numeric-linalg

Educational material on the SciPy implementation of numerical linear algebra algorithms

Name	Size	Mode
..
lapack/TESTING/EIG/zget51.f	7324B	-rw-r--r--

*> \brief \b ZGET51
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*  Definition:
*  ===========
*
*       SUBROUTINE ZGET51( ITYPE, N, A, LDA, B, LDB, U, LDU, V, LDV, WORK,
*                          RWORK, RESULT )
*
*       .. Scalar Arguments ..
*       INTEGER            ITYPE, LDA, LDB, LDU, LDV, N
*       DOUBLE PRECISION   RESULT
*       ..
*       .. Array Arguments ..
*       DOUBLE PRECISION   RWORK( * )
*       COMPLEX*16         A( LDA, * ), B( LDB, * ), U( LDU, * ),
*      $                   V( LDV, * ), WORK( * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*>      ZGET51  generally checks a decomposition of the form
*>
*>              A = U B V**H
*>
*>      where **H means conjugate transpose and U and V are unitary.
*>
*>      Specifically, if ITYPE=1
*>
*>              RESULT = | A - U B V**H | / ( |A| n ulp )
*>
*>      If ITYPE=2, then:
*>
*>              RESULT = | A - B | / ( |A| n ulp )
*>
*>      If ITYPE=3, then:
*>
*>              RESULT = | I - U U**H | / ( n ulp )
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] ITYPE
*> \verbatim
*>          ITYPE is INTEGER
*>          Specifies the type of tests to be performed.
*>          =1: RESULT = | A - U B V**H | / ( |A| n ulp )
*>          =2: RESULT = | A - B | / ( |A| n ulp )
*>          =3: RESULT = | I - U U**H | / ( n ulp )
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The size of the matrix.  If it is zero, ZGET51 does nothing.
*>          It must be at least zero.
*> \endverbatim
*>
*> \param[in] A
*> \verbatim
*>          A is COMPLEX*16 array, dimension (LDA, N)
*>          The original (unfactored) matrix.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*>          LDA is INTEGER
*>          The leading dimension of A.  It must be at least 1
*>          and at least N.
*> \endverbatim
*>
*> \param[in] B
*> \verbatim
*>          B is COMPLEX*16 array, dimension (LDB, N)
*>          The factored matrix.
*> \endverbatim
*>
*> \param[in] LDB
*> \verbatim
*>          LDB is INTEGER
*>          The leading dimension of B.  It must be at least 1
*>          and at least N.
*> \endverbatim
*>
*> \param[in] U
*> \verbatim
*>          U is COMPLEX*16 array, dimension (LDU, N)
*>          The unitary matrix on the left-hand side in the
*>          decomposition.
*>          Not referenced if ITYPE=2
*> \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] V
*> \verbatim
*>          V is COMPLEX*16 array, dimension (LDV, N)
*>          The unitary matrix on the left-hand side in the
*>          decomposition.
*>          Not referenced if ITYPE=2
*> \endverbatim
*>
*> \param[in] LDV
*> \verbatim
*>          LDV is INTEGER
*>          The leading dimension of V.  LDV must be at least N and
*>          at least 1.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*>          WORK is COMPLEX*16 array, dimension (2*N**2)
*> \endverbatim
*>
*> \param[out] RWORK
*> \verbatim
*>          RWORK is DOUBLE PRECISION array, dimension (N)
*> \endverbatim
*>
*> \param[out] RESULT
*> \verbatim
*>          RESULT is DOUBLE PRECISION
*>          The values computed by the test specified by ITYPE.  The
*>          value is currently limited to 1/ulp, to avoid overflow.
