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SUBROUTINE DGSVTS( M, P, N, A, AF, LDA, B, BF, LDB, U, LDU, V,
$ LDV, Q, LDQ, ALPHA, BETA, R, LDR, IWORK, 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, LDQ, LDR, LDU, LDV, LWORK, M, N, P * .. * .. Array Arguments .. INTEGER IWORK( * ) DOUBLE PRECISION A( LDA, * ), AF( LDA, * ), ALPHA( * ), $ B( LDB, * ), BETA( * ), BF( LDB, * ), $ Q( LDQ, * ), R( LDR, * ), RESULT( 6 ), $ RWORK( * ), U( LDU, * ), V( LDV, * ), $ WORK( LWORK ) * .. * * Purpose * ======= * * DGSVTS tests DGGSVD, which computes the GSVD of an M-by-N matrix A * and a P-by-N matrix B: * U'*A*Q = D1*R and V'*B*Q = D2*R. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * P (input) INTEGER * The number of rows of the matrix B. P >= 0. * * N (input) INTEGER * The number of columns of the matrices A and B. N >= 0. * * A (input) DOUBLE PRECISION array, dimension (LDA,M) * The M-by-N matrix A. * * AF (output) DOUBLE PRECISION array, dimension (LDA,N) * Details of the GSVD of A and B, as returned by DGGSVD, * see DGGSVD for further details. * * LDA (input) INTEGER * The leading dimension of the arrays A and AF. * LDA >= max( 1,M ). * * B (input) DOUBLE PRECISION array, dimension (LDB,P) * On entry, the P-by-N matrix B. * * BF (output) DOUBLE PRECISION array, dimension (LDB,N) * Details of the GSVD of A and B, as returned by DGGSVD, * see DGGSVD for further details. * * LDB (input) INTEGER * The leading dimension of the arrays B and BF. * LDB >= max(1,P). * * U (output) DOUBLE PRECISION array, dimension(LDU,M) * The M by M orthogonal matrix U. * * LDU (input) INTEGER * The leading dimension of the array U. LDU >= max(1,M). * * V (output) DOUBLE PRECISION array, dimension(LDV,M) * The P by P orthogonal matrix V. * * LDV (input) INTEGER * The leading dimension of the array V. LDV >= max(1,P). * * Q (output) DOUBLE PRECISION array, dimension(LDQ,N) * The N by N orthogonal matrix Q. * * LDQ (input) INTEGER * The leading dimension of the array Q. LDQ >= max(1,N). * * ALPHA (output) DOUBLE PRECISION array, dimension (N) * BETA (output) DOUBLE PRECISION array, dimension (N) * The generalized singular value pairs of A and B, the * ``diagonal'' matrices D1 and D2 are constructed from * ALPHA and BETA, see subroutine DGGSVD for details. * * R (output) DOUBLE PRECISION array, dimension(LDQ,N) * The upper triangular matrix R. * * LDR (input) INTEGER * The leading dimension of the array R. LDR >= max(1,N). * * IWORK (workspace) INTEGER array, dimension (N) * * WORK (workspace) DOUBLE PRECISION array, dimension (LWORK) * * LWORK (input) INTEGER * The dimension of the array WORK, * LWORK >= max(M,P,N)*max(M,P,N). * * RWORK (workspace) DOUBLE PRECISION array, dimension (max(M,P,N)) * * RESULT (output) DOUBLE PRECISION array, dimension (6) * The test ratios: * RESULT(1) = norm( U'*A*Q - D1*R ) / ( MAX(M,N)*norm(A)*ULP) * RESULT(2) = norm( V'*B*Q - D2*R ) / ( MAX(P,N)*norm(B)*ULP) * RESULT(3) = norm( I - U'*U ) / ( M*ULP ) * RESULT(4) = norm( I - V'*V ) / ( P*ULP ) * RESULT(5) = norm( I - Q'*Q ) / ( N*ULP ) * RESULT(6) = 0 if ALPHA is in decreasing order; * = ULPINV otherwise. