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cchkbd.f
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1*> \brief \b CCHKBD
2*
3* =========== DOCUMENTATION ===========
4*
5* Online html documentation available at
6* http://www.netlib.org/lapack/explore-html/
7*
8* Definition:
9* ===========
10*
11* SUBROUTINE CCHKBD( NSIZES, MVAL, NVAL, NTYPES, DOTYPE, NRHS,
12* ISEED, THRESH, A, LDA, BD, BE, S1, S2, X, LDX,
13* Y, Z, Q, LDQ, PT, LDPT, U, VT, WORK, LWORK,
14* RWORK, NOUT, INFO )
15*
16* .. Scalar Arguments ..
17* INTEGER INFO, LDA, LDPT, LDQ, LDX, LWORK, NOUT, NRHS,
18* $ NSIZES, NTYPES
19* REAL THRESH
20* ..
21* .. Array Arguments ..
22* LOGICAL DOTYPE( * )
23* INTEGER ISEED( 4 ), MVAL( * ), NVAL( * )
24* REAL BD( * ), BE( * ), RWORK( * ), S1( * ), S2( * )
25* COMPLEX A( LDA, * ), PT( LDPT, * ), Q( LDQ, * ),
26* $ U( LDPT, * ), VT( LDPT, * ), WORK( * ),
27* $ X( LDX, * ), Y( LDX, * ), Z( LDX, * )
28* ..
29*
30*
31*> \par Purpose:
32* =============
33*>
34*> \verbatim
35*>
36*> CCHKBD checks the singular value decomposition (SVD) routines.
37*>
38*> CGEBRD reduces a complex general m by n matrix A to real upper or
39*> lower bidiagonal form by an orthogonal transformation: Q' * A * P = B
40*> (or A = Q * B * P'). The matrix B is upper bidiagonal if m >= n
41*> and lower bidiagonal if m < n.
42*>
43*> CUNGBR generates the orthogonal matrices Q and P' from CGEBRD.
44*> Note that Q and P are not necessarily square.
45*>
46*> CBDSQR computes the singular value decomposition of the bidiagonal
47*> matrix B as B = U S V'. It is called three times to compute
48*> 1) B = U S1 V', where S1 is the diagonal matrix of singular
49*> values and the columns of the matrices U and V are the left
50*> and right singular vectors, respectively, of B.
51*> 2) Same as 1), but the singular values are stored in S2 and the
52*> singular vectors are not computed.
53*> 3) A = (UQ) S (P'V'), the SVD of the original matrix A.
54*> In addition, CBDSQR has an option to apply the left orthogonal matrix
55*> U to a matrix X, useful in least squares applications.
56*>
57*> For each pair of matrix dimensions (M,N) and each selected matrix
58*> type, an M by N matrix A and an M by NRHS matrix X are generated.
59*> The problem dimensions are as follows
60*> A: M x N
61*> Q: M x min(M,N) (but M x M if NRHS > 0)
62*> P: min(M,N) x N
63*> B: min(M,N) x min(M,N)
64*> U, V: min(M,N) x min(M,N)
65*> S1, S2 diagonal, order min(M,N)
66*> X: M x NRHS
67*>
68*> For each generated matrix, 14 tests are performed:
69*>
70*> Test CGEBRD and CUNGBR
71*>
72*> (1) | A - Q B PT | / ( |A| max(M,N) ulp ), PT = P'
73*>
74*> (2) | I - Q' Q | / ( M ulp )
75*>
76*> (3) | I - PT PT' | / ( N ulp )
77*>
78*> Test CBDSQR on bidiagonal matrix B
79*>
80*> (4) | B - U S1 VT | / ( |B| min(M,N) ulp ), VT = V'
81*>
82*> (5) | Y - U Z | / ( |Y| max(min(M,N),k) ulp ), where Y = Q' X
83*> and Z = U' Y.
84*> (6) | I - U' U | / ( min(M,N) ulp )
85*>
86*> (7) | I - VT VT' | / ( min(M,N) ulp )
87*>
88*> (8) S1 contains min(M,N) nonnegative values in decreasing order.
89*> (Return 0 if true, 1/ULP if false.)
90*>
91*> (9) 0 if the true singular values of B are within THRESH of
92*> those in S1. 2*THRESH if they are not. (Tested using
93*> SSVDCH)
94*>
95*> (10) | S1 - S2 | / ( |S1| ulp ), where S2 is computed without
96*> computing U and V.
97*>
98*> Test CBDSQR on matrix A
99*>
100*> (11) | A - (QU) S (VT PT) | / ( |A| max(M,N) ulp )
101*>
102*> (12) | X - (QU) Z | / ( |X| max(M,k) ulp )
103*>
104*> (13) | I - (QU)'(QU) | / ( M ulp )
105*>
106*> (14) | I - (VT PT) (PT'VT') | / ( N ulp )
107*>
108*> The possible matrix types are
109*>
110*> (1) The zero matrix.
111*> (2) The identity matrix.
112*>
113*> (3) A diagonal matrix with evenly spaced entries
114*> 1, ..., ULP and random signs.
115*> (ULP = (first number larger than 1) - 1 )
116*> (4) A diagonal matrix with geometrically spaced entries
117*> 1, ..., ULP and random signs.
118*> (5) A diagonal matrix with "clustered" entries 1, ULP, ..., ULP
119*> and random signs.
