summaryrefslogtreecommitdiff
path: root/TESTING/EIG/cbdt01.f
blob: e7d08d8744970939406a4838fd05cc27a2978121 (plain)
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
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
*> \brief \b CBDT01
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*  Definition:
*  ===========
*
*       SUBROUTINE CBDT01( M, N, KD, A, LDA, Q, LDQ, D, E, PT, LDPT, WORK,
*                          RWORK, RESID )
*
*       .. Scalar Arguments ..
*       INTEGER            KD, LDA, LDPT, LDQ, M, N
*       REAL               RESID
*       ..
*       .. Array Arguments ..
*       REAL               D( * ), E( * ), RWORK( * )
*       COMPLEX            A( LDA, * ), PT( LDPT, * ), Q( LDQ, * ),
*      $                   WORK( * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> CBDT01 reconstructs a general matrix A from its bidiagonal form
*>    A = Q * B * P'
*> where Q (m by min(m,n)) and P' (min(m,n) by n) are unitary
*> matrices and B is bidiagonal.
*>
*> The test ratio to test the reduction is
*>    RESID = norm( A - Q * B * PT ) / ( n * norm(A) * EPS )
*> where PT = P' and EPS is the machine precision.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] M
*> \verbatim
*>          M is INTEGER
*>          The number of rows of the matrices A and Q.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The number of columns of the matrices A and P'.
*> \endverbatim
*>
*> \param[in] KD
*> \verbatim
*>          KD is INTEGER
*>          If KD = 0, B is diagonal and the array E is not referenced.
*>          If KD = 1, the reduction was performed by xGEBRD; B is upper
*>          bidiagonal if M >= N, and lower bidiagonal if M < N.
*>          If KD = -1, the reduction was performed by xGBBRD; B is
*>          always upper bidiagonal.
*> \endverbatim
*>
*> \param[in] A
*> \verbatim
*>          A is COMPLEX array, dimension (LDA,N)
*>          The m by n matrix A.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*>          LDA is INTEGER
*>          The leading dimension of the array A.  LDA >= max(1,M).
*> \endverbatim
*>
*> \param[in] Q
*> \verbatim
*>          Q is COMPLEX array, dimension (LDQ,N)
*>          The m by min(m,n) unitary matrix Q in the reduction
*>          A = Q * B * P'.
*> \endverbatim
*>
*> \param[in] LDQ
*> \verbatim
*>          LDQ is INTEGER
*>          The leading dimension of the array Q.  LDQ >= max(1,M).
*> \endverbatim
*>
*> \param[in] D
*> \verbatim
*>          D is REAL array, dimension (min(M,N))
*>          The diagonal elements of the bidiagonal matrix B.
*> \endverbatim
*>
*> \param[in] E
*> \verbatim
*>          E is REAL array, dimension (min(M,N)-1)
*>          The superdiagonal elements of the bidiagonal matrix B if
*>          m >= n, or the subdiagonal elements of B if m < n.
*> \endverbatim
*>
*> \param[in] PT
*> \verbatim
*>          PT is COMPLEX array, dimension (LDPT,N)
*>          The min(m,n) by n unitary matrix P' in the reduction
*>          A = Q * B * P'.
*> \endverbatim
*>
*> \param[in] LDPT
*> \verbatim
*>          LDPT is INTEGER
*>          The leading dimension of the array PT.
*>          LDPT >= max(1,min(M,N)).
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*>          WORK is COMPLEX array, dimension (M+N)
*> \endverbatim
*>
*> \param[out] RWORK
*> \verbatim
*>          RWORK is REAL array, dimension (M)
*> \endverbatim
*>
*> \param[out] RESID
*> \verbatim
*>          RESID is REAL
*>          The test ratio:  norm(A - Q * B * P') / ( n * norm(A) * EPS )
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date December 2016
*
*> \ingroup complex_eig
*
*  =====================================================================
      SUBROUTINE CBDT01( M, N, KD, A, LDA, Q, LDQ, D, E, PT, LDPT, WORK,
     $                   RWORK, RESID )
*
*  -- LAPACK test routine (version 3.7.0) --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*     December 2016
*
*     .. Scalar Arguments ..
      INTEGER            KD, LDA, LDPT, LDQ, M, N
      REAL               RESID
*     ..
*     .. Array Arguments ..
      REAL               D( * ), E( * ), RWORK( * )
      COMPLEX            A( LDA, * ), PT( LDPT, * ), Q( LDQ, * ),
     $                   WORK( * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      REAL               ZERO, ONE
      PARAMETER          ( ZERO = 0.0E+0, ONE = 1.0E+0 )
*     ..
*     .. Local Scalars ..
      INTEGER            I, J
      REAL               ANORM, EPS
*     ..
*     .. External Functions ..
      REAL               CLANGE, SCASUM, SLAMCH
      EXTERNAL           CLANGE, SCASUM, SLAMCH
*     ..
*     .. External Subroutines ..
