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
|
*> \brief \b CHST01
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
* Definition:
* ===========
*
* SUBROUTINE CHST01( N, ILO, IHI, A, LDA, H, LDH, Q, LDQ, WORK,
* LWORK, RWORK, RESULT )
*
* .. Scalar Arguments ..
* INTEGER IHI, ILO, LDA, LDH, LDQ, LWORK, N
* ..
* .. Array Arguments ..
* REAL RESULT( 2 ), RWORK( * )
* COMPLEX A( LDA, * ), H( LDH, * ), Q( LDQ, * ),
* $ WORK( LWORK )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> CHST01 tests the reduction of a general matrix A to upper Hessenberg
*> form: A = Q*H*Q'. Two test ratios are computed;
*>
*> RESULT(1) = norm( A - Q*H*Q' ) / ( norm(A) * N * EPS )
*> RESULT(2) = norm( I - Q'*Q ) / ( N * EPS )
*>
*> The matrix Q is assumed to be given explicitly as it would be
*> following CGEHRD + CUNGHR.
*>
*> In this version, ILO and IHI are not used, but they could be used
*> to save some work if this is desired.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The order of the matrix A. N >= 0.
*> \endverbatim
*>
*> \param[in] ILO
*> \verbatim
*> ILO is INTEGER
*> \endverbatim
*>
*> \param[in] IHI
*> \verbatim
*> IHI is INTEGER
*>
*> A is assumed to be upper triangular in rows and columns
*> 1:ILO-1 and IHI+1:N, so Q differs from the identity only in
*> rows and columns ILO+1:IHI.
*> \endverbatim
*>
*> \param[in] A
*> \verbatim
*> A is COMPLEX array, dimension (LDA,N)
*> The original n by n matrix A.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*> LDA is INTEGER
*> The leading dimension of the array A. LDA >= max(1,N).
*> \endverbatim
*>
*> \param[in] H
*> \verbatim
*> H is COMPLEX array, dimension (LDH,N)
*> The upper Hessenberg matrix H from the reduction A = Q*H*Q'
*> as computed by CGEHRD. H is assumed to be zero below the
*> first subdiagonal.
*> \endverbatim
*>
*> \param[in] LDH
*> \verbatim
*> LDH is INTEGER
*> The leading dimension of the array H. LDH >= max(1,N).
*> \endverbatim
*>
*> \param[in] Q
*> \verbatim
*> Q is COMPLEX array, dimension (LDQ,N)
*> The orthogonal matrix Q from the reduction A = Q*H*Q' as
*> computed by CGEHRD + CUNGHR.
*> \endverbatim
*>
*> \param[in] LDQ
*> \verbatim
*> LDQ is INTEGER
*> The leading dimension of the array Q. LDQ >= max(1,N).
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*> WORK is COMPLEX array, dimension (LWORK)
*> \endverbatim
*>
*> \param[in] LWORK
*> \verbatim
*> LWORK is INTEGER
*> The length of the array WORK. LWORK >= 2*N*N.
*> \endverbatim
*>
*> \param[out] RWORK
*> \verbatim
*> RWORK is REAL array, dimension (N)
*> \endverbatim
*>
*> \param[out] RESULT
*> \verbatim
*> RESULT is REAL array, dimension (2)
*> RESULT(1) = norm( A - Q*H*Q' ) / ( norm(A) * N * EPS )
*> RESULT(2) = norm( I - Q'*Q ) / ( N * EPS )
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup complex_eig
*
* =====================================================================
SUBROUTINE CHST01( N, ILO, IHI, A, LDA, H, LDH, Q, LDQ, WORK,
$ LWORK, RWORK, RESULT )
*
* -- LAPACK test routine (version 3.4.0) --
* -- 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 ..
INTEGER IHI, ILO, LDA, LDH, LDQ, LWORK, N
* ..
* .. Array Arguments ..
REAL RESULT( 2 ), RWORK( * )
COMPLEX A( LDA, * ), H( LDH, * ), Q( LDQ, * ),
$ WORK( LWORK )
* ..
*
* =====================================================================
*
* .. Parameters ..
REAL ONE, ZERO
PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 )
* ..
* .. Local Scalars ..
INTEGER LDWORK
REAL ANORM, EPS, OVFL, SMLNUM, UNFL, WNORM
* ..
* .. External Functions ..
REAL CLANGE, SLAMCH
EXTERNAL CLANGE, SLAMCH
* ..
* .. External Subroutines ..
EXTERNAL CGEMM, CLACPY, CUNT01, SLABAD
* ..
* .. Intrinsic Functions ..
INTRINSIC CMPLX, MAX, MIN
* ..
* .. Executable Statements ..
*
* Quick return if possible
*
IF( N.LE.0 ) THEN
RESULT( 1 ) = ZERO
RESULT( 2 ) = ZERO
RETURN
END IF
*
UNFL = SLAMCH( 'Safe minimum' )
EPS = SLAMCH( 'Precision' )
OVFL = ONE / UNFL
CALL SLABAD( UNFL, OVFL )
SMLNUM = UNFL*N / EPS
*
* Test 1: Compute norm( A - Q*H*Q' ) / ( norm(A) * N * EPS )
*
* Copy A to WORK
*
LDWORK = MAX( 1, N )
CALL CLACPY( ' ', N, N, A, LDA, WORK, LDWORK )
*
* Compute Q*H
*
CALL CGEMM( 'No transpose', 'No transpose', N, N, N, CMPLX( ONE ),
$ Q, LDQ, H, LDH, CMPLX( ZERO ), WORK( LDWORK*N+1 ),
$ LDWORK )
*
* Compute A - Q*H*Q'
*
CALL CGEMM( 'No transpose', 'Conjugate transpose', N, N, N,
$ CMPLX( -ONE ), WORK( LDWORK*N+1 ), LDWORK, Q, LDQ,
$ CMPLX( ONE ), WORK, LDWORK )
*
ANORM = MAX( CLANGE( '1', N, N, A, LDA, RWORK ), UNFL )
WNORM = CLANGE( '1', N, N, WORK, LDWORK, RWORK )
*
* Note that RESULT(1) cannot overflow and is bounded by 1/(N*EPS)
*
RESULT( 1 ) = MIN( WNORM, ANORM ) / MAX( SMLNUM, ANORM*EPS ) / N
*
* Test 2: Compute norm( I - Q'*Q ) / ( N * EPS )
*
CALL CUNT01( 'Columns', N, N, Q, LDQ, WORK, LWORK, RWORK,
$ RESULT( 2 ) )
*
RETURN
*
* End of CHST01
*
END
|