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248 lines
6.7 KiB
248 lines
6.7 KiB
*> \brief \b CQLT01
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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 CQLT01( 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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* REAL RESULT( * ), RWORK( * )
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* COMPLEX A( LDA, * ), AF( LDA, * ), L( LDA, * ),
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* $ Q( LDA, * ), TAU( * ), 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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*> CQLT01 tests CGEQLF, which computes the QL factorization of an m-by-n
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*> matrix A, and partially tests CUNGQL which forms the m-by-m
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*> orthogonal matrix Q.
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*>
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*> CQLT01 compares L with Q'*A, 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 COMPLEX 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 COMPLEX array, dimension (LDA,N)
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*> Details of the QL factorization of A, as returned by CGEQLF.
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*> See CGEQLF 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 COMPLEX array, dimension (LDA,M)
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*> The m-by-m 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 COMPLEX 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 R.
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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 COMPLEX array, dimension (min(M,N))
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*> The scalar factors of the elementary reflectors, as returned
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*> by CGEQLF.
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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 COMPLEX 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 REAL array, dimension (M)
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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 REAL array, dimension (2)
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*> The test ratios:
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*> RESULT(1) = norm( L - Q'*A ) / ( M * norm(A) * EPS )
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*> RESULT(2) = norm( I - Q'*Q ) / ( M * 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 complex_lin
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*
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* =====================================================================
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SUBROUTINE CQLT01( 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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REAL RESULT( * ), RWORK( * )
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COMPLEX A( LDA, * ), AF( LDA, * ), L( LDA, * ),
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$ Q( LDA, * ), TAU( * ), 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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REAL ZERO, ONE
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PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
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COMPLEX ROGUE
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PARAMETER ( ROGUE = ( -1.0E+10, -1.0E+10 ) )
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* ..
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* .. Local Scalars ..
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INTEGER INFO, MINMN
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REAL ANORM, EPS, RESID
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* ..
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* .. External Functions ..
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REAL CLANGE, CLANSY, SLAMCH
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EXTERNAL CLANGE, CLANSY, SLAMCH
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* ..
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* .. External Subroutines ..
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EXTERNAL CGEMM, CGEQLF, CHERK, CLACPY, CLASET, CUNGQL
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC CMPLX, MAX, MIN, REAL
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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 = SLAMCH( '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 CLACPY( '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 = 'CGEQLF'
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CALL CGEQLF( 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 CLASET( 'Full', M, M, ROGUE, ROGUE, Q, LDA )
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IF( M.GE.N ) THEN
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IF( N.LT.M .AND. N.GT.0 )
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$ CALL CLACPY( 'Full', M-N, N, AF, LDA, Q( 1, M-N+1 ), LDA )
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IF( N.GT.1 )
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$ CALL CLACPY( 'Upper', N-1, N-1, AF( M-N+1, 2 ), LDA,
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$ Q( M-N+1, M-N+2 ), LDA )
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ELSE
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IF( M.GT.1 )
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$ CALL CLACPY( 'Upper', M-1, M-1, AF( 1, N-M+2 ), LDA,
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$ Q( 1, 2 ), LDA )
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END IF
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*
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* Generate the m-by-m matrix Q
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*
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SRNAMT = 'CUNGQL'
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CALL CUNGQL( M, M, 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 CLASET( 'Full', M, N, CMPLX( ZERO ), CMPLX( ZERO ), L, LDA )
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IF( M.GE.N ) THEN
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IF( N.GT.0 )
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$ CALL CLACPY( 'Lower', N, N, AF( M-N+1, 1 ), LDA,
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$ L( M-N+1, 1 ), LDA )
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ELSE
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IF( N.GT.M .AND. M.GT.0 )
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$ CALL CLACPY( 'Full', M, N-M, AF, LDA, L, LDA )
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IF( M.GT.0 )
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$ CALL CLACPY( 'Lower', M, M, AF( 1, N-M+1 ), LDA,
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$ L( 1, N-M+1 ), LDA )
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END IF
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*
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* Compute L - Q'*A
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*
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CALL CGEMM( 'Conjugate transpose', 'No transpose', M, N, M,
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$ CMPLX( -ONE ), Q, LDA, A, LDA, CMPLX( ONE ), L, LDA )
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*
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* Compute norm( L - Q'*A ) / ( M * norm(A) * EPS ) .
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*
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ANORM = CLANGE( '1', M, N, A, LDA, RWORK )
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RESID = CLANGE( '1', M, N, L, LDA, RWORK )
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IF( ANORM.GT.ZERO ) THEN
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RESULT( 1 ) = ( ( RESID / REAL( MAX( 1, M ) ) ) / 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 CLASET( 'Full', M, M, CMPLX( ZERO ), CMPLX( ONE ), L, LDA )
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CALL CHERK( 'Upper', 'Conjugate transpose', M, M, -ONE, Q, LDA,
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$ ONE, L, LDA )
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*
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* Compute norm( I - Q'*Q ) / ( M * EPS ) .
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*
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RESID = CLANSY( '1', 'Upper', M, L, LDA, RWORK )
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*
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RESULT( 2 ) = ( RESID / REAL( MAX( 1, M ) ) ) / EPS
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*
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RETURN
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*
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* End of CQLT01
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*
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END
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