LAPACK 3.3.1
Linear Algebra PACKage

cqlt02.f

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00001       SUBROUTINE CQLT02( M, N, K, A, AF, Q, L, LDA, TAU, WORK, LWORK,
00002      $                   RWORK, RESULT )
00003 *
00004 *  -- LAPACK test routine (version 3.1) --
00005 *     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
00006 *     November 2006
00007 *
00008 *     .. Scalar Arguments ..
00009       INTEGER            K, LDA, LWORK, M, N
00010 *     ..
00011 *     .. Array Arguments ..
00012       REAL               RESULT( * ), RWORK( * )
00013       COMPLEX            A( LDA, * ), AF( LDA, * ), L( LDA, * ),
00014      $                   Q( LDA, * ), TAU( * ), WORK( LWORK )
00015 *     ..
00016 *
00017 *  Purpose
00018 *  =======
00019 *
00020 *  CQLT02 tests CUNGQL, which generates an m-by-n matrix Q with
00021 *  orthonornmal columns that is defined as the product of k elementary
00022 *  reflectors.
00023 *
00024 *  Given the QL factorization of an m-by-n matrix A, CQLT02 generates
00025 *  the orthogonal matrix Q defined by the factorization of the last k
00026 *  columns of A; it compares L(m-n+1:m,n-k+1:n) with
00027 *  Q(1:m,m-n+1:m)'*A(1:m,n-k+1:n), and checks that the columns of Q are
00028 *  orthonormal.
00029 *
00030 *  Arguments
00031 *  =========
00032 *
00033 *  M       (input) INTEGER
00034 *          The number of rows of the matrix Q to be generated.  M >= 0.
00035 *
00036 *  N       (input) INTEGER
00037 *          The number of columns of the matrix Q to be generated.
00038 *          M >= N >= 0.
00039 *
00040 *  K       (input) INTEGER
00041 *          The number of elementary reflectors whose product defines the
00042 *          matrix Q. N >= K >= 0.
00043 *
00044 *  A       (input) COMPLEX array, dimension (LDA,N)
00045 *          The m-by-n matrix A which was factorized by CQLT01.
00046 *
00047 *  AF      (input) COMPLEX array, dimension (LDA,N)
00048 *          Details of the QL factorization of A, as returned by CGEQLF.
00049 *          See CGEQLF for further details.
00050 *
00051 *  Q       (workspace) COMPLEX array, dimension (LDA,N)
00052 *
00053 *  L       (workspace) COMPLEX array, dimension (LDA,N)
00054 *
00055 *  LDA     (input) INTEGER
00056 *          The leading dimension of the arrays A, AF, Q and L. LDA >= M.
00057 *
00058 *  TAU     (input) COMPLEX array, dimension (N)
00059 *          The scalar factors of the elementary reflectors corresponding
00060 *          to the QL factorization in AF.
00061 *
00062 *  WORK    (workspace) COMPLEX array, dimension (LWORK)
00063 *
00064 *  LWORK   (input) INTEGER
00065 *          The dimension of the array WORK.
00066 *
00067 *  RWORK   (workspace) REAL array, dimension (M)
00068 *
00069 *  RESULT  (output) REAL array, dimension (2)
00070 *          The test ratios:
00071 *          RESULT(1) = norm( L - Q'*A ) / ( M * norm(A) * EPS )
00072 *          RESULT(2) = norm( I - Q'*Q ) / ( M * EPS )
00073 *
00074 *  =====================================================================
00075 *
00076 *     .. Parameters ..
00077       REAL               ZERO, ONE
00078       PARAMETER          ( ZERO = 0.0E+0, ONE = 1.0E+0 )
00079       COMPLEX            ROGUE
00080       PARAMETER          ( ROGUE = ( -1.0E+10, -1.0E+10 ) )
00081 *     ..
00082 *     .. Local Scalars ..
00083       INTEGER            INFO
00084       REAL               ANORM, EPS, RESID
00085 *     ..
00086 *     .. External Functions ..
00087       REAL               CLANGE, CLANSY, SLAMCH
00088       EXTERNAL           CLANGE, CLANSY, SLAMCH
00089 *     ..
