LAPACK  3.10.1
LAPACK: Linear Algebra PACKage

◆ dqrt15()

subroutine dqrt15 ( integer  SCALE,
integer  RKSEL,
integer  M,
integer  N,
integer  NRHS,
double precision, dimension( lda, * )  A,
integer  LDA,
double precision, dimension( ldb, * )  B,
integer  LDB,
double precision, dimension( * )  S,
integer  RANK,
double precision  NORMA,
double precision  NORMB,
integer, dimension( 4 )  ISEED,
double precision, dimension( lwork )  WORK,
integer  LWORK 
)

DQRT15

Purpose:
 DQRT15 generates a matrix with full or deficient rank and of various
 norms.
Parameters
[in]SCALE
          SCALE is INTEGER
          SCALE = 1: normally scaled matrix
          SCALE = 2: matrix scaled up
          SCALE = 3: matrix scaled down
[in]RKSEL
          RKSEL is INTEGER
          RKSEL = 1: full rank matrix
          RKSEL = 2: rank-deficient matrix
[in]M
          M is INTEGER
          The number of rows of the matrix A.
[in]N
          N is INTEGER
          The number of columns of A.
[in]NRHS
          NRHS is INTEGER
          The number of columns of B.
[out]A
          A is DOUBLE PRECISION array, dimension (LDA,N)
          The M-by-N matrix A.
[in]LDA
          LDA is INTEGER
          The leading dimension of the array A.
[out]B
          B is DOUBLE PRECISION array, dimension (LDB, NRHS)
          A matrix that is in the range space of matrix A.
[in]LDB
          LDB is INTEGER
          The leading dimension of the array B.
[out]S
          S is DOUBLE PRECISION array, dimension MIN(M,N)
          Singular values of A.
[out]RANK
          RANK is INTEGER
          number of nonzero singular values of A.
[out]NORMA
          NORMA is DOUBLE PRECISION
          one-norm of A.
[out]NORMB
          NORMB is DOUBLE PRECISION
          one-norm of B.
[in,out]ISEED
          ISEED is integer array, dimension (4)
          seed for random number generator.
[out]WORK
          WORK is DOUBLE PRECISION array, dimension (LWORK)
[in]LWORK
          LWORK is INTEGER
          length of work space required.
          LWORK >= MAX(M+MIN(M,N),NRHS*MIN(M,N),2*N+M)
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.

Definition at line 146 of file dqrt15.f.