120*>
121*> (6) Same as (3), but multiplied by SQRT( overflow threshold )
122*> (7) Same as (3), but multiplied by SQRT( underflow threshold )
123*>
124*> (8) A matrix of the form U D V, where U and V are orthogonal and
125*> D has evenly spaced entries 1, ..., ULP with random signs
126*> on the diagonal.
127*>
128*> (9) A matrix of the form U D V, where U and V are orthogonal and
129*> D has geometrically spaced entries 1, ..., ULP with random
130*> signs on the diagonal.
131*>
132*> (10) A matrix of the form U D V, where U and V are orthogonal and
133*> D has "clustered" entries 1, ULP,..., ULP with random
134*> signs on the diagonal.
135*>
136*> (11) Same as (8), but multiplied by SQRT( overflow threshold )
137*> (12) Same as (8), but multiplied by SQRT( underflow threshold )
138*>
139*> (13) Rectangular matrix with random entries chosen from (-1,1).
140*> (14) Same as (13), but multiplied by SQRT( overflow threshold )
141*> (15) Same as (13), but multiplied by SQRT( underflow threshold )
142*>
143*> Special case:
144*> (16) A bidiagonal matrix with random entries chosen from a
145*> logarithmic distribution on [ulp^2,ulp^(-2)] (I.e., each
146*> entry is e^x, where x is chosen uniformly on
147*> [ 2 log(ulp), -2 log(ulp) ] .) For *this* type:
148*> (a) CGEBRD is not called to reduce it to bidiagonal form.
149*> (b) the bidiagonal is min(M,N) x min(M,N); if M<N, the
150*> matrix will be lower bidiagonal, otherwise upper.
151*> (c) only tests 5--8 and 14 are performed.
152*>
153*> A subset of the full set of matrix types may be selected through
154*> the logical array DOTYPE.
155*> \endverbatim
156*
157* Arguments:
158* ==========
159*
160*> \param[in] NSIZES
161*> \verbatim
162*> NSIZES is INTEGER
163*> The number of values of M and N contained in the vectors
164*> MVAL and NVAL. The matrix sizes are used in pairs (M,N).
165*> \endverbatim
166*>
167*> \param[in] MVAL
168*> \verbatim
169*> MVAL is INTEGER array, dimension (NM)
170*> The values of the matrix row dimension M.
171*> \endverbatim
172*>
173*> \param[in] NVAL
174*> \verbatim
175*> NVAL is INTEGER array, dimension (NM)
176*> The values of the matrix column dimension N.
177*> \endverbatim
178*>
179*> \param[in] NTYPES
180*> \verbatim
181*> NTYPES is INTEGER
182*> The number of elements in DOTYPE. If it is zero, CCHKBD
183*> does nothing. It must be at least zero. If it is MAXTYP+1
184*> and NSIZES is 1, then an additional type, MAXTYP+1 is
185*> defined, which is to use whatever matrices are in A and B.
186*> This is only useful if DOTYPE(1:MAXTYP) is .FALSE. and
187*> DOTYPE(MAXTYP+1) is .TRUE. .
188*> \endverbatim
189*>
190*> \param[in] DOTYPE
191*> \verbatim
192*> DOTYPE is LOGICAL array, dimension (NTYPES)
193*> If DOTYPE(j) is .TRUE., then for each size (m,n), a matrix
194*> of type j will be generated. If NTYPES is smaller than the
195*> maximum number of types defined (PARAMETER MAXTYP), then
196*> types NTYPES+1 through MAXTYP will not be generated. If
197*> NTYPES is larger than MAXTYP, DOTYPE(MAXTYP+1) through
198*> DOTYPE(NTYPES) will be ignored.
199*> \endverbatim
200*>
201*> \param[in] NRHS
202*> \verbatim
203*> NRHS is INTEGER
204*> The number of columns in the "right-hand side" matrices X, Y,
205*> and Z, used in testing CBDSQR. If NRHS = 0, then the
206*> operations on the right-hand side will not be tested.
207*> NRHS must be at least 0.
208*> \endverbatim
209*>
210*> \param[in,out] ISEED
211*> \verbatim
212*> ISEED is INTEGER array, dimension (4)
213*> On entry ISEED specifies the seed of the random number
214*> generator. The array elements should be between 0 and 4095;
215*> if not they will be reduced mod 4096. Also, ISEED(4) must
216*> be odd. The values of ISEED are changed on exit, and can be
217*> used in the next call to CCHKBD to continue the same random
218*> number sequence.
219*> \endverbatim
220*>
221*> \param[in] THRESH
222*> \verbatim
223*> THRESH is REAL
224*> The threshold value for the test ratios. A result is
225*> included in the output file if RESULT >= THRESH. To have
226*> every test ratio printed, use THRESH = 0. Note that the
227*> expected value of the test ratios is O(1), so THRESH should
228*> be a reasonably small multiple of 1, e.g., 10 or 100.
229*> \endverbatim
230*>
231*> \param[out] A
232*> \verbatim
233*> A is COMPLEX array, dimension (LDA,NMAX)
234*> where NMAX is the maximum value of N in NVAL.
235*> \endverbatim
236*>
237*> \param[in] LDA
238*> \verbatim
239*> LDA is INTEGER
240*> The leading dimension of the array A. LDA >= max(1,MMAX),
241*> where MMAX is the maximum value of M in MVAL.
