 LAPACK  3.10.0 LAPACK: Linear Algebra PACKage

◆ dgrqts()

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

DGRQTS

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

Definition at line 174 of file dgrqts.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, N, P
183 * ..
184 * .. Array Arguments ..
185  DOUBLE PRECISION A( LDA, * ), AF( LDA, * ), B( LDB, * ),
186  \$ BF( LDB, * ), BWK( LDB, * ), Q( LDA, * ),
187  \$ R( LDA, * ), RESULT( 4 ), RWORK( * ),
188  \$ T( LDB, * ), TAUA( * ), TAUB( * ),
189  \$ WORK( LWORK ), Z( LDB, * )
190 * ..
191 *
192 * =====================================================================
193 *
194 * .. Parameters ..
195  DOUBLE PRECISION ZERO, ONE
196  parameter( zero = 0.0d+0, one = 1.0d+0 )
197  DOUBLE PRECISION ROGUE
198  parameter( rogue = -1.0d+10 )
199 * ..
200 * .. Local Scalars ..
201  INTEGER INFO
202  DOUBLE PRECISION ANORM, BNORM, RESID, ULP, UNFL
203 * ..
204 * .. External Functions ..
205  DOUBLE PRECISION DLAMCH, DLANGE, DLANSY
206  EXTERNAL dlamch, dlange, dlansy
207 * ..
208 * .. External Subroutines ..
209  EXTERNAL dgemm, dggrqf, dlacpy, dlaset, dorgqr, dorgrq,
210  \$ dsyrk
211 * ..
212 * .. Intrinsic Functions ..
213  INTRINSIC dble, max, min
214 * ..
215 * .. Executable Statements ..
216 *
217  ulp = dlamch( 'Precision' )
218  unfl = dlamch( 'Safe minimum' )
219 *
220 * Copy the matrix A to the array AF.
221 *
222  CALL dlacpy( 'Full', m, n, a, lda, af, lda )
223  CALL dlacpy( 'Full', p, n, b, ldb, bf, ldb )
224 *
225  anorm = max( dlange( '1', m, n, a, lda, rwork ), unfl )
226  bnorm = max( dlange( '1', p, n, b, ldb, rwork ), unfl )
227 *
228 * Factorize the matrices A and B in the arrays AF and BF.
229 *
230  CALL dggrqf( m, p, n, af, lda, taua, bf, ldb, taub, work, lwork,
231  \$ info )
232 *
233 * Generate the N-by-N matrix Q
234 *
235  CALL dlaset( 'Full', n, n, rogue, rogue, q, lda )
236  IF( m.LE.n ) THEN
237  IF( m.GT.0 .AND. m.LT.n )
238  \$ CALL dlacpy( 'Full', m, n-m, af, lda, q( n-m+1, 1 ), lda )
239  IF( m.GT.1 )
240  \$ CALL dlacpy( 'Lower', m-1, m-1, af( 2, n-m+1 ), lda,
241  \$ q( n-m+2, n-m+1 ), lda )
242  ELSE
243  IF( n.GT.1 )
244  \$ CALL dlacpy( 'Lower', n-1, n-1, af( m-n+2, 1 ), lda,
245  \$ q( 2, 1 ), lda )
246  END IF
247  CALL dorgrq( n, n, min( m, n ), q, lda, taua, work, lwork, info )
248 *
249 * Generate the P-by-P matrix Z
250 *
251  CALL dlaset( 'Full', p, p, rogue, rogue, z, ldb )
252  IF( p.GT.1 )
253  \$ CALL dlacpy( 'Lower', p-1, n, bf( 2, 1 ), ldb, z( 2, 1 ), ldb )
254  CALL dorgqr( p, p, min( p, n ), z, ldb, taub, work, lwork, info )
255 *
256 * Copy R
257 *
258  CALL dlaset( 'Full', m, n, zero, zero, r, lda )
259  IF( m.LE.n ) THEN
260  CALL dlacpy( 'Upper', m, m, af( 1, n-m+1 ), lda, r( 1, n-m+1 ),
261  \$ lda )
262  ELSE
263  CALL dlacpy( 'Full', m-n, n, af, lda, r, lda )
264  CALL dlacpy( 'Upper', n, n, af( m-n+1, 1 ), lda, r( m-n+1, 1 ),
265  \$ lda )
266  END IF
267 *
268 * Copy T
269 *
270  CALL dlaset( 'Full', p, n, zero, zero, t, ldb )
