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SUBROUTINE PDSVDCHK( M, N, A, IA, JA, DESCA, U, IU, JU, DESCU, VT,
$ IVT, JVT, DESCVT, S, THRESH, WORK, LWORK,
$ RESULT, CHK, MTM )
*
* -- ScaLAPACK routine (version 1.7) --
* University of Tennessee, Knoxville, Oak Ridge National Laboratory,
* and University of California, Berkeley.
* May 1, 1997
*
* .. Scalar Arguments ..
INTEGER IA, IU, IVT, JA, JU, JVT, LWORK, M, N
DOUBLE PRECISION CHK, MTM, THRESH
* ..
* .. Array Arguments ..
INTEGER DESCA( * ), DESCU( * ), DESCVT( * ),
$ RESULT( * )
DOUBLE PRECISION A( * ), S( * ), U( * ), VT( * ), WORK( * )
* ..
*
* Purpose
* =======
*
* For given two-dimensional matrices A, U, VT, and one-dimensional
* array D compute the following four tests:
*
* (1) | A - U*diag(S) VT | / ( |A| max(M,N) ulp )
*
* (2) | I - U'*U | / ( M ulp )
*
* (3) | I - VT*VT' | / ( N ulp ),
*
* (4) S contains SIZE = MIN( M, N ) nonnegative values in
* decreasing order.
* It then compares result of computations (1)-(3)
* with TRESH and returns results of comparisons and test (4) in
* RESULT(I). When the i-th test fails, value of RESULT( I ) is set
* to 1.
*
* Notes
* =====
*
* Each global data object is described by an associated description
* vector. This vector stores the information required to establish
* the mapping between an object element and its corresponding process
* and memory location.
*
* Let A be a generic term for any 2D block cyclicly distributed array.
* Such a global array has an associated description vector DESCA.
* In the following comments, the character _ should be read as
* "of the global array".
*
* NOTATION STORED IN EXPLANATION
* --------------- -------------- --------------------------------------
* DTYPE_A(global) DESCA( DTYPE_ )The descriptor type. In this case,
* DTYPE_A = 1.
* CTXT_A (global) DESCA( CTXT_ ) The BLACS context handle, indicating
* the BLACS process grid A is distribu-
* ted over. The context itself is glo-
* bal, but the handle (the integer
* value) may vary.
* M_A (global) DESCA( M_ ) The number of rows in the global
* array A.
* N_A (global) DESCA( N_ ) The number of columns in the global
* array A.
* MB_A (global) DESCA( MB_ ) The blocking factor used to distribute
* the rows of the array.
* NB_A (global) DESCA( NB_ ) The blocking factor used to distribute
* the columns of the array.
* RSRC_A (global) DESCA( RSRC_ ) The process row over which the first
* row of the array A is distributed.
* CSRC_A (global) DESCA( CSRC_ ) The process column over which the
* first column of the array A is
* distributed.
* LLD_A (local) DESCA( LLD_ ) The leading dimension of the local
* array. LLD_A >= MAX(1,LOCr(M_A)).
*
* Let K be the number of rows or columns of a distributed matrix,
* and assume that its process grid has dimension p x q.
* LOCr( K ) denotes the number of elements of K that a process
* would receive if K were distributed over the p processes of its
* process column.
* Similarly, LOCc( K ) denotes the number of elements of K that a
* process would receive if K were distributed over the q processes of
* its process row.
* The values of LOCr() and LOCc() may be determined via a call to the
* ScaLAPACK tool function, NUMROC:
* LOCr( M ) = NUMROC( M, MB_A, MYROW, RSRC_A, NPROW ),
* LOCc( N ) = NUMROC( N, NB_A, MYCOL, CSRC_A, NPCOL ).
* An upper bound for these quantities may be computed by:
* LOCr( M ) <= ceil( ceil(M/MB_A)/NPROW )*MB_A
* LOCc( N ) <= ceil( ceil(N/NB_A)/NPCOL )*NB_A
*
* Arguments
* =========
*
* MP = number of local rows in A and U
* NQ = number of local columns in A and VT
* SIZEP = number of local rows in VT
* SIZEQ = number of local columns in U
*
* M (global input) INTEGER
* Matrix size.
