 LAPACK  3.10.0 LAPACK: Linear Algebra PACKage

◆ sgqrts()

 subroutine sgqrts ( integer N, integer M, integer P, real, dimension( lda, * ) A, real, dimension( lda, * ) AF, real, dimension( lda, * ) Q, real, dimension( lda, * ) R, integer LDA, real, dimension( * ) TAUA, real, dimension( ldb, * ) B, real, dimension( ldb, * ) BF, real, dimension( ldb, * ) Z, real, dimension( ldb, * ) T, real, dimension( ldb, * ) BWK, integer LDB, real, dimension( * ) TAUB, real, dimension( lwork ) WORK, integer LWORK, real, dimension( * ) RWORK, real, dimension( 4 ) RESULT )

SGQRTS

Purpose:
SGQRTS tests SGGQRF, which computes the GQR factorization of an
N-by-M matrix A and a N-by-P matrix B: A = Q*R and B = Q*T*Z.
Parameters
 [in] N N is INTEGER The number of rows of the matrices A and B. N >= 0. [in] M M is INTEGER The number of columns of the matrix A. M >= 0. [in] P P is INTEGER The number of columns of the matrix B. P >= 0. [in] A A is REAL array, dimension (LDA,M) The N-by-M matrix A. [out] AF AF is REAL array, dimension (LDA,N) Details of the GQR factorization of A and B, as returned by SGGQRF, see SGGQRF for further details. [out] Q Q is REAL array, dimension (LDA,N) The M-by-M orthogonal matrix Q. [out] R R is REAL array, dimension (LDA,MAX(M,N)) [in] LDA LDA is INTEGER The leading dimension of the arrays A, AF, R and Q. LDA >= max(M,N). [out] TAUA TAUA is REAL array, dimension (min(M,N)) The scalar factors of the elementary reflectors, as returned by SGGQRF. [in] B B is REAL array, dimension (LDB,P) On entry, the N-by-P matrix A. [out] BF BF is REAL array, dimension (LDB,N) Details of the GQR factorization of A and B, as returned by SGGQRF, see SGGQRF for further details. [out] Z Z is REAL array, dimension (LDB,P) The P-by-P orthogonal matrix Z. [out] T T is REAL array, dimension (LDB,max(P,N)) [out] BWK BWK is REAL array, dimension (LDB,N) [in] LDB LDB is INTEGER The leading dimension of the arrays B, BF, Z and T. LDB >= max(P,N). [out] TAUB TAUB is REAL array, dimension (min(P,N)) The scalar factors of the elementary reflectors, as returned by SGGRQF. [out] WORK WORK is REAL array, dimension (LWORK) [in] LWORK LWORK is INTEGER The dimension of the array WORK, LWORK >= max(N,M,P)**2. [out] RWORK RWORK is REAL array, dimension (max(N,M,P)) [out] RESULT RESULT is REAL array, dimension (4) The test ratios: RESULT(1) = norm( R - Q'*A ) / ( MAX(M,N)*norm(A)*ULP) RESULT(2) = norm( T*Z - Q'*B ) / (MAX(P,N)*norm(B)*ULP) RESULT(3) = norm( I - Q'*Q ) / ( M*ULP ) RESULT(4) = norm( I - Z'*Z ) / ( P*ULP )

Definition at line 174 of file sgqrts.f.