      EXTERNAL           CCOPY, CGEMV
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          CMPLX, MAX, MIN, REAL
*     ..
*     .. Executable Statements ..
*
*     Quick return if possible
*
      IF( M.LE.0 .OR. N.LE.0 ) THEN
         RESID = ZERO
         RETURN
      END IF
*
*     Compute A - Q * B * P' one column at a time.
*
      RESID = ZERO
      IF( KD.NE.0 ) THEN
*
*        B is bidiagonal.
*
         IF( KD.NE.0 .AND. M.GE.N ) THEN
*
*           B is upper bidiagonal and M >= N.
*
            DO 20 J = 1, N
               CALL CCOPY( M, A( 1, J ), 1, WORK, 1 )
               DO 10 I = 1, N - 1
                  WORK( M+I ) = D( I )*PT( I, J ) + E( I )*PT( I+1, J )
   10          CONTINUE
               WORK( M+N ) = D( N )*PT( N, J )
               CALL CGEMV( 'No transpose', M, N, -CMPLX( ONE ), Q, LDQ,
     $                     WORK( M+1 ), 1, CMPLX( ONE ), WORK, 1 )
               RESID = MAX( RESID, SCASUM( M, WORK, 1 ) )
   20       CONTINUE
         ELSE IF( KD.LT.0 ) THEN
*
*           B is upper bidiagonal and M < N.
*
            DO 40 J = 1, N
               CALL CCOPY( M, A( 1, J ), 1, WORK, 1 )
               DO 30 I = 1, M - 1
                  WORK( M+I ) = D( I )*PT( I, J ) + E( I )*PT( I+1, J )
   30          CONTINUE
               WORK( M+M ) = D( M )*PT( M, J )
               CALL CGEMV( 'No transpose', M, M, -CMPLX( ONE ), Q, LDQ,
     $                     WORK( M+1 ), 1, CMPLX( ONE ), WORK, 1 )
               RESID = MAX( RESID, SCASUM( M, WORK, 1 ) )
   40       CONTINUE
         ELSE
*
*           B is lower bidiagonal.
*
            DO 60 J = 1, N
               CALL CCOPY( M, A( 1, J ), 1, WORK, 1 )
               WORK( M+1 ) = D( 1 )*PT( 1, J )
               DO 50 I = 2, M
                  WORK( M+I ) = E( I-1 )*PT( I-1, J ) +
     $                          D( I )*PT( I, J )
   50          CONTINUE
               CALL CGEMV( 'No transpose', M, M, -CMPLX( ONE ), Q, LDQ,
     $                     WORK( M+1 ), 1, CMPLX( ONE ), WORK, 1 )
               RESID = MAX( RESID, SCASUM( M, WORK, 1 ) )
   60       CONTINUE
         END IF
      ELSE
*
*        B is diagonal.
*
         IF( M.GE.N ) THEN
            DO 80 J = 1, N
               CALL CCOPY( M, A( 1, J ), 1, WORK, 1 )
               DO 70 I = 1, N
                  WORK( M+I ) = D( I )*PT( I, J )
   70          CONTINUE
               CALL CGEMV( 'No transpose', M, N, -CMPLX( ONE ), Q, LDQ,
     $                     WORK( M+1 ), 1, CMPLX( ONE ), WORK, 1 )
               RESID = MAX( RESID, SCASUM( M, WORK, 1 ) )
   80       CONTINUE
         ELSE
            DO 100 J = 1, N
               CALL CCOPY( M, A( 1, J ), 1, WORK, 1 )
               DO 90 I = 1, M
                  WORK( M+I ) = D( I )*PT( I, J )
   90          CONTINUE
               CALL CGEMV( 'No transpose', M, M, -CMPLX( ONE ), Q, LDQ,
     $                     WORK( M+1 ), 1, CMPLX( ONE ), WORK, 1 )
               RESID = MAX( RESID, SCASUM( M, WORK, 1 ) )
  100       CONTINUE
         END IF
      END IF
*
*     Compute norm(A - Q * B * P') / ( n * norm(A) * EPS )
*
      ANORM = CLANGE( '1', M, N, A, LDA, RWORK )
      EPS = SLAMCH( 'Precision' )
*
      IF( ANORM.LE.ZERO ) THEN
         IF( RESID.NE.ZERO )
     $      RESID = ONE / EPS
      ELSE
         IF( ANORM.GE.RESID ) THEN
            RESID = ( RESID / ANORM ) / ( REAL( N )*EPS )
         ELSE
            IF( ANORM.LT.ONE ) THEN
               RESID = ( MIN( RESID, REAL( N )*ANORM ) / ANORM ) /
     $                 ( REAL( N )*EPS )
            ELSE
               RESID = MIN( RESID / ANORM, REAL( N ) ) /
     $                 ( REAL( N )*EPS )
            END IF
         END IF
      END IF
*
      RETURN
*
*     End of CBDT01
*
      END