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) * .. * .. Local Scalars .. INTEGER I, INFO, J, K, L DOUBLE PRECISION ANORM, BNORM, RESID, TEMP, ULP, ULPINV, UNFL * .. * .. External Functions .. DOUBLE PRECISION DLAMCH, DLANGE, DLANSY EXTERNAL DLAMCH, DLANGE, DLANSY * .. * .. External Subroutines .. EXTERNAL DCOPY, DGEMM, DGGSVD, DLACPY, DLASET, DSYRK * .. * .. Intrinsic Functions .. INTRINSIC DBLE, MAX, MIN * .. * .. Executable Statements .. * ULP = DLAMCH( 'Precision' ) ULPINV = ONE / ULP UNFL = DLAMCH( 'Safe minimum' ) * * Copy the matrix A to the array AF. * CALL DLACPY( 'Full', M, N, A, LDA, AF, LDA ) CALL DLACPY( 'Full', P, N, B, LDB, BF, LDB ) * ANORM = MAX( DLANGE( '1', M, N, A, LDA, RWORK ), UNFL ) BNORM = MAX( DLANGE( '1', P, N, B, LDB, RWORK ), UNFL ) * * Factorize the matrices A and B in the arrays AF and BF. * CALL DGGSVD( 'U', 'V', 'Q', M, N, P, K, L, AF, LDA, BF, LDB, $ ALPHA, BETA, U, LDU, V, LDV, Q, LDQ, WORK, IWORK, $ INFO ) * * Copy R * DO 20 I = 1, MIN( K+L, M ) DO 10 J = I, K + L R( I, J ) = AF( I, N-K-L+J ) 10 CONTINUE 20 CONTINUE * IF( M-K-L.LT.0 ) THEN DO 40 I = M + 1, K + L DO 30 J = I, K + L R( I, J ) = BF( I-K, N-K-L+J ) 30 CONTINUE 40 CONTINUE END IF * * Compute A:= U'*A*Q - D1*R * CALL DGEMM( 'No transpose', 'No transpose', M, N, N, ONE, A, LDA, $ Q, LDQ, ZERO, WORK, LDA ) * CALL DGEMM( 'Transpose', 'No transpose', M, N, M, ONE, U, LDU, $ WORK, LDA, ZERO, A, LDA ) * DO 60 I = 1, K DO 50 J = I, K + L A( I, N-K-L+J ) = A( I, N-K-L+J ) - R( I, J ) 50 CONTINUE 60 CONTINUE * DO 80 I = K + 1, MIN( K+L, M ) DO 70 J = I, K + L A( I, N-K-L+J ) = A( I, N-K-L+J ) - ALPHA( I )*R( I, J ) 70 CONTINUE 80 CONTINUE * * Compute norm( U'*A*Q - D1*R ) / ( MAX(1,M,N)*norm(A)*ULP ) . * RESID = DLANGE( '1', M, N, A, LDA, RWORK ) * IF( ANORM.GT.ZERO ) THEN RESULT( 1 ) = ( ( RESID / DBLE( MAX( 1, M, N ) ) ) / ANORM ) / $ ULP ELSE RESULT( 1 ) = ZERO END IF * * Compute B := V'*B*Q - D2*R * CALL DGEMM( 'No transpose', 'No transpose', P, N, N, ONE, B, LDB, $ Q, LDQ, ZERO, WORK, LDB ) * CALL DGEMM( 'Transpose', 'No transpose', P, N, P, ONE, V, LDV, $ WORK, LDB, ZERO, B, LDB ) * DO 100 I = 1, L DO 90 J = I, L B( I, N-L+J ) = B( I, N-L+J ) - BETA( K+I )*R( K+I, K+J ) 90 CONTINUE 100 CONTINUE * * Compute norm( V'*B*Q - D2*R ) / ( MAX(P,N)*norm(B)*ULP ) . * RESID = DLANGE( '1', P, N, B, 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 - U'*U * CALL DLASET( 'Full', M, M, ZERO, ONE, WORK, LDQ ) CALL DSYRK( 'Upper', 'Transpose', M, M, -ONE, U, LDU, ONE, WORK, $ LDU ) * * Compute norm( I - U'*U ) / ( M * ULP ) . * RESID = DLANSY( '1', 'Upper', M, WORK, LDU, RWORK ) RESULT( 3 ) = ( RESID / DBLE( MAX( 1, M ) ) ) / ULP * * Compute I - V'*V * CALL DLASET( 'Full', P, P, ZERO, ONE, WORK, LDV ) CALL DSYRK( 'Upper', 'Transpose', P, P, -ONE, V, LDV, ONE, WORK, $ LDV ) * * Compute norm( I - V'*V ) / ( P * ULP ) . * RESID = DLANSY( '1', 'Upper', P, WORK, LDV, RWORK ) RESULT( 4 ) = ( RESID / DBLE( MAX( 1, P ) ) ) / ULP * * Compute I - Q'*Q * CALL DLASET( 'Full', N, N, ZERO, ONE, WORK, LDQ ) CALL DSYRK( 'Upper', 'Transpose', N, N, -ONE, Q, LDQ, ONE, WORK, $ LDQ ) * * Compute norm( I - Q'*Q ) / ( N * ULP ) . * RESID = DLANSY( '1', 'Upper', N, WORK, LDQ, RWORK ) RESULT( 5 ) = ( RESID / DBLE( MAX( 1, N ) ) ) / ULP * * Check sorting * CALL DCOPY( N, ALPHA, 1, WORK, 1 ) DO 110 I = K + 1, MIN( K+L, M ) J = IWORK( I ) IF( I.NE.J ) THEN TEMP = WORK( I ) WORK( I ) = WORK( J ) WORK( J ) = TEMP END IF 110 CONTINUE * RESULT( 6 ) = ZERO DO 120 I = K + 1, MIN( K+L, M ) - 1 IF( WORK( I ).LT.WORK( I+1 ) ) $ RESULT( 6 ) = ULPINV 120 CONTINUE * RETURN * * End of DGSVTS * END |