734 lines
27 KiB
Fortran
734 lines
27 KiB
Fortran
*> \brief \b DDRVLS
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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 DDRVLS( DOTYPE, NM, MVAL, NN, NVAL, NNS, NSVAL, NNB,
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* NBVAL, NXVAL, THRESH, TSTERR, A, COPYA, B,
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* COPYB, C, S, COPYS, WORK, IWORK, NOUT )
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*
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* .. Scalar Arguments ..
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* LOGICAL TSTERR
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* INTEGER NM, NN, NNB, NNS, NOUT
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* DOUBLE PRECISION THRESH
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* ..
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* .. Array Arguments ..
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* LOGICAL DOTYPE( * )
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* INTEGER IWORK( * ), MVAL( * ), NBVAL( * ), NSVAL( * ),
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* $ NVAL( * ), NXVAL( * )
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* DOUBLE PRECISION A( * ), B( * ), C( * ), COPYA( * ), COPYB( * ),
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* $ COPYS( * ), S( * ), WORK( * )
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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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*> DDRVLS tests the least squares driver routines DGELS, DGELSS, DGELSX,
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*> DGELSY and DGELSD.
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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] DOTYPE
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*> \verbatim
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*> DOTYPE is LOGICAL array, dimension (NTYPES)
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*> The matrix types to be used for testing. Matrices of type j
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*> (for 1 <= j <= NTYPES) are used for testing if DOTYPE(j) =
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*> .TRUE.; if DOTYPE(j) = .FALSE., then type j is not used.
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*> The matrix of type j is generated as follows:
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*> j=1: A = U*D*V where U and V are random orthogonal matrices
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*> and D has random entries (> 0.1) taken from a uniform
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*> distribution (0,1). A is full rank.
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*> j=2: The same of 1, but A is scaled up.
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*> j=3: The same of 1, but A is scaled down.
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*> j=4: A = U*D*V where U and V are random orthogonal matrices
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*> and D has 3*min(M,N)/4 random entries (> 0.1) taken
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*> from a uniform distribution (0,1) and the remaining
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*> entries set to 0. A is rank-deficient.
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*> j=5: The same of 4, but A is scaled up.
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*> j=6: The same of 5, but A is scaled down.
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*> \endverbatim
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*>
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*> \param[in] NM
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*> \verbatim
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*> NM is INTEGER
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*> The number of values of M contained in the vector MVAL.
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*> \endverbatim
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*>
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*> \param[in] MVAL
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*> \verbatim
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*> MVAL is INTEGER array, dimension (NM)
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*> The values of the matrix row dimension M.
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*> \endverbatim
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*>
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*> \param[in] NN
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*> \verbatim
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*> NN is INTEGER
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*> The number of values of N contained in the vector NVAL.
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*> \endverbatim
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*>
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*> \param[in] NVAL
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*> \verbatim
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*> NVAL is INTEGER array, dimension (NN)
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*> The values of the matrix column dimension N.
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*> \endverbatim
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*>
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*> \param[in] NNS
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*> \verbatim
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*> NNS is INTEGER
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*> The number of values of NRHS contained in the vector NSVAL.
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*> \endverbatim
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*>
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*> \param[in] NSVAL
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*> \verbatim
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*> NSVAL is INTEGER array, dimension (NNS)
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*> The values of the number of right hand sides NRHS.
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*> \endverbatim
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*>
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*> \param[in] NNB
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*> \verbatim
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*> NNB is INTEGER
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*> The number of values of NB and NX contained in the
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*> vectors NBVAL and NXVAL. The blocking parameters are used
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*> in pairs (NB,NX).
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*> \endverbatim
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*>
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*> \param[in] NBVAL
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*> \verbatim
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*> NBVAL is INTEGER array, dimension (NNB)
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*> The values of the blocksize NB.
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*> \endverbatim
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*>
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*> \param[in] NXVAL
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*> \verbatim
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*> NXVAL is INTEGER array, dimension (NNB)
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*> The values of the crossover point NX.
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*> \endverbatim
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*>
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*> \param[in] THRESH
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*> \verbatim
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*> THRESH is DOUBLE PRECISION
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*> The threshold value for the test ratios. A result is
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*> included in the output file if RESULT >= THRESH. To have
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*> every test ratio printed, use THRESH = 0.