242*> \endverbatim
243*>
244*> \param[out] BD
245*> \verbatim
246*> BD is REAL array, dimension
247*> (max(min(MVAL(j),NVAL(j))))
248*> \endverbatim
249*>
250*> \param[out] BE
251*> \verbatim
252*> BE is REAL array, dimension
253*> (max(min(MVAL(j),NVAL(j))))
254*> \endverbatim
255*>
256*> \param[out] S1
257*> \verbatim
258*> S1 is REAL array, dimension
259*> (max(min(MVAL(j),NVAL(j))))
260*> \endverbatim
261*>
262*> \param[out] S2
263*> \verbatim
264*> S2 is REAL array, dimension
265*> (max(min(MVAL(j),NVAL(j))))
266*> \endverbatim
267*>
268*> \param[out] X
269*> \verbatim
270*> X is COMPLEX array, dimension (LDX,NRHS)
271*> \endverbatim
272*>
273*> \param[in] LDX
274*> \verbatim
275*> LDX is INTEGER
276*> The leading dimension of the arrays X, Y, and Z.
277*> LDX >= max(1,MMAX).
278*> \endverbatim
279*>
280*> \param[out] Y
281*> \verbatim
282*> Y is COMPLEX array, dimension (LDX,NRHS)
283*> \endverbatim
284*>
285*> \param[out] Z
286*> \verbatim
287*> Z is COMPLEX array, dimension (LDX,NRHS)
288*> \endverbatim
289*>
290*> \param[out] Q
291*> \verbatim
292*> Q is COMPLEX array, dimension (LDQ,MMAX)
293*> \endverbatim
294*>
295*> \param[in] LDQ
296*> \verbatim
297*> LDQ is INTEGER
298*> The leading dimension of the array Q. LDQ >= max(1,MMAX).
299*> \endverbatim
300*>
301*> \param[out] PT
302*> \verbatim
303*> PT is COMPLEX array, dimension (LDPT,NMAX)
304*> \endverbatim
305*>
306*> \param[in] LDPT
307*> \verbatim
308*> LDPT is INTEGER
309*> The leading dimension of the arrays PT, U, and V.
310*> LDPT >= max(1, max(min(MVAL(j),NVAL(j)))).
311*> \endverbatim
312*>
313*> \param[out] U
314*> \verbatim
315*> U is COMPLEX array, dimension
316*> (LDPT,max(min(MVAL(j),NVAL(j))))
317*> \endverbatim
318*>
319*> \param[out] VT
320*> \verbatim
321*> VT is COMPLEX array, dimension
322*> (LDPT,max(min(MVAL(j),NVAL(j))))
323*> \endverbatim
324*>
325*> \param[out] WORK
326*> \verbatim
327*> WORK is COMPLEX array, dimension (LWORK)
328*> \endverbatim
329*>
330*> \param[in] LWORK
331*> \verbatim
332*> LWORK is INTEGER
333*> The number of entries in WORK. This must be at least
334*> 3(M+N) and M(M + max(M,N,k) + 1) + N*min(M,N) for all
335*> pairs (M,N)=(MM(j),NN(j))
336*> \endverbatim
337*>
338*> \param[out] RWORK
339*> \verbatim
340*> RWORK is REAL array, dimension
341*> (5*max(min(M,N)))
342*> \endverbatim
343*>
344*> \param[in] NOUT
345*> \verbatim
346*> NOUT is INTEGER
347*> The FORTRAN unit number for printing out error messages
348*> (e.g., if a routine returns IINFO not equal to 0.)
349*> \endverbatim
350*>
351*> \param[out] INFO
352*> \verbatim
353*> INFO is INTEGER
354*> If 0, then everything ran OK.
355*> -1: NSIZES < 0
356*> -2: Some MM(j) < 0
357*> -3: Some NN(j) < 0
358*> -4: NTYPES < 0
359*> -6: NRHS < 0
360*> -8: THRESH < 0
361*> -11: LDA < 1 or LDA < MMAX, where MMAX is max( MM(j) ).
362*> -17: LDB < 1 or LDB < MMAX.
363*> -21: LDQ < 1 or LDQ < MMAX.
364*> -23: LDP < 1 or LDP < MNMAX.
365*> -27: LWORK too small.
366*> If CLATMR, CLATMS, CGEBRD, CUNGBR, or CBDSQR,
367*> returns an error code, the
368*> absolute value of it is returned.
369*>
370*>-----------------------------------------------------------------------
371*>
372*> Some Local Variables and Parameters:
373*> ---- ----- --------- --- ----------
374*>
375*> ZERO, ONE Real 0 and 1.
376*> MAXTYP The number of types defined.
377*> NTEST The number of tests performed, or which can
378*> be performed so far, for the current matrix.
379*> MMAX Largest value in NN.
380*> NMAX Largest value in NN.
381*> MNMIN min(MM(j), NN(j)) (the dimension of the bidiagonal
382*> matrix.)
383*> MNMAX The maximum value of MNMIN for j=1,...,NSIZES.
384*> NFAIL The number of tests which have exceeded THRESH
385*> COND, IMODE Values to be passed to the matrix generators.
386*> ANORM Norm of A; passed to matrix generators.
387*>
388*> OVFL, UNFL Overflow and underflow thresholds.
389*> RTOVFL, RTUNFL Square roots of the previous 2 values.
390*> ULP, ULPINV Finest relative precision and its inverse.
391*>
392*> The following four arrays decode JTYPE:
393*> KTYPE(j) The general type (1-10) for type "j".
394*> KMODE(j) The MODE value to be passed to the matrix
395*> generator for type "j".
