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
|
*> \brief \b DQRT01P
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
* Definition:
* ===========
*
* SUBROUTINE DQRT01P( M, N, A, AF, Q, R, LDA, TAU, WORK, LWORK,
* RWORK, RESULT )
*
* .. Scalar Arguments ..
* INTEGER LDA, LWORK, M, N
* ..
* .. Array Arguments ..
* DOUBLE PRECISION A( LDA, * ), AF( LDA, * ), Q( LDA, * ),
* $ R( LDA, * ), RESULT( * ), RWORK( * ), TAU( * ),
* $ WORK( LWORK )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DQRT01P tests DGEQRFP, which computes the QR factorization of an m-by-n
*> matrix A, and partially tests DORGQR which forms the m-by-m
*> orthogonal matrix Q.
*>
*> DQRT01P compares R with Q'*A, and checks that Q is orthogonal.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] M
*> \verbatim
*> M is INTEGER
*> The number of rows of the matrix A. M >= 0.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The number of columns of the matrix A. N >= 0.
*> \endverbatim
*>
*> \param[in] A
*> \verbatim
*> A is DOUBLE PRECISION array, dimension (LDA,N)
*> The m-by-n matrix A.
*> \endverbatim
*>
*> \param[out] AF
*> \verbatim
*> AF is DOUBLE PRECISION array, dimension (LDA,N)
*> Details of the QR factorization of A, as returned by DGEQRFP.
*> See DGEQRFP for further details.
*> \endverbatim
*>
*> \param[out] Q
*> \verbatim
*> Q is DOUBLE PRECISION array, dimension (LDA,M)
*> The m-by-m orthogonal matrix Q.
*> \endverbatim
*>
*> \param[out] R
*> \verbatim
*> R is DOUBLE PRECISION array, dimension (LDA,max(M,N))
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*> LDA is INTEGER
*> The leading dimension of the arrays A, AF, Q and R.
*> LDA >= max(M,N).
*> \endverbatim
*>
*> \param[out] TAU
*> \verbatim
*> TAU is DOUBLE PRECISION array, dimension (min(M,N))
*> The scalar factors of the elementary reflectors, as returned
*> by DGEQRFP.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*> WORK is DOUBLE PRECISION array, dimension (LWORK)
*> \endverbatim
*>
*> \param[in] LWORK
*> \verbatim
*> LWORK is INTEGER
*> The dimension of the array WORK.
*> \endverbatim
*>
*> \param[out] RWORK
*> \verbatim
*> RWORK is DOUBLE PRECISION array, dimension (M)
*> \endverbatim
*>
*> \param[out] RESULT
*> \verbatim
*> RESULT is 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 )
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date December 2016
*
*> \ingroup double_lin
*
* =====================================================================
SUBROUTINE DQRT01P( M, N, A, AF, Q, R, LDA, TAU, WORK, LWORK,
$ RWORK, RESULT )
*
* -- LAPACK test routine (version 3.7.0) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* December 2016
*
* .. Scalar Arguments ..
INTEGER LDA, LWORK, M, N
* ..
* .. Array Arguments ..
DOUBLE PRECISION A( LDA, * ), AF( LDA, * ), Q( LDA, * ),
$ R( LDA, * ), RESULT( * ), RWORK( * ), TAU( * ),
$ WORK( LWORK )
* ..
*
* =====================================================================
*
* .. 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, DGEQRFP, DLACPY, DLASET, DORGQR, 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 = 'DGEQRFP'
CALL DGEQRFP( M, N, AF, LDA, TAU, WORK, LWORK, INFO )
*
* Copy details of Q
*
CALL DLASET( 'Full', M, M, ROGUE, ROGUE, Q, LDA )
CALL DLACPY( 'Lower', M-1, N, AF( 2, 1 ), LDA, Q( 2, 1 ), LDA )
*
* Generate the m-by-m matrix Q
*
SRNAMT = 'DORGQR'
CALL DORGQR( M, M, MINMN, Q, LDA, TAU, WORK, LWORK, INFO )
*
* Copy R
*
CALL DLASET( 'Full', M, N, ZERO, ZERO, R, LDA )
CALL DLACPY( 'Upper', M, N, AF, LDA, R, LDA )
*
* Compute R - Q'*A
*
CALL DGEMM( 'Transpose', 'No transpose', M, N, M, -ONE, Q, LDA, A,
$ LDA, ONE, R, LDA )
*
* Compute norm( R - Q'*A ) / ( M * norm(A) * EPS ) .
*
ANORM = DLANGE( '1', M, N, A, LDA, RWORK )
RESID = DLANGE( '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 DLASET( 'Full', M, M, ZERO, ONE, R, LDA )
CALL DSYRK( 'Upper', 'Transpose', M, M, -ONE, Q, LDA, ONE, R,
$ LDA )
*
* Compute norm( I - Q'*Q ) / ( M * EPS ) .
*
RESID = DLANSY( '1', 'Upper', M, R, LDA, RWORK )
*
RESULT( 2 ) = ( RESID / DBLE( MAX( 1, M ) ) ) / EPS
*
RETURN
*
* End of DQRT01P
*
END
|
