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|
*> \brief \b DQRT15
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
* Definition:
* ===========
*
* SUBROUTINE DQRT15( SCALE, RKSEL, M, N, NRHS, A, LDA, B, LDB, S,
* RANK, NORMA, NORMB, ISEED, WORK, LWORK )
*
* .. Scalar Arguments ..
* INTEGER LDA, LDB, LWORK, M, N, NRHS, RANK, RKSEL, SCALE
* DOUBLE PRECISION NORMA, NORMB
* ..
* .. Array Arguments ..
* INTEGER ISEED( 4 )
* DOUBLE PRECISION A( LDA, * ), B( LDB, * ), S( * ), WORK( LWORK )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DQRT15 generates a matrix with full or deficient rank and of various
*> norms.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] SCALE
*> \verbatim
*> SCALE is INTEGER
*> SCALE = 1: normally scaled matrix
*> SCALE = 2: matrix scaled up
*> SCALE = 3: matrix scaled down
*> \endverbatim
*>
*> \param[in] RKSEL
*> \verbatim
*> RKSEL is INTEGER
*> RKSEL = 1: full rank matrix
*> RKSEL = 2: rank-deficient matrix
*> \endverbatim
*>
*> \param[in] M
*> \verbatim
*> M is INTEGER
*> The number of rows of the matrix A.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The number of columns of A.
*> \endverbatim
*>
*> \param[in] NRHS
*> \verbatim
*> NRHS is INTEGER
*> The number of columns of B.
*> \endverbatim
*>
*> \param[out] A
*> \verbatim
*> A is DOUBLE PRECISION 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.
*> \endverbatim
*>
*> \param[out] B
*> \verbatim
*> B is DOUBLE PRECISION array, dimension (LDB, NRHS)
*> A matrix that is in the range space of matrix A.
*> \endverbatim
*>
*> \param[in] LDB
*> \verbatim
*> LDB is INTEGER
*> The leading dimension of the array B.
*> \endverbatim
*>
*> \param[out] S
*> \verbatim
*> S is DOUBLE PRECISION array, dimension MIN(M,N)
*> Singular values of A.
*> \endverbatim
*>
*> \param[out] RANK
*> \verbatim
*> RANK is INTEGER
*> number of nonzero singular values of A.
*> \endverbatim
*>
*> \param[out] NORMA
*> \verbatim
*> NORMA is DOUBLE PRECISION
*> one-norm of A.
*> \endverbatim
*>
*> \param[out] NORMB
*> \verbatim
*> NORMB is DOUBLE PRECISION
*> one-norm of B.
*> \endverbatim
*>
*> \param[in,out] ISEED
*> \verbatim
*> ISEED is integer array, dimension (4)
*> seed for random number generator.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*> WORK is DOUBLE PRECISION array, dimension (LWORK)
*> \endverbatim
*>
*> \param[in] LWORK
*> \verbatim
*> LWORK is INTEGER
*> length of work space required.
*> LWORK >= MAX(M+MIN(M,N),NRHS*MIN(M,N),2*N+M)
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup double_lin
*
* =====================================================================
SUBROUTINE DQRT15( SCALE, RKSEL, M, N, NRHS, A, LDA, B, LDB, S,
$ RANK, NORMA, NORMB, ISEED, WORK, LWORK )
*
* -- LAPACK test routine --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
* .. Scalar Arguments ..
INTEGER LDA, LDB, LWORK, M, N, NRHS, RANK, RKSEL, SCALE
DOUBLE PRECISION NORMA, NORMB
* ..
* .. Array Arguments ..
INTEGER ISEED( 4 )
DOUBLE PRECISION A( LDA, * ), B( LDB, * ), S( * ), WORK( LWORK )
* ..
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ZERO, ONE, TWO, SVMIN
PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0, TWO = 2.0D0,
$ SVMIN = 0.1D0 )
* ..
* .. Local Scalars ..
INTEGER INFO, J, MN
DOUBLE PRECISION BIGNUM, EPS, SMLNUM, TEMP
* ..
* .. Local Arrays ..
DOUBLE PRECISION DUMMY( 1 )
* ..
* .. External Functions ..
DOUBLE PRECISION DASUM, DLAMCH, DLANGE, DLARND, DNRM2
EXTERNAL DASUM, DLAMCH, DLANGE, DLARND, DNRM2
* ..
* .. External Subroutines ..
EXTERNAL DGEMM, DLAORD, DLARF, DLARNV, DLAROR, DLASCL,
$ DLASET, DSCAL, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, MAX, MIN
* ..
