dorhr_col01.f

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*> \brief \b DORHR_COL01
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*  Definition:
*  ===========
*
*       SUBROUTINE DORHR_COL01( M, N, MB1, NB1, NB2, RESULT )
*
*       .. Scalar Arguments ..
*       INTEGER           M, N, MB1, NB1, NB2
*       .. Return values ..
*       DOUBLE PRECISION  RESULT(6)
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> DORHR_COL01 tests DORGTSQR and DORHR_COL using DLATSQR, DGEMQRT.
*> Therefore, DLATSQR (part of DGEQR), DGEMQRT (part of DGEMQR)
*> have to be tested before this test.
*>
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] M
*> \verbatim
*>          M is INTEGER
*>          Number of rows in test matrix.
*> \endverbatim
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          Number of columns in test matrix.
*> \endverbatim
*> \param[in] MB1
*> \verbatim
*>          MB1 is INTEGER
*>          Number of row in row block in an input test matrix.
*> \endverbatim
*>
*> \param[in] NB1
*> \verbatim
*>          NB1 is INTEGER
*>          Number of columns in column block an input test matrix.
*> \endverbatim
*>
*> \param[in] NB2
*> \verbatim
*>          NB2 is INTEGER
*>          Number of columns in column block in an output test matrix.
*> \endverbatim
*>
*> \param[out] RESULT
*> \verbatim
*>          RESULT is DOUBLE PRECISION array, dimension (6)
*>          Results of each of the six tests below.
*>
*>            A is a m-by-n test input matrix to be factored.
*>            so that A = Q_gr * ( R )
*>                               ( 0 ),
*>
*>            Q_qr is an implicit m-by-m orthogonal Q matrix, the result
*>            of factorization in blocked WY-representation,
*>            stored in ZGEQRT output format.
*>
*>            R is a n-by-n upper-triangular matrix,
*>
*>            0 is a (m-n)-by-n zero matrix,
*>
*>            Q is an explicit m-by-m orthogonal matrix Q = Q_gr * I
*>
*>            C is an m-by-n random matrix,
*>
*>            D is an n-by-m random matrix.
*>
*>          The six tests are:
*>
*>          RESULT(1) = |R - (Q**H) * A| / ( eps * m * |A| )
*>            is equivalent to test for | A - Q * R | / (eps * m * |A|),
*>
*>          RESULT(2) = |I - (Q**H) * Q| / ( eps * m ),
*>
*>          RESULT(3) = | Q_qr * C - Q * C | / (eps * m * |C|),
*>
*>          RESULT(4) = | (Q_gr**H) * C - (Q**H) * C | / (eps * m * |C|)
*>
*>          RESULT(5) = | D * Q_qr - D * Q | / (eps * m * |D|)
*>
*>          RESULT(6) = | D * (Q_qr**H) - D * (Q**H) | / (eps * m * |D|),
*>
*>          where:
*>            Q_qr * C, (Q_gr**H) * C, D * Q_qr, D * (Q_qr**H) are
*>            computed using DGEMQRT,
*>
*>            Q * C, (Q**H) * C, D * Q, D * (Q**H)  are
*>            computed using DGEMM.
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup double_lin
*
*  =====================================================================
      SUBROUTINE dorhr_col01( M, N, MB1, NB1, NB2, RESULT )
      IMPLICIT NONE
*
*  -- 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           M, N, MB1, NB1, NB2
*     .. Return values ..
      DOUBLE PRECISION  RESULT(6)
*
*  =====================================================================
*
*     ..
*     .. Local allocatable arrays
      DOUBLE PRECISION, ALLOCATABLE ::  A(:,:), AF(:,:), Q(:,:), R(:,:),
     $                   RWORK(:), WORK( : ), T1(:,:), T2(:,:), DIAG(:),
     $                   C(:,:), CF(:,:), D(:,:), DF(:,:)
*
*     .. Parameters ..
      DOUBLE PRECISION   ONE, ZERO
      parameter( zero = 0.0d+0, one = 1.0d+0 )
*     ..
*     .. Local Scalars ..
      LOGICAL            TESTZEROS
      INTEGER            INFO, I, J, K, L, LWORK, NB1_UB, NB2_UB, NRB
      DOUBLE PRECISION   ANORM, EPS, RESID, CNORM, DNORM
*     ..
*     .. Local Arrays ..
      INTEGER            ISEED( 4 )
      DOUBLE PRECISION   WORKQUERY( 1 )
*     ..
*     .. External Functions ..
      DOUBLE PRECISION   DLAMCH, DLANGE, DLANSY
      EXTERNAL           dlamch, dlange, dlansy
*     ..
*     .. External Subroutines ..
