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
|
DOUBLE PRECISION FUNCTION DQRT14( TRANS, M, N, NRHS, A, LDA, X,
$ LDX, WORK, LWORK )
*
* -- LAPACK test routine (version 3.0) --
* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
* Courant Institute, Argonne National Lab, and Rice University
* February 29, 1992
*
* .. Scalar Arguments ..
CHARACTER TRANS
INTEGER LDA, LDX, LWORK, M, N, NRHS
* ..
* .. Array Arguments ..
DOUBLE PRECISION A( LDA, * ), WORK( LWORK ), X( LDX, * )
* ..
*
* Purpose
* =======
*
* DQRT14 checks whether X is in the row space of A or A'. It does so
* by scaling both X and A such that their norms are in the range
* [sqrt(eps), 1/sqrt(eps)], then computing a QR factorization of [A,X]
* (if TRANS = 'T') or an LQ factorization of [A',X]' (if TRANS = 'N'),
* and returning the norm of the trailing triangle, scaled by
* MAX(M,N,NRHS)*eps.
*
* Arguments
* =========
*
* TRANS (input) CHARACTER*1
* = 'N': No transpose, check for X in the row space of A
* = 'T': Transpose, check for X in the row space of A'.
*
* M (input) INTEGER
* The number of rows of the matrix A.
*
* N (input) INTEGER
* The number of columns of the matrix A.
*
* NRHS (input) INTEGER
* The number of right hand sides, i.e., the number of columns
* of X.
*
* A (input) DOUBLE PRECISION array, dimension (LDA,N)
* The M-by-N matrix A.
*
* LDA (input) INTEGER
* The leading dimension of the array A.
*
* X (input) DOUBLE PRECISION array, dimension (LDX,NRHS)
* If TRANS = 'N', the N-by-NRHS matrix X.
* IF TRANS = 'T', the M-by-NRHS matrix X.
*
* LDX (input) INTEGER
* The leading dimension of the array X.
*
* WORK (workspace) DOUBLE PRECISION array dimension (LWORK)
*
* LWORK (input) INTEGER
* length of workspace array required
* If TRANS = 'N', LWORK >= (M+NRHS)*(N+2);
* if TRANS = 'T', LWORK >= (N+NRHS)*(M+2).
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
* ..
* .. Local Scalars ..
LOGICAL TPSD
INTEGER I, INFO, J, LDWORK
DOUBLE PRECISION ANRM, ERR, XNRM
* ..
* .. Local Arrays ..
DOUBLE PRECISION RWORK( 1 )
* ..
* .. External Functions ..
LOGICAL LSAME
DOUBLE PRECISION DLAMCH, DLANGE
EXTERNAL LSAME, DLAMCH, DLANGE
* ..
* .. External Subroutines ..
EXTERNAL DGELQ2, DGEQR2, DLACPY, DLASCL, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, DBLE, MAX, MIN
* ..
* .. Executable Statements ..
*
DQRT14 = ZERO
IF( LSAME( TRANS, 'N' ) ) THEN
LDWORK = M + NRHS
TPSD = .FALSE.
IF( LWORK.LT.( M+NRHS )*( N+2 ) ) THEN
CALL XERBLA( 'DQRT14', 10 )
RETURN
ELSE IF( N.LE.0 .OR. NRHS.LE.0 ) THEN
RETURN
END IF
ELSE IF( LSAME( TRANS, 'T' ) ) THEN
LDWORK = M
TPSD = .TRUE.
IF( LWORK.LT.( N+NRHS )*( M+2 ) ) THEN
CALL XERBLA( 'DQRT14', 10 )
RETURN
ELSE IF( M.LE.0 .OR. NRHS.LE.0 ) THEN
RETURN
END IF
ELSE
CALL XERBLA( 'DQRT14', 1 )
RETURN
END IF
*
* Copy and scale A
*
CALL DLACPY( 'All', M, N, A, LDA, WORK, LDWORK )
ANRM = DLANGE( 'M', M, N, WORK, LDWORK, RWORK )
IF( ANRM.NE.ZERO )
$ CALL DLASCL( 'G', 0, 0, ANRM, ONE, M, N, WORK, LDWORK, INFO )
*
* Copy X or X' into the right place and scale it
*
IF( TPSD ) THEN
*
* Copy X into columns n+1:n+nrhs of work
*
CALL DLACPY( 'All', M, NRHS, X, LDX, WORK( N*LDWORK+1 ),
$ LDWORK )
XNRM = DLANGE( 'M', M, NRHS, WORK( N*LDWORK+1 ), LDWORK,
$ RWORK )
IF( XNRM.NE.ZERO )
$ CALL DLASCL( 'G', 0, 0, XNRM, ONE, M, NRHS,
$ WORK( N*LDWORK+1 ), LDWORK, INFO )
ANRM = DLANGE( 'One-norm', M, N+NRHS, WORK, LDWORK, RWORK )
*
* Compute QR factorization of X
*
CALL DGEQR2( M, N+NRHS, WORK, LDWORK,
$ WORK( LDWORK*( N+NRHS )+1 ),
$ WORK( LDWORK*( N+NRHS )+MIN( M, N+NRHS )+1 ),
$ INFO )
*
* Compute largest entry in upper triangle of
* work(n+1:m,n+1:n+nrhs)
*
ERR = ZERO
DO 20 J = N + 1, N + NRHS
DO 10 I = N + 1, MIN( M, J )
ERR = MAX( ERR, ABS( WORK( I+( J-1 )*M ) ) )
10 CONTINUE
20 CONTINUE
*
ELSE
*
* Copy X' into rows m+1:m+nrhs of work
*
DO 40 I = 1, N
DO 30 J = 1, NRHS
WORK( M+J+( I-1 )*LDWORK ) = X( I, J )
30 CONTINUE
40 CONTINUE
*
XNRM = DLANGE( 'M', NRHS, N, WORK( M+1 ), LDWORK, RWORK )
IF( XNRM.NE.ZERO )
$ CALL DLASCL( 'G', 0, 0, XNRM, ONE, NRHS, N, WORK( M+1 ),
$ LDWORK, INFO )
*
* Compute LQ factorization of work
*
CALL DGELQ2( LDWORK, N, WORK, LDWORK, WORK( LDWORK*N+1 ),
$ WORK( LDWORK*( N+1 )+1 ), INFO )
*
* Compute largest entry in lower triangle in
* work(m+1:m+nrhs,m+1:n)
*
ERR = ZERO
DO 60 J = M + 1, N
DO 50 I = J, LDWORK
ERR = MAX( ERR, ABS( WORK( I+( J-1 )*LDWORK ) ) )
50 CONTINUE
60 CONTINUE
*
END IF
*
DQRT14 = ERR / ( DBLE( MAX( M, N, NRHS ) )*DLAMCH( 'Epsilon' ) )
*
RETURN
*
* End of DQRT14
*
END
|