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*> \endverbatim
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*>
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*> \param[in] TSTERR
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*> \verbatim
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*> TSTERR is LOGICAL
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*> Flag that indicates whether error exits are to be tested.
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*> \endverbatim
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*>
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*> \param[out] A
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*> \verbatim
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*> A is DOUBLE PRECISION array, dimension (MMAX*NMAX)
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*> where MMAX is the maximum value of M in MVAL and NMAX is the
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*> maximum value of N in NVAL.
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*> \endverbatim
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*>
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*> \param[out] COPYA
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*> \verbatim
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*> COPYA is DOUBLE PRECISION array, dimension (MMAX*NMAX)
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*> \endverbatim
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*>
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*> \param[out] B
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*> \verbatim
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*> B is DOUBLE PRECISION array, dimension (MMAX*NSMAX)
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*> where MMAX is the maximum value of M in MVAL and NSMAX is the
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*> maximum value of NRHS in NSVAL.
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*> \endverbatim
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*>
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*> \param[out] COPYB
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*> \verbatim
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*> COPYB is DOUBLE PRECISION array, dimension (MMAX*NSMAX)
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*> \endverbatim
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*>
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*> \param[out] C
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*> \verbatim
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*> C is DOUBLE PRECISION array, dimension (MMAX*NSMAX)
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*> \endverbatim
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*>
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*> \param[out] S
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*> \verbatim
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*> S is DOUBLE PRECISION array, dimension
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*> (min(MMAX,NMAX))
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*> \endverbatim
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*>
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*> \param[out] COPYS
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*> \verbatim
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*> COPYS is DOUBLE PRECISION array, dimension
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*> (min(MMAX,NMAX))
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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,
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*> dimension (MMAX*NMAX + 4*NMAX + MMAX).
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*> \endverbatim
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*>
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*> \param[out] IWORK
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*> \verbatim
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*> IWORK is INTEGER array, dimension (15*NMAX)
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*> \endverbatim
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*>
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*> \param[in] NOUT
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*> \verbatim
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*> NOUT is INTEGER
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*> The unit number for output.
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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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*> \date November 2011
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*
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*> \ingroup double_lin
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*
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* =====================================================================
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SUBROUTINE DDRVLS( DOTYPE, NM, MVAL, NN, NVAL, NNS, NSVAL, NNB,
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$ NBVAL, NXVAL, THRESH, TSTERR, A, COPYA, B,
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$ COPYB, C, S, COPYS, WORK, IWORK, NOUT )
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*
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* -- LAPACK test routine (version 3.4.0) --
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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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* November 2011
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*
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* .. Scalar Arguments ..
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LOGICAL TSTERR
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INTEGER NM, NN, NNB, NNS, NOUT
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DOUBLE PRECISION THRESH
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* ..
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* .. Array Arguments ..
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LOGICAL DOTYPE( * )
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INTEGER IWORK( * ), MVAL( * ), NBVAL( * ), NSVAL( * ),
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$ NVAL( * ), NXVAL( * )
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DOUBLE PRECISION A( * ), B( * ), C( * ), COPYA( * ), COPYB( * ),
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$ COPYS( * ), S( * ), WORK( * )
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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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INTEGER NTESTS
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PARAMETER ( NTESTS = 18 )
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INTEGER SMLSIZ
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PARAMETER ( SMLSIZ = 25 )
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DOUBLE PRECISION ONE, TWO, ZERO
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PARAMETER ( ONE = 1.0D0, TWO = 2.0D0, ZERO = 0.0D0 )
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* ..
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* .. Local Scalars ..
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CHARACTER TRANS
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CHARACTER*3 PATH
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INTEGER CRANK, I, IM, IN, INB, INFO, INS, IRANK,
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$ ISCALE, ITRAN, ITYPE, J, K, LDA, LDB, LDWORK,
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$ LWLSY, LWORK, M, MNMIN, N, NB, NCOLS, NERRS,
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$ NFAIL, NLVL, NRHS, NROWS, NRUN, RANK
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DOUBLE PRECISION EPS, NORMA, NORMB, RCOND
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* ..
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* .. Local Arrays ..
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INTEGER ISEED( 4 ), ISEEDY( 4 )
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DOUBLE PRECISION RESULT( NTESTS )
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* ..
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* .. External Functions ..
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DOUBLE PRECISION DASUM, DLAMCH, DQRT12, DQRT14, DQRT17
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EXTERNAL DASUM, DLAMCH, DQRT12, DQRT14, DQRT17
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* ..
