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SUBROUTINE DLQT02( M, N, K, A, AF, Q, L, LDA, TAU, 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 K, LDA, LWORK, M, N * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), AF( LDA, * ), L( LDA, * ), $ Q( LDA, * ), RESULT( * ), RWORK( * ), TAU( * ), $ WORK( LWORK ) * .. * * Purpose * ======= * * DLQT02 tests DORGLQ, which generates an m-by-n matrix Q with * orthonornmal rows that is defined as the product of k elementary * reflectors. * * Given the LQ factorization of an m-by-n matrix A, DLQT02 generates * the orthogonal matrix Q defined by the factorization of the first k * rows of A; it compares L(1:k,1:m) with A(1:k,1:n)*Q(1:m,1:n)', and * checks that the rows of Q are orthonormal. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix Q to be generated. M >= 0. * * N (input) INTEGER * The number of columns of the matrix Q to be generated. * N >= M >= 0. * * K (input) INTEGER * The number of elementary reflectors whose product defines the * matrix Q. M >= K >= 0. * * A (input) DOUBLE PRECISION array, dimension (LDA,N) * The m-by-n matrix A which was factorized by DLQT01. * * AF (input) DOUBLE PRECISION array, dimension (LDA,N) * Details of the LQ factorization of A, as returned by DGELQF. * See DGELQF for further details. * * Q (workspace) DOUBLE PRECISION array, dimension (LDA,N) * * L (workspace) DOUBLE PRECISION array, dimension (LDA,M) * * LDA (input) INTEGER * The leading dimension of the arrays A, AF, Q and L. LDA >= N. * * TAU (input) DOUBLE PRECISION array, dimension (M) * The scalar factors of the elementary reflectors corresponding * to the LQ factorization in AF. * * WORK (workspace) DOUBLE PRECISION array, dimension (LWORK) * * LWORK (input) INTEGER * The dimension of the array WORK. * * RWORK (workspace) DOUBLE PRECISION array, dimension (M) * * RESULT (output) DOUBLE PRECISION array, dimension (2) * The test ratios: * RESULT(1) = norm( L - A*Q' ) / ( N * norm(A) * EPS ) * RESULT(2) = norm( I - Q*Q' ) / ( N * EPS ) * * ===================================================================== * * .. 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, EPS, RESID * .. * .. External Functions .. DOUBLE PRECISION DLAMCH, DLANGE, DLANSY EXTERNAL DLAMCH, DLANGE, DLANSY * .. * .. External Subroutines .. EXTERNAL DGEMM, DLACPY, DLASET, DORGLQ, DSYRK * .. * .. Intrinsic Functions .. INTRINSIC DBLE, MAX * .. * .. Scalars in Common .. CHARACTER*32 SRNAMT * .. * .. Common blocks .. COMMON / SRNAMC / SRNAMT * .. * .. Executable Statements .. * EPS = DLAMCH( 'Epsilon' ) * * Copy the first k rows of the factorization to the array Q * CALL DLASET( 'Full', M, N, ROGUE, ROGUE, Q, LDA ) CALL DLACPY( 'Upper', K, N-1, AF( 1, 2 ), LDA, Q( 1, 2 ), LDA ) * * Generate the first n columns of the matrix Q * SRNAMT = 'DORGLQ' CALL DORGLQ( M, N, K, Q, LDA, TAU, WORK, LWORK, INFO ) * * Copy L(1:k,1:m) * CALL DLASET( 'Full', K, M, ZERO, ZERO, L, LDA ) CALL DLACPY( 'Lower', K, M, AF, LDA, L, LDA ) * * Compute L(1:k,1:m) - A(1:k,1:n) * Q(1:m,1:n)' * CALL DGEMM( 'No transpose', 'Transpose', K, M, N, -ONE, A, LDA, Q, $ LDA, ONE, L, LDA ) * * Compute norm( L - A*Q' ) / ( N * norm(A) * EPS ) . * ANORM = DLANGE( '1', K, N, A, LDA, RWORK ) RESID = DLANGE( '1', K, M, L, LDA, RWORK ) IF( ANORM.GT.ZERO ) THEN RESULT( 1 ) = ( ( RESID / DBLE( MAX( 1, N ) ) ) / ANORM ) / EPS ELSE RESULT( 1 ) = ZERO END IF * * Compute I - Q*Q' * CALL DLASET( 'Full', M, M, ZERO, ONE, L, LDA ) CALL DSYRK( 'Upper', 'No transpose', M, N, -ONE, Q, LDA, ONE, L, $ LDA ) * * Compute norm( I - Q*Q' ) / ( N * EPS ) . * RESID = DLANSY( '1', 'Upper', M, L, LDA, RWORK ) * RESULT( 2 ) = ( RESID / DBLE( MAX( 1, N ) ) ) / EPS * RETURN * * End of DLQT02 * END |