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LAPACK
3.4.0
LAPACK: Linear Algebra PACKage
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00001 *> \brief \b DQRT04 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 DQRT04(M,N,NB,RESULT) 00012 * 00013 * .. Scalar Arguments .. 00014 * INTEGER LWORK, M, N, NB, LDT 00015 * .. Return values .. 00016 * DOUBLE PRECISION RESULT(6) 00017 * 00018 * 00019 *> \par Purpose: 00020 * ============= 00021 *> 00022 *> \verbatim 00023 *> 00024 *> DQRT04 tests DGEQRT and DGEMQRT. 00025 *> \endverbatim 00026 * 00027 * Arguments: 00028 * ========== 00029 * 00030 *> \param[in] M 00031 *> \verbatim 00032 *> M is INTEGER 00033 *> Number of rows in 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] NB 00043 *> \verbatim 00044 *> NB is INTEGER 00045 *> Block size of test matrix. NB <= Min(M,N). 00046 *> \endverbatim 00047 *> 00048 *> \param[out] RESULT 00049 *> \verbatim 00050 *> RESULT is DOUBLE PRECISION array, dimension (6) 00051 *> Results of each of the six tests below. 00052 *> 00053 *> RESULT(1) = | A - Q R | 00054 *> RESULT(2) = | I - Q^H Q | 00055 *> RESULT(3) = | Q C - Q C | 00056 *> RESULT(4) = | Q^H C - Q^H C | 00057 *> RESULT(5) = | C Q - C Q | 00058 *> RESULT(6) = | C Q^H - C Q^H | 00059 *> \endverbatim 00060 * 00061 * Authors: 00062 * ======== 00063 * 00064 *> \author Univ. of Tennessee 00065 *> \author Univ. of California Berkeley 00066 *> \author Univ. of Colorado Denver 00067 *> \author NAG Ltd. 00068 * 00069 *> \date November 2011 00070 * 00071 *> \ingroup double_lin 00072 * 00073 * ===================================================================== 00074 SUBROUTINE DQRT04(M,N,NB,RESULT) 00075 * 00076 * -- LAPACK test routine (version 3.4.0) -- 00077 * -- LAPACK is a software package provided by Univ. of Tennessee, -- 00078 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- 00079 * November 2011 00080 * 00081 * .. Scalar Arguments .. 00082 INTEGER LWORK, M, N, NB, LDT 00083 * .. Return values .. 00084 DOUBLE PRECISION RESULT(6) 00085 * 00086 * ===================================================================== 00087 * 00088 * .. 00089 * .. Local allocatable arrays 00090 DOUBLE PRECISION, ALLOCATABLE :: AF(:,:), Q(:,:), 00091 $ R(:,:), RWORK(:), WORK( : ), T(:,:), 00092 $ CF(:,:), DF(:,:), A(:,:), C(:,:), D(:,:) 00093 * 00094 * .. Parameters .. 00095 DOUBLE PRECISION ONE, ZERO 00096 PARAMETER( ZERO = 0.0, ONE = 1.0 ) 00097 * .. 00098 * .. Local Scalars .. 00099 INTEGER INFO, J, K, L 00100 DOUBLE PRECISION ANORM, EPS, RESID, CNORM, DNORM 00101 * .. 00102 * .. Local Arrays .. 00103 INTEGER ISEED( 4 ) 00104 * .. 00105 * .. External Functions .. 00106 DOUBLE PRECISION DLAMCH, DLANGE, DLANSY 00107 LOGICAL LSAME 00108 EXTERNAL DLAMCH, DLANGE, DLANSY, LSAME 00109 * .. 00110 * .. Intrinsic Functions .. 00111 INTRINSIC MAX, MIN 00112 * .. 00113 * .. Data statements .. 00114 DATA ISEED / 1988, 1989, 1990, 1991 / 00115 * 00116 EPS = DLAMCH( 'Epsilon' ) 00117 K = MIN(M,N) 00118 L = MAX(M,N) 00119 LWORK = MAX(2,L)*MAX(2,L)*NB 00120 * 00121 * Dynamically allocate local arrays 00122 * 00123 ALLOCATE ( A(M,N), AF(M,N), Q(M,M), R(M,L), RWORK(L), 00124 $ WORK(LWORK), T(NB,N), C(M,N), CF(M,N), 00125 $ D(N,M), DF(N,M) ) 00126 * 00127 * Put random numbers into A and copy to AF 00128 * 00129 LDT=NB 00130 DO J=1,N 00131 CALL DLARNV( 2, ISEED, M, A( 1, J ) ) 00132 END DO 00133 CALL DLACPY( 'Full', M, N, A, M, AF, M ) 00134 * 00135 * Factor the matrix A in the array AF. 00136 * 00137 CALL