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* .. External Subroutines ..
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EXTERNAL ALAERH, ALAHD, ALASVM, DAXPY, DERRLS, DGELS,
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$ DGELSD, DGELSS, DGELSX, DGELSY, DGEMM, DLACPY,
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$ DLARNV, DLASRT, DQRT13, DQRT15, DQRT16, DSCAL,
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$ XLAENV
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC DBLE, INT, LOG, MAX, MIN, SQRT
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* ..
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* .. Scalars in Common ..
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LOGICAL LERR, OK
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CHARACTER*32 SRNAMT
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INTEGER INFOT, IOUNIT
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* ..
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* .. Common blocks ..
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COMMON / INFOC / INFOT, IOUNIT, OK, LERR
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COMMON / SRNAMC / SRNAMT
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* ..
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* .. Data statements ..
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DATA ISEEDY / 1988, 1989, 1990, 1991 /
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* ..
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* .. Executable Statements ..
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*
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* Initialize constants and the random number seed.
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*
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PATH( 1: 1 ) = 'Double precision'
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PATH( 2: 3 ) = 'LS'
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NRUN = 0
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NFAIL = 0
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NERRS = 0
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DO 10 I = 1, 4
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ISEED( I ) = ISEEDY( I )
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10 CONTINUE
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EPS = DLAMCH( 'Epsilon' )
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*
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* Threshold for rank estimation
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*
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RCOND = SQRT( EPS ) - ( SQRT( EPS )-EPS ) / 2
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*
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* Test the error exits
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*
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CALL XLAENV( 2, 2 )
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CALL XLAENV( 9, SMLSIZ )
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IF( TSTERR )
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$ CALL DERRLS( PATH, NOUT )
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*
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* Print the header if NM = 0 or NN = 0 and THRESH = 0.
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*
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IF( ( NM.EQ.0 .OR. NN.EQ.0 ) .AND. THRESH.EQ.ZERO )
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$ CALL ALAHD( NOUT, PATH )
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INFOT = 0
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CALL XLAENV( 2, 2 )
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CALL XLAENV( 9, SMLSIZ )
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*
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DO 150 IM = 1, NM
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M = MVAL( IM )
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LDA = MAX( 1, M )
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*
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DO 140 IN = 1, NN
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N = NVAL( IN )
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MNMIN = MIN( M, N )
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LDB = MAX( 1, M, N )
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*
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DO 130 INS = 1, NNS
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NRHS = NSVAL( INS )
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NLVL = MAX( INT( LOG( MAX( ONE, DBLE( MNMIN ) ) /
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$ DBLE( SMLSIZ+1 ) ) / LOG( TWO ) ) + 1, 0 )
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LWORK = MAX( 1, ( M+NRHS )*( N+2 ), ( N+NRHS )*( M+2 ),
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$ M*N+4*MNMIN+MAX( M, N ), 12*MNMIN+2*MNMIN*SMLSIZ+
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$ 8*MNMIN*NLVL+MNMIN*NRHS+(SMLSIZ+1)**2 )
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*
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DO 120 IRANK = 1, 2
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DO 110 ISCALE = 1, 3
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ITYPE = ( IRANK-1 )*3 + ISCALE
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IF( .NOT.DOTYPE( ITYPE ) )
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$ GO TO 110
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*
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IF( IRANK.EQ.1 ) THEN
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*
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* Test DGELS
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*
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* Generate a matrix of scaling type ISCALE
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*
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CALL DQRT13( ISCALE, M, N, COPYA, LDA, NORMA,
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$ ISEED )
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DO 40 INB = 1, NNB
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NB = NBVAL( INB )
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CALL XLAENV( 1, NB )
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CALL XLAENV( 3, NXVAL( INB ) )
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*
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DO 30 ITRAN = 1, 2
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IF( ITRAN.EQ.1 ) THEN
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TRANS = 'N'
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NROWS = M
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NCOLS = N
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ELSE
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TRANS = 'T'
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NROWS = N
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NCOLS = M
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END IF
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LDWORK = MAX( 1, NCOLS )
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*