396*> KMAGN(j) The order of magnitude ( O(1),
397*> O(overflow^(1/2) ), O(underflow^(1/2) )
398*> \endverbatim
399*
400* Authors:
401* ========
402*
403*> \author Univ. of Tennessee
404*> \author Univ. of California Berkeley
405*> \author Univ. of Colorado Denver
406*> \author NAG Ltd.
407*
408*> \ingroup complex_eig
409*
410* =====================================================================
411 SUBROUTINE cchkbd( NSIZES, MVAL, NVAL, NTYPES, DOTYPE, NRHS,
412 $ ISEED, THRESH, A, LDA, BD, BE, S1, S2, X, LDX,
413 $ Y, Z, Q, LDQ, PT, LDPT, U, VT, WORK, LWORK,
414 $ RWORK, NOUT, INFO )
415*
416* -- LAPACK test routine --
417* -- LAPACK is a software package provided by Univ. of Tennessee, --
418* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
419*
420* .. Scalar Arguments ..
421 INTEGER INFO, LDA, LDPT, LDQ, LDX, LWORK, NOUT, NRHS,
422 $ NSIZES, NTYPES
423 REAL THRESH
424* ..
425* .. Array Arguments ..
426 LOGICAL DOTYPE( * )
427 INTEGER ISEED( 4 ), MVAL( * ), NVAL( * )
428 REAL BD( * ), BE( * ), RWORK( * ), S1( * ), S2( * )
429 COMPLEX A( LDA, * ), PT( LDPT, * ), Q( LDQ, * ),
430 $ u( ldpt, * ), vt( ldpt, * ), work( * ),
431 $ x( ldx, * ), y( ldx, * ), z( ldx, * )
432* ..
433*
434* ======================================================================
435*
436* .. Parameters ..
437 REAL ZERO, ONE, TWO, HALF
438 PARAMETER ( ZERO = 0.0e0, one = 1.0e0, two = 2.0e0,
439 $ half = 0.5e0 )
440 COMPLEX CZERO, CONE
441 parameter( czero = ( 0.0e+0, 0.0e+0 ),
442 $ cone = ( 1.0e+0, 0.0e+0 ) )
443 INTEGER MAXTYP
444 parameter( maxtyp = 16 )
445* ..
446* .. Local Scalars ..
447 LOGICAL BADMM, BADNN, BIDIAG
448 CHARACTER UPLO
449 CHARACTER*3 PATH
450 INTEGER I, IINFO, IMODE, ITYPE, J, JCOL, JSIZE, JTYPE,
451 $ log2ui, m, minwrk, mmax, mnmax, mnmin, mq,
452 $ mtypes, n, nfail, nmax, ntest
453 REAL AMNINV, ANORM, COND, OVFL, RTOVFL, RTUNFL,
454 $ TEMP1, TEMP2, ULP, ULPINV, UNFL
455* ..
456* .. Local Arrays ..
457 INTEGER IOLDSD( 4 ), IWORK( 1 ), KMAGN( MAXTYP ),
458 $ KMODE( MAXTYP ), KTYPE( MAXTYP )
459 REAL DUMMA( 1 ), RESULT( 14 )
460* ..
461* .. External Functions ..
462 REAL SLAMCH, SLARND
463 EXTERNAL SLAMCH, SLARND
464* ..
465* .. External Subroutines ..
466 EXTERNAL alasum, cbdsqr, cbdt01, cbdt02, cbdt03,
470* ..
471* .. Intrinsic Functions ..
472 INTRINSIC abs, exp, int, log, max, min, sqrt
473* ..
474* .. Scalars in Common ..
475 LOGICAL LERR, OK
476 CHARACTER*32 SRNAMT
477 INTEGER INFOT, NUNIT
478* ..
479* .. Common blocks ..
480 COMMON / infoc / infot, nunit, ok, lerr
481 COMMON / srnamc / srnamt
482* ..
483* .. Data statements ..
484 DATA ktype / 1, 2, 5*4, 5*6, 3*9, 10 /
485 DATA kmagn / 2*1, 3*1, 2, 3, 3*1, 2, 3, 1, 2, 3, 0 /
486 DATA kmode / 2*0, 4, 3, 1, 4, 4, 4, 3, 1, 4, 4, 0,
487 $ 0, 0, 0 /
488* ..
489* .. Executable Statements ..
490*
491* Check for errors
492*
493 info = 0
494*
495 badmm = .false.
496 badnn = .false.
497 mmax = 1
498 nmax = 1
499 mnmax = 1
500 minwrk = 1
501 DO 10 j = 1, nsizes
502 mmax = max( mmax, mval( j ) )
503 IF( mval( j ).LT.0 )
504 $ badmm = .true.
505 nmax = max( nmax, nval( j ) )
506 IF( nval( j ).LT.0 )
507 $ badnn = .true.