      EXTERNAL           dlacpy, dlarnv, dlaset, dlatsqr, dorhr_col,
     $                   dorgtsqr, dscal, dgemm, dgemqrt, dsyrk
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          ceiling, dble, max, min
*     ..
*     .. Scalars in Common ..
      CHARACTER(LEN=32)  SRNAMT
*     ..
*     .. Common blocks ..
      COMMON             / srmnamc / srnamt
*     ..
*     .. Data statements ..
      DATA iseed / 1988, 1989, 1990, 1991 /
*
*     TEST MATRICES WITH HALF OF MATRIX BEING ZEROS
*
      testzeros = .false.
*
      eps = dlamch( 'Epsilon' )
      k = min( m, n )
      l = max( m, n, 1)
*
*     Dynamically allocate local arrays
*
      ALLOCATE ( a(m,n), af(m,n), q(l,l), r(m,l), rwork(l),
     $           c(m,n), cf(m,n),
     $           d(n,m), df(n,m) )
*
*     Put random numbers into A and copy to AF
*
      DO j = 1, n
         CALL dlarnv( 2, iseed, m, a( 1, j ) )
      END DO
      IF( testzeros ) THEN
         IF( m.GE.4 ) THEN
            DO j = 1, n
               CALL dlarnv( 2, iseed, m/2, a( m/4, j ) )
            END DO
         END IF
      END IF
      CALL dlacpy( 'Full', m, n, a, m, af, m )
*
*     Number of row blocks in DLATSQR
*
      nrb = max( 1, ceiling( dble( m - n ) / dble( mb1 - n ) ) )
*
      ALLOCATE ( t1( nb1, n * nrb ) )
      ALLOCATE ( t2( nb2, n ) )
      ALLOCATE ( diag( n ) )
*
*     Begin determine LWORK for the array WORK and allocate memory.
*
*     DLATSQR requires NB1 to be bounded by N.
*
      nb1_ub = min( nb1, n)
*
*     DGEMQRT requires NB2 to be bounded by N.
*
      nb2_ub = min( nb2, n)
*
      CALL dlatsqr( m, n, mb1, nb1_ub, af, m, t1, nb1,
     $              workquery, -1, info )
      lwork = int( workquery( 1 ) )
      CALL dorgtsqr( m, n, mb1, nb1, af, m, t1, nb1, workquery, -1,
     $               info )
 
      lwork = max( lwork, int( workquery( 1 ) ) )
*
*     In DGEMQRT, WORK is N*NB2_UB if SIDE = 'L',
*                or  M*NB2_UB if SIDE = 'R'.
*
      lwork = max( lwork, nb2_ub * n, nb2_ub * m )
*
      ALLOCATE ( work( lwork ) )
*
*     End allocate memory for WORK.
*
*
*     Begin Householder reconstruction routines
*
*     Factor the matrix A in the array AF.
*
      srnamt = 'DLATSQR'
      CALL dlatsqr( m, n, mb1, nb1_ub, af, m, t1, nb1, work, lwork,
     $              info )
*
*     Copy the factor R into the array R.
*
      srnamt = 'DLACPY'
      CALL dlacpy( 'U', n, n, af, m, r, m )
*
*     Reconstruct the orthogonal matrix Q.
*
      srnamt = 'DORGTSQR'
      CALL dorgtsqr( m, n, mb1, nb1, af, m, t1, nb1, work, lwork,
     $               info )
*
*     Perform the Householder reconstruction, the result is stored
*     the arrays AF and T2.
*
      srnamt = 'DORHR_COL'
      CALL dorhr_col( m, n, nb2, af, m, t2, nb2, diag, info )
*
*     Compute the factor R_hr corresponding to the Householder
*     reconstructed Q_hr and place it in the upper triangle of AF to
*     match the Q storage format in DGEQRT. R_hr = R_tsqr * S,
*     this means changing the sign of I-th row of the matrix R_tsqr
*     according to sign of of I-th diagonal element DIAG(I) of the
*     matrix S.
*
      srnamt = 'DLACPY'
      CALL dlacpy( 'U', n, n, r, m, af, m )
*
      DO i = 1, n
         IF( diag( i ).EQ.-one ) THEN
            CALL dscal( n+1-i, -one, af( i, i ), m )
         END IF
      END DO
*
*     End Householder reconstruction routines.
