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SUBROUTINE DGQRTS( N, M, P, A, AF, Q, R, LDA, TAUA, B, BF, Z, T,
$ BWK, LDB, TAUB, WORK, LWORK, RWORK, RESULT ) * * -- LAPACK test routine (version 3.1) -- * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. * November 2006 * * .. Scalar Arguments .. INTEGER LDA, LDB, LWORK, M, N, P * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), AF( LDA, * ), B( LDB, * ), $ BF( LDB, * ), BWK( LDB, * ), Q( LDA, * ), $ R( LDA, * ), RESULT( 4 ), RWORK( * ), $ T( LDB, * ), TAUA( * ), TAUB( * ), $ WORK( LWORK ), Z( LDB, * ) * .. * * Purpose * ======= * * DGQRTS tests DGGQRF, which computes the GQR factorization of an * N-by-M matrix A and a N-by-P matrix B: A = Q*R and B = Q*T*Z. * * Arguments * ========= * * N (input) INTEGER * The number of rows of the matrices A and B. N >= 0. * * M (input) INTEGER * The number of columns of the matrix A. M >= 0. * * P (input) INTEGER * The number of columns of the matrix B. P >= 0. * * A (input) DOUBLE PRECISION array, dimension (LDA,M) * The N-by-M matrix A. * * AF (output) DOUBLE PRECISION array, dimension (LDA,N) * Details of the GQR factorization of A and B, as returned * by DGGQRF, see SGGQRF for further details. * * Q (output) DOUBLE PRECISION array, dimension (LDA,N) * The M-by-M orthogonal matrix Q. * * R (workspace) DOUBLE PRECISION array, dimension (LDA,MAX(M,N)) * * LDA (input) INTEGER * The leading dimension of the arrays A, AF, R and Q. * LDA >= max(M,N). * * TAUA (output) DOUBLE PRECISION array, dimension (min(M,N)) * The scalar factors of the elementary reflectors, as returned * by DGGQRF. * * B (input) DOUBLE PRECISION array, dimension (LDB,P) * On entry, the N-by-P matrix A. * * BF (output) DOUBLE PRECISION array, dimension (LDB,N) * Details of the GQR factorization of A and B, as returned * by DGGQRF, see SGGQRF for further details. * * Z (output) DOUBLE PRECISION array, dimension (LDB,P) * The P-by-P orthogonal matrix Z. * * T (workspace) DOUBLE PRECISION array, dimension (LDB,max(P,N)) * * BWK (workspace) DOUBLE PRECISION array, dimension (LDB,N) * * LDB (input) INTEGER * The leading dimension of the arrays B, BF, Z and T. * LDB >= max(P,N). * * TAUB (output) DOUBLE PRECISION array, dimension (min(P,N)) * The scalar factors of the elementary reflectors, as returned * by DGGRQF. * * WORK (workspace) DOUBLE PRECISION array, dimension (LWORK) * * LWORK (input) INTEGER * The dimension of the array WORK, LWORK >= max(N,M,P)**2. * * RWORK (workspace) DOUBLE PRECISION array, dimension (max(N,M,P)) * * RESULT (output) DOUBLE PRECISION array, dimension (4) * The test ratios: * RESULT(1) = norm( R - Q'*A ) / ( MAX(M,N)*norm(A)*ULP) * RESULT(2) = norm( T*Z - Q'*B ) / (MAX(P,N)*norm(B)*ULP) * RESULT(3) = norm( I - Q'*Q ) / ( M*ULP ) * RESULT(4) = norm( I - Z'*Z ) / ( P*ULP ) * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) DOUBLE PRECISION ROGUE PARAMETER ( ROGUE = -1.0D+10 ) * .. * .. Local Scalars .. INTEGER INFO DOUBLE PRECISION ANORM, BNORM, RESID, ULP, UNFL * .. * .. External Functions .. DOUBLE PRECISION DLAMCH, DLANGE, DLANSY EXTERNAL