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* Set up a consistent rhs
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*
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IF( NCOLS.GT.0 ) THEN
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CALL DLARNV( 2, ISEED, NCOLS*NRHS,
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$ WORK )
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CALL DSCAL( NCOLS*NRHS,
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$ ONE / DBLE( NCOLS ), WORK,
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$ 1 )
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END IF
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CALL DGEMM( TRANS, 'No transpose', NROWS,
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$ NRHS, NCOLS, ONE, COPYA, LDA,
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$ WORK, LDWORK, ZERO, B, LDB )
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CALL DLACPY( 'Full', NROWS, NRHS, B, LDB,
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$ COPYB, LDB )
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*
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* Solve LS or overdetermined system
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*
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IF( M.GT.0 .AND. N.GT.0 ) THEN
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CALL DLACPY( 'Full', M, N, COPYA, LDA,
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$ A, LDA )
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CALL DLACPY( 'Full', NROWS, NRHS,
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$ COPYB, LDB, B, LDB )
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END IF
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SRNAMT = 'DGELS '
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CALL DGELS( TRANS, M, N, NRHS, A, LDA, B,
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$ LDB, WORK, LWORK, INFO )
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IF( INFO.NE.0 )
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$ CALL ALAERH( PATH, 'DGELS ', INFO, 0,
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$ TRANS, M, N, NRHS, -1, NB,
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$ ITYPE, NFAIL, NERRS,
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$ NOUT )
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*
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* Check correctness of results
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*
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LDWORK = MAX( 1, NROWS )
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IF( NROWS.GT.0 .AND. NRHS.GT.0 )
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$ CALL DLACPY( 'Full', NROWS, NRHS,
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$ COPYB, LDB, C, LDB )
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CALL DQRT16( TRANS, M, N, NRHS, COPYA,
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$ LDA, B, LDB, C, LDB, WORK,
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$ RESULT( 1 ) )
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*
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IF( ( ITRAN.EQ.1 .AND. M.GE.N ) .OR.
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$ ( ITRAN.EQ.2 .AND. M.LT.N ) ) THEN
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*
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* Solving LS system
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*
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RESULT( 2 ) = DQRT17( TRANS, 1, M, N,
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$ NRHS, COPYA, LDA, B, LDB,
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$ COPYB, LDB, C, WORK,
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$ LWORK )
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ELSE
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*
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* Solving overdetermined system
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*
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RESULT( 2 ) = DQRT14( TRANS, M, N,
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$ NRHS, COPYA, LDA, B, LDB,
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$ WORK, LWORK )
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END IF
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*
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* Print information about the tests that
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* did not pass the threshold.
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*
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DO 20 K = 1, 2
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IF( RESULT( K ).GE.THRESH ) THEN
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IF( NFAIL.EQ.0 .AND. NERRS.EQ.0 )
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$ CALL ALAHD( NOUT, PATH )
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WRITE( NOUT, FMT = 9999 )TRANS, M,
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$ N, NRHS, NB, ITYPE, K,
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$ RESULT( K )
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NFAIL = NFAIL + 1
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END IF
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20 CONTINUE
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NRUN = NRUN + 2
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30 CONTINUE
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40 CONTINUE
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END IF
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*
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* Generate a matrix of scaling type ISCALE and rank
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* type IRANK.
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*
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CALL DQRT15( ISCALE, IRANK, M, N, NRHS, COPYA, LDA,
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$ COPYB, LDB, COPYS, RANK, NORMA, NORMB,
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$ ISEED, WORK, LWORK )
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*
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* workspace used: MAX(M+MIN(M,N),NRHS*MIN(M,N),2*N+M)
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*
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* Initialize vector IWORK.
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*
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DO 50 J = 1, N
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IWORK( J ) = 0
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50 CONTINUE
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LDWORK = MAX( 1, M )
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*
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* Test DGELSX
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*
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* DGELSX: Compute the minimum-norm solution X
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* to min( norm( A * X - B ) ) using a complete
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* orthogonal factorization.
