numeric-linalg

Educational material on the SciPy implementation of numerical linear algebra algorithms

Name	Size	Mode
..
lapack/TESTING/EIG/chpt21.f	14444B	-rw-r--r--

*> \brief \b CHPT21
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*  Definition:
*  ===========
*
*       SUBROUTINE CHPT21( ITYPE, UPLO, N, KBAND, AP, D, E, U, LDU, VP,
*                          TAU, WORK, RWORK, RESULT )
*
*       .. Scalar Arguments ..
*       CHARACTER          UPLO
*       INTEGER            ITYPE, KBAND, LDU, N
*       ..
*       .. Array Arguments ..
*       REAL               D( * ), E( * ), RESULT( 2 ), RWORK( * )
*       COMPLEX            AP( * ), TAU( * ), U( LDU, * ), VP( * ),
*      $                   WORK( * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> CHPT21  generally checks a decomposition of the form
*>
*>         A = U S U**H
*>
*> where **H means conjugate transpose, A is hermitian, U is
*> unitary, and S is diagonal (if KBAND=0) or (real) symmetric
*> tridiagonal (if KBAND=1).  If ITYPE=1, then U is represented as
*> a dense matrix, otherwise the U is expressed as a product of
*> Householder transformations, whose vectors are stored in the
*> array "V" and whose scaling constants are in "TAU"; we shall
*> use the letter "V" to refer to the product of Householder
*> transformations (which should be equal to U).
*>
*> Specifically, if ITYPE=1, then:
*>
*>         RESULT(1) = | A - U S U**H | / ( |A| n ulp ) and
*>         RESULT(2) = | I - U U**H | / ( n ulp )
*>
*> If ITYPE=2, then:
*>
*>         RESULT(1) = | A - V S V**H | / ( |A| n ulp )
*>
*> If ITYPE=3, then:
*>
*>         RESULT(1) = | I - U V**H | / ( n ulp )
*>
*> Packed storage means that, for example, if UPLO='U', then the columns
*> of the upper triangle of A are stored one after another, so that
*> A(1,j+1) immediately follows A(j,j) in the array AP.  Similarly, if
*> UPLO='L', then the columns of the lower triangle of A are stored one
*> after another in AP, so that A(j+1,j+1) immediately follows A(n,j)
*> in the array AP.  This means that A(i,j) is stored in:
*>
*>    AP( i + j*(j-1)/2 )                 if UPLO='U'
*>
*>    AP( i + (2*n-j)*(j-1)/2 )           if UPLO='L'
*>
*> The array VP bears the same relation to the matrix V that A does to
*> AP.
*>
*> For ITYPE > 1, the transformation U is expressed as a product
*> of Householder transformations:
*>
*>    If UPLO='U', then  V = H(n-1)...H(1),  where
*>
*>        H(j) = I  -  tau(j) v(j) v(j)**H
*>
*>    and the first j-1 elements of v(j) are stored in V(1:j-1,j+1),
*>    (i.e., VP( j*(j+1)/2 + 1 : j*(j+1)/2 + j-1 ) ),
*>    the j-th element is 1, and the last n-j elements are 0.
*>
*>    If UPLO='L', then  V = H(1)...H(n-1),  where
*>
*>        H(j) = I  -  tau(j) v(j) v(j)**H
*>
*>    and the first j elements of v(j) are 0, the (j+1)-st is 1, and the
*>    (j+2)-nd through n-th elements are stored in V(j+2:n,j) (i.e.,
*>    in VP( (2*n-j)*(j-1)/2 + j+2 : (2*n-j)*(j-1)/2 + n ) .)
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] ITYPE
*> \verbatim
*>          ITYPE is INTEGER
*>          Specifies the type of tests to be performed.
*>          1: U expressed as a dense unitary matrix:
*>             RESULT(1) = | A - U S U**H | / ( |A| n ulp ) and
*>             RESULT(2) = | I - U U**H | / ( n ulp )
*>
*>          2: U expressed as a product V of Housholder transformations:
*>             RESULT(1) = | A - V S V**H | / ( |A| n ulp )
*>
*>          3: U expressed both as a dense unitary matrix and
*>             as a product of Housholder transformations:
*>             RESULT(1) = | I - U V**H | / ( n ulp )
*> \endverbatim
*>
*> \param[in] UPLO
*> \verbatim
*>          UPLO is CHARACTER
*>          If UPLO='U', the upper triangle of A and V will be used and
*>          the (strictly) lower triangle will not be referenced.
