247 lines
		
	
	
		
			6.8 KiB
		
	
	
	
		
			Fortran
		
	
	
	
			
		
		
	
	
			247 lines
		
	
	
		
			6.8 KiB
		
	
	
	
		
			Fortran
		
	
	
	
| *> \brief \b DRQT02
 | |
| *
 | |
| *  =========== DOCUMENTATION ===========
 | |
| *
 | |
| * Online html documentation available at 
 | |
| *            http://www.netlib.org/lapack/explore-html/ 
 | |
| *
 | |
| *  Definition:
 | |
| *  ===========
 | |
| *
 | |
| *       SUBROUTINE DRQT02( M, N, K, A, AF, Q, R, LDA, TAU, WORK, LWORK,
 | |
| *                          RWORK, RESULT )
 | |
| * 
 | |
| *       .. Scalar Arguments ..
 | |
| *       INTEGER            K, LDA, LWORK, M, N
 | |
| *       ..
 | |
| *       .. Array Arguments ..
 | |
| *       DOUBLE PRECISION   A( LDA, * ), AF( LDA, * ), Q( LDA, * ),
 | |
| *      $                   R( LDA, * ), RESULT( * ), RWORK( * ), TAU( * ),
 | |
| *      $                   WORK( LWORK )
 | |
| *       ..
 | |
| *  
 | |
| *
 | |
| *> \par Purpose:
 | |
| *  =============
 | |
| *>
 | |
| *> \verbatim
 | |
| *>
 | |
| *> DRQT02 tests DORGRQ, which generates an m-by-n matrix Q with
 | |
| *> orthonornmal rows that is defined as the product of k elementary
 | |
| *> reflectors.
 | |
| *>
 | |
| *> Given the RQ factorization of an m-by-n matrix A, DRQT02 generates
 | |
| *> the orthogonal matrix Q defined by the factorization of the last k
 | |
| *> rows of A; it compares R(m-k+1:m,n-m+1:n) with
 | |
| *> A(m-k+1:m,1:n)*Q(n-m+1:n,1:n)', and checks that the rows of Q are
 | |
| *> orthonormal.
 | |
| *> \endverbatim
 | |
| *
 | |
| *  Arguments:
 | |
| *  ==========
 | |
| *
 | |
| *> \param[in] M
 | |
| *> \verbatim
 | |
| *>          M is INTEGER
 | |
| *>          The number of rows of the matrix Q to be generated.  M >= 0.
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[in] N
 | |
| *> \verbatim
 | |
| *>          N is INTEGER
 | |
| *>          The number of columns of the matrix Q to be generated.
 | |
| *>          N >= M >= 0.
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[in] K
 | |
| *> \verbatim
 | |
| *>          K is INTEGER
 | |
| *>          The number of elementary reflectors whose product defines the
 | |
| *>          matrix Q. M >= K >= 0.
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[in] A
 | |
| *> \verbatim
 | |
| *>          A is DOUBLE PRECISION array, dimension (LDA,N)
 | |
| *>          The m-by-n matrix A which was factorized by DRQT01.
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[in] AF
 | |
| *> \verbatim
 | |
| *>          AF is DOUBLE PRECISION array, dimension (LDA,N)
 | |
| *>          Details of the RQ factorization of A, as returned by DGERQF.
 | |
| *>          See DGERQF for further details.
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[out] Q
 | |
| *> \verbatim
 | |
| *>          Q is DOUBLE PRECISION array, dimension (LDA,N)
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[out] R
 | |
| *> \verbatim
 | |
| *>          R is DOUBLE PRECISION array, dimension (LDA,M)
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[in] LDA
 | |
| *> \verbatim
 | |
| *>          LDA is INTEGER
 | |
| *>          The leading dimension of the arrays A, AF, Q and L. LDA >= N.
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[in] TAU
 | |
| *> \verbatim
 | |
| *>          TAU is DOUBLE PRECISION array, dimension (M)
 | |
| *>          The scalar factors of the elementary reflectors corresponding
 | |
| *>          to the RQ factorization in AF.
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[out] WORK
 | |
| *> \verbatim
 | |
| *>          WORK is DOUBLE PRECISION array, dimension (LWORK)
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[in] LWORK
 | |
| *> \verbatim
 | |
| *>          LWORK is INTEGER
 | |
| *>          The dimension of the array WORK.
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[out] RWORK
 | |
| *> \verbatim
 | |
| *>          RWORK is DOUBLE PRECISION array, dimension (M)
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[out] RESULT
 | |
| *> \verbatim
 | |
| *>          RESULT is DOUBLE PRECISION array, dimension (2)
 | |
| *>          The test ratios:
 | |
| *>          RESULT(1) = norm( R - A*Q' ) / ( N * norm(A) * EPS )
 | |
| *>          RESULT(2) = norm( I - Q*Q' ) / ( N * EPS )
 | |
| *> \endverbatim
 | |
| *
 | |
| *  Authors:
 | |
| *  ========
 | |
| *
 | |
| *> \author Univ. of Tennessee 
 | |