*
*
*     Generate the m-by-m matrix Q
*
      CALL dlaset( 'Full', m, m, zero, one, q, m )
*
      srnamt = 'DGEMQRT'
      CALL dgemqrt( 'L', 'N', m, m, k, nb2_ub, af, m, t2, nb2, q, m,
     $              work, info )
*
*     Copy R
*
      CALL dlaset( 'Full', m, n, zero, zero, r, m )
*
      CALL dlacpy( 'Upper', m, n, af, m, r, m )
*
*     TEST 1
*     Compute |R - (Q**T)*A| / ( eps * m * |A| ) and store in RESULT(1)
*
      CALL dgemm( 'T', 'N', m, n, m, -one, q, m, a, m, one, r, m )
*
      anorm = dlange( '1', m, n, a, m, rwork )
      resid = dlange( '1', m, n, r, m, rwork )
      IF( anorm.GT.zero ) THEN
         result( 1 ) = resid / ( eps * max( 1, m ) * anorm )
      ELSE
         result( 1 ) = zero
      END IF
*
*     TEST 2
*     Compute |I - (Q**T)*Q| / ( eps * m ) and store in RESULT(2)
*
      CALL dlaset( 'Full', m, m, zero, one, r, m )
      CALL dsyrk( 'U', 'T', m, m, -one, q, m, one, r, m )
      resid = dlansy( '1', 'Upper', m, r, m, rwork )
      result( 2 ) = resid / ( eps * max( 1, m ) )
*
*     Generate random m-by-n matrix C
*
      DO j = 1, n
         CALL dlarnv( 2, iseed, m, c( 1, j ) )
      END DO
      cnorm = dlange( '1', m, n, c, m, rwork )
      CALL dlacpy( 'Full', m, n, c, m, cf, m )
*
*     Apply Q to C as Q*C = CF
*
      srnamt = 'DGEMQRT'
      CALL dgemqrt( 'L', 'N', m, n, k, nb2_ub, af, m, t2, nb2, cf, m,
     $               work, info )
*
*     TEST 3
*     Compute |CF - Q*C| / ( eps *  m * |C| )
*
      CALL dgemm( 'N', 'N', m, n, m, -one, q, m, c, m, one, cf, m )
      resid = dlange( '1', m, n, cf, m, rwork )
      IF( cnorm.GT.zero ) THEN
         result( 3 ) = resid / ( eps * max( 1, m ) * cnorm )
      ELSE
         result( 3 ) = zero
      END IF
*
*     Copy C into CF again
*
      CALL dlacpy( 'Full', m, n, c, m, cf, m )
*
*     Apply Q to C as (Q**T)*C = CF
*
      srnamt = 'DGEMQRT'
      CALL dgemqrt( 'L', 'T', m, n, k, nb2_ub, af, m, t2, nb2, cf, m,
     $               work, info )
*
*     TEST 4
*     Compute |CF - (Q**T)*C| / ( eps * m * |C|)
*
      CALL dgemm( 'T', 'N', m, n, m, -one, q, m, c, m, one, cf, m )
      resid = dlange( '1', m, n, cf, m, rwork )
      IF( cnorm.GT.zero ) THEN
         result( 4 ) = resid / ( eps * max( 1, m ) * cnorm )
      ELSE
         result( 4 ) = zero
      END IF
*
*     Generate random n-by-m matrix D and a copy DF
*
      DO j = 1, m
         CALL dlarnv( 2, iseed, n, d( 1, j ) )
      END DO
      dnorm = dlange( '1', n, m, d, n, rwork )
      CALL dlacpy( 'Full', n, m, d, n, df, n )
*
*     Apply Q to D as D*Q = DF
*
      srnamt = 'DGEMQRT'
      CALL dgemqrt( 'R', 'N', n, m, k, nb2_ub, af, m, t2, nb2, df, n,
     $               work, info )
*
*     TEST 5
*     Compute |DF - D*Q| / ( eps * m * |D| )
*
      CALL dgemm( 'N', 'N', n, m, m, -one, d, n, q, m, one, df, n )
      resid = dlange( '1', n, m, df, n, rwork )
      IF( dnorm.GT.zero ) THEN
         result( 5 ) = resid / ( eps * max( 1, m ) * dnorm )
      ELSE
         result( 5 ) = zero
      END IF
*
*     Copy D into DF again
*
      CALL dlacpy( 'Full', n, m, d, n, df, n )
*
*     Apply Q to D as D*QT = DF
*
      srnamt = 'DGEMQRT'
      CALL dgemqrt( 'R', 'T', n, m, k, nb2_ub, af, m, t2, nb2, df, n,
     $               work, info )
*
*     TEST 6
*     Compute |DF - D*(Q**T)| / ( eps * m * |D| )
*
      CALL dgemm( 'N', 'T', n, m, m, -one, d, n, q, m, one, df, n )
      resid = dlange( '1', n, m, df, n, rwork )
      IF( dnorm.GT.zero ) THEN
         result( 6 ) = resid / ( eps * max( 1, m ) * dnorm )
      ELSE
         result( 6 ) = zero
      END IF
*
*     Deallocate all arrays
*
      DEALLOCATE ( a, af, q, r, rwork, work, t1, t2, diag,
     $             c, d, cf, df )
*
      RETURN
*
*     End of DORHR_COL01
*
      END