. * .. Scalar Arguments ..
  142. INTEGER K, LDA, LWORK, M, N
  143. * ..
  144. * .. Array Arguments ..
  145. REAL A( LDA, * ), AF( LDA, * ), Q( LDA, * ),
  146. $ R( LDA, * ), RESULT( * ), RWORK( * ), TAU( * ),
  147. $ WORK( LWORK )
  148. * ..
  149. *
  150. * =====================================================================
  151. *
  152. * .. Parameters ..
  153. REAL ZERO, ONE
  154. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  155. REAL ROGUE
  156. PARAMETER ( ROGUE = -1.0E+10 )
  157. * ..
  158. * .. Local Scalars ..
  159. INTEGER INFO
  160. REAL ANORM, EPS, RESID
  161. * ..
  162. * .. External Functions ..
  163. REAL SLAMCH, SLANGE, SLANSY
  164. EXTERNAL SLAMCH, SLANGE, SLANSY
  165. * ..
  166. * .. External Subroutines ..
  167. EXTERNAL SGEMM, SLACPY, SLASET, SORGRQ, SSYRK
  168. * ..
  169. * .. Intrinsic Functions ..
  170. INTRINSIC MAX, REAL
  171. * ..
  172. * .. Scalars in Common ..
  173. CHARACTER*32 SRNAMT
  174. * ..
  175. * .. Common blocks ..
  176. COMMON / SRNAMC / SRNAMT
  177. * ..
  178. * .. Executable Statements ..
  179. *
  180. * Quick return if possible
  181. *
  182. IF( M.EQ.0 .OR. N.EQ.0 .OR. K.EQ.0 ) THEN
  183. RESULT( 1 ) = ZERO
  184. RESULT( 2 ) = ZERO
  185. RETURN
  186. END IF
  187. *
  188. EPS = SLAMCH( 'Epsilon' )
  189. *
  190. * Copy the last k rows of the factorization to the array Q
  191. *
  192. CALL SLASET( 'Full', M, N, ROGUE, ROGUE, Q, LDA )
  193. IF( K.LT.N )
  194. $ CALL SLACPY( 'Full', K, N-K, AF( M-K+1, 1 ), LDA,
  195. $ Q( M-K+1, 1 ), LDA )
  196. IF( K.GT.1 )
  197. $ CALL SLACPY( 'Lower', K-1, K-1, AF( M-K+2, N-K+1 ), LDA,
  198. $ Q( M-K+2, N-K+1 ), LDA )
  199. *
  200. * Generate the last n rows of the matrix Q
  201. *
  202. SRNAMT = 'SORGRQ'
  203. CALL SORGRQ( M, N, K, Q, LDA, TAU( M-K+1 ), WORK, LWORK, INFO )
  204. *
  205. * Copy R(m-k+1:m,n-m+1:n)
  206. *
  207. CALL SLASET( 'Full', K, M, ZERO, ZERO, R( M-K+1, N-M+1 ), LDA )
  208. CALL SLACPY( 'Upper', K, K, AF( M-K+1, N-K+1 ), LDA,
  209. $ R( M-K+1, N-K+1 ), LDA )
  210. *
  211. * Compute R(m-k+1:m,n-m+1:n) - A(m-k+1:m,1:n) * Q(n-m+1:n,1:n)'
  212. *
  213. CALL SGEMM( 'No transpose', 'Transpose', K, M, N, -ONE,
  214. $ A( M-K+1, 1 ), LDA, Q, LDA, ONE, R( M-K+1, N-M+1 ),
  215. $ LDA )
  216. *
  217. * Compute norm( R - A*Q' ) / ( N * norm(A) * EPS ) .
  218. *
  219. ANORM = SLANGE( '1', K, N, A( M-K+1, 1 ), LDA, RWORK )
  220. RESID = SLANGE( '1', K, M, R( M-K+1, N-M+1 ), LDA, RWORK )
  221. IF( ANORM.GT.ZERO ) THEN
  222. RESULT( 1 ) = ( ( RESID / REAL( MAX( 1, N ) ) ) / ANORM ) / EPS
  223. ELSE
  224. RESULT( 1 ) = ZERO
  225. END IF
  226. *
  227. * Compute I - Q*Q'
  228. *
  229. CALL SLASET( 'Full', M, M, ZERO, ONE, R, LDA )
  230. CALL SSYRK( 'Upper', 'No transpose', M, N, -ONE, Q, LDA, ONE, R,
  231. $ LDA )
  232. *
  233. * Compute norm( I - Q*Q' ) / ( N * EPS ) .
  234. *
  235. RESID = SLANSY( '1', 'Upper', M, R, LDA, RWORK )
  236. *
  237. RESULT( 2 ) = ( RESID / REAL( MAX( 1, N ) ) ) / EPS
  238. *
  239. RETURN
  240. *
  241. * End of SRQT02
  242. *
  243. END