*>          If UPLO='L', the lower triangle of A and V will be used and
*>          the (strictly) upper triangle will not be referenced.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The size of the matrix.  If it is zero, CHPT21 does nothing.
*>          It must be at least zero.
*> \endverbatim
*>
*> \param[in] KBAND
*> \verbatim
*>          KBAND is INTEGER
*>          The bandwidth of the matrix.  It may only be zero or one.
*>          If zero, then S is diagonal, and E is not referenced.  If
*>          one, then S is symmetric tri-diagonal.
*> \endverbatim
*>
*> \param[in] AP
*> \verbatim
*>          AP is COMPLEX array, dimension (N*(N+1)/2)
*>          The original (unfactored) matrix.  It is assumed to be
*>          hermitian, and contains the columns of just the upper
*>          triangle (UPLO='U') or only the lower triangle (UPLO='L'),
*>          packed one after another.
*> \endverbatim
*>
*> \param[in] D
*> \verbatim
*>          D is REAL array, dimension (N)
*>          The diagonal of the (symmetric tri-) diagonal matrix.
*> \endverbatim
*>
*> \param[in] E
*> \verbatim
*>          E is REAL array, dimension (N)
*>          The off-diagonal of the (symmetric tri-) diagonal matrix.
*>          E(1) is the (1,2) and (2,1) element, E(2) is the (2,3) and
*>          (3,2) element, etc.
*>          Not referenced if KBAND=0.
*> \endverbatim
*>
*> \param[in] U
*> \verbatim
*>          U is COMPLEX array, dimension (LDU, N)
*>          If ITYPE=1 or 3, this contains the unitary matrix in
*>          the decomposition, expressed as a dense matrix.  If ITYPE=2,
*>          then it is not referenced.
*> \endverbatim
*>
*> \param[in] LDU
*> \verbatim
*>          LDU is INTEGER
*>          The leading dimension of U.  LDU must be at least N and
*>          at least 1.
*> \endverbatim
*>
*> \param[in] VP
*> \verbatim
*>          VP is REAL array, dimension (N*(N+1)/2)
*>          If ITYPE=2 or 3, the columns of this array contain the
*>          Householder vectors used to describe the unitary matrix
*>          in the decomposition, as described in purpose.
*>          *NOTE* If ITYPE=2 or 3, V is modified and restored.  The
*>          subdiagonal (if UPLO='L') or the superdiagonal (if UPLO='U')
*>          is set to one, and later reset to its original value, during
*>          the course of the calculation.
*>          If ITYPE=1, then it is neither referenced nor modified.
*> \endverbatim
*>
*> \param[in] TAU
*> \verbatim
*>          TAU is COMPLEX array, dimension (N)
*>          If ITYPE >= 2, then TAU(j) is the scalar factor of
*>          v(j) v(j)**H in the Householder transformation H(j) of
*>          the product  U = H(1)...H(n-2)
*>          If ITYPE < 2, then TAU is not referenced.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*>          WORK is COMPLEX array, dimension (N**2)
*>          Workspace.
*> \endverbatim
*>
*> \param[out] RWORK
*> \verbatim
*>          RWORK is REAL array, dimension (N)
*>          Workspace.
*> \endverbatim
*>
*> \param[out] RESULT
*> \verbatim
*>          RESULT is REAL array, dimension (2)
*>          The values computed by the two tests described above.  The
*>          values are currently limited to 1/ulp, to avoid overflow.
*>          RESULT(1) is always modified.  RESULT(2) is modified only
*>          if ITYPE=1.
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup complex_eig
*
*  =====================================================================
      SUBROUTINE CHPT21( ITYPE, UPLO, N, KBAND, AP, D, E, U, LDU, VP,
     $                   TAU, WORK, RWORK, RESULT )
*
*  -- LAPACK test routine --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
*     .. Scalar Arguments ..
      CHARACTER          UPLO
      INTEGER            ITYPE, KBAND, LDU, N
*     ..
*     .. Array Arguments ..
