chst01.f

Go to the documentation of this file.

*> \brief \b CHST01
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at 
*            http://www.netlib.org/lapack/explore-html/ 
*
*  Definition:
*  ===========
*
*       SUBROUTINE CHST01( N, ILO, IHI, A, LDA, H, LDH, Q, LDQ, WORK,
*                          LWORK, RWORK, RESULT )
* 
*       .. Scalar Arguments ..
*       INTEGER            IHI, ILO, LDA, LDH, LDQ, LWORK, N
*       ..
*       .. Array Arguments ..
*       REAL               RESULT( 2 ), RWORK( * )
*       COMPLEX            A( LDA, * ), H( LDH, * ), Q( LDQ, * ),
*      $                   WORK( LWORK )
*       ..
*  
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> CHST01 tests the reduction of a general matrix A to upper Hessenberg
*> form:  A = Q*H*Q'.  Two test ratios are computed;
*>
*> RESULT(1) = norm( A - Q*H*Q' ) / ( norm(A) * N * EPS )
*> RESULT(2) = norm( I - Q'*Q ) / ( N * EPS )
*>
*> The matrix Q is assumed to be given explicitly as it would be
*> following CGEHRD + CUNGHR.
*>
*> In this version, ILO and IHI are not used, but they could be used
*> to save some work if this is desired.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The order of the matrix A.  N >= 0.
*> \endverbatim
*>
*> \param[in] ILO
*> \verbatim
*>          ILO is INTEGER
*> \endverbatim
*>
*> \param[in] IHI
*> \verbatim
*>          IHI is INTEGER
*>
*>          A is assumed to be upper triangular in rows and columns
*>          1:ILO-1 and IHI+1:N, so Q differs from the identity only in
*>          rows and columns ILO+1:IHI.
*> \endverbatim
*>
*> \param[in] A
*> \verbatim
*>          A is COMPLEX array, dimension (LDA,N)
*>          The original n by n matrix A.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*>          LDA is INTEGER
*>          The leading dimension of the array A.  LDA >= max(1,N).
*> \endverbatim
*>
*> \param[in] H
*> \verbatim
*>          H is COMPLEX array, dimension (LDH,N)
*>          The upper Hessenberg matrix H from the reduction A = Q*H*Q'
*>          as computed by CGEHRD.  H is assumed to be zero below the
*>          first subdiagonal.
*> \endverbatim
*>
*> \param[in] LDH
*> \verbatim
*>          LDH is INTEGER
*>          The leading dimension of the array H.  LDH >= max(1,N).
*> \endverbatim
*>
*> \param[in] Q
*> \verbatim
*>          Q is COMPLEX array, dimension (LDQ,N)
*>          The orthogonal matrix Q from the reduction A = Q*H*Q' as
*>          computed by CGEHRD + CUNGHR.
*> \endverbatim
*>
*> \param[in] LDQ
*> \verbatim
*>          LDQ is INTEGER
*>          The leading dimension of the array Q.  LDQ >= max(1,N).
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*>          WORK is COMPLEX array, dimension (LWORK)
*> \endverbatim
*>
*> \param[in] LWORK
*> \verbatim
*>          LWORK is INTEGER
*>          The length of the array WORK.  LWORK >= 2*N*N.
*> \endverbatim
*>
*> \param[out] RWORK
*> \verbatim
*>          RWORK is REAL array, dimension (N)
*> \endverbatim
*>
*> \param[out] RESULT
*> \verbatim
*>          RESULT is REAL array, dimension (2)
*>          RESULT(1) = norm( A - Q*H*Q' ) / ( norm(A) * N * 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. 
*
*> \date November 2011
*
*> \ingroup complex_eig
*
*  =====================================================================
      SUBROUTINE chst01( N, ILO, IHI, A, LDA, H, LDH, Q, LDQ, WORK,
     $                   lwork, rwork, result )
*
*  -- LAPACK test routine (version 3.4.0) --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*     November 2011
*
*     .. Scalar Arguments ..
      INTEGER            ihi, ilo, lda, ldh, ldq, lwork, n
*     ..
*     .. Array Arguments ..
      REAL               result( 2 ), rwork( * )
      COMPLEX            a( lda, * ), h( ldh, * ), q( ldq, * ),
     $                   work( lwork )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      REAL               one, zero
      parameter( one = 1.0e+0, zero = 0.0e+0 )
*     ..
*     .. Local Scalars ..
      INTEGER            ldwork
      REAL               anorm, eps, ovfl, smlnum, unfl, wnorm
*     ..
*     .. External Functions ..
      REAL               clange, slamch
      EXTERNAL           clange, slamch
*     ..
*     .. External Subroutines ..
      EXTERNAL           cgemm, clacpy, cunt01, slabad
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          cmplx, max, min
*     ..
*     .. Executable Statements ..
*
*     Quick return if possible
*
      IF( n.LE.0 ) THEN
         result( 1 ) = zero
         result( 2 ) = zero
         return
      END IF
*
      unfl = slamch( 'Safe minimum' )
      eps = slamch( 'Precision' )
      ovfl = one / unfl
      CALL slabad( unfl, ovfl )
      smlnum = unfl*n / eps
*
*     Test 1:  Compute norm( A - Q*H*Q' ) / ( norm(A) * N * EPS )
*
*     Copy A to WORK
*
      ldwork = max( 1, n )
      CALL clacpy( ' ', n, n, a, lda, work, ldwork )
*
*     Compute Q*H
*
      CALL cgemm( 'No transpose', 'No transpose', n, n, n, cmplx( one ),
     $            q, ldq, h, ldh, cmplx( zero ), work( ldwork*n+1 ),
     $            ldwork )
*
*     Compute A - Q*H*Q'
*
      CALL cgemm( 'No transpose', 'Conjugate transpose', n, n, n,
     $            cmplx( -one ), work( ldwork*n+1 ), ldwork, q, ldq,
     $            cmplx( one ), work, ldwork )
*
      anorm = max( clange( '1', n, n, a, lda, rwork ), unfl )
      wnorm = clange( '1', n, n, work, ldwork, rwork )
*
*     Note that RESULT(1) cannot overflow and is bounded by 1/(N*EPS)
*
      result( 1 ) = min( wnorm, anorm ) / max( smlnum, anorm*eps ) / n
*
*     Test 2:  Compute norm( I - Q'*Q ) / ( N * EPS )
*
      CALL cunt01( 'Columns', n, n, q, ldq, work, lwork, rwork,
     $             result( 2 ) )
*
      return
*
*     End of CHST01
*
      END