dhst01.f

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*> \brief \b DHST01
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*  Definition:
*  ===========
*
*       SUBROUTINE DHST01( N, ILO, IHI, A, LDA, H, LDH, Q, LDQ, WORK,
*                          LWORK, RESULT )
*
*       .. Scalar Arguments ..
*       INTEGER            IHI, ILO, LDA, LDH, LDQ, LWORK, N
*       ..
*       .. Array Arguments ..
*       DOUBLE PRECISION   A( LDA, * ), H( LDH, * ), Q( LDQ, * ),
*      $                   RESULT( 2 ), WORK( LWORK )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> DHST01 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 DGEHRD + DORGHR.
*>
*> In this version, ILO and IHI are not used and are assumed to be 1 and
*> N, respectively.
*> \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 DOUBLE PRECISION 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 DOUBLE PRECISION array, dimension (LDH,N)
*>          The upper Hessenberg matrix H from the reduction A = Q*H*Q'
*>          as computed by DGEHRD.  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 DOUBLE PRECISION array, dimension (LDQ,N)
*>          The orthogonal matrix Q from the reduction A = Q*H*Q' as
*>          computed by DGEHRD + DORGHR.
*> \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 DOUBLE PRECISION array, dimension (LWORK)
*> \endverbatim
*>
*> \param[in] LWORK
*> \verbatim
*>          LWORK is INTEGER
*>          The length of the array WORK.  LWORK >= 2*N*N.
*> \endverbatim
*>
*> \param[out] RESULT
*> \verbatim
*>          RESULT is DOUBLE PRECISION 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.
*
*> \ingroup double_eig
*
*  =====================================================================
      SUBROUTINE dhst01( N, ILO, IHI, A, LDA, H, LDH, Q, LDQ, WORK,
     $                   LWORK, RESULT )
*
*  -- 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            IHI, ILO, LDA, LDH, LDQ, LWORK, N
*     ..
*     .. Array Arguments ..
      DOUBLE PRECISION   A( LDA, * ), H( LDH, * ), Q( LDQ, * ),
     $                   result( 2 ), work( lwork )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ONE, ZERO
      parameter( one = 1.0d+0, zero = 0.0d+0 )
*     ..
*     .. Local Scalars ..
      INTEGER            LDWORK
      DOUBLE PRECISION   ANORM, EPS, OVFL, SMLNUM, UNFL, WNORM
*     ..
*     .. External Functions ..
      DOUBLE PRECISION   DLAMCH, DLANGE
      EXTERNAL           dlamch, dlange
*     ..
*     .. External Subroutines ..
      EXTERNAL           dgemm, dlacpy, dort01
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          max, min
*     ..
*     .. Executable Statements ..
*
*     Quick return if possible
*
      IF( n.LE.0 ) THEN
         result( 1 ) = zero
         result( 2 ) = zero
         RETURN
      END IF
*
      unfl = dlamch( 'Safe minimum' )
      eps = dlamch( 'Precision' )
      ovfl = one / unfl
      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 dlacpy( ' ', n, n, a, lda, work, ldwork )
*
*     Compute Q*H
*
      CALL dgemm( 'No transpose', 'No transpose', n, n, n, one, q, ldq,
     $            h, ldh, zero, work( ldwork*n+1 ), ldwork )
*
*     Compute A - Q*H*Q'
*
      CALL dgemm( 'No transpose', 'Transpose', n, n, n, -one,
     $            work( ldwork*n+1 ), ldwork, q, ldq, one, work,
     $            ldwork )
*
      anorm = max( dlange( '1', n, n, a, lda, work( ldwork*n+1 ) ),
     $        unfl )
      wnorm = dlange( '1', n, n, work, ldwork, work( ldwork*n+1 ) )
*
*     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 dort01( 'Columns', n, n, q, ldq, work, lwork, result( 2 ) )
*
      RETURN
*
*     End of DHST01
*
      END