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230 lines
6.0 KiB
230 lines
6.0 KiB
2 years ago
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*> \brief \b DLQT01
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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 DLQT01( M, N, A, AF, Q, L, LDA, TAU, WORK, LWORK,
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* RWORK, RESULT )
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*
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* .. Scalar Arguments ..
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* INTEGER LDA, LWORK, M, N
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* ..
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* .. Array Arguments ..
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* DOUBLE PRECISION A( LDA, * ), AF( LDA, * ), L( LDA, * ),
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* $ Q( LDA, * ), RESULT( * ), RWORK( * ), TAU( * ),
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* $ WORK( LWORK )
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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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*> DLQT01 tests DGELQF, which computes the LQ factorization of an m-by-n
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*> matrix A, and partially tests DORGLQ which forms the n-by-n
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*> orthogonal matrix Q.
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*>
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*> DLQT01 compares L with A*Q', and checks that Q is orthogonal.
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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] M
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*> \verbatim
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*> M is INTEGER
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*> The number of rows of the matrix A. M >= 0.
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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 number of columns of the matrix A. N >= 0.
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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 m-by-n matrix A.
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*> \endverbatim
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*>
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*> \param[out] AF
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*> \verbatim
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*> AF is DOUBLE PRECISION array, dimension (LDA,N)
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*> Details of the LQ factorization of A, as returned by DGELQF.
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*> See DGELQF for further details.
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*> \endverbatim
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*>
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*> \param[out] Q
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*> \verbatim
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*> Q is DOUBLE PRECISION array, dimension (LDA,N)
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*> The n-by-n orthogonal matrix Q.
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*> \endverbatim
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*>
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*> \param[out] L
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*> \verbatim
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*> L is DOUBLE PRECISION array, dimension (LDA,max(M,N))
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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 the arrays A, AF, Q and L.
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*> LDA >= max(M,N).
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*> \endverbatim
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*>
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*> \param[out] TAU
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*> \verbatim
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*> TAU is DOUBLE PRECISION array, dimension (min(M,N))
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*> The scalar factors of the elementary reflectors, as returned
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*> by DGELQF.
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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 (LWORK)
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*> \endverbatim
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*>
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*> \param[in] LWORK
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*> \verbatim
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*> LWORK is INTEGER
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*> The dimension of the array WORK.
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*> \endverbatim
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*>
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*> \param[out] RWORK
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*> \verbatim
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*> RWORK is DOUBLE PRECISION array, dimension (max(M,N))
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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 array, dimension (2)
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*> The test ratios:
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*> RESULT(1) = norm( L - A*Q' ) / ( N * norm(A) * EPS )
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*> RESULT(2) = norm( I - Q*Q' ) / ( N * EPS )
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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_lin
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*
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* =====================================================================
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SUBROUTINE DLQT01( M, N, A, AF, Q, L, LDA, TAU, WORK, LWORK,
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$ RWORK, 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 LDA, LWORK, M, N
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* ..
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* .. Array Arguments ..
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DOUBLE PRECISION A( LDA, * ), AF( LDA, * ), L( LDA, * ),
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$ Q( LDA, * ), RESULT( * ), RWORK( * ), TAU( * ),
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$ WORK( LWORK )
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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
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PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
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DOUBLE PRECISION ROGUE
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PARAMETER ( ROGUE = -1.0D+10 )
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* ..
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* .. Local Scalars ..
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INTEGER INFO, MINMN
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DOUBLE PRECISION ANORM, EPS, RESID
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* ..
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* .. External Functions ..
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DOUBLE PRECISION DLAMCH, DLANGE, DLANSY
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EXTERNAL DLAMCH, DLANGE, DLANSY
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* ..
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* .. External Subroutines ..
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EXTERNAL DGELQF, DGEMM, DLACPY, DLASET, DORGLQ, DSYRK
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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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* .. Scalars in Common ..
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CHARACTER*32 SRNAMT
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* ..
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* .. Common blocks ..
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COMMON / SRNAMC / SRNAMT
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* ..
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* .. Executable Statements ..
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*
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MINMN = MIN( M, N )
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EPS = DLAMCH( 'Epsilon' )
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*
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* Copy the matrix A to the array AF.
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*
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CALL DLACPY( 'Full', M, N, A, LDA, AF, LDA )
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*
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* Factorize the matrix A in the array AF.
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*
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SRNAMT = 'DGELQF'
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CALL DGELQF( M, N, AF, LDA, TAU, WORK, LWORK, INFO )
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*
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* Copy details of Q
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*
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CALL DLASET( 'Full', N, N, ROGUE, ROGUE, Q, LDA )
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IF( N.GT.1 )
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$ CALL DLACPY( 'Upper', M, N-1, AF( 1, 2 ), LDA, Q( 1, 2 ), LDA )
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*
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* Generate the n-by-n matrix Q
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*
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SRNAMT = 'DORGLQ'
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CALL DORGLQ( N, N, MINMN, Q, LDA, TAU, WORK, LWORK, INFO )
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*
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* Copy L
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*
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CALL DLASET( 'Full', M, N, ZERO, ZERO, L, LDA )
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CALL DLACPY( 'Lower', M, N, AF, LDA, L, LDA )
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*
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* Compute L - A*Q'
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*
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CALL DGEMM( 'No transpose', 'Transpose', M, N, N, -ONE, A, LDA, Q,
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$ LDA, ONE, L, LDA )
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*
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* Compute norm( L - Q'*A ) / ( N * norm(A) * EPS ) .
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*
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ANORM = DLANGE( '1', M, N, A, LDA, RWORK )
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RESID = DLANGE( '1', M, N, L, LDA, RWORK )
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IF( ANORM.GT.ZERO ) THEN
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RESULT( 1 ) = ( ( RESID / DBLE( MAX( 1, N ) ) ) / ANORM ) / EPS
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ELSE
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RESULT( 1 ) = ZERO
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END IF
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*
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* Compute I - Q*Q'
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*
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CALL DLASET( 'Full', N, N, ZERO, ONE, L, LDA )
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CALL DSYRK( 'Upper', 'No transpose', N, N, -ONE, Q, LDA, ONE, L,
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$ LDA )
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*
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* Compute norm( I - Q*Q' ) / ( N * EPS ) .
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*
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RESID = DLANSY( '1', 'Upper', N, L, LDA, RWORK )
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*
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RESULT( 2 ) = ( RESID / DBLE( MAX( 1, N ) ) ) / EPS
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*
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RETURN
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*
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* End of DLQT01
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*
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END
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