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*
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CALL DLACPY( 'Full', M, N, COPYA, LDA, A, LDA )
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CALL DLACPY( 'Full', M, NRHS, COPYB, LDB, B, LDB )
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*
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SRNAMT = 'DGELSX'
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CALL DGELSX( M, N, NRHS, A, LDA, B, LDB, IWORK,
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$ RCOND, CRANK, WORK, INFO )
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IF( INFO.NE.0 )
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$ CALL ALAERH( PATH, 'DGELSX', INFO, 0, ' ', M, N,
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$ NRHS, -1, NB, ITYPE, NFAIL, NERRS,
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$ NOUT )
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*
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* workspace used: MAX( MNMIN+3*N, 2*MNMIN+NRHS )
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*
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* Test 3: Compute relative error in svd
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* workspace: M*N + 4*MIN(M,N) + MAX(M,N)
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*
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RESULT( 3 ) = DQRT12( CRANK, CRANK, A, LDA, COPYS,
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$ WORK, LWORK )
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*
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* Test 4: Compute error in solution
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* workspace: M*NRHS + M
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*
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CALL DLACPY( 'Full', M, NRHS, COPYB, LDB, WORK,
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$ LDWORK )
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CALL DQRT16( 'No transpose', M, N, NRHS, COPYA,
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$ LDA, B, LDB, WORK, LDWORK,
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$ WORK( M*NRHS+1 ), RESULT( 4 ) )
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*
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* Test 5: Check norm of r'*A
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* workspace: NRHS*(M+N)
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*
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RESULT( 5 ) = ZERO
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IF( M.GT.CRANK )
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$ RESULT( 5 ) = DQRT17( 'No transpose', 1, M, N,
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$ NRHS, COPYA, LDA, B, LDB, COPYB,
|
|
$ LDB, C, WORK, LWORK )
|
|
*
|
|
* Test 6: Check if x is in the rowspace of A
|
|
* workspace: (M+NRHS)*(N+2)
|
|
*
|
|
RESULT( 6 ) = ZERO
|
|
*
|
|
IF( N.GT.CRANK )
|
|
$ RESULT( 6 ) = DQRT14( 'No transpose', M, N,
|
|
$ NRHS, COPYA, LDA, B, LDB, WORK,
|
|
$ LWORK )
|
|
*
|
|
* Print information about the tests that did not
|
|
* pass the threshold.
|
|
*
|
|
DO 60 K = 3, 6
|
|
IF( RESULT( K ).GE.THRESH ) THEN
|
|
IF( NFAIL.EQ.0 .AND. NERRS.EQ.0 )
|
|
$ CALL ALAHD( NOUT, PATH )
|
|
WRITE( NOUT, FMT = 9998 )M, N, NRHS, NB,
|
|
$ ITYPE, K, RESULT( K )
|
|
NFAIL = NFAIL + 1
|
|
END IF
|
|
60 CONTINUE
|
|
NRUN = NRUN + 4
|
|
*
|
|
