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- *> \brief \b SQRT02
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE SQRT02( M, N, K, A, AF, Q, R, LDA, TAU, WORK, LWORK,
- * RWORK, RESULT )
- *
- * .. Scalar Arguments ..
- * INTEGER K, LDA, LWORK, M, N
- * ..
- * .. Array Arguments ..
- * REAL A( LDA, * ), AF( LDA, * ), Q( LDA, * ),
- * $ R( LDA, * ), RESULT( * ), RWORK( * ), TAU( * ),
- * $ WORK( LWORK )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> SQRT02 tests SORGQR, which generates an m-by-n matrix Q with
- *> orthonornmal columns that is defined as the product of k elementary
- *> reflectors.
- *>
- *> Given the QR factorization of an m-by-n matrix A, SQRT02 generates
- *> the orthogonal matrix Q defined by the factorization of the first k
- *> columns of A; it compares R(1:n,1:k) with Q(1:m,1:n)'*A(1:m,1:k),
- *> and checks that the columns of Q are orthonormal.
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] M
- *> \verbatim
- *> M is INTEGER
- *> The number of rows of the matrix Q to be generated. M >= 0.
- *> \endverbatim
- *>
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The number of columns of the matrix Q to be generated.
- *> M >= N >= 0.
- *> \endverbatim
- *>
- *> \param[in] K
- *> \verbatim
- *> K is INTEGER
- *> The number of elementary reflectors whose product defines the
- *> matrix Q. N >= K >= 0.
- *> \endverbatim
- *>
- *> \param[in] A
- *> \verbatim
- *> A is REAL array, dimension (LDA,N)
- *> The m-by-n matrix A which was factorized by SQRT01.
- *> \endverbatim
- *>
- *> \param[in] AF
- *> \verbatim
- *> AF is REAL array, dimension (LDA,N)
- *> Details of the QR factorization of A, as returned by SGEQRF.
- *> See SGEQRF for further details.
- *> \endverbatim
- *>
- *> \param[out] Q
- *> \verbatim
- *> Q is REAL array, dimension (LDA,N)
- *> \endverbatim
- *>
- *> \param[out] R
- *> \verbatim
- *> R is REAL array, dimension (LDA,N)
- *> \endverbatim
- *>
- *> \param[in] LDA
- *> \verbatim
- *> LDA is INTEGER
- *> The leading dimension of the arrays A, AF, Q and R. LDA >= M.
- *> \endverbatim
- *>
- *> \param[in] TAU
- *> \verbatim
- *> TAU is REAL array, dimension (N)
- *> The scalar factors of the elementary reflectors corresponding
- *> to the QR factorization in AF.
- *> \endverbatim
- *>
- *> \param[out] WORK
- *> \verbatim
- *> WORK is REAL array, dimension (LWORK)
- *> \endverbatim
- *>
- *> \param[in] LWORK
- *> \verbatim
- *> LWORK is INTEGER
- *> The dimension of the array WORK.
- *> \endverbatim
- *>
- *> \param[out] RWORK
- *> \verbatim
- *> RWORK is REAL array, dimension (M)
- *> \endverbatim
- *>
- *> \param[out] RESULT
- *> \verbatim
- *> RESULT is REAL array, dimension (2)
- *> The test ratios:
- *> RESULT(1) = norm( R - Q'*A ) / ( M * norm(A) * EPS )
- *> RESULT(2) = norm( I - Q'*Q ) / ( M * EPS )
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \date November 2011
- *
- *> \ingroup single_lin
- *
- * =====================================================================
- SUBROUTINE SQRT02( M, N, K, A, AF, Q, R, LDA, TAU, WORK, LWORK,
- $ RWORK, RESULT )
- *
- * -- LAPACK test routine (version 3.4.0) --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- * November 2011
- *
- * .. Scalar Arguments ..
- INTEGER K, LDA, LWORK, M, N
- * ..
- * .. Array Arguments ..
- REAL A( LDA, * ), AF( LDA, * ), Q( LDA, * ),
- $ R( LDA, * ), RESULT( * ), RWORK( * ), TAU( * ),
- $ WORK( LWORK )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- REAL ZERO, ONE
- PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
- REAL ROGUE
- PARAMETER ( ROGUE = -1.0E+10 )
- * ..
- * .. Local Scalars ..
- INTEGER INFO
- REAL ANORM, EPS, RESID
- * ..
- * .. External Functions ..
- REAL SLAMCH, SLANGE, SLANSY
- EXTERNAL SLAMCH, SLANGE, SLANSY
- * ..
- * .. External Subroutines ..
- EXTERNAL SGEMM, SLACPY, SLASET, SORGQR, SSYRK
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC MAX, REAL
- * ..
- * .. Scalars in Common ..
- CHARACTER*32 SRNAMT
- * ..
- * .. Common blocks ..
- COMMON / SRNAMC / SRNAMT
- * ..
- * .. Executable Statements ..
- *
- EPS = SLAMCH( 'Epsilon' )
- *
- * Copy the first k columns of the factorization to the array Q
- *
- CALL SLASET( 'Full', M, N, ROGUE, ROGUE, Q, LDA )
- CALL SLACPY( 'Lower', M-1, K, AF( 2, 1 ), LDA, Q( 2, 1 ), LDA )
- *
- * Generate the first n columns of the matrix Q
- *
- SRNAMT = 'SORGQR'
- CALL SORGQR( M, N, K, Q, LDA, TAU, WORK, LWORK, INFO )
- *
- * Copy R(1:n,1:k)
- *
- CALL SLASET( 'Full', N, K, ZERO, ZERO, R, LDA )
- CALL SLACPY( 'Upper', N, K, AF, LDA, R, LDA )
- *
- * Compute R(1:n,1:k) - Q(1:m,1:n)' * A(1:m,1:k)
- *
- CALL SGEMM( 'Transpose', 'No transpose', N, K, M, -ONE, Q, LDA, A,
- $ LDA, ONE, R, LDA )
- *
- * Compute norm( R - Q'*A ) / ( M * norm(A) * EPS ) .
- *
- ANORM = SLANGE( '1', M, K, A, LDA, RWORK )
- RESID = SLANGE( '1', N, K, R, LDA, RWORK )
- IF( ANORM.GT.ZERO ) THEN
- RESULT( 1 ) = ( ( RESID / REAL( MAX( 1, M ) ) ) / ANORM ) / EPS
- ELSE
- RESULT( 1 ) = ZERO
- END IF
- *
- * Compute I - Q'*Q
- *
- CALL SLASET( 'Full', N, N, ZERO, ONE, R, LDA )
- CALL SSYRK( 'Upper', 'Transpose', N, M, -ONE, Q, LDA, ONE, R,
- $ LDA )
- *
- * Compute norm( I - Q'*Q ) / ( M * EPS ) .
- *
- RESID = SLANSY( '1', 'Upper', N, R, LDA, RWORK )
- *
- RESULT( 2 ) = ( RESID / REAL( MAX( 1, M ) ) ) / EPS
- *
- RETURN
- *
- * End of SQRT02
- *
- END
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