176 *
177 * -- LAPACK test routine --
178 * -- LAPACK is a software package provided by Univ. of Tennessee, --
179 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
180 *
181 * .. Scalar Arguments ..
182  INTEGER LDA, LDB, LWORK, M, P, N
183 * ..
184 * .. Array Arguments ..
185  REAL A( LDA, * ), AF( LDA, * ), R( LDA, * ),
186  \$ Q( LDA, * ), B( LDB, * ), BF( LDB, * ),
187  \$ T( LDB, * ), Z( LDB, * ), BWK( LDB, * ),
188  \$ TAUA( * ), TAUB( * ), RESULT( 4 ),
189  \$ RWORK( * ), WORK( LWORK )
190 * ..
191 *
192 * =====================================================================
193 *
194 * .. Parameters ..
195  REAL ZERO, ONE
196  parameter( zero = 0.0e+0, one = 1.0e+0 )
197  REAL ROGUE
198  parameter( rogue = -1.0e+10 )
199 * ..
200 * .. Local Scalars ..
201  INTEGER INFO
202  REAL ANORM, BNORM, ULP, UNFL, RESID
203 * ..
204 * .. External Functions ..
205  REAL SLAMCH, SLANGE, SLANSY
206  EXTERNAL slamch, slange, slansy
207 * ..
208 * .. External Subroutines ..
209  EXTERNAL sgemm, slacpy, slaset, sorgqr,
210  \$ sorgrq, ssyrk
211 * ..
212 * .. Intrinsic Functions ..
213  INTRINSIC max, min, real
214 * ..
215 * .. Executable Statements ..
216 *
217  ulp = slamch( 'Precision' )
218  unfl = slamch( 'Safe minimum' )
219 *
220 * Copy the matrix A to the array AF.
221 *
222  CALL slacpy( 'Full', n, m, a, lda, af, lda )
223  CALL slacpy( 'Full', n, p, b, ldb, bf, ldb )
224 *
225  anorm = max( slange( '1', n, m, a, lda, rwork ), unfl )
226  bnorm = max( slange( '1', n, p, b, ldb, rwork ), unfl )
227 *
228 * Factorize the matrices A and B in the arrays AF and BF.
229 *
230  CALL sggqrf( n, m, p, af, lda, taua, bf, ldb, taub, work,
231  \$ lwork, info )
232 *
233 * Generate the N-by-N matrix Q
234 *
235  CALL slaset( 'Full', n, n, rogue, rogue, q, lda )
236  CALL slacpy( 'Lower', n-1, m, af( 2,1 ), lda, q( 2,1 ), lda )
237  CALL sorgqr( n, n, min( n, m ), q, lda, taua, work, lwork, info )
238 *
239 * Generate the P-by-P matrix Z
240 *
241  CALL slaset( 'Full', p, p, rogue, rogue, z, ldb )
242  IF( n.LE.p ) THEN
243  IF( n.GT.0 .AND. n.LT.p )
244  \$ CALL slacpy( 'Full', n, p-n, bf, ldb, z( p-n+1, 1 ), ldb )
245  IF( n.GT.1 )
246  \$ CALL slacpy( 'Lower', n-1, n-1, bf( 2, p-n+1 ), ldb,
247  \$ z( p-n+2, p-n+1 ), ldb )
248  ELSE
249  IF( p.GT.1)
250  \$ CALL slacpy( 'Lower', p-1, p-1, bf( n-p+2, 1 ), ldb,
251  \$ z( 2, 1 ), ldb )
252  END IF
253  CALL sorgrq( p, p, min( n, p ), z, ldb, taub, work, lwork, info )
254 *
255 * Copy R
256 *
257  CALL slaset( 'Full', n, m, zero, zero, r, lda )
258  CALL slacpy( 'Upper', n, m, af, lda, r, lda )
259 *
260 * Copy T
261 *
262  CALL slaset( 'Full', n, p, zero, zero, t, ldb )
263  IF( n.LE.p ) THEN
264  CALL slacpy( 'Upper', n, n, bf( 1, p-n+1 ), ldb, t( 1, p-n+1 ),
265  \$ ldb )
266  ELSE
267  CALL slacpy( 'Full', n-p, p, bf, ldb, t, ldb )
268  CALL slacpy( 'Upper', p, p, bf( n-p+1, 1 ), ldb, t( n-p+1, 1 ),
269  \$ ldb )
