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LAPACK
3.4.0
LAPACK: Linear Algebra PACKage
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00001 *> \brief \b DQRT05 00002 * 00003 * =========== DOCUMENTATION =========== 00004 * 00005 * Online html documentation available at 00006 * http://www.netlib.org/lapack/explore-html/ 00007 * 00008 * Definition: 00009 * =========== 00010 * 00011 * SUBROUTINE DQRT05(M,N,L,NB,RESULT) 00012 * 00013 * .. Scalar Arguments .. 00014 * INTEGER LWORK, M, N, L, NB, LDT 00015 * .. Return values .. 00016 * DOUBLE PRECISION RESULT(6) 00017 * 00018 * 00019 *> \par Purpose: 00020 * ============= 00021 *> 00022 *> \verbatim 00023 *> 00024 *> DQRT05 tests DTPQRT and DTPMQRT. 00025 *> \endverbatim 00026 * 00027 * Arguments: 00028 * ========== 00029 * 00030 *> \param[in] M 00031 *> \verbatim 00032 *> M is INTEGER 00033 *> Number of rows in lower part of the test matrix. 00034 *> \endverbatim 00035 *> 00036 *> \param[in] N 00037 *> \verbatim 00038 *> N is INTEGER 00039 *> Number of columns in test matrix. 00040 *> \endverbatim 00041 *> 00042 *> \param[in] L 00043 *> \verbatim 00044 *> L is INTEGER 00045 *> The number of rows of the upper trapezoidal part the 00046 *> lower test matrix. 0 <= L <= M. 00047 *> \endverbatim 00048 *> 00049 *> \param[in] NB 00050 *> \verbatim 00051 *> NB is INTEGER 00052 *> Block size of test matrix. NB <= N. 00053 *> \endverbatim 00054 *> 00055 *> \param[out] RESULT 00056 *> \verbatim 00057 *> RESULT is DOUBLE PRECISION array, dimension (6) 00058 *> Results of each of the six tests below. 00059 *> 00060 *> RESULT(1) = | A - Q R | 00061 *> RESULT(2) = | I - Q^H Q | 00062 *> RESULT(3) = | Q C - Q C | 00063 *> RESULT(4) = | Q^H C - Q^H C | 00064 *> RESULT(5) = | C Q - C Q | 00065 *> RESULT(6) = | C Q^H - C Q^H | 00066 *> \endverbatim 00067 * 00068 * Authors: 00069 * ======== 00070 * 00071 *> \author Univ. of Tennessee 00072 *> \author Univ. of California Berkeley 00073 *> \author Univ. of Colorado Denver 00074 *> \author NAG Ltd. 00075 * 00076 *> \date November 2011 00077 * 00078 *> \ingroup double_lin 00079 * 00080 * ===================================================================== 00081 SUBROUTINE DQRT05(M,N,L,NB,RESULT) 00082 * 00083 * -- LAPACK test routine (version 3.4.0) -- 00084 * -- LAPACK is a software package provided by Univ. of Tennessee, -- 00085 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- 00086 * November 2011 00087 * 00088 * .. Scalar Arguments .. 00089 INTEGER LWORK, M, N, L, NB, LDT 00090 * .. Return values .. 