You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
240 lines
6.5 KiB
240 lines
6.5 KiB
2 years ago
|
*> \brief \b SCHKGK
|
||
|
*
|
||
|
* =========== DOCUMENTATION ===========
|
||
|
*
|
||
|
* Online html documentation available at
|
||
|
* http://www.netlib.org/lapack/explore-html/
|
||
|
*
|
||
|
* Definition:
|
||
|
* ===========
|
||
|
*
|
||
|
* SUBROUTINE SCHKGK( NIN, NOUT )
|
||
|
*
|
||
|
* .. Scalar Arguments ..
|
||
|
* INTEGER NIN, NOUT
|
||
|
* ..
|
||
|
*
|
||
|
*
|
||
|
*> \par Purpose:
|
||
|
* =============
|
||
|
*>
|
||
|
*> \verbatim
|
||
|
*>
|
||
|
*> SCHKGK tests SGGBAK, a routine for backward balancing of
|
||
|
*> a matrix pair (A, B).
|
||
|
*> \endverbatim
|
||
|
*
|
||
|
* Arguments:
|
||
|
* ==========
|
||
|
*
|
||
|
*> \param[in] NIN
|
||
|
*> \verbatim
|
||
|
*> NIN is INTEGER
|
||
|
*> The logical unit number for input. NIN > 0.
|
||
|
*> \endverbatim
|
||
|
*>
|
||
|
*> \param[in] NOUT
|
||
|
*> \verbatim
|
||
|
*> NOUT is INTEGER
|
||
|
*> The logical unit number for output. NOUT > 0.
|
||
|
*> \endverbatim
|
||
|
*
|
||
|
* Authors:
|
||
|
* ========
|
||
|
*
|
||
|
*> \author Univ. of Tennessee
|
||
|
*> \author Univ. of California Berkeley
|
||
|
*> \author Univ. of Colorado Denver
|
||
|
*> \author NAG Ltd.
|
||
|
*
|
||
|
*> \ingroup single_eig
|
||
|
*
|
||
|
* =====================================================================
|
||
|
SUBROUTINE SCHKGK( NIN, NOUT )
|
||
|
*
|
||
|
* -- LAPACK test routine --
|
||
|
* -- LAPACK is a software package provided by Univ. of Tennessee, --
|
||
|
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
|
||
|
*
|
||
|
* .. Scalar Arguments ..
|
||
|
INTEGER NIN, NOUT
|
||
|
* ..
|
||
|
*
|
||
|
* =====================================================================
|
||
|
*
|
||
|
* .. Parameters ..
|
||
|
INTEGER LDA, LDB, LDVL, LDVR
|
||
|
PARAMETER ( LDA = 50, LDB = 50, LDVL = 50, LDVR = 50 )
|
||
|
INTEGER LDE, LDF, LDWORK
|
||
|
PARAMETER ( LDE = 50, LDF = 50, LDWORK = 50 )
|
||
|
REAL ZERO, ONE
|
||
|
PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
|
||
|
* ..
|
||
|
* .. Local Scalars ..
|
||
|
INTEGER I, IHI, ILO, INFO, J, KNT, M, N, NINFO
|
||
|
REAL ANORM, BNORM, EPS, RMAX, VMAX
|
||
|
* ..
|
||
|
* .. Local Arrays ..
|
||
|
INTEGER LMAX( 4 )
|
||
|
REAL A( LDA, LDA ), AF( LDA, LDA ), B( LDB, LDB ),
|
||
|
$ BF( LDB, LDB ), E( LDE, LDE ), F( LDF, LDF ),
|
||
|
$ LSCALE( LDA ), RSCALE( LDA ), VL( LDVL, LDVL ),
|
||
|
$ VLF( LDVL, LDVL ), VR( LDVR, LDVR ),
|
||
|
$ VRF( LDVR, LDVR ), WORK( LDWORK, LDWORK )
|
||
|
* ..
|
||
|
* .. External Functions ..
|
||
|
REAL SLAMCH, SLANGE
|
||
|
EXTERNAL SLAMCH, SLANGE
|
||
|
* ..
|
||
|
* .. External Subroutines ..