271  CALL dlacpy( 'Upper', p, n, bf, ldb, t, ldb )
272 *
273 * Compute R - A*Q'
274 *
275  CALL dgemm( 'No transpose', 'Transpose', m, n, n, -one, a, lda, q,
276  \$ lda, one, r, lda )
277 *
278 * Compute norm( R - A*Q' ) / ( MAX(M,N)*norm(A)*ULP ) .
279 *
280  resid = dlange( '1', m, n, r, lda, rwork )
281  IF( anorm.GT.zero ) THEN
282  result( 1 ) = ( ( resid / dble( max( 1, m, n ) ) ) / anorm ) /
283  \$ ulp
284  ELSE
285  result( 1 ) = zero
286  END IF
287 *
288 * Compute T*Q - Z'*B
289 *
290  CALL dgemm( 'Transpose', 'No transpose', p, n, p, one, z, ldb, b,
291  \$ ldb, zero, bwk, ldb )
292  CALL dgemm( 'No transpose', 'No transpose', p, n, n, one, t, ldb,
293  \$ q, lda, -one, bwk, ldb )
294 *
295 * Compute norm( T*Q - Z'*B ) / ( MAX(P,N)*norm(A)*ULP ) .
296 *
297  resid = dlange( '1', p, n, bwk, ldb, rwork )
298  IF( bnorm.GT.zero ) THEN
299  result( 2 ) = ( ( resid / dble( max( 1, p, m ) ) ) / bnorm ) /
300  \$ ulp
301  ELSE
302  result( 2 ) = zero
303  END IF
304 *
305 * Compute I - Q*Q'
306 *
307  CALL dlaset( 'Full', n, n, zero, one, r, lda )
308  CALL dsyrk( 'Upper', 'No Transpose', n, n, -one, q, lda, one, r,
309  \$ lda )
310 *
311 * Compute norm( I - Q'*Q ) / ( N * ULP ) .
312 *
313  resid = dlansy( '1', 'Upper', n, r, lda, rwork )
314  result( 3 ) = ( resid / dble( max( 1, n ) ) ) / ulp
315 *
316 * Compute I - Z'*Z
317 *
318  CALL dlaset( 'Full', p, p, zero, one, t, ldb )
319  CALL dsyrk( 'Upper', 'Transpose', p, p, -one, z, ldb, one, t,
320  \$ ldb )
321 *
322 * Compute norm( I - Z'*Z ) / ( P*ULP ) .
323 *
324  resid = dlansy( '1', 'Upper', p, t, ldb, rwork )
325  result( 4 ) = ( resid / dble( max( 1, p ) ) ) / ulp
326 *
327  RETURN
328 *
329 * End of DGRQTS
330 *
double precision function dlamch(CMACH)
DLAMCH
Definition: dlamch.f:69
subroutine dlacpy(UPLO, M, N, A, LDA, B, LDB)
DLACPY copies all or part of one two-dimensional array to another.
Definition: dlacpy.f:103
subroutine dlaset(UPLO, M, N, ALPHA, BETA, A, LDA)
DLASET initializes the off-diagonal elements and the diagonal elements of a matrix to given values.
Definition: dlaset.f:110
subroutine dsyrk(UPLO, TRANS, N, K, ALPHA, A, LDA, BETA, C, LDC)
DSYRK
Definition: dsyrk.f:169
subroutine dgemm(TRANSA, TRANSB, M, N, K, ALPHA, A, LDA, B, LDB, BETA, C, LDC)
DGEMM
Definition: dgemm.f:187
double precision function dlange(NORM, M, N, A, LDA, WORK)
DLANGE returns the value of the 1-norm, Frobenius norm, infinity-norm, or the largest absolute value ...
Definition: dlange.f:114
subroutine dorgrq(M, N, K, A, LDA, TAU, WORK, LWORK, INFO)
DORGRQ
Definition: dorgrq.f:128
subroutine dorgqr(M, N, K, A, LDA, TAU, WORK, LWORK, INFO)
DORGQR
Definition: dorgqr.f:128
subroutine dggrqf(M, P, N, A, LDA, TAUA, B, LDB, TAUB, WORK, LWORK, INFO)
DGGRQF
Definition: dggrqf.f:214
double precision function dlansy(NORM, UPLO, N, A, LDA, WORK)
DLANSY returns the value of the 1-norm, or the Frobenius norm, or the infinity norm,...
Definition: dlansy.f:122
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