508 mnmax = max( mnmax, min( mval( j ), nval( j ) ) )
509 minwrk = max( minwrk, 3*( mval( j )+nval( j ) ),
510 $ mval( j )*( mval( j )+max( mval( j ), nval( j ),
511 $ nrhs )+1 )+nval( j )*min( nval( j ), mval( j ) ) )
512 10 CONTINUE
513*
514* Check for errors
515*
516 IF( nsizes.LT.0 ) THEN
517 info = -1
518 ELSE IF( badmm ) THEN
519 info = -2
520 ELSE IF( badnn ) THEN
521 info = -3
522 ELSE IF( ntypes.LT.0 ) THEN
523 info = -4
524 ELSE IF( nrhs.LT.0 ) THEN
525 info = -6
526 ELSE IF( lda.LT.mmax ) THEN
527 info = -11
528 ELSE IF( ldx.LT.mmax ) THEN
529 info = -17
530 ELSE IF( ldq.LT.mmax ) THEN
531 info = -21
532 ELSE IF( ldpt.LT.mnmax ) THEN
533 info = -23
534 ELSE IF( minwrk.GT.lwork ) THEN
535 info = -27
536 END IF
537*
538 IF( info.NE.0 ) THEN
539 CALL xerbla( 'CCHKBD', -info )
540 RETURN
541 END IF
542*
543* Initialize constants
544*
545 path( 1: 1 ) = 'Complex precision'
546 path( 2: 3 ) = 'BD'
547 nfail = 0
548 ntest = 0
549 unfl = slamch( 'Safe minimum' )
550 ovfl = slamch( 'Overflow' )
551 CALL slabad( unfl, ovfl )
552 ulp = slamch( 'Precision' )
553 ulpinv = one / ulp
554 log2ui = int( log( ulpinv ) / log( two ) )
555 rtunfl = sqrt( unfl )
556 rtovfl = sqrt( ovfl )
557 infot = 0
558*
559* Loop over sizes, types
560*
561 DO 180 jsize = 1, nsizes
562 m = mval( jsize )
563 n = nval( jsize )
564 mnmin = min( m, n )
565 amninv = one / max( m, n, 1 )
566*
567 IF( nsizes.NE.1 ) THEN
568 mtypes = min( maxtyp, ntypes )
569 ELSE
570 mtypes = min( maxtyp+1, ntypes )
571 END IF
572*
573 DO 170 jtype = 1, mtypes
574 IF( .NOT.dotype( jtype ) )
575 $ GO TO 170
576*
577 DO 20 j = 1, 4
578 ioldsd( j ) = iseed( j )
579 20 CONTINUE
580*
581 DO 30 j = 1, 14
582 result( j ) = -one
583 30 CONTINUE
584*
585 uplo = ' '
586*
587* Compute "A"
588*
589* Control parameters:
590*
591* KMAGN KMODE KTYPE
592* =1 O(1) clustered 1 zero
593* =2 large clustered 2 identity
594* =3 small exponential (none)
595* =4 arithmetic diagonal, (w/ eigenvalues)
596* =5 random symmetric, w/ eigenvalues
597* =6 nonsymmetric, w/ singular values
598* =7 random diagonal
599* =8 random symmetric
600* =9 random nonsymmetric
601* =10 random bidiagonal (log. distrib.)
602*
603 IF( mtypes.GT.maxtyp )
604 $ GO TO 100
605*
606 itype = ktype( jtype )
607 imode = kmode( jtype )
608*
609* Compute norm
610*
611 GO TO ( 40, 50, 60 )kmagn( jtype )
612*
613 40 CONTINUE
614 anorm = one
615 GO TO 70
616*
617 50 CONTINUE
618 anorm = ( rtovfl*ulp )*amninv
619 GO TO 70
620*
621 60 CONTINUE
622 anorm = rtunfl*max( m, n )*ulpinv
623 GO TO 70
624*
625 70 CONTINUE
626*
627 CALL claset( 'Full', lda, n, czero, czero, a, lda )
628 iinfo = 0
629 cond = ulpinv
630*
631 bidiag = .false.
632 IF( itype.EQ.1 ) THEN
633*
634* Zero matrix
635*
636 iinfo = 0
637*
638 ELSE IF( itype.EQ.2 ) THEN
639*
640* Identity
641*
642 DO 80 jcol = 1, mnmin
643 a( jcol, jcol ) = anorm
644 80 CONTINUE
645*
646 ELSE IF( itype.EQ.4 ) THEN
647*
648* Diagonal Matrix, [Eigen]values Specified
649*
650 CALL clatms( mnmin, mnmin, 'S', iseed, 'N', rwork, imode,
651 $ cond, anorm, 0, 0, 'N', a, lda, work,
652 $ iinfo )
653*
654 ELSE IF( itype.EQ.5 ) THEN
655*
656* Symmetric, eigenvalues specified
657*
658 CALL clatms( mnmin, mnmin, 'S', iseed, 'S', rwork, imode,
659 $ cond, anorm, m, n, 'N', a, lda, work,
660 $ iinfo )
661*
662 ELSE IF( itype.EQ.6 ) THEN
663*
664* Nonsymmetric, singular values specified
665*
666 CALL clatms( m, n, 'S', iseed, 'N', rwork, imode, cond,
667 $ anorm, m, n, 'N', a, lda, work, iinfo )
668*
669 ELSE IF( itype.EQ.7 ) THEN
670*
671* Diagonal, random entries
672*
673 CALL clatmr( mnmin, mnmin, 'S', iseed, 'N', work, 6, one,
674 $ cone, 'T', 'N', work( mnmin+1 ), 1, one,
675 $ work( 2*mnmin+1 ), 1, one, 'N', iwork, 0, 0,
676 $ zero, anorm, 'NO', a, lda, iwork, iinfo )
677*
678 ELSE IF( itype.EQ.8 ) THEN
679*
680* Symmetric, random entries
681*
682 CALL clatmr( mnmin, mnmin, 'S', iseed, 'S', work, 6, one,
683 $ cone, 'T', 'N', work( mnmin+1 ), 1, one,
684 $ work( m+mnmin+1 ), 1, one, 'N', iwork, m, n,
685 $ zero, anorm, 'NO', a, lda, iwork, iinfo )
686*
687 ELSE IF( itype.EQ.9 ) THEN
688*
689* Nonsymmetric, random entries
690*
691 CALL clatmr( m, n, 'S', iseed, 'n', WORK, 6, ONE, CONE,
692 $ 't', 'n', WORK( MNMIN+1 ), 1, ONE,
693 $ WORK( M+MNMIN+1 ), 1, ONE, 'n', IWORK, M, N,
694 $ ZERO, ANORM, 'no', A, LDA, IWORK, IINFO )
695*
696.EQ. ELSE IF( ITYPE10 ) THEN
697*
698* Bidiagonal, random entries
699*
700 TEMP1 = -TWO*LOG( ULP )
701 DO 90 J = 1, MNMIN
702 BD( J ) = EXP( TEMP1*SLARND( 2, ISEED ) )
703.LT. IF( JMNMIN )
704 $ BE( J ) = EXP( TEMP1*SLARND( 2, ISEED ) )