|
||
|
EXTERNAL SGEMM, SGGBAK, SGGBAL, SLACPY
|
||
|
* ..
|
||
|
* .. Intrinsic Functions ..
|
||
|
INTRINSIC ABS, MAX
|
||
|
* ..
|
||
|
* .. Executable Statements ..
|
||
|
*
|
||
|
* Initialization
|
||
|
*
|
||
|
LMAX( 1 ) = 0
|
||
|
LMAX( 2 ) = 0
|
||
|
LMAX( 3 ) = 0
|
||
|
LMAX( 4 ) = 0
|
||
|
NINFO = 0
|
||
|
KNT = 0
|
||
|
RMAX = ZERO
|
||
|
*
|
||
|
EPS = SLAMCH( 'Precision' )
|
||
|
*
|
||
|
10 CONTINUE
|
||
|
READ( NIN, FMT = * )N, M
|
||
|
IF( N.EQ.0 )
|
||
|
$ GO TO 100
|
||
|
*
|
||
|
DO 20 I = 1, N
|
||
|
READ( NIN, FMT = * )( A( I, J ), J = 1, N )
|
||
|
20 CONTINUE
|
||
|
*
|
||
|
DO 30 I = 1, N
|
||
|
READ( NIN, FMT = * )( B( I, J ), J = 1, N )
|
||
|
30 CONTINUE
|
||
|
*
|
||
|
DO 40 I = 1, N
|
||
|
READ( NIN, FMT = * )( VL( I, J ), J = 1, M )
|
||
|
40 CONTINUE
|
||
|
*
|
||
|
DO 50 I = 1, N
|
||
|
READ( NIN, FMT = * )( VR( I, J ), J = 1, M )
|
||
|
50 CONTINUE
|
||
|
*
|
||
|
KNT = KNT + 1
|
||
|
*
|
||
|
ANORM = SLANGE( 'M', N, N, A, LDA, WORK )
|
||
|
BNORM = SLANGE( 'M', N, N, B, LDB, WORK )
|
||
|
*
|
||
|
CALL SLACPY( 'FULL', N, N, A, LDA, AF, LDA )
|
||
|
CALL SLACPY( 'FULL', N, N, B, LDB, BF, LDB )
|
||
|
*
|
||
|
CALL SGGBAL( 'B', N, A, LDA, B, LDB, ILO, IHI, LSCALE, RSCALE,
|
||
|
$ WORK, INFO )
|
||
|
IF( INFO.NE.0 ) THEN
|
||
|
NINFO = NINFO + 1
|
||
|
LMAX( 1 ) = KNT
|
||
|
END IF
|
||
|
*
|
||
|
CALL SLACPY( 'FULL', N, M, VL, LDVL, VLF, LDVL )
|
||
|
CALL SLACPY( 'FULL', N, M, VR, LDVR, VRF, LDVR )
|
||
|
*
|
||
|
CALL SGGBAK( 'B', 'L', N, ILO, IHI, LSCALE, RSCALE, M, VL, LDVL,
|
||
|
$ INFO )
|
||
|
IF( INFO.NE.0 ) THEN
|
||
|
NINFO = NINFO + 1
|
||
|
LMAX( 2 ) = KNT
|
||
|
END IF
|
||
|
*
|
||
|
CALL SGGBAK( 'B', 'R', N, ILO, IHI, LSCALE, RSCALE, M, VR, LDVR,
|
||
|
$ INFO )
|
||
|
IF( INFO.NE.0 ) THEN
|
||
|
NINFO = NINFO + 1
|
||
|
LMAX( 3 ) = KNT
|
||
|
END IF
|
||
|
*
|
||
|
* Test of SGGBAK
|
||
|
*
|
||
|
* Check tilde(VL)'*A*tilde(VR) - VL'*tilde(A)*VR
|
||
|
* where tilde(A) denotes the transformed matrix.
