numeric-linalg

Educational material on the SciPy implementation of numerical linear algebra algorithms

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lapack/TESTING/LIN/dlqt02.f 6331B -rw-r--r-- 
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*> \brief \b DLQT02
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*  Definition:
*  ===========
*
*       SUBROUTINE DLQT02( M, N, K, A, AF, Q, L, LDA, TAU, WORK, LWORK,
*                          RWORK, RESULT )
*
*       .. Scalar Arguments ..
*       INTEGER            K, LDA, LWORK, M, N
*       ..
*       .. Array Arguments ..
*       DOUBLE PRECISION   A( LDA, * ), AF( LDA, * ), L( LDA, * ),
*      $                   Q( LDA, * ), RESULT( * ), RWORK( * ), TAU( * ),
*      $                   WORK( LWORK )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> DLQT02 tests DORGLQ, which generates an m-by-n matrix Q with
*> orthonormal rows that is defined as the product of k elementary
*> reflectors.
*>
*> Given the LQ factorization of an m-by-n matrix A, DLQT02 generates
*> the orthogonal matrix Q defined by the factorization of the first k
*> rows of A; it compares L(1:k,1:m) with A(1:k,1:n)*Q(1:m,1:n)', and
*> checks that the rows of Q are orthonormal.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] M
*> \verbatim
*>          M is INTEGER
*>          The number of rows of the matrix Q to be generated.  M >= 0.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The number of columns of the matrix Q to be generated.
*>          N >= M >= 0.
*> \endverbatim
*>
*> \param[in] K
*> \verbatim
*>          K is INTEGER
*>          The number of elementary reflectors whose product defines the
*>          matrix Q. M >= K >= 0.
*> \endverbatim
*>
*> \param[in] A
*> \verbatim
*>          A is DOUBLE PRECISION array, dimension (LDA,N)
*>          The m-by-n matrix A which was factorized by DLQT01.
*> \endverbatim
*>
*> \param[in] AF
*> \verbatim
*>          AF is DOUBLE PRECISION array, dimension (LDA,N)
*>          Details of the LQ factorization of A, as returned by DGELQF.
*>          See DGELQF for further details.
*> \endverbatim
*>
*> \param[out] Q
*> \verbatim
*>          Q is DOUBLE PRECISION array, dimension (LDA,N)
*> \endverbatim
*>
*> \param[out] L
*> \verbatim
*>          L is DOUBLE PRECISION array, dimension (LDA,M)
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*>          LDA is INTEGER
*>          The leading dimension of the arrays A, AF, Q and L. LDA >= N.
*> \endverbatim
*>
*> \param[in] TAU
*> \verbatim
*>          TAU is DOUBLE PRECISION array, dimension (M)
*>          The scalar factors of the elementary reflectors corresponding
*>          to the LQ factorization in AF.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*>          WORK is DOUBLE PRECISION array, dimension (LWORK)
*> \endverbatim
*>
*> \param[in] LWORK
*> \verbatim
*>          LWORK is INTEGER
*>          The dimension of the array WORK.
*> \endverbatim
*>
*> \param[out] RWORK
*> \verbatim
*>          RWORK is DOUBLE PRECISION array, dimension (M)
*> \endverbatim
*>
*> \param[out] RESULT
*> \verbatim
*>          RESULT is DOUBLE PRECISION array, dimension (2)
*>          The test ratios:
*>          RESULT(1) = norm( L - A*Q' ) / ( N * norm(A) * EPS )
*>          RESULT(2) = norm( I - Q*Q' ) / ( N * EPS )
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup double_lin
*
*  =====================================================================
      SUBROUTINE DLQT02( M, N, K, A, AF, Q, L, LDA, TAU, WORK, LWORK,
     $                   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            K, LDA, LWORK, M, N
*     ..
*     .. Array Arguments ..
      DOUBLE PRECISION   A( LDA, * ), AF( LDA, * ), L( LDA, * ),
     $                   Q( LDA, * ), RESULT( * ), RWORK( * ), TAU( * ),
     $                   WORK( LWORK )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ZERO, ONE
      PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
      DOUBLE PRECISION   ROGUE
      PARAMETER          ( ROGUE = -1.0D+10 )
*     ..
*     .. Local Scalars ..
      INTEGER            INFO
      DOUBLE PRECISION   ANORM, EPS, RESID
*     ..
*     .. External Functions ..
      DOUBLE PRECISION   DLAMCH, DLANGE, DLANSY
      EXTERNAL           DLAMCH, DLANGE, DLANSY
*     ..
*     .. External Subroutines ..
      EXTERNAL           DGEMM, DLACPY, DLASET, DORGLQ, DSYRK
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          DBLE, MAX
*     ..
*     .. Scalars in Common ..
      CHARACTER*32       SRNAMT
*     ..
*     .. Common blocks ..
      COMMON             / SRNAMC / SRNAMT
*     ..
*     .. Executable Statements ..
*
      EPS = DLAMCH( 'Epsilon' )
*
*     Copy the first k rows of the factorization to the array Q
*
      CALL DLASET( 'Full', M, N, ROGUE, ROGUE, Q, LDA )
      CALL DLACPY( 'Upper', K, N-1, AF( 1, 2 ), LDA, Q( 1, 2 ), LDA )
*
*     Generate the first n columns of the matrix Q
*
      SRNAMT = 'DORGLQ'
      CALL DORGLQ( M, N, K, Q, LDA, TAU, WORK, LWORK, INFO )
*
*     Copy L(1:k,1:m)
*
      CALL DLASET( 'Full', K, M, ZERO, ZERO, L, LDA )
      CALL DLACPY( 'Lower', K, M, AF, LDA, L, LDA )
*
*     Compute L(1:k,1:m) - A(1:k,1:n) * Q(1:m,1:n)'
*
      CALL DGEMM( 'No transpose', 'Transpose', K, M, N, -ONE, A, LDA, Q,
     $            LDA, ONE, L, LDA )
*
*     Compute norm( L - A*Q' ) / ( N * norm(A) * EPS ) .
*
      ANORM = DLANGE( '1', K, N, A, LDA, RWORK )
      RESID = DLANGE( '1', K, M, L, LDA, RWORK )
      IF( ANORM.GT.ZERO ) THEN
         RESULT( 1 ) = ( ( RESID / DBLE( MAX( 1, N ) ) ) / ANORM ) / EPS
      ELSE
         RESULT( 1 ) = ZERO
      END IF
*
*     Compute I - Q*Q'
*
      CALL DLASET( 'Full', M, M, ZERO, ONE, L, LDA )
      CALL DSYRK( 'Upper', 'No transpose', M, N, -ONE, Q, LDA, ONE, L,
     $            LDA )
*
*     Compute norm( I - Q*Q' ) / ( N * EPS ) .
*
      RESID = DLANSY( '1', 'Upper', M, L, LDA, RWORK )
*
      RESULT( 2 ) = ( RESID / DBLE( MAX( 1, N ) ) ) / EPS
*
      RETURN
*
*     End of DLQT02
*
      END