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269 lines
6.8 KiB
269 lines
6.8 KiB
2 years ago
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*> \brief \b DGET51
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*
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* =========== DOCUMENTATION ===========
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*
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* Online html documentation available at
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* http://www.netlib.org/lapack/explore-html/
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*
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* Definition:
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* ===========
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*
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* SUBROUTINE DGET51( ITYPE, N, A, LDA, B, LDB, U, LDU, V, LDV, WORK,
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* RESULT )
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*
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* .. Scalar Arguments ..
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* INTEGER ITYPE, LDA, LDB, LDU, LDV, N
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* DOUBLE PRECISION RESULT
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* ..
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* .. Array Arguments ..
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* DOUBLE PRECISION A( LDA, * ), B( LDB, * ), U( LDU, * ),
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* $ V( LDV, * ), WORK( * )
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* ..
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*
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*
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*> \par Purpose:
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* =============
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*>
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*> \verbatim
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*>
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*> DGET51 generally checks a decomposition of the form
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*>
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*> A = U B V'
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*>
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*> where ' means transpose and U and V are orthogonal.
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*>
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*> Specifically, if ITYPE=1
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*>
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*> RESULT = | A - U B V' | / ( |A| n ulp )
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*>
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*> If ITYPE=2, then:
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*>
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*> RESULT = | A - B | / ( |A| n ulp )
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*>
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*> If ITYPE=3, then:
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*>
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*> RESULT = | I - UU' | / ( n ulp )
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*> \endverbatim
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*
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* Arguments:
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* ==========
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*
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*> \param[in] ITYPE
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*> \verbatim
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*> ITYPE is INTEGER
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*> Specifies the type of tests to be performed.
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*> =1: RESULT = | A - U B V' | / ( |A| n ulp )
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*> =2: RESULT = | A - B | / ( |A| n ulp )
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*> =3: RESULT = | I - UU' | / ( n ulp )
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*> \endverbatim
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*>
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*> \param[in] N
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*> \verbatim
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*> N is INTEGER
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*> The size of the matrix. If it is zero, DGET51 does nothing.
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*> It must be at least zero.
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*> \endverbatim
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*>
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*> \param[in] A
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*> \verbatim
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*> A is DOUBLE PRECISION array, dimension (LDA, N)
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*> The original (unfactored) matrix.
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*> \endverbatim
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*>
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*> \param[in] LDA
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*> \verbatim
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*> LDA is INTEGER
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*> The leading dimension of A. It must be at least 1
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*> and at least N.
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*> \endverbatim
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*>
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*> \param[in] B
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*> \verbatim
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*> B is DOUBLE PRECISION array, dimension (LDB, N)
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*> The factored matrix.
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*> \endverbatim
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*>
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*> \param[in] LDB
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*> \verbatim
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*> LDB is INTEGER
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*> The leading dimension of B. It must be at least 1
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*> and at least N.
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*> \endverbatim
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*>
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*> \param[in] U
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*> \verbatim
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*> U is DOUBLE PRECISION array, dimension (LDU, N)
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*> The orthogonal matrix on the left-hand side in the
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*> decomposition.
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*> Not referenced if ITYPE=2
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*> \endverbatim
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*>
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*> \param[in] LDU
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*> \verbatim
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*> LDU is INTEGER
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*> The leading dimension of U. LDU must be at least N and
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*> at least 1.
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*> \endverbatim
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*>
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*> \param[in] V
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*> \verbatim
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*> V is DOUBLE PRECISION array, dimension (LDV, N)
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*> The orthogonal matrix on the left-hand side in the
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*> decomposition.
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*> Not referenced if ITYPE=2
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*> \endverbatim
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*>
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*> \param[in] LDV
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*> \verbatim
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*> LDV is INTEGER
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*> The leading dimension of V. LDV must be at least N and
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*> at least 1.
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*> \endverbatim
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*>
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*> \param[out] WORK
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*> \verbatim
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*> WORK is DOUBLE PRECISION array, dimension (2*N**2)
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*> \endverbatim
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*>
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*> \param[out] RESULT
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*> \verbatim
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*> RESULT is DOUBLE PRECISION
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*> The values computed by the test specified by ITYPE. The
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*> value is currently limited to 1/ulp, to avoid overflow.
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*> Errors are flagged by RESULT=10/ulp.
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*> \endverbatim
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*
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* Authors:
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* ========
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*
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*> \author Univ. of Tennessee
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*> \author Univ. of California Berkeley
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*> \author Univ. of Colorado Denver
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*> \author NAG Ltd.