DLAMCH, DLANGE, DLANSY * .. * .. External Subroutines .. EXTERNAL DGEMM, DGGQRF, DLACPY, DLASET, DORGQR, DORGRQ, $ DSYRK * .. * .. Intrinsic Functions .. INTRINSIC DBLE, MAX, MIN * .. * .. Executable Statements .. * ULP = DLAMCH( 'Precision' ) UNFL = DLAMCH( 'Safe minimum' ) * * Copy the matrix A to the array AF. * CALL DLACPY( 'Full', N, M, A, LDA, AF, LDA ) CALL DLACPY( 'Full', N, P, B, LDB, BF, LDB ) * ANORM = MAX( DLANGE( '1', N, M, A, LDA, RWORK ), UNFL ) BNORM = MAX( DLANGE( '1', N, P, B, LDB, RWORK ), UNFL ) * * Factorize the matrices A and B in the arrays AF and BF. * CALL DGGQRF( N, M, P, AF, LDA, TAUA, BF, LDB, TAUB, WORK, LWORK, $ INFO ) * * Generate the N-by-N matrix Q * CALL DLASET( 'Full', N, N, ROGUE, ROGUE, Q, LDA ) CALL DLACPY( 'Lower', N-1, M, AF( 2, 1 ), LDA, Q( 2, 1 ), LDA ) CALL DORGQR( N, N, MIN( N, M ), Q, LDA, TAUA, WORK, LWORK, INFO ) * * Generate the P-by-P matrix Z * CALL DLASET( 'Full', P, P, ROGUE, ROGUE, Z, LDB ) IF( N.LE.P ) THEN IF( N.GT.0 .AND. N.LT.P ) $ CALL DLACPY( 'Full', N, P-N, BF, LDB, Z( P-N+1, 1 ), LDB ) IF( N.GT.1 ) $ CALL DLACPY( 'Lower', N-1, N-1, BF( 2, P-N+1 ), LDB, $ Z( P-N+2, P-N+1 ), LDB ) ELSE IF( P.GT.1 ) $ CALL DLACPY( 'Lower', P-1, P-1, BF( N-P+2, 1 ), LDB, $ Z( 2, 1 ), LDB ) END IF CALL DORGRQ( P, P, MIN( N, P ), Z, LDB, TAUB, WORK, LWORK, INFO ) * * Copy R * CALL DLASET( 'Full', N, M, ZERO, ZERO, R, LDA ) CALL DLACPY( 'Upper', N, M, AF, LDA, R, LDA ) * * Copy T * CALL DLASET( 'Full', N, P, ZERO, ZERO, T, LDB ) IF( N.LE.P ) THEN CALL DLACPY( 'Upper', N, N, BF( 1, P-N+1 ), LDB, T( 1, P-N+1 ), $ LDB ) ELSE CALL DLACPY( 'Full', N-P, P, BF, LDB, T, LDB ) CALL DLACPY( 'Upper', P, P, BF( N-P+1, 1 ), LDB, T( N-P+1, 1 ), $ LDB ) END IF * * Compute R - Q'*A * CALL DGEMM( 'Transpose', 'No transpose', N, M, N, -ONE, Q, LDA, A, $ LDA, ONE, R, LDA ) * * Compute norm( R - Q'*A ) / ( MAX(M,N)*norm(A)*ULP ) . * RESID = DLANGE( '1', N, M, R, LDA, RWORK ) IF( ANORM.GT.ZERO ) THEN RESULT( 1 ) = ( ( RESID / DBLE( MAX( 1, M, N ) ) ) / ANORM ) / $ ULP ELSE RESULT( 1 ) = ZERO END IF * * Compute T*Z - Q'*B * CALL DGEMM( 'No Transpose', 'No transpose', N, P, P, ONE, T, LDB, $ Z, LDB, ZERO, BWK, LDB ) CALL DGEMM( 'Transpose', 'No transpose', N, P, N, -ONE, Q, LDA, B, $ LDB, ONE, BWK, LDB ) * * Compute norm( T*Z - Q'*B ) / ( MAX(P,N)*norm(A)*ULP ) . * RESID = DLANGE( '1', N, P, BWK, LDB, RWORK ) IF( BNORM.GT.ZERO ) THEN RESULT( 2 ) = ( ( RESID / DBLE( MAX( 1, P, N ) ) ) / BNORM ) / $ ULP ELSE RESULT( 2 ) = ZERO END IF * * Compute I - Q'*Q * CALL DLASET( 'Full', N, N, ZERO, ONE, R, LDA ) CALL DSYRK( 'Upper', 'Transpose', N, N, -ONE, Q, LDA, ONE, R, $ LDA ) * * Compute norm( I - Q'*Q ) / ( N * ULP ) . * RESID = DLANSY( '1', 'Upper', N, R, LDA, RWORK ) RESULT( 3 ) = ( RESID / DBLE( MAX( 1, N ) ) ) / ULP * * Compute I - Z'*Z * CALL DLASET( 'Full', P, P, ZERO, ONE, T, LDB ) CALL DSYRK( 'Upper', 'Transpose', P, P, -ONE, Z, LDB, ONE, T, $ LDB ) * * Compute norm( I - Z'*Z ) / ( P*ULP ) . * RESID = DLANSY( '1', 'Upper', P, T, LDB, RWORK ) RESULT( 4 ) = ( RESID / DBLE( MAX( 1, P ) ) ) / ULP * RETURN * * End of DGQRTS * END |