summaryrefslogtreecommitdiff
path: root/TESTING/LIN/dqlt01.f
blob: de4fdb714475df6b38d4774f2d486091d452f53a (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
      SUBROUTINE DQLT01( M, N, 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            LDA, LWORK, M, N
*     ..
*     .. Array Arguments ..
      DOUBLE PRECISION   A( LDA, * ), AF( LDA, * ), L( LDA, * ),
     $                   Q( LDA, * ), RESULT( * ), RWORK( * ), TAU( * ),
     $                   WORK( LWORK )
*     ..
*
*  Purpose
*  =======
*
*  DQLT01 tests DGEQLF, which computes the QL factorization of an m-by-n
*  matrix A, and partially tests DORGQL which forms the m-by-m
*  orthogonal matrix Q.
*
*  DQLT01 compares L with Q'*A, and checks that Q is orthogonal.
*
*  Arguments
*  =========
*
*  M       (input) INTEGER
*          The number of rows of the matrix A.  M >= 0.
*
*  N       (input) INTEGER
*          The number of columns of the matrix A.  N >= 0.
*
*  A       (input) DOUBLE PRECISION array, dimension (LDA,N)
*          The m-by-n matrix A.
*
*  AF      (output) DOUBLE PRECISION array, dimension (LDA,N)
*          Details of the QL factorization of A, as returned by DGEQLF.
*          See DGEQLF for further details.
*
*  Q       (output) DOUBLE PRECISION array, dimension (LDA,M)
*          The m-by-m orthogonal matrix Q.
*
*  L       (workspace) DOUBLE PRECISION array, dimension (LDA,max(M,N))
*
*  LDA     (input) INTEGER
*          The leading dimension of the arrays A, AF, Q and R.
*          LDA >= max(M,N).
*
*  TAU     (output) DOUBLE PRECISION array, dimension (min(M,N))
*          The scalar factors of the elementary reflectors, as returned
*          by DGEQLF.
*
*  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 - Q'*A ) / ( M * norm(A) * EPS )
*          RESULT(2) = norm( I - Q'*Q ) / ( M * 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, MINMN
      DOUBLE PRECISION   ANORM, EPS, RESID
*     ..
*     .. External Functions ..
      DOUBLE PRECISION   DLAMCH, DLANGE, DLANSY
      EXTERNAL           DLAMCH, DLANGE, DLANSY
*     ..
*     .. External Subroutines ..
      EXTERNAL           DGEMM, DGEQLF, DLACPY, DLASET, DORGQL, DSYRK
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          DBLE, MAX, MIN
*     ..
*     .. Scalars in Common ..
      CHARACTER*32       SRNAMT
*     ..
*     .. Common blocks ..
      COMMON             / SRNAMC / SRNAMT
*     ..
*     .. Executable Statements ..
*
      MINMN = MIN( M, N )
      EPS = DLAMCH( 'Epsilon' )
*
*     Copy the matrix A to the array AF.
*
      CALL DLACPY( 'Full', M, N, A, LDA, AF, LDA )
*
*     Factorize the matrix A in the array AF.
*
      SRNAMT = 'DGEQLF'
      CALL DGEQLF( M, N, AF, LDA, TAU, WORK, LWORK, INFO )
*
*     Copy details of Q
*
      CALL DLASET( 'Full', M, M, ROGUE, ROGUE, Q, LDA )
      IF( M.GE.N ) THEN
         IF( N.LT.M .AND. N.GT.0 )
     $      CALL DLACPY( 'Full', M-N, N, AF, LDA, Q( 1, M-N+1 ), LDA )
         IF( N.GT.1 )
     $      CALL DLACPY( 'Upper', N-1, N-1, AF( M-N+1, 2 ), LDA,
     $                   Q( M-N+1, M-N+2 ), LDA )
      ELSE
         IF( M.GT.1 )
     $      CALL DLACPY( 'Upper', M-1, M-1, AF( 1, N-M+2 ), LDA,
     $                   Q( 1, 2 ), LDA )
      END IF
*
*     Generate the m-by-m matrix Q
*
      SRNAMT = 'DORGQL'
      CALL DORGQL( M, M, MINMN, Q, LDA, TAU, WORK, LWORK, INFO )
*
*     Copy L
*
      CALL DLASET( 'Full', M, N, ZERO, ZERO, L, LDA )
      IF( M.GE.N ) THEN
         IF( N.GT.0 )
     $      CALL DLACPY( 'Lower', N, N, AF( M-N+1, 1 ), LDA,
     $                   L( M-N+1, 1 ), LDA )
      ELSE
         IF( N.GT.M .AND. M.GT.0 )
     $      CALL DLACPY( 'Full', M, N-M, AF, LDA, L, LDA )
         IF( M.GT.0 )
     $      CALL DLACPY( 'Lower', M, M, AF( 1, N-M+1 ), LDA,
     $                   L( 1, N-M+1 ), LDA )
      END IF
*
*     Compute L - Q'*A
*
      CALL DGEMM( 'Transpose', 'No transpose', M, N, M, -ONE, Q, LDA, A,
     $            LDA, ONE, L, LDA )
*
*     Compute norm( L - Q'*A ) / ( M * norm(A) * EPS ) .
*
      ANORM = DLANGE( '1', M, N, A, LDA, RWORK )
      RESID = DLANGE( '1', M, N, L, LDA, RWORK )
      IF( ANORM.GT.ZERO ) THEN
         RESULT( 1 ) = ( ( RESID / DBLE( MAX( 1, M ) ) ) / ANORM ) / EPS
      ELSE
         RESULT( 1 ) = ZERO
      END IF
*
*     Compute I - Q'*Q
*
      CALL DLASET( 'Full', M, M, ZERO, ONE, L, LDA )
      CALL DSYRK( 'Upper', 'Transpose', M, M, -ONE, Q, LDA, ONE, L,
     $            LDA )
*
*     Compute norm( I - Q'*Q ) / ( M * EPS ) .
*
      RESID = DLANSY( '1', 'Upper', M, L, LDA, RWORK )
*
      RESULT( 2 ) = ( RESID / DBLE( MAX( 1, M ) ) ) / EPS
*
      RETURN
*
*     End of DQLT01
*
      END