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
|
*> \brief \b DORT03
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
* Definition
* ==========
*
* SUBROUTINE DORT03( RC, MU, MV, N, K, U, LDU, V, LDV, WORK, LWORK,
* RESULT, INFO )
*
* .. Scalar Arguments ..
* CHARACTER*( * ) RC
* INTEGER INFO, K, LDU, LDV, LWORK, MU, MV, N
* DOUBLE PRECISION RESULT
* ..
* .. Array Arguments ..
* DOUBLE PRECISION U( LDU, * ), V( LDV, * ), WORK( * )
* ..
*
* Purpose
* =======
*
*>\details \b Purpose:
*>\verbatim
*>
*> DORT03 compares two orthogonal matrices U and V to see if their
*> corresponding rows or columns span the same spaces. The rows are
*> checked if RC = 'R', and the columns are checked if RC = 'C'.
*>
*> RESULT is the maximum of
*>
*> | V*V' - I | / ( MV ulp ), if RC = 'R', or
*>
*> | V'*V - I | / ( MV ulp ), if RC = 'C',
*>
*> and the maximum over rows (or columns) 1 to K of
*>
*> | U(i) - S*V(i) |/ ( N ulp )
*>
*> where S is +-1 (chosen to minimize the expression), U(i) is the i-th
*> row (column) of U, and V(i) is the i-th row (column) of V.
*>
*>\endverbatim
*
* Arguments
* =========
*
*> \param[in] RC
*> \verbatim
*> RC is CHARACTER*1
*> If RC = 'R' the rows of U and V are to be compared.
*> If RC = 'C' the columns of U and V are to be compared.
*> \endverbatim
*>
*> \param[in] MU
*> \verbatim
*> MU is INTEGER
*> The number of rows of U if RC = 'R', and the number of
*> columns if RC = 'C'. If MU = 0 DORT03 does nothing.
*> MU must be at least zero.
*> \endverbatim
*>
*> \param[in] MV
*> \verbatim
*> MV is INTEGER
*> The number of rows of V if RC = 'R', and the number of
*> columns if RC = 'C'. If MV = 0 DORT03 does nothing.
*> MV must be at least zero.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> If RC = 'R', the number of columns in the matrices U and V,
*> and if RC = 'C', the number of rows in U and V. If N = 0
*> DORT03 does nothing. N must be at least zero.
*> \endverbatim
*>
*> \param[in] K
*> \verbatim
*> K is INTEGER
*> The number of rows or columns of U and V to compare.
*> 0 <= K <= max(MU,MV).
*> \endverbatim
*>
*> \param[in] U
*> \verbatim
*> U is DOUBLE PRECISION array, dimension (LDU,N)
*> The first matrix to compare. If RC = 'R', U is MU by N, and
*> if RC = 'C', U is N by MU.
*> \endverbatim
*>
*> \param[in] LDU
*> \verbatim
*> LDU is INTEGER
*> The leading dimension of U. If RC = 'R', LDU >= max(1,MU),
*> and if RC = 'C', LDU >= max(1,N).
*> \endverbatim
*>
*> \param[in] V
*> \verbatim
*> V is DOUBLE PRECISION array, dimension (LDV,N)
*> The second matrix to compare. If RC = 'R', V is MV by N, and
*> if RC = 'C', V is N by MV.
*> \endverbatim
*>
*> \param[in] LDV
*> \verbatim
*> LDV is INTEGER
*> The leading dimension of V. If RC = 'R', LDV >= max(1,MV),
*> and if RC = 'C', LDV >= max(1,N).
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*> WORK is DOUBLE PRECISION array, dimension (LWORK)
*> \endverbatim
*>
*> \param[in] LWORK
*> \verbatim
*> LWORK is INTEGER
*> The length of the array WORK. For best performance, LWORK
*> should be at least N*N if RC = 'C' or M*M if RC = 'R', but
*> the tests will be done even if LWORK is 0.
*> \endverbatim
*>
*> \param[out] RESULT
*> \verbatim
*> RESULT is DOUBLE PRECISION
*> The value computed by the test described above. RESULT is
*> limited to 1/ulp to avoid overflow.