705 90 CONTINUE
706*
707 IINFO = 0
708 BIDIAG = .TRUE.
709.GE. IF( MN ) THEN
710 UPLO = 'u'
711 ELSE
712 UPLO = 'l'
713 END IF
714 ELSE
715 IINFO = 1
716 END IF
717*
718.EQ. IF( IINFO0 ) THEN
719*
720* Generate Right-Hand Side
721*
722 IF( BIDIAG ) THEN
723 CALL CLATMR( MNMIN, NRHS, 's', ISEED, 'n', WORK, 6,
724 $ ONE, CONE, 't', 'n', work( mnmin+1 ), 1,
725 $ one, work( 2*mnmin+1 ), 1, one, 'N',
726 $ iwork, mnmin, nrhs, zero, one, 'NO', y,
727 $ ldx, iwork, iinfo )
728 ELSE
729 CALL clatmr( m, nrhs, 'S', iseed, 'N', work, 6, one,
730 $ cone, 'T', 'N', work( m+1 ), 1, one,
731 $ work( 2*m+1 ), 1, one, 'N', iwork, m,
732 $ nrhs, zero, one, 'NO', x, ldx, iwork,
733 $ iinfo )
734 END IF
735 END IF
736*
737* Error Exit
738*
739 IF( iinfo.NE.0 ) THEN
740 WRITE( nout, fmt = 9998 )'Generator', iinfo, m, n,
741 $ jtype, ioldsd
742 info = abs( iinfo )
743 RETURN
744 END IF
745*
746 100 CONTINUE
747*
748* Call CGEBRD and CUNGBR to compute B, Q, and P, do tests.
749*
750 IF( .NOT.bidiag ) THEN
751*
752* Compute transformations to reduce A to bidiagonal form:
753* B := Q' * A * P.
754*
755 CALL clacpy( ' ', m, n, a, lda, q, ldq )
756 CALL cgebrd( m, n, q, ldq, bd, be, work, work( mnmin+1 ),
757 $ work( 2*mnmin+1 ), lwork-2*mnmin, iinfo )
758*
759* Check error code from CGEBRD.
760*
761 IF( iinfo.NE.0 ) THEN
762 WRITE( nout, fmt = 9998 )'CGEBRD', iinfo, m, n,
763 $ jtype, ioldsd
764 info = abs( iinfo )
765 RETURN
766 END IF
767*
768 CALL clacpy( ' ', m, n, q, ldq, pt, ldpt )
769 IF( m.GE.n ) THEN
770 uplo = 'U'
771 ELSE
772 uplo = 'L'
773 END IF
774*
775* Generate Q
776*
777 mq = m
778 IF( nrhs.LE.0 )
779 $ mq = mnmin
780 CALL cungbr( 'Q', m, mq, n, q, ldq, work,
781 $ work( 2*mnmin+1 ), lwork-2*mnmin, iinfo )
782*
783* Check error code from CUNGBR.
784*
785 IF( iinfo.NE.0 ) THEN
786 WRITE( nout, fmt = 9998 )'CUNGBR(Q)', iinfo, m, n,
787 $ jtype, ioldsd
788 info = abs( iinfo )
789 RETURN
790 END IF
791*
792* Generate P'
793*
794 CALL cungbr( 'P', mnmin, n, m, pt, ldpt, work( mnmin+1 ),
795 $ work( 2*mnmin+1 ), lwork-2*mnmin, iinfo )
796*
797* Check error code from CUNGBR.
798*
799 IF( iinfo.NE.0 ) THEN
800 WRITE( nout, fmt = 9998 )'CUNGBR(P)', iinfo, m, n,
801 $ jtype, ioldsd
802 info = abs( iinfo )
803 RETURN
804 END IF
805*
806* Apply Q' to an M by NRHS matrix X: Y := Q' * X.
