LAPACK 3.3.0
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00001 SUBROUTINE DRQT01( M, N, A, AF, Q, R, LDA, TAU, WORK, LWORK, 00002 $ RWORK, RESULT ) 00003 * 00004 * -- LAPACK test routine (version 3.1) -- 00005 * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. 00006 * November 2006 00007 * 00008 * .. Scalar Arguments .. 00009 INTEGER LDA, LWORK, M, N 00010 * .. 00011 * .. Array Arguments .. 00012 DOUBLE PRECISION A( LDA, * ), AF( LDA, * ), Q( LDA, * ), 00013 $ R( LDA, * ), RESULT( * ), RWORK( * ), TAU( * ), 00014 $ WORK( LWORK ) 00015 * .. 00016 * 00017 * Purpose 00018 * ======= 00019 * 00020 * DRQT01 tests DGERQF, which computes the RQ factorization of an m-by-n 00021 * matrix A, and partially tests DORGRQ which forms the n-by-n 00022 * orthogonal matrix Q. 00023 * 00024 * DRQT01 compares R with A*Q', and checks that Q is orthogonal. 00025 * 00026 * Arguments 00027 * ========= 00028 * 00029 * M (input) INTEGER 00030 * The number of rows of the matrix A. M >= 0. 00031 * 00032 * N (input) INTEGER 00033 * The number of columns of the matrix A. N >= 0. 00034 * 00035 * A (input) DOUBLE PRECISION array, dimension (LDA,N) 00036 * The m-by-n matrix A. 00037 * 00038 * AF (output) DOUBLE PRECISION array, dimension (LDA,N) 00039 * Details of the RQ factorization of A, as returned by DGERQF. 00040 * See DGERQF for further details. 00041 * 00042 * Q (output) DOUBLE PRECISION array, dimension (LDA,N) 00043 * The n-by-n orthogonal matrix Q. 00044 * 00045 * R (workspace) DOUBLE PRECISION array, dimension (LDA,max(M,N)) 00046 * 00047 * LDA (input) INTEGER 00048 * The leading dimension of the arrays A, AF, Q and L. 00049 * LDA >= max(M,N). 00050 * 00051 * TAU (output) DOUBLE PRECISION array, dimension (min(M,N)) 00052 * The scalar factors of the elementary reflectors, as returned 00053 * by DGERQF. 00054 * 00055 * WORK (workspace) DOUBLE PRECISION array, dimension (LWORK) 00056 * 00057 * LWORK (input) INTEGER 00058 * The dimension of the array WORK. 00059 * 00060 * RWORK (workspace) DOUBLE PRECISION array, dimension (max(M,N)) 00061 * 00062 * RESULT (output) DOUBLE PRECISION array, dimension (2) 00063 * The test ratios: 00064 * RESULT(1) = norm( R - A*Q' ) / ( N * norm(A) * EPS ) 00065 * RESULT(2) = norm( I - Q*Q' ) / ( N * EPS ) 00066 * 00067 * ===================================================================== 00068 * 00069 * .. Parameters .. 00070 DOUBLE PRECISION ZERO, ONE 00071 PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) 00072 DOUBLE PRECISION ROGUE 00073 PARAMETER ( ROGUE = -1.0D+10 ) 00074 * .. 00075 * .. Local Scalars .. 00076 INTEGER INFO, MINMN 00077 DOUBLE PRECISION ANORM, EPS, RESID 00078 * .. 00079 * .. External Functions .. 