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*
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*> \ingroup double_eig
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*
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* =====================================================================
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SUBROUTINE DGET51( ITYPE, N, A, LDA, B, LDB, U, LDU, V, LDV, WORK,
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$ RESULT )
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*
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* -- LAPACK test routine --
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* -- LAPACK is a software package provided by Univ. of Tennessee, --
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* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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*
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* .. Scalar Arguments ..
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INTEGER ITYPE, LDA, LDB, LDU, LDV, N
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DOUBLE PRECISION RESULT
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* ..
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* .. Array Arguments ..
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DOUBLE PRECISION A( LDA, * ), B( LDB, * ), U( LDU, * ),
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$ V( LDV, * ), WORK( * )
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* ..
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*
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* =====================================================================
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*
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* .. Parameters ..
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DOUBLE PRECISION ZERO, ONE, TEN
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PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0, TEN = 10.0D0 )
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* ..
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* .. Local Scalars ..
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INTEGER JCOL, JDIAG, JROW
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DOUBLE PRECISION ANORM, ULP, UNFL, WNORM
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* ..
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* .. External Functions ..
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DOUBLE PRECISION DLAMCH, DLANGE
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EXTERNAL DLAMCH, DLANGE
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* ..
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* .. External Subroutines ..
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EXTERNAL DGEMM, DLACPY
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC DBLE, MAX, MIN
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* ..
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* .. Executable Statements ..
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*
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RESULT = ZERO
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IF( N.LE.0 )
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$ RETURN
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*
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* Constants
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*
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UNFL = DLAMCH( 'Safe minimum' )
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ULP = DLAMCH( 'Epsilon' )*DLAMCH( 'Base' )
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*
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* Some Error Checks
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*
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IF( ITYPE.LT.1 .OR. ITYPE.GT.3 ) THEN
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RESULT = TEN / ULP
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RETURN
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END IF
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*
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IF( ITYPE.LE.2 ) THEN
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*
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* Tests scaled by the norm(A)
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*
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ANORM = MAX( DLANGE( '1', N, N, A, LDA, WORK ), UNFL )
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*
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IF( ITYPE.EQ.1 ) THEN
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*
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* ITYPE=1: Compute W = A - UBV'
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*
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CALL DLACPY( ' ', N, N, A, LDA, WORK, N )
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CALL DGEMM( 'N', 'N', N, N, N, ONE, U, LDU, B, LDB, ZERO,
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$ WORK( N**2+1 ), N )
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*
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CALL DGEMM( 'N', 'C', N, N, N, -ONE, WORK( N**2+1 ), N, V,
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$ LDV, ONE, WORK, N )
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*
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ELSE
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*
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* ITYPE=2: Compute W = A - B
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*
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CALL DLACPY( ' ', N, N, B, LDB, WORK, N )
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*
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DO 20 JCOL = 1, N
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DO 10 JROW = 1, N
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WORK( JROW+N*( JCOL-1 ) ) = WORK( JROW+N*( JCOL-1 ) )
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$ - A( JROW, JCOL )
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10 CONTINUE
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20 CONTINUE
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END IF
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*
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* Compute norm(W)/ ( ulp*norm(A) )
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*
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WNORM = DLANGE( '1', N, N, WORK, N, WORK( N**2+1 ) )
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*
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IF( ANORM.GT.WNORM ) THEN
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RESULT = ( WNORM / ANORM ) / ( N*ULP )
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ELSE
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IF( ANORM.LT.ONE ) THEN
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RESULT = ( MIN( WNORM, N*ANORM ) / ANORM ) / ( N*ULP )
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ELSE
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RESULT = MIN( WNORM / ANORM, DBLE( N ) ) / ( N*ULP )
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END IF
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END IF
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*
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ELSE
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*
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* Tests not scaled by norm(A)
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*
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* ITYPE=3: Compute UU' - I
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*
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CALL DGEMM( 'N', 'C', N, N, N, ONE, U, LDU, U, LDU, ZERO, WORK,
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$ N )
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*
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DO 30 JDIAG = 1, N
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WORK( ( N+1 )*( JDIAG-1 )+1 ) = WORK( ( N+1 )*( JDIAG-1 )+
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$ 1 ) - ONE
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30 CONTINUE
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*
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RESULT = MIN( DLANGE( '1', N, N, WORK, N, WORK( N**2+1 ) ),
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$ DBLE( N ) ) / ( N*ULP )
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END IF
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*
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RETURN
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*
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* End of DGET51
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*
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END
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