807*
808 CALL cgemm( 'Conjugate transpose', 'No transpose', m,
809 $ nrhs, m, cone, q, ldq, x, ldx, czero, y,
810 $ ldx )
811*
812* Test 1: Check the decomposition A := Q * B * PT
813* 2: Check the orthogonality of Q
814* 3: Check the orthogonality of PT
815*
816 CALL cbdt01( m, n, 1, a, lda, q, ldq, bd, be, pt, ldpt,
817 $ work, rwork, result( 1 ) )
818 CALL cunt01( 'Columns', m, mq, q, ldq, work, lwork,
819 $ rwork, result( 2 ) )
820 CALL cunt01( 'Rows', mnmin, n, pt, ldpt, work, lwork,
821 $ rwork, result( 3 ) )
822 END IF
823*
824* Use CBDSQR to form the SVD of the bidiagonal matrix B:
825* B := U * S1 * VT, and compute Z = U' * Y.
826*
827 CALL scopy( mnmin, bd, 1, s1, 1 )
828 IF( mnmin.GT.0 )
829 $ CALL scopy( mnmin-1, be, 1, rwork, 1 )
830 CALL clacpy( ' ', m, nrhs, y, ldx, z, ldx )
831 CALL claset( 'Full', mnmin, mnmin, czero, cone, u, ldpt )
832 CALL claset( 'Full', mnmin, mnmin, czero, cone, vt, ldpt )
833*
834 CALL cbdsqr( uplo, mnmin, mnmin, mnmin, nrhs, s1, rwork, vt,
835 $ ldpt, u, ldpt, z, ldx, rwork( mnmin+1 ),
836 $ iinfo )
837*
838* Check error code from CBDSQR.
839*
840 IF( iinfo.NE.0 ) THEN
841 WRITE( nout, fmt = 9998 )'CBDSQR(vects)', iinfo, m, n,
842 $ jtype, ioldsd
843 info = abs( iinfo )
844 IF( iinfo.LT.0 ) THEN
845 RETURN
846 ELSE
847 result( 4 ) = ulpinv
848 GO TO 150
849 END IF
850 END IF
851*
852* Use CBDSQR to compute only the singular values of the
853* bidiagonal matrix B; U, VT, and Z should not be modified.
854*
855 CALL scopy( mnmin, bd, 1, s2, 1 )
856 IF( mnmin.GT.0 )
857 $ CALL scopy( mnmin-1, be, 1, rwork, 1 )
858*
859 CALL cbdsqr( uplo, mnmin, 0, 0, 0, s2, rwork, vt, ldpt, u,
860 $ ldpt, z, ldx, rwork( mnmin+1 ), iinfo )
861*
862* Check error code from CBDSQR.
863*
864 IF( iinfo.NE.0 ) THEN
865 WRITE( nout, fmt = 9998 )'CBDSQR(values)', iinfo, m, n,
866 $ jtype, ioldsd
867 info = abs( iinfo )
868 IF( iinfo.LT.0 ) THEN
869 RETURN
870 ELSE
871 result( 9 ) = ulpinv
872 GO TO 150
873 END IF
874 END IF
875*
876* Test 4: Check the decomposition B := U * S1 * VT
877* 5: Check the computation Z := U' * Y
878* 6: Check the orthogonality of U
879* 7: Check the orthogonality of VT
880*
881 CALL cbdt03( uplo, mnmin, 1, bd, be, u, ldpt, s1, vt, ldpt,
882 $ work, result( 4 ) )
883 CALL cbdt02( mnmin, nrhs, y, ldx, z, ldx, u, ldpt, work,
884 $ rwork, result( 5 ) )
885 CALL cunt01( 'Columns', mnmin, mnmin, u, ldpt, work, lwork,
886 $ rwork, result( 6 ) )
887 CALL cunt01( 'Rows', mnmin, mnmin, vt, ldpt, work, lwork,
888 $ rwork, result( 7 ) )
889*
890* Test 8: Check that the singular values are sorted in
891* non-increasing order and are non-negative
892*
893 result( 8 ) = zero
894 DO 110 i = 1, mnmin - 1
895 IF( s1( i ).LT.s1( i+1 ) )
896 $ result( 8 ) = ulpinv
897 IF( s1( i ).LT.zero )
898 $ result( 8 ) = ulpinv
899 110 CONTINUE
900 IF( mnmin.GE.1 ) THEN
901 IF( s1( mnmin ).LT.zero )
902 $ result( 8 ) = ulpinv
903 END IF
904*
905* Test 9: Compare CBDSQR with and without singular vectors
906*
907 temp2 = zero
908*
909 DO 120 j = 1, mnmin
910 temp1 = abs( s1( j )-s2( j ) ) /
911 $ max( sqrt( unfl )*max( s1( 1 ), one ),
912 $ ulp*max( abs( s1( j ) ), abs( s2( j ) ) ) )
913 temp2 = max( temp1, temp2 )
914 120 CONTINUE
915*
916 result( 9 ) = temp2
917*
918* Test 10: Sturm sequence test of singular values
919* Go up by factors of two until it succeeds
920*
921 temp1 = thresh*( half-ulp )
922*
923 DO 130 j = 0, log2ui
924 CALL ssvdch( mnmin, bd, be, s1, temp1, iinfo )
925 IF( iinfo.EQ.0 )
926 $ GO TO 140
927 temp1 = temp1*two
928 130 CONTINUE
929*
930 140 CONTINUE
931 result( 10 ) = temp1
932*
933* Use CBDSQR to form the decomposition A := (QU) S (VT PT)
934* from the bidiagonal form A := Q B PT.