* .. Executable Statements ..
*
MN = MIN( M, N )
IF( LWORK.LT.MAX( M+MN, MN*NRHS, 2*N+M ) ) THEN
CALL XERBLA( 'DQRT15', 16 )
RETURN
END IF
*
SMLNUM = DLAMCH( 'Safe minimum' )
BIGNUM = ONE / SMLNUM
EPS = DLAMCH( 'Epsilon' )
SMLNUM = ( SMLNUM / EPS ) / EPS
BIGNUM = ONE / SMLNUM
*
* Determine rank and (unscaled) singular values
*
IF( RKSEL.EQ.1 ) THEN
RANK = MN
ELSE IF( RKSEL.EQ.2 ) THEN
RANK = ( 3*MN ) / 4
DO 10 J = RANK + 1, MN
S( J ) = ZERO
10 CONTINUE
ELSE
CALL XERBLA( 'DQRT15', 2 )
END IF
*
IF( RANK.GT.0 ) THEN
*
* Nontrivial case
*
S( 1 ) = ONE
DO 30 J = 2, RANK
20 CONTINUE
TEMP = DLARND( 1, ISEED )
IF( TEMP.GT.SVMIN ) THEN
S( J ) = ABS( TEMP )
ELSE
GO TO 20
END IF
30 CONTINUE
CALL DLAORD( 'Decreasing', RANK, S, 1 )
*
* Generate 'rank' columns of a random orthogonal matrix in A
*
CALL DLARNV( 2, ISEED, M, WORK )
CALL DSCAL( M, ONE / DNRM2( M, WORK, 1 ), WORK, 1 )
CALL DLASET( 'Full', M, RANK, ZERO, ONE, A, LDA )
CALL DLARF( 'Left', M, RANK, WORK, 1, TWO, A, LDA,
$ WORK( M+1 ) )
*
* workspace used: m+mn
*
* Generate consistent rhs in the range space of A
*
CALL DLARNV( 2, ISEED, RANK*NRHS, WORK )
CALL DGEMM( 'No transpose', 'No transpose', M, NRHS, RANK, ONE,
$ A, LDA, WORK, RANK, ZERO, B, LDB )
*
* work space used: <= mn *nrhs
*
* generate (unscaled) matrix A
*
DO 40 J = 1, RANK
CALL DSCAL( M, S( J ), A( 1, J ), 1 )
40 CONTINUE
IF( RANK.LT.N )
$ CALL DLASET( 'Full', M, N-RANK, ZERO, ZERO, A( 1, RANK+1 ),
$ LDA )
CALL DLAROR( 'Right', 'No initialization', M, N, A, LDA, ISEED,
$ WORK, INFO )
*
ELSE
*
* work space used 2*n+m
*
* Generate null matrix and rhs
*
DO 50 J = 1, MN
S( J ) = ZERO
50 CONTINUE
CALL DLASET( 'Full', M, N, ZERO, ZERO, A, LDA )
CALL DLASET( 'Full', M, NRHS, ZERO, ZERO, B, LDB )
*
END IF
*
* Scale the matrix
*
IF( SCALE.NE.1 ) THEN
NORMA = DLANGE( 'Max', M, N, A, LDA, DUMMY )
IF( NORMA.NE.ZERO ) THEN
IF( SCALE.EQ.2 ) THEN
*
* matrix scaled up
*
CALL DLASCL( 'General', 0, 0, NORMA, BIGNUM, M, N, A,
$ LDA, INFO )
CALL DLASCL( 'General', 0, 0, NORMA, BIGNUM, MN, 1, S,
$ MN, INFO )
CALL DLASCL( 'General', 0, 0, NORMA, BIGNUM, M, NRHS, B,
$ LDB, INFO )
ELSE IF( SCALE.EQ.3 ) THEN
*
* matrix scaled down
*
CALL DLASCL( 'General', 0, 0, NORMA, SMLNUM, M, N, A,
$ LDA, INFO )
CALL DLASCL( 'General', 0, 0, NORMA, SMLNUM, MN, 1, S,
$ MN, INFO )
CALL DLASCL( 'General', 0, 0, NORMA, SMLNUM, M, NRHS, B,
$ LDB, INFO )
ELSE
CALL XERBLA( 'DQRT15', 1 )
RETURN
END IF
END IF
END IF
*
NORMA = DASUM( MN, S, 1 )
NORMB = DLANGE( 'One-norm', M, NRHS, B, LDB, DUMMY )
*
RETURN
*
* End of DQRT15
*
END
|