* Loop for testing different block sizes.
|
|
*
|
|
DO 100 INB = 1, NNB
|
|
NB = NBVAL( INB )
|
|
CALL XLAENV( 1, NB )
|
|
CALL XLAENV( 3, NXVAL( INB ) )
|
|
*
|
|
* Test DGELSY
|
|
*
|
|
* DGELSY: Compute the minimum-norm solution X
|
|
* to min( norm( A * X - B ) )
|
|
* using the rank-revealing orthogonal
|
|
* factorization.
|
|
*
|
|
* Initialize vector IWORK.
|
|
*
|
|
DO 70 J = 1, N
|
|
IWORK( J ) = 0
|
|
70 CONTINUE
|
|
*
|
|
* Set LWLSY to the adequate value.
|
|
*
|
|
LWLSY = MAX( 1, MNMIN+2*N+NB*( N+1 ),
|
|
$ 2*MNMIN+NB*NRHS )
|
|
*
|
|
CALL DLACPY( 'Full', M, N, COPYA, LDA, A, LDA )
|
|
CALL DLACPY( 'Full', M, NRHS, COPYB, LDB, B,
|
|
$ LDB )
|
|
*
|
|
SRNAMT = 'DGELSY'
|
|
CALL DGELSY( M, N, NRHS, A, LDA, B, LDB, IWORK,
|
|
$ RCOND, CRANK, WORK, LWLSY, INFO )
|
|
IF( INFO.NE.0 )
|
|
$ CALL ALAERH( PATH, 'DGELSY', INFO, 0, ' ', M,
|
|
$ N, NRHS, -1, NB, ITYPE, NFAIL,
|
|
$ NERRS, NOUT )
|
|
*
|
|
* Test 7: Compute relative error in svd
|
|
* workspace: M*N + 4*MIN(M,N) + MAX(M,N)
|
|
*
|
|
RESULT( 7 ) = DQRT12( CRANK, CRANK, A, LDA,
|
|
$ COPYS, WORK, LWORK )
|
|
*
|
|
* Test 8: Compute error in solution
|
|
* workspace: M*NRHS + M
|
|
*
|
|
CALL DLACPY( 'Full', M, NRHS, COPYB, LDB, WORK,
|
|
$ LDWORK )
|
|
CALL DQRT16( 'No transpose', M, N, NRHS, COPYA,
|
|
$ LDA, B, LDB, WORK, LDWORK,
|
|
$ WORK( M*NRHS+1 ), RESULT( 8 ) )
|
|
*
|
|
* Test 9: Check norm of r'*A
|
|
* workspace: NRHS*(M+N)
|
|
*
|
|
RESULT( 9 ) = ZERO
|
|
IF( M.GT.CRANK )
|
|
$ RESULT( 9 ) = DQRT17( 'No transpose', 1, M,
|
|
$ N, NRHS, COPYA, LDA, B, LDB,
|
|
$ COPYB, LDB, C, WORK, LWORK )
|
|
*
|
|
* Test 10: Check if x is in the rowspace of A
|
|
* workspace: (M+NRHS)*(N+2)
|
|
*
|
|
RESULT( 10 ) = ZERO
|
|
*
|
|
IF( N.GT.CRANK )
|
|
$ RESULT( 10 ) = DQRT14( 'No transpose', M, N,
|
|
$ NRHS, COPYA, LDA, B, LDB,
|
|
$ WORK, LWORK )
|
|
*
|
|
* Test DGELSS
|
|
*
|
|
* DGELSS: Compute the minimum-norm solution X
|
|
* to min( norm( A * X - B ) )
|
|
* using the SVD.
|
|
*
|
|
CALL DLACPY( 'Full', M, N, COPYA, LDA, A, LDA )
|
|
CALL DLACPY( 'Full', M, NRHS, COPYB, LDB, B,
|
|
$ LDB )
|
|
SRNAMT = 'DGELSS'
|
|
CALL DGELSS( M, N, NRHS, A, LDA, B, LDB, S,
|
|
$ RCOND, CRANK, WORK, LWORK, INFO )
|
|
IF( INFO.NE.0 )
|
|
$ CALL ALAERH( PATH, 'DGELSS', INFO, 0, ' ', M,
|
|
$ N, NRHS, -1, NB, ITYPE, NFAIL,
|
|
$ NERRS, NOUT )
|
|
*
|
|
* workspace used: 3*min(m,n) +
|
|
* max(2*min(m,n),nrhs,max(m,n))
|
|
*
|
|
* Test 11: Compute relative error in svd
|
|
*
|
|
IF( RANK.GT.0 ) THEN
|
|
CALL DAXPY( MNMIN, -ONE, COPYS, 1, S, 1 )
|
|
RESULT( 11 ) = DASUM( MNMIN, S, 1 ) /
|
|
$ DASUM( MNMIN, COPYS, 1 ) /
|
|
$ ( EPS*DBLE( MNMIN ) )
|
|
ELSE
|
|
RESULT( 11 ) = ZERO
|
|
END IF
|
|
*
|
|
* Test 12: Compute error in solution
|
|
*
|
|
CALL DLACPY( 'Full', M, NRHS, COPYB, LDB, WORK,
|
|
$ LDWORK )
|
|
CALL DQRT16( 'No transpose', M, N, NRHS, COPYA,
|
|
$ LDA, B, LDB, WORK, LDWORK,
|
|
$ WORK( M*NRHS+1 ), RESULT( 12 ) )
|
|
*
|
|
* Test 13: Check norm of r'*A
|
|
*
|
|
RESULT( 13 ) = ZERO
|
|
IF( M.GT.CRANK )
|
|
$ RESULT( 13 ) = DQRT17( 'No transpose', 1, M,
|
|
$ N, NRHS, COPYA, LDA, B, LDB,
|
|
$ COPYB, LDB, C, WORK, LWORK )
|
|
*
|
|
* Test 14: Check if x is in the rowspace of A
|
|
*
|
|
RESULT( 14 ) = ZERO
|
|
IF( N.GT.CRANK )
|
|
$ RESULT( 14 ) = DQRT14( 'No transpose', M, N,
|
|
$ NRHS, COPYA, LDA, B, LDB,
|
|
$ WORK, LWORK )
|
|
*
|
|
* Test DGELSD
|
|
*
|
|
* DGELSD: Compute the minimum-norm solution X
|
|
* to min( norm( A * X - B ) ) using a
|
|
* divide and conquer SVD.