00090 *     .. External Subroutines ..
00091       EXTERNAL           CGEMM, CHERK, CLACPY, CLASET, CUNGQL
00092 *     ..
00093 *     .. Intrinsic Functions ..
00094       INTRINSIC          CMPLX, MAX, REAL
00095 *     ..
00096 *     .. Scalars in Common ..
00097       CHARACTER*32       SRNAMT
00098 *     ..
00099 *     .. Common blocks ..
00100       COMMON             / SRNAMC / SRNAMT
00101 *     ..
00102 *     .. Executable Statements ..
00103 *
00104 *     Quick return if possible
00105 *
00106       IF( M.EQ.0 .OR. N.EQ.0 .OR. K.EQ.0 ) THEN
00107          RESULT( 1 ) = ZERO
00108          RESULT( 2 ) = ZERO
00109          RETURN
00110       END IF
00111 *
00112       EPS = SLAMCH( 'Epsilon' )
00113 *
00114 *     Copy the last k columns of the factorization to the array Q
00115 *
00116       CALL CLASET( 'Full', M, N, ROGUE, ROGUE, Q, LDA )
00117       IF( K.LT.M )
00118      $   CALL CLACPY( 'Full', M-K, K, AF( 1, N-K+1 ), LDA,
00119      $                Q( 1, N-K+1 ), LDA )
00120       IF( K.GT.1 )
00121      $   CALL CLACPY( 'Upper', K-1, K-1, AF( M-K+1, N-K+2 ), LDA,
00122      $                Q( M-K+1, N-K+2 ), LDA )
00123 *
00124 *     Generate the last n columns of the matrix Q
00125 *
00126       SRNAMT = 'CUNGQL'
00127       CALL CUNGQL( M, N, K, Q, LDA, TAU( N-K+1 ), WORK, LWORK, INFO )
00128 *
00129 *     Copy L(m-n+1:m,n-k+1:n)
00130 *
00131       CALL CLASET( 'Full', N, K, CMPLX( ZERO ), CMPLX( ZERO ),
00132      $             L( M-N+1, N-K+1 ), LDA )
00133       CALL CLACPY( 'Lower', K, K, AF( M-K+1, N-K+1 ), LDA,
00134      $             L( M-K+1, N-K+1 ), LDA )
00135 *
00136 *     Compute L(m-n+1:m,n-k+1:n) - Q(1:m,m-n+1:m)' * A(1:m,n-k+1:n)
00137 *
00138       CALL CGEMM( 'Conjugate transpose', 'No transpose', N, K, M,
00139      $            CMPLX( -ONE ), Q, LDA, A( 1, N-K+1 ), LDA,
00140      $            CMPLX( ONE ), L( M-N+1, N-K+1 ), LDA )
00141 *
00142 *     Compute norm( L - Q'*A ) / ( M * norm(A) * EPS ) .
00143 *
00144       ANORM = CLANGE( '1', M, K, A( 1, N-K+1 ), LDA, RWORK )
00145       RESID = CLANGE( '1', N, K, L( M-N+1, N-K+1 ), LDA, RWORK )
00146       IF( ANORM.GT.ZERO ) THEN
00147          RESULT( 1 ) = ( ( RESID / REAL( MAX( 1, M ) ) ) / ANORM ) / EPS
00148       ELSE
00149          RESULT( 1 ) = ZERO
00150       END IF
00151 *
00152 *     Compute I - Q'*Q
00153 *
00154       CALL CLASET( 'Full', N, N, CMPLX( ZERO ), CMPLX( ONE ), L, LDA )
00155       CALL CHERK( 'Upper', 'Conjugate transpose', N, M, -ONE, Q, LDA,
00156      $            ONE, L, LDA )
00157 *
00158 *     Compute norm( I - Q'*Q ) / ( M * EPS ) .
00159 *
00160       RESID = CLANSY( '1', 'Upper', N, L, LDA, RWORK )
00161 *
00162       RESULT( 2 ) = ( RESID / REAL( MAX( 1, M ) ) ) / EPS
00163 *
00164       RETURN
00165 *
00166 *     End of CQLT02
00167 *
00168       END
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