LAPACK 3.3.1
Linear Algebra PACKage
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00001 SUBROUTINE SBDT01( M, N, KD, A, LDA, Q, LDQ, D, E, PT, LDPT, WORK, 00002 $ RESID ) 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 KD, LDA, LDPT, LDQ, M, N 00010 REAL RESID 00011 * .. 00012 * .. Array Arguments .. 00013 REAL A( LDA, * ), D( * ), E( * ), PT( LDPT, * ), 00014 $ Q( LDQ, * ), WORK( * ) 00015 * .. 00016 * 00017 * Purpose 00018 * ======= 00019 * 00020 * SBDT01 reconstructs a general matrix A from its bidiagonal form 00021 * A = Q * B * P' 00022 * where Q (m by min(m,n)) and P' (min(m,n) by n) are orthogonal 00023 * matrices and B is bidiagonal. 00024 * 00025 * The test ratio to test the reduction is 00026 * RESID = norm( A - Q * B * PT ) / ( n * norm(A) * EPS ) 00027 * where PT = P' and EPS is the machine precision. 00028 * 00029 * Arguments 00030 * ========= 00031 * 00032 * M (input) INTEGER 00033 * The number of rows of the matrices A and Q. 00034 * 00035 * N (input) INTEGER 00036 * The number of columns of the matrices A and P'. 00037 * 00038 * KD (input) INTEGER 00039 * If KD = 0, B is diagonal and the array E is not referenced. 00040 * If KD = 1, the reduction was performed by xGEBRD; B is upper 00041 * bidiagonal if M >= N, and lower bidiagonal if M < N. 00042 * If KD = -1, the reduction was performed by xGBBRD; B is 00043 * always upper bidiagonal. 00044 * 00045 * A (input) REAL array, dimension (LDA,N) 00046 * The m by n matrix A. 00047 * 00048 * LDA (input) INTEGER 00049 * The leading dimension of the array A. LDA >= max(1,M). 00050 * 00051 * Q (input) REAL array, dimension (LDQ,N) 00052 * The m by min(m,n) orthogonal matrix Q in the reduction 00053 * A = Q * B * P'. 00054 * 00055 * LDQ (input) INTEGER 00056 * The leading dimension of the array Q. LDQ >= max(1,M). 00057 * 00058 * D (input) REAL array, dimension (min(M,N)) 00059 * The diagonal elements of the bidiagonal matrix B. 00060 * 00061 * E (input) REAL array, dimension (min(M,N)-1) 00062 * The superdiagonal elements of the bidiagonal matrix B if 00063 * m >= n, or the subdiagonal elements of B if m < n. 00064 * 00065 * PT (input) REAL array, dimension (LDPT,N) 00066 * The min(m,n) by n orthogonal matrix P' in the reduction 00067 * A = Q * B * P'. 00068 * 00069 * LDPT (input) INTEGER 00070 * The leading dimension of the array PT. 00071 * LDPT >= max(1,min(M,N)). 00072 * 00073 * WORK (workspace) REAL array, dimension (M+N) 00074 * 00075 * RESID (output) REAL 00076 * The test ratio: norm(A - Q * B * P') / ( n * norm(A) * EPS ) 00077 * 00078 * ===================================================================== 00079 * 00080 * .. Parameters .. 00081 REAL ZERO, ONE 00082 PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 ) 00083 * .. 00084 * .. Local Scalars .. 00085 INTEGER I, J 00086 REAL ANORM, EPS 00087 * .. 00088 * .. External Functions .. 00089 REAL SASUM, SLAMCH, SLANGE 00090 EXTERNAL SASUM, SLAMCH, SLANGE 00091 * .. 00092 * .. External Subroutines .. 00093 EXTERNAL SCOPY, SGEMV 00094 * .. 00095 * .. Intrinsic Functions .. 