* The number of global rows in A and U and
*
* N (global input) INTEGER
* The number of global columns in A and VT.
*
* A (input) block cyclic distributed DOUBLE PRECISION array,
* global dimension (M, N), local dimension (DESCA( DLEN_ ), NQ)
* Contains the original test matrix.
*
* IA (global input) INTEGER
* The global row index of the submatrix of the distributed
* matrix A to operate on.
*
* JA (global input) INTEGER
* The global column index of the submatrix of the distributed
* matrix A to operate on.
*
* DESCA (global and local input) INTEGER array of dimension DLEN_
* The array descriptor for the distributed matrix A.
*
* U (local input) DOUBLE PRECISION array
* global dimension (M, SIZE), local dimension
* (DESCU( DLEN_ ), SIZEQ)
* Contains left singular vectors of matrix A.
*
* IU (global input) INTEGER
* The global row index of the submatrix of the distributed
* matrix U to operate on.
*
* JU (global input) INTEGER
* The global column index of the submatrix of the distributed
* matrix U to operate on.
*
* DESCU (global and local input) INTEGER array of dimension DLEN_
* The array descriptor for the distributed matrix U.
*
* VT (local input) DOUBLE PRECISION array
* global dimension (SIZE, N), local dimension
* (DESCVT( DLEN_ ), NQ)
* Contains right singular vectors of matrix A.
*
* IVT (global input) INTEGER
* The global row index of the submatrix of the distributed
* matrix VT to operate on.
*
* JVT (global input) INTEGER
* The global column index of the submatrix of the distributed
* matrix VT to operate on.
*
* DESCVT (global and local input) INTEGER array of dimension DLEN_
* The array descriptor for the distributed matrix VT.
*
* S (global input) DOUBLE PRECISION array, dimension (SIZE)
* Contains the computed singular values
*
* THRESH (input) DOUBLE PRECISION
* A test will count as "failed" if the "error", computed as
* described below, exceeds THRESH. Note that the error
* is scaled to be O(1), so THRESH should be a reasonably
* small multiple of 1, e.g., 10 or 100. In particular,
* it should not depend on the precision (single vs. double)
* or the size of the matrix. It must be at least zero.
*
* WORK (local workspace) DOUBLE PRECISION array, dimension (LWORK)
*
* LWORK (local input) INTEGER
* The length of the array WORK.
* LWORK >= 1 + SIZEQ*SIZEP + MAX[WORK(pdlange(size,size)),
* WORK(pdlange(m,n))],
* where
* SIZEQ = NUMROC( SIZE, DESCU( NB_ ), MYCOL, 0, NPCOL ),
* SIZEP = NUMROC( SIZE, DESCVT( MB_ ), MYROW, 0, NPROW ),
* and worekspaces required to call pdlange are
* WORK(pdlange(size,size)) < MAX(SIZEQ0,2) < SIZEB +2,
* WORK(pdlange(m,n)) < MAX(NQ0,2) < SIZEB +2,
* SIZEB = MAX(M, N)
* Finally, upper limit on required workspace is
* LWORK > 1 + SIZEQ*SIZEP + SIZEB + 2
*
* RESULT (global input/output) INTEGER array. Four first elements of
* the array are set to 0 or 1 depending on passing four
* respective tests ( see above in Purpose ). The elements of
* RESULT are set to
* 0 if the test passes i.e.
* | A - U*diag(S)*VT | / ( |A| max(M,N) ulp ) <= THRESH
* 1 if the test fails i.e.
* | A - U*diag(S)*VT | / ( |A| max(M,N) ulp ) > THRESH
*
* CHK (global output) DOUBLE PRECISION
* value of the | A - U*diag(S) VT | / ( |A| max(M,N) ulp )
*
* MTM (global output) DOUBLE PRECISION
* maximum of the two values:
* | I - U'*U | / ( M ulp ) and | I - VT*VT' | / ( N ulp )
*
* ======================================================================
*
* .. Parameters ..