|
||
|
*
|
||
|
CALL SGEMM( 'N', 'N', N, M, N, ONE, AF, LDA, VR, LDVR, ZERO, WORK,
|
||
|
$ LDWORK )
|
||
|
CALL SGEMM( 'T', 'N', M, M, N, ONE, VL, LDVL, WORK, LDWORK, ZERO,
|
||
|
$ E, LDE )
|
||
|
*
|
||
|
CALL SGEMM( 'N', 'N', N, M, N, ONE, A, LDA, VRF, LDVR, ZERO, WORK,
|
||
|
$ LDWORK )
|
||
|
CALL SGEMM( 'T', 'N', M, M, N, ONE, VLF, LDVL, WORK, LDWORK, ZERO,
|
||
|
$ F, LDF )
|
||
|
*
|
||
|
VMAX = ZERO
|
||
|
DO 70 J = 1, M
|
||
|
DO 60 I = 1, M
|
||
|
VMAX = MAX( VMAX, ABS( E( I, J )-F( I, J ) ) )
|
||
|
60 CONTINUE
|
||
|
70 CONTINUE
|
||
|
VMAX = VMAX / ( EPS*MAX( ANORM, BNORM ) )
|
||
|
IF( VMAX.GT.RMAX ) THEN
|
||
|
LMAX( 4 ) = KNT
|
||
|
RMAX = VMAX
|
||
|
END IF
|
||
|
*
|
||
|
* Check tilde(VL)'*B*tilde(VR) - VL'*tilde(B)*VR
|
||
|
*
|
||
|
CALL SGEMM( 'N', 'N', N, M, N, ONE, BF, LDB, VR, LDVR, ZERO, WORK,
|
||
|
$ LDWORK )
|
||
|
CALL SGEMM( 'T', 'N', M, M, N, ONE, VL, LDVL, WORK, LDWORK, ZERO,
|
||
|
$ E, LDE )
|
||
|
*
|
||
|
CALL SGEMM( 'N', 'N', N, M, N, ONE, B, LDB, VRF, LDVR, ZERO, WORK,
|
||
|
$ LDWORK )
|
||
|
CALL SGEMM( 'T', 'N', M, M, N, ONE, VLF, LDVL, WORK, LDWORK, ZERO,
|
||
|
$ F, LDF )
|
||
|
*
|
||
|
VMAX = ZERO
|
||
|
DO 90 J = 1, M
|
||
|
DO 80 I = 1, M
|
||
|
VMAX = MAX( VMAX, ABS( E( I, J )-F( I, J ) ) )
|
||
|
80 CONTINUE
|
||
|
90 CONTINUE
|
||
|
VMAX = VMAX / ( EPS*MAX( ANORM, BNORM ) )
|
||
|
IF( VMAX.GT.RMAX ) THEN
|
||
|
LMAX( 4 ) = KNT
|
||
|
RMAX = VMAX
|
||
|
END IF
|
||
|
*
|
||
|
GO TO 10
|
||
|
*
|
||
|
100 CONTINUE
|
||
|
*
|
||
|
WRITE( NOUT, FMT = 9999 )
|
||
|
9999 FORMAT( 1X, '.. test output of SGGBAK .. ' )
|
||
|
*
|
||
|
WRITE( NOUT, FMT = 9998 )RMAX
|
||
|
9998 FORMAT( ' value of largest test error =', E12.3 )
|
||
|
WRITE( NOUT, FMT = 9997 )LMAX( 1 )
|
||
|
9997 FORMAT( ' example number where SGGBAL info is not 0 =', I4 )
|
||
|
WRITE( NOUT, FMT = 9996 )LMAX( 2 )
|
||
|
9996 FORMAT( ' example number where SGGBAK(L) info is not 0 =', I4 )
|
||
|
WRITE( NOUT, FMT = 9995 )LMAX( 3 )
|
||
|
9995 FORMAT( ' example number where SGGBAK(R) info is not 0 =', I4 )
|
||
|
WRITE( NOUT, FMT = 9994 )LMAX( 4 )
|
||
|
9994 FORMAT( ' example number having largest error =', I4 )
|
||
|
WRITE( NOUT, FMT = 9992 )NINFO
|
||
|
9992 FORMAT( ' number of examples where info is not 0 =', I4 )
|
||
|
WRITE( NOUT, FMT = 9991 )KNT
|
||
|
9991 FORMAT( ' total number of examples tested =', I4 )
|
||
|
*
|
||
|
RETURN
|
||
|
*
|
||
|
* End of SCHKGK
|
||
|
*
|
||
|
END
|