DGEQRT( M, N, NB, AF, M, T, LDT, WORK, INFO ) 00138 * 00139 * Generate the m-by-m matrix Q 00140 * 00141 CALL DLASET( 'Full', M, M, ZERO, ONE, Q, M ) 00142 CALL DGEMQRT( 'R', 'N', M, M, K, NB, AF, M, T, LDT, Q, M, 00143 $ WORK, INFO ) 00144 * 00145 * Copy R 00146 * 00147 CALL DLASET( 'Full', M, N, ZERO, ZERO, R, M ) 00148 CALL DLACPY( 'Upper', M, N, AF, M, R, M ) 00149 * 00150 * Compute |R - Q'*A| / |A| and store in RESULT(1) 00151 * 00152 CALL DGEMM( 'T', 'N', M, N, M, -ONE, Q, M, A, M, ONE, R, M ) 00153 ANORM = DLANGE( '1', M, N, A, M, RWORK ) 00154 RESID = DLANGE( '1', M, N, R, M, RWORK ) 00155 IF( ANORM.GT.ZERO ) THEN 00156 RESULT( 1 ) = RESID / (EPS*MAX(1,M)*ANORM) 00157 ELSE 00158 RESULT( 1 ) = ZERO 00159 END IF 00160 * 00161 * Compute |I - Q'*Q| and store in RESULT(2) 00162 * 00163 CALL DLASET( 'Full', M, M, ZERO, ONE, R, M ) 00164 CALL DSYRK( 'U', 'C', M, M, -ONE, Q, M, ONE, R, M ) 00165 RESID = DLANSY( '1', 'Upper', M, R, M, RWORK ) 00166 RESULT( 2 ) = RESID / (EPS*MAX(1,M)) 00167 * 00168 * Generate random m-by-n matrix C and a copy CF 00169 * 00170 DO J=1,N 00171 CALL DLARNV( 2, ISEED, M, C( 1, J ) ) 00172 END DO 00173 CNORM = DLANGE( '1', M, N, C, M, RWORK) 00174 CALL DLACPY( 'Full', M, N, C, M, CF, M ) 00175 * 00176 * Apply Q to C as Q*C 00177 * 00178 CALL DGEMQRT( 'L', 'N', M, N, K, NB, AF, M, T, NB, CF, M, 00179 $ WORK, LWORK, INFO) 00180 * 00181 * Compute |Q*C - Q*C| / |C| 00182 * 00183 CALL DGEMM( 'N', 'N', M, N, M, -ONE, Q, M, C, M, ONE, CF, M ) 00184 RESID = DLANGE( '1', M, N, CF, M, RWORK ) 00185 IF( CNORM.GT.ZERO ) THEN 00186 RESULT( 3 ) = RESID / (EPS*MAX(1,M)*CNORM) 00187 ELSE 00188 RESULT( 3 ) = ZERO 00189 END IF 00190 * 00191 * Copy C into CF again 00192 * 00193 CALL DLACPY( 'Full', M, N, C, M, CF, M ) 00194 * 00195 * Apply Q to C as QT*C 00196 * 00197 CALL DGEMQRT( 'L', 'T', M, N, K, NB, AF, M, T, NB, CF, M, 00198 $ WORK, LWORK, INFO) 00199 * 00200 * Compute |QT*C - QT*C| / |C| 00201 * 00202 CALL DGEMM( 'T', 'N', M, N, M, -ONE, Q, M, C, M, ONE, CF, M ) 00203 RESID = DLANGE( '1', M, N, CF, M, RWORK ) 00204 IF( CNORM.GT.ZERO ) THEN 00205 RESULT( 4 ) = RESID / (EPS*MAX(1,M)*CNORM) 00206 ELSE 00207 RESULT( 4 ) = ZERO 00208 END IF 00209 * 00210 * Generate random n-by-m matrix D and a copy DF 00211 * 00212 DO J=1,M 00213 CALL DLARNV( 2, ISEED, N, D( 1, J ) ) 00214 END DO 00215 DNORM = DLANGE( '1', N, M, D, N, RWORK) 00216 CALL DLACPY( 'Full', N, M, D, N, DF, N ) 00217 * 00218 * Apply Q to D as D*Q 00219 * 00220 CALL DGEMQRT( 'R', 'N', N, M, K, NB, AF, M, T, NB, DF, N, 00221 $ WORK, LWORK, INFO) 00222 * 00223 * Compute |D*Q - D*Q| / |D| 00224 * 00225 CALL DGEMM( 'N', 'N', N, M, M, -ONE, D, N, Q, M, ONE, DF, N ) 00226 RESID = DLANGE( '1', N, M, DF, N, RWORK ) 00227 IF( CNORM.GT.ZERO ) THEN 00228 RESULT( 5 ) = RESID / (EPS*MAX(1,M)*DNORM) 00229 ELSE 00230 RESULT( 5 ) = ZERO 00231 END IF 00232 * 00233 * Copy D into DF again 00234 * 00235 CALL DLACPY( 'Full', N, M, D, N, DF, N ) 00236 * 00237 * Apply Q to D as D*QT 00238 * 00239 CALL DGEMQRT( 'R', 'T', N, M, K, NB, AF, M, T, NB, DF, N, 00240 $ WORK, LWORK, INFO) 00241 * 00242 * Compute |D*QT - D*QT| / |D| 00243 * 00244 CALL DGEMM( 'N', 'T', N, M, M, -ONE, D, N, Q, M, ONE, DF, N ) 00245 RESID = DLANGE( '1', N, M, DF, N, RWORK ) 00246 IF( CNORM.GT.ZERO ) THEN 00247 RESULT( 6 ) = RESID / (EPS*MAX(1,M)*DNORM) 00248 ELSE 00249 RESULT( 6 ) = ZERO 00250 END IF 00251 * 00252 * Deallocate all arrays 00253 * 00254 DEALLOCATE ( A, AF, Q, R, RWORK, WORK, T, C, D, CF, DF) 00255 * 00256 RETURN 00257 END 00258