*>          Errors are flagged by RESULT=10/ulp.
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup complex16_eig
*
*  =====================================================================
      SUBROUTINE ZGET51( ITYPE, N, A, LDA, B, LDB, U, LDU, V, LDV, 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 ..
      INTEGER            ITYPE, LDA, LDB, LDU, LDV, N
      DOUBLE PRECISION   RESULT
*     ..
*     .. Array Arguments ..
      DOUBLE PRECISION   RWORK( * )
      COMPLEX*16         A( LDA, * ), B( LDB, * ), U( LDU, * ),
     $                   V( LDV, * ), WORK( * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ZERO, ONE, TEN
      PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0, TEN = 10.0D+0 )
      COMPLEX*16         CZERO, CONE
      PARAMETER          ( CZERO = ( 0.0D+0, 0.0D+0 ),
     $                   CONE = ( 1.0D+0, 0.0D+0 ) )
*     ..
*     .. Local Scalars ..
      INTEGER            JCOL, JDIAG, JROW
      DOUBLE PRECISION   ANORM, ULP, UNFL, WNORM
*     ..
*     .. External Functions ..
      DOUBLE PRECISION   DLAMCH, ZLANGE
      EXTERNAL           DLAMCH, ZLANGE
*     ..
*     .. External Subroutines ..
      EXTERNAL           ZGEMM, ZLACPY
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          DBLE, MAX, MIN
*     ..
*     .. Executable Statements ..
*
      RESULT = ZERO
      IF( N.LE.0 )
     $   RETURN
*
*     Constants
*
      UNFL = DLAMCH( 'Safe minimum' )
      ULP = DLAMCH( 'Epsilon' )*DLAMCH( 'Base' )
*
*     Some Error Checks
*
      IF( ITYPE.LT.1 .OR. ITYPE.GT.3 ) THEN
         RESULT = TEN / ULP
         RETURN
      END IF
*
      IF( ITYPE.LE.2 ) THEN
*
*        Tests scaled by the norm(A)
*
         ANORM = MAX( ZLANGE( '1', N, N, A, LDA, RWORK ), UNFL )
*
         IF( ITYPE.EQ.1 ) THEN
*
*           ITYPE=1: Compute W = A - U B V**H
*
            CALL ZLACPY( ' ', N, N, A, LDA, WORK, N )
            CALL ZGEMM( 'N', 'N', N, N, N, CONE, U, LDU, B, LDB, CZERO,
     $                  WORK( N**2+1 ), N )
*
            CALL ZGEMM( 'N', 'C', N, N, N, -CONE, WORK( N**2+1 ), N, V,
     $                  LDV, CONE, WORK, N )
*
         ELSE
*
*           ITYPE=2: Compute W = A - B
*
            CALL ZLACPY( ' ', N, N, B, LDB, WORK, N )
*
            DO 20 JCOL = 1, N
               DO 10 JROW = 1, N
                  WORK( JROW+N*( JCOL-1 ) ) = WORK( JROW+N*( JCOL-1 ) )
     $                - A( JROW, JCOL )
   10          CONTINUE
   20       CONTINUE
         END IF
*
*        Compute norm(W)/ ( ulp*norm(A) )
*
         WNORM = ZLANGE( '1', N, N, WORK, N, RWORK )
*
         IF( ANORM.GT.WNORM ) THEN
            RESULT = ( WNORM / ANORM ) / ( N*ULP )
         ELSE
            IF( ANORM.LT.ONE ) THEN
               RESULT = ( MIN( WNORM, N*ANORM ) / ANORM ) / ( N*ULP )
            ELSE
               RESULT = MIN( WNORM / ANORM, DBLE( N ) ) / ( N*ULP )
            END IF
         END IF
*
      ELSE
*
*        Tests not scaled by norm(A)
*
*        ITYPE=3: Compute  U U**H - I
*
         CALL ZGEMM( 'N', 'C', N, N, N, CONE, U, LDU, U, LDU, CZERO,
     $               WORK, N )
*
         DO 30 JDIAG = 1, N
            WORK( ( N+1 )*( JDIAG-1 )+1 ) = WORK( ( N+1 )*( JDIAG-1 )+
     $         1 ) - CONE
   30    CONTINUE
*
         RESULT = MIN( ZLANGE( '1', N, N, WORK, N, RWORK ),
     $            DBLE( N ) ) / ( N*ULP )
      END IF
*
      RETURN
*
*     End of ZGET51
*
      END