270  END IF
271 *
272 * Compute R - Q'*A
273 *
274  CALL sgemm( 'Transpose', 'No transpose', n, m, n, -one, q, lda, a,
275  \$ lda, one, r, lda )
276 *
277 * Compute norm( R - Q'*A ) / ( MAX(M,N)*norm(A)*ULP ) .
278 *
279  resid = slange( '1', n, m, r, lda, rwork )
280  IF( anorm.GT.zero ) THEN
281  result( 1 ) = ( ( resid / real( max(1,m,n) ) ) / anorm ) / ulp
282  ELSE
283  result( 1 ) = zero
284  END IF
285 *
286 * Compute T*Z - Q'*B
287 *
288  CALL sgemm( 'No Transpose', 'No transpose', n, p, p, one, t, ldb,
289  \$ z, ldb, zero, bwk, ldb )
290  CALL sgemm( 'Transpose', 'No transpose', n, p, n, -one, q, lda,
291  \$ b, ldb, one, bwk, ldb )
292 *
293 * Compute norm( T*Z - Q'*B ) / ( MAX(P,N)*norm(A)*ULP ) .
294 *
295  resid = slange( '1', n, p, bwk, ldb, rwork )
296  IF( bnorm.GT.zero ) THEN
297  result( 2 ) = ( ( resid / real( max(1,p,n ) ) )/bnorm ) / ulp
298  ELSE
299  result( 2 ) = zero
300  END IF
301 *
302 * Compute I - Q'*Q
303 *
304  CALL slaset( 'Full', n, n, zero, one, r, lda )
305  CALL ssyrk( 'Upper', 'Transpose', n, n, -one, q, lda, one, r,
306  \$ lda )
307 *
308 * Compute norm( I - Q'*Q ) / ( N * ULP ) .
309 *
310  resid = slansy( '1', 'Upper', n, r, lda, rwork )
311  result( 3 ) = ( resid / real( max( 1, n ) ) ) / ulp
312 *
313 * Compute I - Z'*Z
314 *
315  CALL slaset( 'Full', p, p, zero, one, t, ldb )
316  CALL ssyrk( 'Upper', 'Transpose', p, p, -one, z, ldb, one, t,
317  \$ ldb )
318 *
319 * Compute norm( I - Z'*Z ) / ( P*ULP ) .
320 *
321  resid = slansy( '1', 'Upper', p, t, ldb, rwork )
322  result( 4 ) = ( resid / real( max( 1, p ) ) ) / ulp
323 *
324  RETURN
325 *
326 * End of SGQRTS
327 *
subroutine slaset(UPLO, M, N, ALPHA, BETA, A, LDA)
SLASET initializes the off-diagonal elements and the diagonal elements of a matrix to given values.
Definition: slaset.f:110
subroutine slacpy(UPLO, M, N, A, LDA, B, LDB)
SLACPY copies all or part of one two-dimensional array to another.
Definition: slacpy.f:103
real function slange(NORM, M, N, A, LDA, WORK)
SLANGE returns the value of the 1-norm, Frobenius norm, infinity-norm, or the largest absolute value ...
Definition: slange.f:114
subroutine sorgrq(M, N, K, A, LDA, TAU, WORK, LWORK, INFO)
SORGRQ
Definition: sorgrq.f:128
subroutine sorgqr(M, N, K, A, LDA, TAU, WORK, LWORK, INFO)
SORGQR
Definition: sorgqr.f:128
subroutine sggqrf(N, M, P, A, LDA, TAUA, B, LDB, TAUB, WORK, LWORK, INFO)
SGGQRF
Definition: sggqrf.f:215
real function slansy(NORM, UPLO, N, A, LDA, WORK)
SLANSY returns the value of the 1-norm, or the Frobenius norm, or the infinity norm,...
Definition: slansy.f:122
subroutine ssyrk(UPLO, TRANS, N, K, ALPHA, A, LDA, BETA, C, LDC)
SSYRK
Definition: ssyrk.f:169
subroutine sgemm(TRANSA, TRANSB, M, N, K, ALPHA, A, LDA, B, LDB, BETA, C, LDC)
SGEMM
Definition: sgemm.f:187
real function slamch(CMACH)
SLAMCH
Definition: slamch.f:68
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