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
|
SUBROUTINE DGET54( N, A, LDA, B, LDB, S, LDS, T, LDT, U, LDU, V,
$ LDV, WORK, RESULT )
*
* -- LAPACK test routine (version 3.1) --
* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
* November 2006
*
* .. Scalar Arguments ..
INTEGER LDA, LDB, LDS, LDT, LDU, LDV, N
DOUBLE PRECISION RESULT
* ..
* .. Array Arguments ..
DOUBLE PRECISION A( LDA, * ), B( LDB, * ), S( LDS, * ),
$ T( LDT, * ), U( LDU, * ), V( LDV, * ),
$ WORK( * )
* ..
*
* Purpose
* =======
*
* DGET54 checks a generalized decomposition of the form
*
* A = U*S*V' and B = U*T* V'
*
* where ' means transpose and U and V are orthogonal.
*
* Specifically,
*
* RESULT = ||( A - U*S*V', B - U*T*V' )|| / (||( A, B )||*n*ulp )
*
* Arguments
* =========
*
* N (input) INTEGER
* The size of the matrix. If it is zero, DGET54 does nothing.
* It must be at least zero.
*
* A (input) DOUBLE PRECISION array, dimension (LDA, N)
* The original (unfactored) matrix A.
*
* LDA (input) INTEGER
* The leading dimension of A. It must be at least 1
* and at least N.
*
* B (input) DOUBLE PRECISION array, dimension (LDB, N)
* The original (unfactored) matrix B.
*
* LDB (input) INTEGER
* The leading dimension of B. It must be at least 1
* and at least N.
*
* S (input) DOUBLE PRECISION array, dimension (LDS, N)
* The factored matrix S.
*
* LDS (input) INTEGER
* The leading dimension of S. It must be at least 1
* and at least N.
*
* T (input) DOUBLE PRECISION array, dimension (LDT, N)
* The factored matrix T.
*
* LDT (input) INTEGER
* The leading dimension of T. It must be at least 1
* and at least N.
*
* U (input) DOUBLE PRECISION array, dimension (LDU, N)
* The orthogonal matrix on the left-hand side in the
* decomposition.
*
* LDU (input) INTEGER
* The leading dimension of U. LDU must be at least N and
* at least 1.
*
* V (input) DOUBLE PRECISION array, dimension (LDV, N)
* The orthogonal matrix on the left-hand side in the
* decomposition.
*
* LDV (input) INTEGER
* The leading dimension of V. LDV must be at least N and
* at least 1.
*
* WORK (workspace) DOUBLE PRECISION array, dimension (3*N**2)
*
* RESULT (output) DOUBLE PRECISION
* The value RESULT, It is currently limited to 1/ulp, to
* avoid overflow. Errors are flagged by RESULT=10/ulp.
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
* ..
* .. Local Scalars ..
DOUBLE PRECISION ABNORM, ULP, UNFL, WNORM
* ..
* .. Local Arrays ..
DOUBLE PRECISION DUM( 1 )
* ..
* .. External Functions ..
DOUBLE PRECISION DLAMCH, DLANGE
EXTERNAL DLAMCH, DLANGE
* ..
* .. External Subroutines ..
EXTERNAL DGEMM, DLACPY
* ..
* .. Intrinsic Functions ..
INTRINSIC DBLE, MAX, MIN
* ..
* .. Executable Statements ..
*
RESULT = ZERO
IF( N.LE.0 )
$ RETURN
*
* Constants
*
UNFL = DLAMCH( 'Safe minimum' )
ULP = DLAMCH( 'Epsilon' )*DLAMCH( 'Base' )
*
* compute the norm of (A,B)
*
CALL DLACPY( 'Full', N, N, A, LDA, WORK, N )
CALL DLACPY( 'Full', N, N, B, LDB, WORK( N*N+1 ), N )
ABNORM = MAX( DLANGE( '1', N, 2*N, WORK, N, DUM ), UNFL )
*
* Compute W1 = A - U*S*V', and put in the array WORK(1:N*N)
*
CALL DLACPY( ' ', N, N, A, LDA, WORK, N )
CALL DGEMM( 'N', 'N', N, N, N, ONE, U, LDU, S, LDS, ZERO,
$ WORK( N*N+1 ), N )
*
CALL DGEMM( 'N', 'C', N, N, N, -ONE, WORK( N*N+1 ), N, V, LDV,
$ ONE, WORK, N )
*
* Compute W2 = B - U*T*V', and put in the workarray W(N*N+1:2*N*N)
*
CALL DLACPY( ' ', N, N, B, LDB, WORK( N*N+1 ), N )
CALL DGEMM( 'N', 'N', N, N, N, ONE, U, LDU, T, LDT, ZERO,
$ WORK( 2*N*N+1 ), N )
*
CALL DGEMM( 'N', 'C', N, N, N, -ONE, WORK( 2*N*N+1 ), N, V, LDV,
$ ONE, WORK( N*N+1 ), N )
*
* Compute norm(W)/ ( ulp*norm((A,B)) )
*
WNORM = DLANGE( '1', N, 2*N, WORK, N, DUM )
*
IF( ABNORM.GT.WNORM ) THEN
RESULT = ( WNORM / ABNORM ) / ( 2*N*ULP )
ELSE
IF( ABNORM.LT.ONE ) THEN
RESULT = ( MIN( WNORM, 2*N*ABNORM ) / ABNORM ) / ( 2*N*ULP )
ELSE
RESULT = MIN( WNORM / ABNORM, DBLE( 2*N ) ) / ( 2*N*ULP )
END IF
END IF
*
RETURN
*
* End of DGET54
*
END
|