00091 DOUBLE PRECISION RESULT(6) 00092 * 00093 * ===================================================================== 00094 * 00095 * .. 00096 * .. Local allocatable arrays 00097 DOUBLE PRECISION, ALLOCATABLE :: AF(:,:), Q(:,:), 00098 $ R(:,:), RWORK(:), WORK( : ), T(:,:), 00099 $ CF(:,:), DF(:,:), A(:,:), C(:,:), D(:,:) 00100 * 00101 * .. Parameters .. 00102 DOUBLE PRECISION ONE, ZERO 00103 PARAMETER( ZERO = 0.0, ONE = 1.0 ) 00104 * .. 00105 * .. Local Scalars .. 00106 INTEGER INFO, J, K, M2 00107 DOUBLE PRECISION ANORM, EPS, RESID, CNORM, DNORM 00108 * .. 00109 * .. Local Arrays .. 00110 INTEGER ISEED( 4 ) 00111 * .. 00112 * .. External Functions .. 00113 DOUBLE PRECISION DLAMCH, DLANGE, DLANSY 00114 LOGICAL LSAME 00115 EXTERNAL DLAMCH, DLANGE, DLANSY, LSAME 00116 * .. 00117 * .. Data statements .. 00118 DATA ISEED / 1988, 1989, 1990, 1991 / 00119 * 00120 EPS = DLAMCH( 'Epsilon' ) 00121 K = N 00122 M2 = M+N 00123 LWORK = M2*M2*NB 00124 * 00125 * Dynamically allocate all arrays 00126 * 00127 ALLOCATE(A(M2,N),AF(M2,N),Q(M2,M2),R(M2,M2),RWORK(M2), 00128 $ WORK(LWORK),T(NB,N),C(M2,N),CF(M2,N), 00129 $ D(N,M2),DF(N,M2) ) 00130 * 00131 * Put random stuff into A 00132 * 00133 LDT=NB 00134 CALL DLASET( 'Full', M2, N, ZERO, ZERO, A, M2 ) 00135 DO J=1,N 00136 CALL DLARNV( 2, ISEED, J, A( 1, J ) ) 00137 CALL DLARNV( 2, ISEED, M-L, A( MIN(N+M,N+1), J ) ) 00138 CALL DLARNV( 2, ISEED, MIN(J,L), A( MIN(N+M,N+M-L+1), J ) ) 00139 END DO 00140 * 00141 * Copy the matrix A to the array AF. 00142 * 00143 CALL DLACPY( 'Full', M2, N, A, M2, AF, M2 ) 00144 * 00145 * Factor the matrix A in the array AF. 00146 * 00147 CALL DTPQRT( M,N,L,NB,AF,M2,AF(N+1,1),M2,T,LDT,WORK,INFO) 00148 * 00149 * Generate the (M+N)-by-(M+N) matrix Q by applying H to I 00150 * 00151 CALL DLASET( 'Full', M2, M2, ZERO, ONE, Q, M2 ) 00152 CALL DGEMQRT( 'R', 'N', M2, M2, K, NB, AF, M2, T, LDT, Q, M2, 00153 $ WORK, INFO ) 00154 * 00155 * Copy R 00156 * 00157 CALL DLASET( 'Full', M2, N, ZERO, ZERO, R, M2 ) 00158 CALL DLACPY( 'Upper', M2, N, AF, M2, R, M2 ) 00159 * 00160 * Compute |R - Q'*A| / |A| and store in RESULT(1) 00161 * 00162 CALL DGEMM( 'T', 'N', M2, N, M2, -ONE, Q, M2, A, M2, ONE, R, M2 ) 00163 ANORM = DLANGE( '1', M2, N, A, M2, RWORK ) 00164 RESID = DLANGE( '1', M2, N, R, M2, RWORK ) 00165 IF( ANORM.GT.ZERO ) THEN 00166 RESULT( 1 ) = RESID / (EPS*ANORM*MAX(1,M2)) 00167 ELSE 00168 RESULT( 1 ) = ZERO 00169 END IF 00170 * 00171 * Compute |I - Q'*Q| and store in RESULT(2) 00172 * 00173 CALL DLASET( 'Full', M2, M2, ZERO, ONE, R, M2 ) 00174 CALL DSYRK( 'U', 'C', M2, M2, -ONE, Q, M2, ONE, R, M2 ) 00175 RESID = DLANSY( '1', 'Upper', M2, R, M2, RWORK ) 00176 RESULT( 2 ) = RESID / (EPS*MAX(1,M2)) 00177 * 00178 * Generate random m-by-n matrix C and a copy CF 00179 * 00180 DO J=1,N 00181 CALL DLARNV( 2, ISEED, M2, C( 1, J ) ) 00182 END DO 00183 CNORM = DLANGE( '1', M2, N, C, M2, RWORK) 00184 CALL DLACPY( 'Full', M2, N, C, M2, CF, M2 ) 00185 * 00186 * Apply Q to C as Q*C 00187 * 00188 CALL DTPMQRT( 'L','N', M,N,K,L,NB,AF(N+1,1),M2,T,LDT,CF,M2, 00189 $ CF(N+1,1),M2,WORK,INFO) 00190 * 00191 * Compute |Q*C - Q*C| / |C| 00192 * 00193 CALL DGEMM( 'N', 'N', M2, N, M2, -ONE, Q, M2, C, M2, ONE, CF, M2 ) 00194 RESID = DLANGE( '1', M2, N, CF, M2, RWORK ) 00195 IF( CNORM.GT.ZERO ) THEN 00196 RESULT( 3 ) = RESID / (EPS*MAX(1,M2)*CNORM) 00197 ELSE 00198 RESULT( 3 ) = ZERO 00199 END IF 00200 * 00201 * Copy C into CF again 00202 * 00203 CALL DLACPY( 'Full', M2, N, C, M2, CF, M2 ) 00204 * 00205 * Apply Q to C as QT*C 00206 * 00207 CALL DTPMQRT( 'L','T',M,N,K,L,NB,AF(N+1,1),M2,T,LDT,CF,M2, 00208 $ CF(N+1,1),M2,WORK,INFO) 00209 * 00210 * Compute |QT*C - QT*C| / |C| 00211 * 00212 CALL DGEMM('T','N',M2,N,M2,-ONE,Q,M2,C,M2,ONE,CF,M2) 00213 RESID = DLANGE( '1', M2, N, CF, M2, RWORK ) 00214 IF( CNORM.GT.ZERO ) THEN 00215 RESULT( 4 ) = RESID / (EPS*MAX(1,M2)*CNORM) 00216 ELSE 00217 RESULT( 4 ) = ZERO 00218 END IF 00219 * 00220 * Generate random n-by-m matrix D and a copy DF 00221 * 00222 DO J=1,M2 00223 CALL DLARNV( 2, ISEED, N, D( 1, J ) ) 00224 END DO 00225 DNORM = DLANGE( '1', N, M2, D, N, RWORK) 00226 CALL DLACPY( 'Full', N, M2, D, N, DF, N ) 00227 * 00228 * Apply Q to D as D*Q 00229 * 00230 CALL DTPMQRT('R','N',N,M,N,L,NB,AF(N+1,1),M2,T,LDT,DF,N, 00231 $ DF(1,N+1),N,WORK,INFO) 00232 * 00233 * Compute |D*Q - D*Q| / |D| 00234 * 00235 CALL DGEMM('N','N',N,M2,M2,-ONE,D,N,Q,M2,ONE,DF,N) 00236 RESID = DLANGE('1',N, M2,DF,N,RWORK ) 00237 IF( CNORM.GT.ZERO ) THEN 00238 RESULT( 5 ) = RESID / (EPS*MAX(1,M2)*DNORM) 00239 ELSE 00240 RESULT( 5 ) = ZERO 00241 END IF 00242 * 00243 * Copy D into DF again 00244 * 00245 CALL DLACPY('Full',N,M2,D,N,DF,N ) 00246 * 00247 * Apply Q to D as D*QT 00248 * 00249 CALL DTPMQRT('R','T',N,M,N,L,NB,AF(N+1,1),M2,T,LDT,DF,N, 00250 $ DF(1,N+1),N,WORK,INFO) 00251 00252 * 00253 * Compute |D*QT - D*QT| / |D| 00254 * 00255 CALL DGEMM( 'N', 'T', N, M2, M2, -ONE, D, N, Q, M2, ONE, DF, N ) 00256 RESID = DLANGE( '1', N, M2, DF, N, RWORK ) 00257 IF( CNORM.GT.ZERO ) THEN 00258 RESULT( 6 ) = RESID / (EPS*MAX(1,M2)*DNORM) 00259 ELSE 00260 RESULT( 6 ) = ZERO 00261 END IF 00262 * 00263 * Deallocate all arrays 00264 * 00265 DEALLOCATE ( A, AF, Q, R, RWORK, WORK, T, C, D, CF, DF) 00266 RETURN 00267 END 00268