LAPACK 3.3.0
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00001 SUBROUTINE DRQT02( M, N, K, 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 K, 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 * DRQT02 tests DORGRQ, which generates an m-by-n matrix Q with 00021 * orthonornmal rows that is defined as the product of k elementary 00022 * reflectors. 00023 * 00024 * Given the RQ factorization of an m-by-n matrix A, DRQT02 generates 00025 * the orthogonal matrix Q defined by the factorization of the last k 00026 * rows of A; it compares R(m-k+1:m,n-m+1:n) with 00027 * A(m-k+1:m,1:n)*Q(n-m+1:n,1:n)', and checks that the rows of Q are 00028 * orthonormal. 00029 * 00030 * Arguments 00031 * ========= 00032 * 00033 * M (input) INTEGER 00034 * The number of rows of the matrix Q to be generated. M >= 0. 00035 * 00036 * N (input) INTEGER 00037 * The number of columns of the matrix Q to be generated. 00038 * N >= M >= 0. 00039 * 00040 * K (input) INTEGER 00041 * The number of elementary reflectors whose product defines the 00042 * matrix Q. M >= K >= 0. 00043 * 00044 * A (input) DOUBLE PRECISION array, dimension (LDA,N) 00045 * The m-by-n matrix A which was factorized by DRQT01. 00046 * 00047 * AF (input) DOUBLE PRECISION array, dimension (LDA,N) 00048 * Details of the RQ factorization of A, as returned by DGERQF. 00049 * See DGERQF for further details. 00050 * 00051 * Q (workspace) DOUBLE PRECISION array, dimension (LDA,N) 00052 * 00053 * R (workspace) DOUBLE PRECISION array, dimension (LDA,M) 00054 * 00055 * LDA (input) INTEGER 00056 * The leading dimension of the arrays A, AF, Q and L. LDA >= N. 00057 * 00058 * TAU (input) DOUBLE PRECISION array, dimension (M) 00059 * The scalar factors of the elementary reflectors corresponding 00060 * to the RQ factorization in AF. 00061 * 00062 * WORK (workspace) DOUBLE PRECISION array, dimension (LWORK) 00063 * 00064 * LWORK (input) INTEGER 00065 * The dimension of the array WORK. 00066 * 00067 * RWORK (workspace) DOUBLE PRECISION array, dimension (M) 00068 * 00069 * RESULT (output) DOUBLE PRECISION array, dimension (2) 00070 * The test ratios: 00071 * RESULT(1) = norm( R - A*Q' ) / ( N * norm(A) * EPS ) 00072 * RESULT(2) = norm( I - Q*Q' ) / ( N * EPS ) 00073 * 00074 * ===================================================================== 00075 * 00076 * .. Parameters .. 00077 DOUBLE PRECISION ZERO, ONE 00078 PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) 00079 DOUBLE PRECISION ROGUE 00080 PARAMETER ( ROGUE = -1.0D+10 ) 00081 * .. 00082 * .. Local Scalars .. 00083 INTEGER INFO 00084 DOUBLE PRECISION ANORM, EPS, RESID 00085 * .. 00086 * .. External Functions .. 00087 DOUBLE PRECISION DLAMCH, DLANGE, DLANSY 00088 EXTERNAL DLAMCH, DLANGE, DLANSY 00089 * .. 00090 * .. External Subroutines .. 00091 EXTERNAL DGEMM, DLACPY, DLASET, DORGRQ, DSYRK 00092 * .. 00093 * .. Intrinsic Functions .. 00094 INTRINSIC DBLE, MAX 00095 * .. 00096 * .. Scalars in Common .. 00097 CHARACTER*32 SRNAMT 00098 * .. 00099 * .. Common blocks .. 00100 COMMON / SRNAMC / SRNAMT 00101 * .. 00102 * .. Executable Statements .. 00103 * 00104 * Quick return if possible 00105 * 00106 IF( M.EQ.0 .OR. N.EQ.0 .OR. K.EQ.0 ) THEN 00107 RESULT( 1 ) = ZERO 00108 RESULT( 2 ) = ZERO 00109 RETURN 00110 END IF 00111 * 00112 EPS = DLAMCH( 'Epsilon' ) 00113 * 00114 * Copy the last k rows of the factorization to the array Q 00115 * 00116 CALL DLASET( 'Full', M, N, ROGUE, ROGUE, Q, LDA ) 00117 IF( K.LT.N ) 00118 $ CALL DLACPY( 'Full', K, N-K, AF( M-K+1, 1 ), LDA, 00119 $ Q( M-K+1, 1 ), LDA ) 00120 IF( K.GT.1 ) 00121 $ CALL DLACPY( 'Lower', K-1, K-1, AF( M-K+2, N-K+1 ), LDA, 00122 $ Q( M-K+2, N-K+1 ), LDA ) 00123 * 00124 * Generate the last n rows of the matrix Q 00125 * 00126 SRNAMT = 'DORGRQ' 00127 CALL DORGRQ( M, N, K, Q, LDA, TAU( M-K+1 ), WORK, LWORK, INFO ) 00128 * 00129 * Copy R(m-k+1:m,n-m+1:n) 00130 * 00131 CALL DLASET( 'Full', K, M, ZERO, ZERO, R( M-K+1, N-M+1 ), LDA ) 00132 CALL DLACPY( 'Upper', K, K, AF( M-K+1, N-K+1 ), LDA, 00133 $ R( M-K+1, N-K+1 ), LDA ) 00134 * 00135 * Compute R(m-k+1:m,n-m+1:n) - A(m-k+1:m,1:n) * Q(n-m+1:n,1:n)' 00136 * 00137 CALL DGEMM( 'No transpose', 'Transpose', K, M, N, -ONE, 00138 $ A( M-K+1, 1 ), LDA, Q, LDA, ONE, R( M-K+1, N-M+1 ), 00139 $ LDA ) 00140 * 00141 * Compute norm( R - A*Q' ) / ( N * norm(A) * EPS ) . 00142 * 00143 ANORM = DLANGE( '1', K, N, A( M-K+1, 1 ), LDA, RWORK ) 00144 RESID = DLANGE( '1', K, M, R( M-K+1, N-M+1 ), LDA, RWORK ) 00145 IF( ANORM.GT.ZERO ) THEN 00146 RESULT( 1 ) = ( ( RESID / DBLE( MAX( 1, N ) ) ) / ANORM ) / EPS 00147 ELSE 00148 RESULT( 1 ) = ZERO 00149 END IF 00150 * 00151 * Compute I - Q*Q' 00152 * 00153 CALL DLASET( 'Full', M, M, ZERO, ONE, R, LDA ) 00154 CALL DSYRK( 'Upper', 'No transpose', M, N, -ONE, Q, LDA, ONE, R, 00155 $ LDA ) 00156 * 00157 * Compute norm( I - Q*Q' ) / ( N * EPS ) . 00158 * 00159 RESID = DLANSY( '1', 'Upper', M, R, LDA, RWORK ) 00160 * 00161 RESULT( 2 ) = ( RESID / DBLE( MAX( 1, N ) ) ) / EPS 00162 * 00163 RETURN 00164 * 00165 * End of DRQT02 00166 * 00167 END