|
|
*
|
|
* Initialize vector IWORK.
|
|
*
|
|
DO 80 J = 1, N
|
|
IWORK( J ) = 0
|
|
80 CONTINUE
|
|
*
|
|
CALL DLACPY( 'Full', M, N, COPYA, LDA, A, LDA )
|
|
CALL DLACPY( 'Full', M, NRHS, COPYB, LDB, B,
|
|
$ LDB )
|
|
*
|
|
SRNAMT = 'DGELSD'
|
|
CALL DGELSD( M, N, NRHS, A, LDA, B, LDB, S,
|
|
$ RCOND, CRANK, WORK, LWORK, IWORK,
|
|
$ INFO )
|
|
IF( INFO.NE.0 )
|
|
$ CALL ALAERH( PATH, 'DGELSD', INFO, 0, ' ', M,
|
|
$ N, NRHS, -1, NB, ITYPE, NFAIL,
|
|
$ NERRS, NOUT )
|
|
*
|
|
* Test 15: Compute relative error in svd
|
|
*
|
|
IF( RANK.GT.0 ) THEN
|
|
CALL DAXPY( MNMIN, -ONE, COPYS, 1, S, 1 )
|
|
RESULT( 15 ) = DASUM( MNMIN, S, 1 ) /
|
|
$ DASUM( MNMIN, COPYS, 1 ) /
|
|
$ ( EPS*DBLE( MNMIN ) )
|
|
ELSE
|
|
RESULT( 15 ) = ZERO
|
|
END IF
|
|
*
|
|
* Test 16: Compute error in solution
|
|
*
|
|
CALL DLACPY( 'Full', M, NRHS, COPYB, LDB, WORK,
|
|
$ LDWORK )
|
|
CALL DQRT16( 'No transpose', M, N, NRHS, COPYA,
|
|
$ LDA, B, LDB, WORK, LDWORK,
|
|
$ WORK( M*NRHS+1 ), RESULT( 16 ) )
|
|
*
|
|
* Test 17: Check norm of r'*A
|
|
*
|
|
RESULT( 17 ) = ZERO
|
|
IF( M.GT.CRANK )
|
|
$ RESULT( 17 ) = DQRT17( 'No transpose', 1, M,
|
|
$ N, NRHS, COPYA, LDA, B, LDB,
|
|
$ COPYB, LDB, C, WORK, LWORK )
|
|
*
|
|
* Test 18: Check if x is in the rowspace of A
|
|
*
|
|
RESULT( 18 ) = ZERO
|
|
IF( N.GT.CRANK )
|
|
$ RESULT( 18 ) = DQRT14( 'No transpose', M, N,
|
|
$ NRHS, COPYA, LDA, B, LDB,
|
|
$ WORK, LWORK )
|
|
*
|
|
* Print information about the tests that did not
|
|
* pass the threshold.
|
|
*
|
|
DO 90 K = 7, NTESTS
|
|
IF( RESULT( K ).GE.THRESH ) THEN
|
|
IF( NFAIL.EQ.0 .AND. NERRS.EQ.0 )
|
|
$ CALL ALAHD( NOUT, PATH )
|
|
WRITE( NOUT, FMT = 9998 )M, N, NRHS, NB,
|
|
$ ITYPE, K, RESULT( K )
|
|
NFAIL = NFAIL + 1
|
|
END IF
|
|
90 CONTINUE
|
|
NRUN = NRUN + 12
|
|
*
|
|
100 CONTINUE
|
|
110 CONTINUE
|
|
120 CONTINUE
|
|
130 CONTINUE
|
|
140 CONTINUE
|
|
150 CONTINUE
|
|
*
|
|
* Print a summary of the results.
|
|
*
|
|
CALL ALASVM( PATH, NOUT, NFAIL, NRUN, NERRS )
|
|
*
|
|
9999 FORMAT( ' TRANS=''', A1, ''', M=', I5, ', N=', I5, ', NRHS=', I4,
|
|
$ ', NB=', I4, ', type', I2, ', test(', I2, ')=', G12.5 )
|
|
9998 FORMAT( ' M=', I5, ', N=', I5, ', NRHS=', I4, ', NB=', I4,
|
|
$ ', type', I2, ', test(', I2, ')=', G12.5 )
|
|
RETURN
|
|
*
|
|
* End of DDRVLS
|
|
*
|
|
END
|