1
2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 |
SUBROUTINE SQLT02( 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 .. REAL A( LDA, * ), AF( LDA, * ), L( LDA, * ), $ Q( LDA, * ), RESULT( * ), RWORK( * ), TAU( * ), $ WORK( LWORK ) * .. * * Purpose * ======= * * SQLT02 tests SORGQL, which generates an m-by-n matrix Q with * orthonornmal columns that is defined as the product of k elementary * reflectors. * * Given the QL factorization of an m-by-n matrix A, SQLT02 generates * the orthogonal matrix Q defined by the factorization of the last k * columns of A; it compares L(m-n+1:m,n-k+1:n) with * Q(1:m,m-n+1:m)'*A(1:m,n-k+1:n), and checks that the columns 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. * M >= N >= 0. * * K (input) INTEGER * The number of elementary reflectors whose product defines the * matrix Q. N >= K >= 0. * * A (input) REAL array, dimension (LDA,N) * The m-by-n matrix A which was factorized by SQLT01. * * AF (input) REAL array, dimension (LDA,N) * Details of the QL factorization of A, as returned by SGEQLF. * See SGEQLF for further details. * * Q (workspace) REAL array, dimension (LDA,N) * * L (workspace) REAL array, dimension (LDA,N) * * LDA (input) INTEGER * The leading dimension of the arrays A, AF, Q and L. LDA >= M. * * TAU (input) REAL array, dimension (N) * The scalar factors of the elementary reflectors corresponding * to the QL factorization in AF. * * WORK (workspace) REAL array, dimension (LWORK) * * LWORK (input) INTEGER * The dimension of the array WORK. * * RWORK (workspace) REAL array, dimension (M) * * RESULT (output) REAL array, dimension (2) * The test ratios: * RESULT(1) = norm( L - Q'*A ) / ( M * norm(A) * EPS ) * RESULT(2) = norm( I - Q'*Q ) / ( M * EPS ) * * ===================================================================== * * .. 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, SORGQL, SSYRK * .. * .. Intrinsic Functions .. INTRINSIC MAX, REAL * .. * .. Scalars in Common .. CHARACTER*32 SRNAMT * .. * .. Common blocks .. COMMON / SRNAMC / SRNAMT * .. * .. Executable Statements .. * * Quick return if possible * IF( M.EQ.0 .OR. N.EQ.0 .OR. K.EQ.0 ) THEN RESULT( 1 ) = ZERO RESULT( 2 ) = ZERO RETURN END IF * EPS = SLAMCH( 'Epsilon' ) * * Copy the last k columns of the factorization to the array Q * CALL SLASET( 'Full', M, N, ROGUE, ROGUE, Q, LDA ) IF( K.LT.M ) $ CALL SLACPY( 'Full', M-K, K, AF( 1, N-K+1 ), LDA, $ Q( 1, N-K+1 ), LDA ) IF( K.GT.1 ) $ CALL SLACPY( 'Upper', K-1, K-1, AF( M-K+1, N-K+2 ), LDA, $ Q( M-K+1, N-K+2 ), LDA ) * * Generate the last n columns of the matrix Q * SRNAMT = 'SORGQL' CALL SORGQL( M, N, K, Q, LDA, TAU( N-K+1 ), WORK, LWORK, INFO ) * * Copy L(m-n+1:m,n-k+1:n) * CALL SLASET( 'Full', N, K, ZERO, ZERO, L( M-N+1, N-K+1 ), LDA ) CALL SLACPY( 'Lower', K, K, AF( M-K+1, N-K+1 ), LDA, $ L( M-K+1, N-K+1 ), LDA ) * * Compute L(m-n+1:m,n-k+1:n) - Q(1:m,m-n+1:m)' * A(1:m,n-k+1:n) * CALL SGEMM( 'Transpose', 'No transpose', N, K, M, -ONE, Q, LDA, $ A( 1, N-K+1 ), LDA, ONE, L( M-N+1, N-K+1 ), LDA ) * * Compute norm( L - Q'*A ) / ( M * norm(A) * EPS ) . * ANORM = SLANGE( '1', M, K, A( 1, N-K+1 ), LDA, RWORK ) RESID = SLANGE( '1', N, K, L( M-N+1, N-K+1 ), 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, L, LDA ) CALL SSYRK( 'Upper', 'Transpose', N, M, -ONE, Q, LDA, ONE, L, $ LDA ) * * Compute norm( I - Q'*Q ) / ( M * EPS ) . * RESID = SLANSY( '1', 'Upper', N, L, LDA, RWORK ) * RESULT( 2 ) = ( RESID / REAL( MAX( 1, M ) ) ) / EPS * RETURN * * End of SQLT02 * END |