      REAL               D( * ), E( * ), RESULT( 2 ), RWORK( * )
      COMPLEX            AP( * ), TAU( * ), U( LDU, * ), VP( * ),
     $                   WORK( * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      REAL               ZERO, ONE, TEN
      PARAMETER          ( ZERO = 0.0E+0, ONE = 1.0E+0, TEN = 10.0E+0 )
      REAL               HALF
      PARAMETER          ( HALF = 1.0E+0 / 2.0E+0 )
      COMPLEX            CZERO, CONE
      PARAMETER          ( CZERO = ( 0.0E+0, 0.0E+0 ),
     $                   CONE = ( 1.0E+0, 0.0E+0 ) )
*     ..
*     .. Local Scalars ..
      LOGICAL            LOWER
      CHARACTER          CUPLO
      INTEGER            IINFO, J, JP, JP1, JR, LAP
      REAL               ANORM, ULP, UNFL, WNORM
      COMPLEX            TEMP, VSAVE
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      REAL               CLANGE, CLANHP, SLAMCH
      COMPLEX            CDOTC
      EXTERNAL           LSAME, CLANGE, CLANHP, SLAMCH, CDOTC
*     ..
*     .. External Subroutines ..
      EXTERNAL           CAXPY, CCOPY, CGEMM, CHPMV, CHPR, CHPR2,
     $                   CLACPY, CLASET, CUPMTR
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          CMPLX, MAX, MIN, REAL
*     ..
*     .. Executable Statements ..
*
*     Constants
*
      RESULT( 1 ) = ZERO
      IF( ITYPE.EQ.1 )
     $   RESULT( 2 ) = ZERO
      IF( N.LE.0 )
     $   RETURN
*
      LAP = ( N*( N+1 ) ) / 2
*
      IF( LSAME( UPLO, 'U' ) ) THEN
         LOWER = .FALSE.
         CUPLO = 'U'
      ELSE
         LOWER = .TRUE.
         CUPLO = 'L'
      END IF
*
      UNFL = SLAMCH( 'Safe minimum' )
      ULP = SLAMCH( 'Epsilon' )*SLAMCH( 'Base' )
*
*     Some Error Checks
*
      IF( ITYPE.LT.1 .OR. ITYPE.GT.3 ) THEN
         RESULT( 1 ) = TEN / ULP
         RETURN
      END IF
*
*     Do Test 1
*
*     Norm of A:
*
      IF( ITYPE.EQ.3 ) THEN
         ANORM = ONE
      ELSE
         ANORM = MAX( CLANHP( '1', CUPLO, N, AP, RWORK ), UNFL )
      END IF
*
*     Compute error matrix:
*
      IF( ITYPE.EQ.1 ) THEN
*
*        ITYPE=1: error = A - U S U**H
*
         CALL CLASET( 'Full', N, N, CZERO, CZERO, WORK, N )
         CALL CCOPY( LAP, AP, 1, WORK, 1 )
*
         DO 10 J = 1, N
            CALL CHPR( CUPLO, N, -D( J ), U( 1, J ), 1, WORK )
   10    CONTINUE
*
         IF( N.GT.1 .AND. KBAND.EQ.1 ) THEN
            DO 20 J = 2, N - 1
               CALL CHPR2( CUPLO, N, -CMPLX( E( J ) ), U( 1, J ), 1,
     $                     U( 1, J-1 ), 1, WORK )
   20       CONTINUE
         END IF
         WNORM = CLANHP( '1', CUPLO, N, WORK, RWORK )
*
      ELSE IF( ITYPE.EQ.2 ) THEN
*
*        ITYPE=2: error = V S V**H - A
*
         CALL CLASET( 'Full', N, N, CZERO, CZERO, WORK, N )
*
         IF( LOWER ) THEN
            WORK( LAP ) = D( N )
            DO 40 J = N - 1, 1, -1
               JP = ( ( 2*N-J )*( J-1 ) ) / 2
               JP1 = JP + N - J
               IF( KBAND.EQ.1 ) THEN
                  WORK( JP+J+1 ) = ( CONE-TAU( J ) )*E( J )
                  DO 30 JR = J + 2, N
                     WORK( JP+JR ) = -TAU( J )*E( J )*VP( JP+JR )
   30             CONTINUE
               END IF
*
               IF( TAU( J ).NE.CZERO ) THEN
                  VSAVE = VP( JP+J+1 )