148 *
149 * -- LAPACK test routine --
150 * -- LAPACK is a software package provided by Univ. of Tennessee, --
151 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
152 *
153 * .. Scalar Arguments ..
154  INTEGER LDA, LDB, LWORK, M, N, NRHS, RANK, RKSEL, SCALE
155  DOUBLE PRECISION NORMA, NORMB
156 * ..
157 * .. Array Arguments ..
158  INTEGER ISEED( 4 )
159  DOUBLE PRECISION A( LDA, * ), B( LDB, * ), S( * ), WORK( LWORK )
160 * ..
161 *
162 * =====================================================================
163 *
164 * .. Parameters ..
165  DOUBLE PRECISION ZERO, ONE, TWO, SVMIN
166  parameter( zero = 0.0d0, one = 1.0d0, two = 2.0d0,
167  $ svmin = 0.1d0 )
168 * ..
169 * .. Local Scalars ..
170  INTEGER INFO, J, MN
171  DOUBLE PRECISION BIGNUM, EPS, SMLNUM, TEMP
172 * ..
173 * .. Local Arrays ..
174  DOUBLE PRECISION DUMMY( 1 )
175 * ..
176 * .. External Functions ..
177  DOUBLE PRECISION DASUM, DLAMCH, DLANGE, DLARND, DNRM2
178  EXTERNAL dasum, dlamch, dlange, dlarnd, dnrm2
179 * ..
180 * .. External Subroutines ..
181  EXTERNAL dgemm, dlaord, dlarf, dlarnv, dlaror, dlascl,
182  $ dlaset, dscal, xerbla
183 * ..
184 * .. Intrinsic Functions ..
185  INTRINSIC abs, max, min
186 * ..
187 * .. Executable Statements ..
188 *
189  mn = min( m, n )
190  IF( lwork.LT.max( m+mn, mn*nrhs, 2*n+m ) ) THEN
191  CALL xerbla( 'DQRT15', 16 )
192  RETURN
193  END IF
194 *
195  smlnum = dlamch( 'Safe minimum' )
196  bignum = one / smlnum
197  eps = dlamch( 'Epsilon' )
198  smlnum = ( smlnum / eps ) / eps
199  bignum = one / smlnum
200 *
201 * Determine rank and (unscaled) singular values
202 *
203  IF( rksel.EQ.1 ) THEN
204  rank = mn
205  ELSE IF( rksel.EQ.2 ) THEN
206  rank = ( 3*mn ) / 4
207  DO 10 j = rank + 1, mn
208  s( j ) = zero
209  10 CONTINUE
210  ELSE
211  CALL xerbla( 'DQRT15', 2 )
212  END IF
213 *
214  IF( rank.GT.0 ) THEN
215 *
216 * Nontrivial case
217 *
218  s( 1 ) = one
219  DO 30 j = 2, rank
220  20 CONTINUE
221  temp = dlarnd( 1, iseed )
222  IF( temp.GT.svmin ) THEN
223  s( j ) = abs( temp )
224  ELSE
225  GO TO 20
226  END IF
227  30 CONTINUE
228  CALL dlaord( 'Decreasing', rank, s, 1 )
229 *
230 * Generate 'rank' columns of a random orthogonal matrix in A
231 *
232  CALL dlarnv( 2, iseed, m, work )
233  CALL dscal( m, one / dnrm2( m, work, 1 ), work, 1 )
234  CALL dlaset( 'Full', m, rank, zero, one, a, lda )
235  CALL dlarf( 'Left', m, rank, work, 1, two, a, lda,
236  $ work( m+1 ) )
237 *
238 * workspace used: m+mn
239 *
240 * Generate consistent rhs in the range space of A
241 *
242  CALL dlarnv( 2, iseed, rank*nrhs, work )
243  CALL dgemm( 'No transpose', 'No transpose', m, nrhs, rank, one,
244  $ a, lda, work, rank, zero, b, ldb )
245 *
246 * work space used: <= mn *nrhs
247 *
248 * generate (unscaled) matrix A
249 *
250  DO 40 j = 1, rank
251  CALL dscal( m, s( j ), a( 1, j ), 1 )
252  40 CONTINUE
253  IF( rank.LT.n )
254  $ CALL dlaset( 'Full', m, n-rank, zero, zero, a( 1, rank+1 ),
255  $ lda )
256  CALL dlaror( 'Right', 'No initialization', m, n, a, lda, iseed,
257  $ work, info )
258 *
259  ELSE
260 *
261 * work space used 2*n+m
262 *
263 * Generate null matrix and rhs
264 *
265  DO 50 j = 1, mn
266  s( j ) = zero
267  50 CONTINUE
268  CALL dlaset( 'Full', m, n, zero, zero, a, lda )
269  CALL dlaset( 'Full', m, nrhs, zero, zero, b, ldb )
270 *
271  END IF
272 *
273 * Scale the matrix
274 *
275  IF( scale.NE.1 ) THEN
276  norma = dlange( 'Max', m, n, a, lda, dummy )
277  IF( norma.NE.zero ) THEN
278  IF( scale.EQ.2 ) THEN
279 *
280 * matrix scaled up
281 *
282  CALL dlascl( 'General', 0, 0, norma, bignum, m, n, a,
283  $ lda, info )
284  CALL dlascl( 'General', 0, 0, norma, bignum, mn, 1, s,
285  $ mn, info )
286  CALL dlascl( 'General', 0, 0, norma, bignum, m, nrhs, b,
287  $ ldb, info )
288  ELSE IF( scale.EQ.3 ) THEN
289 *
290 * matrix scaled down
291 *
292  CALL dlascl( 'General', 0, 0, norma, smlnum, m, n, a,
293  $ lda, info )
294  CALL dlascl( 'General', 0, 0, norma, smlnum, mn, 1, s,
295  $ mn, info )
296  CALL dlascl( 'General', 0, 0, norma, smlnum, m, nrhs, b,
297  $ ldb, info )
298  ELSE
299  CALL xerbla( 'DQRT15', 1 )
300  RETURN
301  END IF
302  END IF
303  END IF
304 *
305  norma = dasum( mn, s, 1 )
306  normb = dlange( 'One-norm', m, nrhs, b, ldb, dummy )
307 *
308  RETURN
309 *
310 * End of DQRT15
311 *
double precision function dlamch(CMACH)
DLAMCH
Definition: dlamch.f:69
subroutine dlarnv(IDIST, ISEED, N, X)
DLARNV returns a vector of random numbers from a uniform or normal distribution.
Definition: dlarnv.f:97
subroutine dlascl(TYPE, KL, KU, CFROM, CTO, M, N, A, LDA, INFO)
DLASCL multiplies a general rectangular matrix by a real scalar defined as cto/cfrom.
Definition: dlascl.f:143
subroutine dlaset(UPLO, M, N, ALPHA, BETA, A, LDA)
DLASET initializes the off-diagonal elements and the diagonal elements of a matrix to given values.
Definition: dlaset.f:110
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:60
double precision function dasum(N, DX, INCX)
DASUM
Definition: dasum.f:71
subroutine dscal(N, DA, DX, INCX)
DSCAL
Definition: dscal.f:79
subroutine dgemm(TRANSA, TRANSB, M, N, K, ALPHA, A, LDA, B, LDB, BETA, C, LDC)
DGEMM
Definition: dgemm.f:187
subroutine dlaord(JOB, N, X, INCX)
DLAORD
Definition: dlaord.f:73
double precision function dlarnd(IDIST, ISEED)
DLARND
Definition: dlarnd.f:73
subroutine dlaror(SIDE, INIT, M, N, A, LDA, ISEED, X, INFO)
DLAROR
Definition: dlaror.f:146
double precision function dlange(NORM, M, N, A, LDA, WORK)
DLANGE returns the value of the 1-norm, Frobenius norm, infinity-norm, or the largest absolute value ...
Definition: dlange.f:114
subroutine dlarf(SIDE, M, N, V, INCV, TAU, C, LDC, WORK)
DLARF applies an elementary reflector to a general rectangular matrix.
Definition: dlarf.f:124
real(wp) function dnrm2(n, x, incx)
DNRM2
Definition: dnrm2.f90:89
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