00080 DOUBLE PRECISION DLAMCH, DLANGE, DLANSY 00081 EXTERNAL DLAMCH, DLANGE, DLANSY 00082 * .. 00083 * .. External Subroutines .. 00084 EXTERNAL DGEMM, DGERQF, DLACPY, DLASET, DORGRQ, DSYRK 00085 * .. 00086 * .. Intrinsic Functions .. 00087 INTRINSIC DBLE, MAX, MIN 00088 * .. 00089 * .. Scalars in Common .. 00090 CHARACTER*32 SRNAMT 00091 * .. 00092 * .. Common blocks .. 00093 COMMON / SRNAMC / SRNAMT 00094 * .. 00095 * .. Executable Statements .. 00096 * 00097 MINMN = MIN( M, N ) 00098 EPS = DLAMCH( 'Epsilon' ) 00099 * 00100 * Copy the matrix A to the array AF. 00101 * 00102 CALL DLACPY( 'Full', M, N, A, LDA, AF, LDA ) 00103 * 00104 * Factorize the matrix A in the array AF. 00105 * 00106 SRNAMT = 'DGERQF' 00107 CALL DGERQF( M, N, AF, LDA, TAU, WORK, LWORK, INFO ) 00108 * 00109 * Copy details of Q 00110 * 00111 CALL DLASET( 'Full', N, N, ROGUE, ROGUE, Q, LDA ) 00112 IF( M.LE.N ) THEN 00113 IF( M.GT.0 .AND. M.LT.N ) 00114 $ CALL DLACPY( 'Full', M, N-M, AF, LDA, Q( N-M+1, 1 ), LDA ) 00115 IF( M.GT.1 ) 00116 $ CALL DLACPY( 'Lower', M-1, M-1, AF( 2, N-M+1 ), LDA, 00117 $ Q( N-M+2, N-M+1 ), LDA ) 00118 ELSE 00119 IF( N.GT.1 ) 00120 $ CALL DLACPY( 'Lower', N-1, N-1, AF( M-N+2, 1 ), LDA, 00121 $ Q( 2, 1 ), LDA ) 00122 END IF 00123 * 00124 * Generate the n-by-n matrix Q 00125 * 00126 SRNAMT = 'DORGRQ' 00127 CALL DORGRQ( N, N, MINMN, Q, LDA, TAU, WORK, LWORK, INFO ) 00128 * 00129 * Copy R 00130 * 00131 CALL DLASET( 'Full', M, N, ZERO, ZERO, R, LDA ) 00132 IF( M.LE.N ) THEN 00133 IF( M.GT.0 ) 00134 $ CALL DLACPY( 'Upper', M, M, AF( 1, N-M+1 ), LDA, 00135 $ R( 1, N-M+1 ), LDA ) 00136 ELSE 00137 IF( M.GT.N .AND. N.GT.0 ) 00138 $ CALL DLACPY( 'Full', M-N, N, AF, LDA, R, LDA ) 00139 IF( N.GT.0 ) 00140 $ CALL DLACPY( 'Upper', N, N, AF( M-N+1, 1 ), LDA, 00141 $ R( M-N+1, 1 ), LDA ) 00142 END IF 00143 * 00144 * Compute R - A*Q' 00145 * 00146 CALL DGEMM( 'No transpose', 'Transpose', M, N, N, -ONE, A, LDA, Q, 00147 $ LDA, ONE, R, LDA ) 00148 * 00149 * Compute norm( R - Q'*A ) / ( N * norm(A) * EPS ) . 00150 * 00151 ANORM = DLANGE( '1', M, N, A, LDA, RWORK ) 00152 RESID = DLANGE( '1', M, N, R, LDA, RWORK ) 00153 IF( ANORM.GT.ZERO ) THEN 00154 RESULT( 1 ) = ( ( RESID / DBLE( MAX( 1, N ) ) ) / ANORM ) / EPS 00155 ELSE 00156 RESULT( 1 ) = ZERO 00157 END IF 00158 * 00159 * Compute I - Q*Q' 00160 * 00161 CALL DLASET( 'Full', N, N, ZERO, ONE, R, LDA ) 00162 CALL DSYRK( 'Upper', 'No transpose', N, N, -ONE, Q, LDA, ONE, R, 00163 $ LDA ) 00164 * 00165 * Compute norm( I - Q*Q' ) / ( N * EPS ) . 00166 * 00167 RESID = DLANSY( '1', 'Upper', N, R, LDA, RWORK ) 00168 * 00169 RESULT( 2 ) = ( RESID / DBLE( MAX( 1, N ) ) ) / EPS 00170 * 00171 RETURN 00172 * 00173 * End of DRQT01 00174 * 00175 END