                  VP( JP+J+1 ) = CONE
                  CALL CHPMV( 'L', N-J, CONE, WORK( JP1+J+1 ),
     $                        VP( JP+J+1 ), 1, CZERO, WORK( LAP+1 ), 1 )
                  TEMP = -HALF*TAU( J )*CDOTC( N-J, WORK( LAP+1 ), 1,
     $                   VP( JP+J+1 ), 1 )
                  CALL CAXPY( N-J, TEMP, VP( JP+J+1 ), 1, WORK( LAP+1 ),
     $                        1 )
                  CALL CHPR2( 'L', N-J, -TAU( J ), VP( JP+J+1 ), 1,
     $                        WORK( LAP+1 ), 1, WORK( JP1+J+1 ) )
*
                  VP( JP+J+1 ) = VSAVE
               END IF
               WORK( JP+J ) = D( J )
   40       CONTINUE
         ELSE
            WORK( 1 ) = D( 1 )
            DO 60 J = 1, N - 1
               JP = ( J*( J-1 ) ) / 2
               JP1 = JP + J
               IF( KBAND.EQ.1 ) THEN
                  WORK( JP1+J ) = ( CONE-TAU( J ) )*E( J )
                  DO 50 JR = 1, J - 1
                     WORK( JP1+JR ) = -TAU( J )*E( J )*VP( JP1+JR )
   50             CONTINUE
               END IF
*
               IF( TAU( J ).NE.CZERO ) THEN
                  VSAVE = VP( JP1+J )
                  VP( JP1+J ) = CONE
                  CALL CHPMV( 'U', J, CONE, WORK, VP( JP1+1 ), 1, CZERO,
     $                        WORK( LAP+1 ), 1 )
                  TEMP = -HALF*TAU( J )*CDOTC( J, WORK( LAP+1 ), 1,
     $                   VP( JP1+1 ), 1 )
                  CALL CAXPY( J, TEMP, VP( JP1+1 ), 1, WORK( LAP+1 ),
     $                        1 )
                  CALL CHPR2( 'U', J, -TAU( J ), VP( JP1+1 ), 1,
     $                        WORK( LAP+1 ), 1, WORK )
                  VP( JP1+J ) = VSAVE
               END IF
               WORK( JP1+J+1 ) = D( J+1 )
   60       CONTINUE
         END IF
*
         DO 70 J = 1, LAP
            WORK( J ) = WORK( J ) - AP( J )
   70    CONTINUE
         WNORM = CLANHP( '1', CUPLO, N, WORK, RWORK )
*
      ELSE IF( ITYPE.EQ.3 ) THEN
*
*        ITYPE=3: error = U V**H - I
*
         IF( N.LT.2 )
     $      RETURN
         CALL CLACPY( ' ', N, N, U, LDU, WORK, N )
         CALL CUPMTR( 'R', CUPLO, 'C', N, N, VP, TAU, WORK, N,
     $                WORK( N**2+1 ), IINFO )
         IF( IINFO.NE.0 ) THEN
            RESULT( 1 ) = TEN / ULP
            RETURN
         END IF
*
         DO 80 J = 1, N
            WORK( ( N+1 )*( J-1 )+1 ) = WORK( ( N+1 )*( J-1 )+1 ) - CONE
   80    CONTINUE
*
         WNORM = CLANGE( '1', N, N, WORK, N, RWORK )
      END IF
*
      IF( ANORM.GT.WNORM ) THEN
         RESULT( 1 ) = ( WNORM / ANORM ) / ( N*ULP )
      ELSE
         IF( ANORM.LT.ONE ) THEN
            RESULT( 1 ) = ( MIN( WNORM, N*ANORM ) / ANORM ) / ( N*ULP )
         ELSE
            RESULT( 1 ) = MIN( WNORM / ANORM, REAL( N ) ) / ( N*ULP )
         END IF
      END IF
*
*     Do Test 2
*
*     Compute  U U**H - I
*
      IF( ITYPE.EQ.1 ) THEN
         CALL CGEMM( 'N', 'C', N, N, N, CONE, U, LDU, U, LDU, CZERO,
     $               WORK, N )
*
         DO 90 J = 1, N
            WORK( ( N+1 )*( J-1 )+1 ) = WORK( ( N+1 )*( J-1 )+1 ) - CONE
   90    CONTINUE
*
         RESULT( 2 ) = MIN( CLANGE( '1', N, N, WORK, N, RWORK ),
     $                 REAL( N ) ) / ( N*ULP )
      END IF
*
      RETURN
*
*     End of CHPT21
*
      END