| *> \author Univ. of California Berkeley 
 | |
| *> \author Univ. of Colorado Denver 
 | |
| *> \author NAG Ltd. 
 | |
| *
 | |
| *> \date November 2011
 | |
| *
 | |
| *> \ingroup double_lin
 | |
| *
 | |
| *  =====================================================================
 | |
|       SUBROUTINE DRQT02( M, N, K, A, AF, Q, R, LDA, TAU, WORK, LWORK,
 | |
|      $                   RWORK, RESULT )
 | |
| *
 | |
| *  -- LAPACK test routine (version 3.4.0) --
 | |
| *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
 | |
| *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
 | |
| *     November 2011
 | |
| *
 | |
| *     .. Scalar Arguments ..
 | |
|       INTEGER            K, LDA, LWORK, M, N
 | |
| *     ..
 | |
| *     .. Array Arguments ..
 | |
|       DOUBLE PRECISION   A( LDA, * ), AF( LDA, * ), Q( LDA, * ),
 | |
|      $                   R( LDA, * ), RESULT( * ), RWORK( * ), TAU( * ),
 | |
|      $                   WORK( LWORK )
 | |
| *     ..
 | |
| *
 | |
| *  =====================================================================
 | |
| *
 | |
| *     .. Parameters ..
 | |
|       DOUBLE PRECISION   ZERO, ONE
 | |
|       PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
 | |
|       DOUBLE PRECISION   ROGUE
 | |
|       PARAMETER          ( ROGUE = -1.0D+10 )
 | |
| *     ..
 | |
| *     .. Local Scalars ..
 | |
|       INTEGER            INFO
 | |
|       DOUBLE PRECISION   ANORM, EPS, RESID
 | |
| *     ..
 | |
| *     .. External Functions ..
 | |
|       DOUBLE PRECISION   DLAMCH, DLANGE, DLANSY
 | |
|       EXTERNAL           DLAMCH, DLANGE, DLANSY
 | |
| *     ..
 | |
| *     .. External Subroutines ..
 | |
|       EXTERNAL           DGEMM, DLACPY, DLASET, DORGRQ, DSYRK
 | |
| *     ..
 | |
| *     .. Intrinsic Functions ..
 | |
|       INTRINSIC          DBLE, MAX
 | |
| *     ..
 | |
| *     .. Scalars in Common ..
 | |
|       CHARACTER*32       SRNAMT
 | |
| *     ..
 | |
| *     .. Common blocks ..
 | |
|       COMMON             / SRNAMC / SRNAMT
 | |
| *     ..
 | |
| *     .. Executable Statements ..
 | |
| *
 | |
| *     Quick return if possible
 | |
| *
 | |
|       IF( M.EQ.0 .OR. N.EQ.0 .OR. K.EQ.0 ) THEN
 | |
|          RESULT( 1 ) = ZERO
 | |
|          RESULT( 2 ) = ZERO
 | |
|          RETURN
 | |
|       END IF
 | |
| *
 | |
|       EPS = DLAMCH( 'Epsilon' )
 | |
| *
 | |
| *     Copy the last k rows of the factorization to the array Q
 | |
| *
 | |
|       CALL DLASET( 'Full', M, N, ROGUE, ROGUE, Q, LDA )
 | |
|       IF( K.LT.N )
 | |
|      $   CALL DLACPY( 'Full', K, N-K, AF( M-K+1, 1 ), LDA,
 | |
|      $                Q( M-K+1, 1 ), LDA )
 | |
|       IF( K.GT.1 )
 | |
|      $   CALL DLACPY( 'Lower', K-1, K-1, AF( M-K+2, N-K+1 ), LDA,
 | |
|      $                Q( M-K+2, N-K+1 ), LDA )
 | |
| *
 | |
| *     Generate the last n rows of the matrix Q
 | |
| *
 | |
|       SRNAMT = 'DORGRQ'
 | |
|       CALL DORGRQ( M, N, K, Q, LDA, TAU( M-K+1 ), WORK, LWORK, INFO )
 | |
| *
 | |
| *     Copy R(m-k+1:m,n-m+1:n)
 | |
| *
 | |
|       CALL DLASET( 'Full', K, M, ZERO, ZERO, R( M-K+1, N-M+1 ), LDA )
 | |
|       CALL DLACPY( 'Upper', K, K, AF( M-K+1, N-K+1 ), LDA,
 | |
|      $             R( M-K+1, N-K+1 ), LDA )
 | |
| *
 | |
| *     Compute R(m-k+1:m,n-m+1:n) - A(m-k+1:m,1:n) * Q(n-m+1:n,1:n)'
 | |
| *
 | |
|       CALL DGEMM( 'No transpose', 'Transpose', K, M, N, -ONE,
 | |
|      $            A( M-K+1, 1 ), LDA, Q, LDA, ONE, R( M-K+1, N-M+1 ),
 | |
|      $            LDA )
 | |
| *
 | |
| *     Compute norm( R - A*Q' ) / ( N * norm(A) * EPS ) .
 | |
| *
 | |
|       ANORM = DLANGE( '1', K, N, A( M-K+1, 1 ), LDA, RWORK )
 | |
|       RESID = DLANGE( '1', K, M, R( M-K+1, N-M+1 ), LDA, RWORK )
 | |
|       IF( ANORM.GT.ZERO ) THEN
 | |
|          RESULT( 1 ) = ( ( RESID / DBLE( MAX( 1, N ) ) ) / ANORM ) / EPS
 | |
|       ELSE
 | |
|          RESULT( 1 ) = ZERO
 | |
|       END IF
 | |
| *
 | |
| *     Compute I - Q*Q'
 | |
| *
 | |
|       CALL DLASET( 'Full', M, M, ZERO, ONE, R, LDA )
 | |
|       CALL DSYRK( 'Upper', 'No transpose', M, N, -ONE, Q, LDA, ONE, R,
 | |
|      $            LDA )
 | |
| *
 | |
| *     Compute norm( I - Q*Q' ) / ( N * EPS ) .
 | |
| *
 | |
|       RESID = DLANSY( '1', 'Upper', M, R, LDA, RWORK )
 | |
| *
 | |
|       RESULT( 2 ) = ( RESID / DBLE( MAX( 1, N ) ) ) / EPS
 | |
| *
 | |
|       RETURN
 | |
| *
 | |
| *     End of DRQT02
 | |
| *
 | |
|       END
 |