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
|
SUBROUTINE ZQRT01( M, N, A, AF, Q, R, LDA, TAU, WORK, LWORK,
$ RWORK, RESULT )
*
* -- LAPACK test routine (version 3.0) --
* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
* Courant Institute, Argonne National Lab, and Rice University
* September 30, 1994
*
* .. Scalar Arguments ..
INTEGER LDA, LWORK, M, N
* ..
* .. Array Arguments ..
DOUBLE PRECISION RESULT( * ), RWORK( * )
COMPLEX*16 A( LDA, * ), AF( LDA, * ), Q( LDA, * ),
$ R( LDA, * ), TAU( * ), WORK( LWORK )
* ..
*
* Purpose
* =======
*
* ZQRT01 tests ZGEQRF, which computes the QR factorization of an m-by-n
* matrix A, and partially tests ZUNGQR which forms the m-by-m
* orthogonal matrix Q.
*
* ZQRT01 compares R 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) COMPLEX*16 array, dimension (LDA,N)
* The m-by-n matrix A.
*
* AF (output) COMPLEX*16 array, dimension (LDA,N)
* Details of the QR factorization of A, as returned by ZGEQRF.
* See ZGEQRF for further details.
*
* Q (output) COMPLEX*16 array, dimension (LDA,M)
* The m-by-m orthogonal matrix Q.
*
* R (workspace) COMPLEX*16 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) COMPLEX*16 array, dimension (min(M,N))
* The scalar factors of the elementary reflectors, as returned
* by ZGEQRF.
*
* WORK (workspace) COMPLEX*16 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( R - 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 )
COMPLEX*16 ROGUE
PARAMETER ( ROGUE = ( -1.0D+10, -1.0D+10 ) )
* ..
* .. Local Scalars ..
INTEGER INFO, MINMN
DOUBLE PRECISION ANORM, EPS, RESID
* ..
* .. External Functions ..
DOUBLE PRECISION DLAMCH, ZLANGE, ZLANSY
EXTERNAL DLAMCH, ZLANGE, ZLANSY
* ..
* .. External Subroutines ..
EXTERNAL ZGEMM, ZGEQRF, ZHERK, ZLACPY, ZLASET, ZUNGQR
* ..
* .. Intrinsic Functions ..
INTRINSIC DBLE, DCMPLX, MAX, MIN
* ..
* .. Scalars in Common ..
CHARACTER*6 SRNAMT
* ..
* .. Common blocks ..
COMMON / SRNAMC / SRNAMT
* ..
* .. Executable Statements ..
*
MINMN = MIN( M, N )
EPS = DLAMCH( 'Epsilon' )
*
* Copy the matrix A to the array AF.
*
CALL ZLACPY( 'Full', M, N, A, LDA, AF, LDA )
*
* Factorize the matrix A in the array AF.
*
SRNAMT = 'ZGEQRF'
CALL ZGEQRF( M, N, AF, LDA, TAU, WORK, LWORK, INFO )
*
* Copy details of Q
*
CALL ZLASET( 'Full', M, M, ROGUE, ROGUE, Q, LDA )
CALL ZLACPY( 'Lower', M-1, N, AF( 2, 1 ), LDA, Q( 2, 1 ), LDA )
*
* Generate the m-by-m matrix Q
*
SRNAMT = 'ZUNGQR'
CALL ZUNGQR( M, M, MINMN, Q, LDA, TAU, WORK, LWORK, INFO )
*
* Copy R
*
CALL ZLASET( 'Full', M, N, DCMPLX( ZERO ), DCMPLX( ZERO ), R,
$ LDA )
CALL ZLACPY( 'Upper', M, N, AF, LDA, R, LDA )
*
* Compute R - Q'*A
*
CALL ZGEMM( 'Conjugate transpose', 'No transpose', M, N, M,
$ DCMPLX( -ONE ), Q, LDA, A, LDA, DCMPLX( ONE ), R,
$ LDA )
*
* Compute norm( R - Q'*A ) / ( M * norm(A) * EPS ) .
*
ANORM = ZLANGE( '1', M, N, A, LDA, RWORK )
RESID = ZLANGE( '1', M, N, R, 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 ZLASET( 'Full', M, M, DCMPLX( ZERO ), DCMPLX( ONE ), R, LDA )
CALL ZHERK( 'Upper', 'Conjugate transpose', M, M, -ONE, Q, LDA,
$ ONE, R, LDA )
*
* Compute norm( I - Q'*Q ) / ( M * EPS ) .
*
RESID = ZLANSY( '1', 'Upper', M, R, LDA, RWORK )
*
RESULT( 2 ) = ( RESID / DBLE( MAX( 1, M ) ) ) / EPS
*
RETURN
*
* End of ZQRT01
*
END
|