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*> INFO is INTEGER
*> 0 indicates a successful exit
*> -k indicates the k-th parameter had an illegal value
*> \endverbatim
*>
*
* Authors
* =======
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup double_eig
*
* =====================================================================
SUBROUTINE DORT03( RC, MU, MV, N, K, U, LDU, V, LDV, WORK, LWORK,
$ RESULT, INFO )
*
* -- LAPACK test routine (version 3.1) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2011
*
* .. Scalar Arguments ..
CHARACTER*( * ) RC
INTEGER INFO, K, LDU, LDV, LWORK, MU, MV, N
DOUBLE PRECISION RESULT
* ..
* .. Array Arguments ..
DOUBLE PRECISION U( LDU, * ), V( LDV, * ), WORK( * )
* ..
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
* ..
* .. Local Scalars ..
INTEGER I, IRC, J, LMX
DOUBLE PRECISION RES1, RES2, S, ULP
* ..
* .. External Functions ..
LOGICAL LSAME
INTEGER IDAMAX
DOUBLE PRECISION DLAMCH
EXTERNAL LSAME, IDAMAX, DLAMCH
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, DBLE, MAX, MIN, SIGN
* ..
* .. External Subroutines ..
EXTERNAL DORT01, XERBLA
* ..
* .. Executable Statements ..
*
* Check inputs
*
INFO = 0
IF( LSAME( RC, 'R' ) ) THEN
IRC = 0
ELSE IF( LSAME( RC, 'C' ) ) THEN
IRC = 1
ELSE
IRC = -1
END IF
IF( IRC.EQ.-1 ) THEN
INFO = -1
ELSE IF( MU.LT.0 ) THEN
INFO = -2
ELSE IF( MV.LT.0 ) THEN
INFO = -3
ELSE IF( N.LT.0 ) THEN
INFO = -4
ELSE IF( K.LT.0 .OR. K.GT.MAX( MU, MV ) ) THEN
INFO = -5
ELSE IF( ( IRC.EQ.0 .AND. LDU.LT.MAX( 1, MU ) ) .OR.
$ ( IRC.EQ.1 .AND. LDU.LT.MAX( 1, N ) ) ) THEN
INFO = -7
ELSE IF( ( IRC.EQ.0 .AND. LDV.LT.MAX( 1, MV ) ) .OR.
$ ( IRC.EQ.1 .AND. LDV.LT.MAX( 1, N ) ) ) THEN
INFO = -9
END IF
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'DORT03', -INFO )
RETURN
END IF
*
* Initialize result
*
RESULT = ZERO
IF( MU.EQ.0 .OR. MV.EQ.0 .OR. N.EQ.0 )
$ RETURN
*
* Machine constants
*
ULP = DLAMCH( 'Precision' )
*
IF( IRC.EQ.0 ) THEN
*
* Compare rows
*
RES1 = ZERO
DO 20 I = 1, K
LMX = IDAMAX( N, U( I, 1 ), LDU )
S = SIGN( ONE, U( I, LMX ) )*SIGN( ONE, V( I, LMX ) )
DO 10 J = 1, N
RES1 = MAX( RES1, ABS( U( I, J )-S*V( I, J ) ) )
10 CONTINUE
20 CONTINUE
RES1 = RES1 / ( DBLE( N )*ULP )
*
* Compute orthogonality of rows of V.
*
CALL DORT01( 'Rows', MV, N, V, LDV, WORK, LWORK, RES2 )
*
ELSE
*
* Compare columns
*
RES1 = ZERO
DO 40 I = 1, K
LMX = IDAMAX( N, U( 1, I ), 1 )
S = SIGN( ONE, U( LMX, I ) )*SIGN( ONE, V( LMX, I ) )
DO 30 J = 1, N
RES1 = MAX( RES1, ABS( U( J, I )-S*V( J, I ) ) )
30 CONTINUE
40 CONTINUE
RES1 = RES1 / ( DBLE( N )*ULP )
*
* Compute orthogonality of columns of V.
*
CALL DORT01( 'Columns', N, MV, V, LDV, WORK, LWORK, RES2 )
END IF
*
RESULT = MIN( MAX( RES1, RES2 ), ONE / ULP )
RETURN
*
* End of DORT03
*
END
|