INTEGER BLOCK_CYCLIC_2D, DLEN_, DTYPE_, CTXT_, M_, N_,
$ MB_, NB_, RSRC_, CSRC_, LLD_
PARAMETER ( BLOCK_CYCLIC_2D = 1, DLEN_ = 9, DTYPE_ = 1,
$ CTXT_ = 2, M_ = 3, N_ = 4, MB_ = 5, NB_ = 6,
$ RSRC_ = 7, CSRC_ = 8, LLD_ = 9 )
DOUBLE PRECISION ZERO, ONE, MONE
PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, MONE = -1.0D0 )
* ..
* .. Local Scalars ..
INTEGER I, INFO, LDR, LOCALCOL, LWMIN, MP, MX, MYCOL,
$ MYROW, NPCOL, NPROW, NQ, PCOL, PTRR, PTRWORK,
$ SIZE, SIZEP, SIZEPOS, SIZEQ
DOUBLE PRECISION FIRST, NORMA, NORMAI, NORMU, NORMVT, SECOND,
$ THRESHA, ULP
* ..
* .. Local Arrays ..
INTEGER DESCR( DLEN_ )
* ..
* .. External Functions ..
INTEGER INDXG2L, INDXG2P, NUMROC
DOUBLE PRECISION PDLAMCH, PDLANGE
EXTERNAL INDXG2L, INDXG2P, NUMROC, PDLAMCH, PDLANGE
* ..
* .. External Subroutines ..
EXTERNAL BLACS_GRIDINFO, CHK1MAT, DESCINIT, DSCAL,
$ PDELSET, PDGEMM, PDLASET, PXERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC MAX, MIN
* ..
* .. Executable Statements ..
* This is just to keep ftnchek happy
IF( BLOCK_CYCLIC_2D*CSRC_*DTYPE_*M_*N_*RSRC_.LT.0 ) RETURN
*
* Test the input parameters.
*
CALL BLACS_GRIDINFO( DESCA( CTXT_ ), NPROW, NPCOL, MYROW, MYCOL )
INFO = 0
SIZE = MIN( M, N )
*
* Sizepos is a number of parameters to pdsvdchk plus one. It's used
* for the error reporting.
*
SIZEPOS = 22
IF( NPROW.EQ.-1 ) THEN
INFO = -607
ELSE
CALL CHK1MAT( M, 1, N, 2, IA, JA, DESCA, 6, INFO )
CALL CHK1MAT( M, 1, SIZE, SIZEPOS, IU, JU, DESCU, 10, INFO )
CALL CHK1MAT( SIZE, SIZEPOS, N, 2, IVT, JVT, DESCVT, 14, INFO )
END IF
*
IF( INFO.EQ.0 ) THEN
*
* Calculate workspace
*
MP = NUMROC( M, DESCA( MB_ ), MYROW, 0, NPROW )
NQ = NUMROC( N, DESCA( NB_ ), MYCOL, 0, NPCOL )
SIZEP = NUMROC( SIZE, DESCVT( MB_ ), MYROW, 0, NPROW )
SIZEQ = NUMROC( SIZE, DESCU( NB_ ), MYCOL, 0, NPCOL )
MX = MAX( SIZEQ, NQ )
LWMIN = 2 + SIZEQ*SIZEP + MAX( 2, MX )
WORK( 1 ) = LWMIN
IF( LWORK.EQ.-1 )
$ GO TO 40
IF( LWORK.LT.LWMIN ) THEN
INFO = -18
ELSE IF( THRESH.LE.0 ) THEN
INFO = -16
END IF
END IF
IF( INFO.NE.0 ) THEN
CALL PXERBLA( DESCA( CTXT_ ), 'PDSVDCHK', -INFO )
RETURN
END IF
*
LDR = MAX( 1, SIZEP )
ULP = PDLAMCH( DESCA( CTXT_ ), 'P' )