00096 INTRINSIC MAX, MIN, REAL 00097 * .. 00098 * .. Executable Statements .. 00099 * 00100 * Quick return if possible 00101 * 00102 IF( M.LE.0 .OR. N.LE.0 ) THEN 00103 RESID = ZERO 00104 RETURN 00105 END IF 00106 * 00107 * Compute A - Q * B * P' one column at a time. 00108 * 00109 RESID = ZERO 00110 IF( KD.NE.0 ) THEN 00111 * 00112 * B is bidiagonal. 00113 * 00114 IF( KD.NE.0 .AND. M.GE.N ) THEN 00115 * 00116 * B is upper bidiagonal and M >= N. 00117 * 00118 DO 20 J = 1, N 00119 CALL SCOPY( M, A( 1, J ), 1, WORK, 1 ) 00120 DO 10 I = 1, N - 1 00121 WORK( M+I ) = D( I )*PT( I, J ) + E( I )*PT( I+1, J ) 00122 10 CONTINUE 00123 WORK( M+N ) = D( N )*PT( N, J ) 00124 CALL SGEMV( 'No transpose', M, N, -ONE, Q, LDQ, 00125 $ WORK( M+1 ), 1, ONE, WORK, 1 ) 00126 RESID = MAX( RESID, SASUM( M, WORK, 1 ) ) 00127 20 CONTINUE 00128 ELSE IF( KD.LT.0 ) THEN 00129 * 00130 * B is upper bidiagonal and M < N. 00131 * 00132 DO 40 J = 1, N 00133 CALL SCOPY( M, A( 1, J ), 1, WORK, 1 ) 00134 DO 30 I = 1, M - 1 00135 WORK( M+I ) = D( I )*PT( I, J ) + E( I )*PT( I+1, J ) 00136 30 CONTINUE 00137 WORK( M+M ) = D( M )*PT( M, J ) 00138 CALL SGEMV( 'No transpose', M, M, -ONE, Q, LDQ, 00139 $ WORK( M+1 ), 1, ONE, WORK, 1 ) 00140 RESID = MAX( RESID, SASUM( M, WORK, 1 ) ) 00141 40 CONTINUE 00142 ELSE 00143 * 00144 * B is lower bidiagonal. 00145 * 00146 DO 60 J = 1, N 00147 CALL SCOPY( M, A( 1, J ), 1, WORK, 1 ) 00148 WORK( M+1 ) = D( 1 )*PT( 1, J ) 00149 DO 50 I = 2, M 00150 WORK( M+I ) = E( I-1 )*PT( I-1, J ) + 00151 $ D( I )*PT( I, J ) 00152 50 CONTINUE 00153 CALL SGEMV( 'No transpose', M, M, -ONE, Q, LDQ, 00154 $ WORK( M+1 ), 1, ONE, WORK, 1 ) 00155 RESID = MAX( RESID, SASUM( M, WORK, 1 ) ) 00156 60 CONTINUE 00157 END IF 00158 ELSE 00159 * 00160 * B is diagonal. 00161 * 00162 IF( M.GE.N ) THEN 00163 DO 80 J = 1, N 00164 CALL SCOPY( M, A( 1, J ), 1, WORK, 1 ) 00165 DO 70 I = 1, N 00166 WORK( M+I ) = D( I )*PT( I, J ) 00167 70 CONTINUE 00168 CALL SGEMV( 'No transpose', M, N, -ONE, Q, LDQ, 00169 $ WORK( M+1 ), 1, ONE, WORK, 1 ) 00170 RESID = MAX( RESID, SASUM( M, WORK, 1 ) ) 00171 80 CONTINUE 00172 ELSE 00173 DO 100 J = 1, N 00174 CALL SCOPY( M, A( 1, J ), 1, WORK, 1 ) 00175 DO 90 I = 1, M 00176 WORK( M+I ) = D( I )*PT( I, J ) 00177 90 CONTINUE 00178 CALL SGEMV( 'No transpose', M, M, -ONE, Q, LDQ, 00179 $ WORK( M+1 ), 1, ONE, WORK, 1 ) 00180 RESID = MAX( RESID, SASUM( M, WORK, 1 ) ) 00181 100 CONTINUE 00182 END IF 00183 END IF 00184 * 00185 * Compute norm(A - Q * B * P') / ( n * norm(A) * EPS ) 00186 * 00187 ANORM = SLANGE( '1', M, N, A, LDA, WORK ) 00188 EPS = SLAMCH( 'Precision' ) 00189 * 00190 IF( ANORM.LE.ZERO ) THEN 00191 IF( RESID.NE.ZERO ) 00192 $ RESID = ONE / EPS 00193 ELSE 00194 IF( ANORM.GE.RESID ) THEN 00195 RESID = ( RESID / ANORM ) / ( REAL( N )*EPS ) 00196 ELSE 00197 IF( ANORM.LT.ONE ) THEN 00198 RESID = ( MIN( RESID, REAL( N )*ANORM ) / ANORM ) / 00199 $ ( REAL( N )*EPS ) 00200 ELSE 00201 RESID = MIN( RESID / ANORM, REAL( N ) ) / 00202 $ ( REAL( N )*EPS ) 00203 END IF 00204 END IF 00205 END IF 00206 * 00207 RETURN 00208 * 00209 * End of SBDT01 00210 * 00211 END