numeric-linalg

Educational material on the SciPy implementation of numerical linear algebra algorithms

Name	Size	Mode
..
lapack/TESTING/LIN/zqrt12.f	5853B	-rw-r--r--

*> \brief \b ZQRT12
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*  Definition:
*  ===========
*
*       DOUBLE PRECISION FUNCTION ZQRT12( M, N, A, LDA, S, WORK, LWORK,
*                        RWORK )
*
*       .. Scalar Arguments ..
*       INTEGER            LDA, LWORK, M, N
*       ..
*       .. Array Arguments ..
*       DOUBLE PRECISION   RWORK( * ), S( * )
*       COMPLEX*16         A( LDA, * ), WORK( LWORK )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> ZQRT12 computes the singular values `svlues' of the upper trapezoid
*> of A(1:M,1:N) and returns the ratio
*>
*>      || svlues - s||/(||s||*eps*max(M,N))
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] M
*> \verbatim
*>          M is INTEGER
*>          The number of rows of the matrix A.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The number of columns of the matrix A.
*> \endverbatim
*>
*> \param[in] A
*> \verbatim
*>          A is COMPLEX*16 array, dimension (LDA,N)
*>          The M-by-N matrix A. Only the upper trapezoid is referenced.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*>          LDA is INTEGER
*>          The leading dimension of the array A.
*> \endverbatim
*>
*> \param[in] S
*> \verbatim
*>          S is DOUBLE PRECISION array, dimension (min(M,N))
*>          The singular values of the matrix A.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*>          WORK is COMPLEX*16 array, dimension (LWORK)
*> \endverbatim
*>
*> \param[in] LWORK
*> \verbatim
*>          LWORK is INTEGER
*>          The length of the array WORK. LWORK >= M*N + 2*min(M,N) +
*>          max(M,N).
*> \endverbatim
*>
*> \param[out] RWORK
*> \verbatim
*>          RWORK is DOUBLE PRECISION array, dimension (2*min(M,N))
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup complex16_lin
*
*  =====================================================================
      DOUBLE PRECISION FUNCTION ZQRT12( M, N, A, LDA, S, WORK, LWORK,
     $                 RWORK )
*
*  -- 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            LDA, LWORK, M, N
*     ..
*     .. Array Arguments ..
      DOUBLE PRECISION   RWORK( * ), S( * )
      COMPLEX*16         A( LDA, * ), WORK( LWORK )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ZERO, ONE
      PARAMETER          ( ZERO = 0.0D0, ONE = 1.0D0 )
*     ..
*     .. Local Scalars ..
      INTEGER            I, INFO, ISCL, J, MN
      DOUBLE PRECISION   ANRM, BIGNUM, NRMSVL, SMLNUM
*     ..
*     .. Local Arrays ..
      DOUBLE PRECISION   DUMMY( 1 )
*     ..
*     .. External Functions ..
      DOUBLE PRECISION   DASUM, DLAMCH, DNRM2, ZLANGE
      EXTERNAL           DASUM, DLAMCH, DNRM2, ZLANGE
*     ..
*     .. External Subroutines ..
      EXTERNAL           DAXPY, DBDSQR, DLASCL, XERBLA, ZGEBD2, ZLASCL,
     $                   ZLASET
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          DBLE, DCMPLX, MAX, MIN
*     ..
*     .. Executable Statements ..
*
      ZQRT12 = ZERO
*
*     Test that enough workspace is supplied
*
      IF( LWORK.LT.M*N+2*MIN( M, N )+MAX( M, N ) ) THEN
         CALL XERBLA( 'ZQRT12', 7 )
         RETURN
      END IF
*
*     Quick return if possible
*
      MN = MIN( M, N )
      IF( MN.LE.ZERO )
     $   RETURN
*
      NRMSVL = DNRM2( MN, S, 1 )
*
*     Copy upper triangle of A into work
*
      CALL ZLASET( 'Full', M, N, DCMPLX( ZERO ), DCMPLX( ZERO ), WORK,
     $             M )
      DO J = 1, N
         DO I = 1, MIN( J, M )
            WORK( ( J-1 )*M+I ) = A( I, J )
         END DO
      END DO
*
*     Get machine parameters
*
      SMLNUM = DLAMCH( 'S' ) / DLAMCH( 'P' )
      BIGNUM = ONE / SMLNUM
*
*     Scale work if max entry outside range [SMLNUM,BIGNUM]
*
      ANRM = ZLANGE( 'M', M, N, WORK, M, DUMMY )
      ISCL = 0
      IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN
*
*        Scale matrix norm up to SMLNUM
*
         CALL ZLASCL( 'G', 0, 0, ANRM, SMLNUM, M, N, WORK, M, INFO )
         ISCL = 1
      ELSE IF( ANRM.GT.BIGNUM ) THEN
*
*        Scale matrix norm down to BIGNUM
*
         CALL ZLASCL( 'G', 0, 0, ANRM, BIGNUM, M, N, WORK, M, INFO )
         ISCL = 1
      END IF
*
      IF( ANRM.NE.ZERO ) THEN
*
*        Compute SVD of work
*
         CALL ZGEBD2( M, N, WORK, M, RWORK( 1 ), RWORK( MN+1 ),
     $                WORK( M*N+1 ), WORK( M*N+MN+1 ),
     $                WORK( M*N+2*MN+1 ), INFO )
         CALL DBDSQR( 'Upper', MN, 0, 0, 0, RWORK( 1 ), RWORK( MN+1 ),
     $                DUMMY, MN, DUMMY, 1, DUMMY, MN, RWORK( 2*MN+1 ),
     $                INFO )
*
         IF( ISCL.EQ.1 ) THEN
            IF( ANRM.GT.BIGNUM ) THEN
               CALL DLASCL( 'G', 0, 0, BIGNUM, ANRM, MN, 1, RWORK( 1 ),
     $                      MN, INFO )
            END IF
            IF( ANRM.LT.SMLNUM ) THEN
               CALL DLASCL( 'G', 0, 0, SMLNUM, ANRM, MN, 1, RWORK( 1 ),
     $                      MN, INFO )
            END IF
         END IF
*
      ELSE
*
         DO I = 1, MN
            RWORK( I ) = ZERO
         END DO
      END IF
*
*     Compare s and singular values of work
*
      CALL DAXPY( MN, -ONE, S, 1, RWORK( 1 ), 1 )
      ZQRT12 = DASUM( MN, RWORK( 1 ), 1 ) /
     $         ( DLAMCH( 'Epsilon' )*DBLE( MAX( M, N ) ) )
*
      IF( NRMSVL.NE.ZERO )
     $   ZQRT12 = ZQRT12 / NRMSVL
*
      RETURN
*
*     End of ZQRT12
*
      END