NORMAI = PDLANGE( '1', M, N, A, IA, JA, DESCA, WORK )
*
* Allocate array R of global dimension SIZE x SIZE for testing
*
PTRR = 2
PTRWORK = PTRR + SIZEQ*SIZEP
*
CALL DESCINIT( DESCR, SIZE, SIZE, DESCVT( MB_ ), DESCU( NB_ ), 0,
$ 0, DESCA( CTXT_ ), LDR, INFO )
*
* Test 2. Form identity matrix R and make check norm(U'*U - I )
*
CALL PDLASET( 'Full', SIZE, SIZE, ZERO, ONE, WORK( PTRR ), 1, 1,
$ DESCR )
CALL PDGEMM( 'T', 'N', SIZE, SIZE, M, ONE, U, IU, JU, DESCU, U,
$ IU, JU, DESCU, MONE, WORK( PTRR ), 1, 1, DESCR )
*
NORMU = PDLANGE( '1', SIZE, SIZE, WORK( PTRR ), 1, 1, DESCR,
$ WORK( PTRWORK ) )
*
NORMU = NORMU / ULP / SIZE / THRESH
IF( NORMU.GT.1. )
$ RESULT( 2 ) = 1
*
* Test3. Form identity matrix R and check norm(VT*VT' - I )
*
CALL PDLASET( 'Full', SIZE, SIZE, ZERO, ONE, WORK( PTRR ), 1, 1,
$ DESCR )
CALL PDGEMM( 'N', 'T', SIZE, SIZE, N, ONE, VT, IVT, JVT, DESCVT,
$ VT, IVT, JVT, DESCVT, MONE, WORK( PTRR ),
$ 1, 1, DESCR )
NORMVT = PDLANGE( '1', SIZE, SIZE, WORK( PTRR ), 1, 1, DESCR,
$ WORK( PTRWORK ) )
*
NORMVT = NORMVT / ULP / SIZE / THRESH
IF( NORMVT.GT.1. )
$ RESULT( 3 ) = 1
*
MTM = MAX( NORMVT, NORMU )*THRESH
*
* Test 1.
* Initialize R = diag( S )
*
CALL PDLASET( 'Full', SIZE, SIZE, ZERO, ZERO, WORK( PTRR ), 1, 1,
$ DESCR )
*
DO 10 I = 1, SIZE
CALL PDELSET( WORK( PTRR ), I, I, DESCR, S( I ) )
10 CONTINUE
*
* Calculate U = U*R
*
DO 20 I = 1, SIZE
PCOL = INDXG2P( I, DESCU( NB_ ), 0, 0, NPCOL )
LOCALCOL = INDXG2L( I, DESCU( NB_ ), 0, 0, NPCOL )
IF( MYCOL.EQ.PCOL ) THEN
CALL DSCAL( MP, S( I ), U( ( LOCALCOL-1 )*DESCU( LLD_ )+1 ),
$ 1 )
END IF
20 CONTINUE
*
* Calculate A = U*VT - A
*
CALL PDGEMM( 'N', 'N', M, N, SIZE, ONE, U, IU, JU, DESCU, VT,
$ IVT, JVT, DESCVT, MONE, A, IA, JA, DESCA )
*
NORMA = PDLANGE( '1', M, N, A, IA, JA, DESCA, WORK( PTRWORK ) )
THRESHA = NORMAI*MAX( M, N )*ULP*THRESH
*
IF( NORMA.GT.THRESHA )
$ RESULT( 1 ) = 1
*
IF( THRESHA.EQ.0 ) THEN
CHK = 0.0D0
ELSE
CHK = NORMA / THRESHA*THRESH
END IF
*
* Test 4.
*
DO 30 I = 1, SIZE - 1
FIRST = S( I )
SECOND = S( I+1 )
IF( FIRST.LT.SECOND )
$ RESULT( 4 ) = 1
30 CONTINUE
40 CONTINUE
RETURN
END
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