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
|
DOUBLE PRECISION FUNCTION ZQPT01( M, N, K, A, AF, LDA, TAU, JPVT,
$ 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 ..
INTEGER K, LDA, LWORK, M, N
* ..
* .. Array Arguments ..
INTEGER JPVT( * )
COMPLEX*16 A( LDA, * ), AF( LDA, * ), TAU( * ),
$ WORK( LWORK )
* ..
*
* Purpose
* =======
*
* ZQPT01 tests the QR-factorization with pivoting of a matrix A. The
* array AF contains the (possibly partial) QR-factorization of A, where
* the upper triangle of AF(1:k,1:k) is a partial triangular factor,
* the entries below the diagonal in the first k columns are the
* Householder vectors, and the rest of AF contains a partially updated
* matrix.
*
* This function returns ||A*P - Q*R||/(||norm(A)||*eps*M)
*
* Arguments
* =========
*
* M (input) INTEGER
* The number of rows of the matrices A and AF.
*
* N (input) INTEGER
* The number of columns of the matrices A and AF.
*
* K (input) INTEGER
* The number of columns of AF that have been reduced
* to upper triangular form.
*
* A (input) COMPLEX*16 array, dimension (LDA, N)
* The original matrix A.
*
* AF (input) COMPLEX*16 array, dimension (LDA,N)
* The (possibly partial) output of ZGEQPF. The upper triangle
* of AF(1:k,1:k) is a partial triangular factor, the entries
* below the diagonal in the first k columns are the Householder
* vectors, and the rest of AF contains a partially updated
* matrix.
*
* LDA (input) INTEGER
* The leading dimension of the arrays A and AF.
*
* TAU (input) COMPLEX*16 array, dimension (K)
* Details of the Householder transformations as returned by
* ZGEQPF.
*
* JPVT (input) INTEGER array, dimension (N)
* Pivot information as returned by ZGEQPF.
*
* WORK (workspace) COMPLEX*16 array, dimension (LWORK)
*
* LWORK (input) INTEGER
* The length of the array WORK. LWORK >= M*N+N.
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
* ..
* .. Local Scalars ..
INTEGER I, INFO, J
DOUBLE PRECISION NORMA
* ..
* .. Local Arrays ..
DOUBLE PRECISION RWORK( 1 )
* ..
* .. External Functions ..
DOUBLE PRECISION DLAMCH, ZLANGE
EXTERNAL DLAMCH, ZLANGE
* ..
* .. External Subroutines ..
EXTERNAL XERBLA, ZAXPY, ZCOPY, ZUNMQR
* ..
* .. Intrinsic Functions ..
INTRINSIC DBLE, DCMPLX, MAX, MIN
* ..
* .. Executable Statements ..
*
ZQPT01 = ZERO
*
* Test if there is enough workspace
*
IF( LWORK.LT.M*N+N ) THEN
CALL XERBLA( 'ZQPT01', 10 )
RETURN
END IF
*
* Quick return if possible
*
IF( M.LE.0 .OR. N.LE.0 )
$ RETURN
*
NORMA = ZLANGE( 'One-norm', M, N, A, LDA, RWORK )
*
DO 30 J = 1, K
DO 10 I = 1, MIN( J, M )
WORK( ( J-1 )*M+I ) = AF( I, J )
10 CONTINUE
DO 20 I = J + 1, M
WORK( ( J-1 )*M+I ) = ZERO
20 CONTINUE
30 CONTINUE
DO 40 J = K + 1, N
CALL ZCOPY( M, AF( 1, J ), 1, WORK( ( J-1 )*M+1 ), 1 )
40 CONTINUE
*
CALL ZUNMQR( 'Left', 'No transpose', M, N, K, AF, LDA, TAU, WORK,
$ M, WORK( M*N+1 ), LWORK-M*N, INFO )
*
DO 50 J = 1, N
*
* Compare i-th column of QR and jpvt(i)-th column of A
*
CALL ZAXPY( M, DCMPLX( -ONE ), A( 1, JPVT( J ) ), 1,
$ WORK( ( J-1 )*M+1 ), 1 )
50 CONTINUE
*
ZQPT01 = ZLANGE( 'One-norm', M, N, WORK, M, RWORK ) /
$ ( DBLE( MAX( M, N ) )*DLAMCH( 'Epsilon' ) )
IF( NORMA.NE.ZERO )
$ ZQPT01 = ZQPT01 / NORMA
*
RETURN
*
* End of ZQPT01
*
END
|