935*
936 IF( .NOT.bidiag ) THEN
937 CALL scopy( mnmin, bd, 1, s2, 1 )
938 IF( mnmin.GT.0 )
939 $ CALL scopy( mnmin-1, be, 1, rwork, 1 )
940*
941 CALL cbdsqr( uplo, mnmin, n, m, nrhs, s2, rwork, pt,
942 $ ldpt, q, ldq, y, ldx, rwork( mnmin+1 ),
943 $ iinfo )
944*
945* Test 11: Check the decomposition A := Q*U * S2 * VT*PT
946* 12: Check the computation Z := U' * Q' * X
947* 13: Check the orthogonality of Q*U
948* 14: Check the orthogonality of VT*PT
949*
950 CALL cbdt01( m, n, 0, a, lda, q, ldq, s2, dumma, pt,
951 $ ldpt, work, rwork, result( 11 ) )
952 CALL cbdt02( m, nrhs, x, ldx, y, ldx, q, ldq, work,
953 $ rwork, result( 12 ) )
954 CALL cunt01( 'Columns', m, mq, q, ldq, work, lwork,
955 $ rwork, result( 13 ) )
956 CALL cunt01( 'Rows', mnmin, n, pt, ldpt, work, lwork,
957 $ rwork, result( 14 ) )
958 END IF
959*
960* End of Loop -- Check for RESULT(j) > THRESH
961*
962 150 CONTINUE
963 DO 160 j = 1, 14
964 IF( result( j ).GE.thresh ) THEN
965 IF( nfail.EQ.0 )
966 $ CALL slahd2( nout, path )
967 WRITE( nout, fmt = 9999 )m, n, jtype, ioldsd, j,
968 $ result( j )
969 nfail = nfail + 1
970 END IF
971 160 CONTINUE
972 IF( .NOT.bidiag ) THEN
973 ntest = ntest + 14
974 ELSE
975 ntest = ntest + 5
976 END IF
977*
978 170 CONTINUE
979 180 CONTINUE
980*
981* Summary
982*
983 CALL alasum( path, nout, nfail, ntest, 0 )
984*
985 RETURN
986*
987* End of CCHKBD
988*
989 9999 FORMAT( ' M=', i5, ', N=', i5, ', type ', i2, ', seed=',
990 $ 4( i4, ',' ), ' test(', i2, ')=', g11.4 )
991 9998 FORMAT( ' CCHKBD: ', a, ' returned INFO=', i6, '.', / 9x, 'M=',
992 $ i6, ', N=', i6, ', JTYPE=', i6, ', ISEED=(', 3( i5, ',' ),
993 $ i5, ')' )
994*
995 END
subroutine slabad(small, large)
SLABAD
Definition slabad.f:74
subroutine xerbla(srname, info)
XERBLA
Definition xerbla.f:60
subroutine alasum(type, nout, nfail, nrun, nerrs)
ALASUM
Definition alasum.f:73
subroutine cungbr(vect, m, n, k, a, lda, tau, work, lwork, info)
CUNGBR
Definition cungbr.f:157
subroutine cgebrd(m, n, a, lda, d, e, tauq, taup, work, lwork, info)
CGEBRD
Definition cgebrd.f:206
subroutine clacpy(uplo, m, n, a, lda, b, ldb)
CLACPY copies all or part of one two-dimensional array to another.
Definition clacpy.f:103
subroutine claset(uplo, m, n, alpha, beta, a, lda)
CLASET initializes the off-diagonal elements and the diagonal elements of a matrix to given values.
Definition claset.f:106
subroutine cbdsqr(uplo, n, ncvt, nru, ncc, d, e, vt, ldvt, u, ldu, c, ldc, rwork, info)
CBDSQR
Definition cbdsqr.f:222
subroutine cgemm(transa, transb, m, n, k, alpha, a, lda, b, ldb, beta, c, ldc)
CGEMM
Definition cgemm.f:187
subroutine cbdt03(uplo, n, kd, d, e, u, ldu, s, vt, ldvt, work, resid)
CBDT03
Definition cbdt03.f:135
subroutine cbdt01(m, n, kd, a, lda, q, ldq, d, e, pt, ldpt, work, rwork, resid)
CBDT01
Definition cbdt01.f:147
subroutine cunt01(rowcol, m, n, u, ldu, work, lwork, rwork, resid)
CUNT01
Definition cunt01.f:126
subroutine cbdt02(m, n, b, ldb, c, ldc, u, ldu, work, rwork, resid)
CBDT02
Definition cbdt02.f:120
subroutine cchkbd(nsizes, mval, nval, ntypes, dotype, nrhs, iseed, thresh, a, lda, bd, be, s1, s2, x, ldx, y, z, q, ldq, pt, ldpt, u, vt, work, lwork, rwork, nout, info)
CCHKBD
Definition cchkbd.f:415
subroutine clatms(m, n, dist, iseed, sym, d, mode, cond, dmax, kl, ku, pack, a, lda, work, info)
CLATMS
Definition clatms.f:332
subroutine clatmr(m, n, dist, iseed, sym, d, mode, cond, dmax, rsign, grade, dl, model, condl, dr, moder, condr, pivtng, ipivot, kl, ku, sparse, anorm, pack, a, lda, iwork, info)
CLATMR
Definition clatmr.f:490
subroutine scopy(n, sx, incx, sy, incy)
SCOPY
Definition scopy.f:82
subroutine ssvdch(n, s, e, svd, tol, info)
SSVDCH
Definition ssvdch.f:97
subroutine slahd2(iounit, path)
SLAHD2
Definition slahd2.f:65
#define min(a, b)
Definition macros.h:20
#define max(a, b)
Definition macros.h:21