sgrqts.f

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*> \brief \b SGRQTS
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*  Definition:
*  ===========
*
*       SUBROUTINE SGRQTS( M, P, N, A, AF, Q, R, LDA, TAUA, B, BF, Z, T,
*                          BWK, LDB, TAUB, WORK, LWORK, RWORK, RESULT )
*
*       .. Scalar Arguments ..
*       INTEGER            LDA, LDB, LWORK, M, P, N
*       ..
*       .. Array Arguments ..
*       REAL               A( LDA, * ), AF( LDA, * ), R( LDA, * ),
*      $                   Q( LDA, * ),
*      $                   B( LDB, * ), BF( LDB, * ), T( LDB, * ),
*      $                   Z( LDB, * ), BWK( LDB, * ),
*      $                   TAUA( * ), TAUB( * ),
*      $                   RESULT( 4 ), RWORK( * ), WORK( LWORK )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> SGRQTS tests SGGRQF, which computes the GRQ factorization of an
*> M-by-N matrix A and a P-by-N matrix B: A = R*Q and B = Z*T*Q.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] M
*> \verbatim
*>          M is INTEGER
*>          The number of rows of the matrix A.  M >= 0.
*> \endverbatim
*>
*> \param[in] P
*> \verbatim
*>          P is INTEGER
*>          The number of rows of the matrix B.  P >= 0.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The number of columns of the matrices A and B.  N >= 0.
*> \endverbatim
*>
*> \param[in] A
*> \verbatim
*>          A is REAL array, dimension (LDA,N)
*>          The M-by-N matrix A.
*> \endverbatim
*>
*> \param[out] AF
*> \verbatim
*>          AF is REAL array, dimension (LDA,N)
*>          Details of the GRQ factorization of A and B, as returned
*>          by SGGRQF, see SGGRQF for further details.
*> \endverbatim
*>
*> \param[out] Q
*> \verbatim
*>          Q is REAL array, dimension (LDA,N)
*>          The N-by-N orthogonal matrix Q.
*> \endverbatim
*>
*> \param[out] R
*> \verbatim
*>          R is REAL array, dimension (LDA,MAX(M,N))
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*>          LDA is INTEGER
*>          The leading dimension of the arrays A, AF, R and Q.
*>          LDA >= max(M,N).
*> \endverbatim
*>
*> \param[out] TAUA
*> \verbatim
*>          TAUA is REAL array, dimension (min(M,N))
*>          The scalar factors of the elementary reflectors, as returned
*>          by SGGQRC.
*> \endverbatim
*>
*> \param[in] B
*> \verbatim
*>          B is REAL array, dimension (LDB,N)
*>          On entry, the P-by-N matrix A.
*> \endverbatim
*>
*> \param[out] BF
*> \verbatim
*>          BF is REAL array, dimension (LDB,N)
*>          Details of the GQR factorization of A and B, as returned
*>          by SGGRQF, see SGGRQF for further details.
*> \endverbatim
*>
*> \param[out] Z
*> \verbatim
*>          Z is REAL array, dimension (LDB,P)
*>          The P-by-P orthogonal matrix Z.
*> \endverbatim
*>
*> \param[out] T
*> \verbatim
*>          T is REAL array, dimension (LDB,max(P,N))
*> \endverbatim
*>
*> \param[out] BWK
*> \verbatim
*>          BWK is REAL array, dimension (LDB,N)
*> \endverbatim
*>
*> \param[in] LDB
*> \verbatim
*>          LDB is INTEGER
*>          The leading dimension of the arrays B, BF, Z and T.
*>          LDB >= max(P,N).
*> \endverbatim
*>
*> \param[out] TAUB
*> \verbatim
*>          TAUB is REAL array, dimension (min(P,N))
*>          The scalar factors of the elementary reflectors, as returned
*>          by SGGRQF.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*>          WORK is REAL array, dimension (LWORK)
*> \endverbatim
*>
*> \param[in] LWORK
*> \verbatim
*>          LWORK is INTEGER
*>          The dimension of the array WORK, LWORK >= max(M,P,N)**2.
*> \endverbatim
*>
*> \param[out] RWORK
*> \verbatim
*>          RWORK is REAL array, dimension (M)
*> \endverbatim
*>
*> \param[out] RESULT
*> \verbatim
*>          RESULT is REAL array, dimension (4)
*>          The test ratios:
*>            RESULT(1) = norm( R - A*Q' ) / ( MAX(M,N)*norm(A)*ULP)
*>            RESULT(2) = norm( T*Q - Z'*B ) / (MAX(P,N)*norm(B)*ULP)
*>            RESULT(3) = norm( I - Q'*Q ) / ( N*ULP )
*>            RESULT(4) = norm( I - Z'*Z ) / ( P*ULP )
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup single_eig
*
*  =====================================================================
      SUBROUTINE sgrqts( M, P, N, A, AF, Q, R, LDA, TAUA, B, BF, Z, T,
     $                   BWK, LDB, TAUB, WORK, LWORK, RWORK, 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            LDA, LDB, LWORK, M, P, N
*     ..
*     .. Array Arguments ..
      REAL               A( LDA, * ), AF( LDA, * ), R( LDA, * ),
     $                   q( lda, * ),
     $                   b( ldb, * ), bf( ldb, * ), t( ldb, * ),
     $                   z( ldb, * ), bwk( ldb, * ),
     $                   taua( * ), taub( * ),
     $                   result( 4 ), rwork( * ), work( lwork )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      REAL               ZERO, ONE
      parameter( zero = 0.0e+0, one = 1.0e+0 )
      REAL               ROGUE
      parameter( rogue = -1.0e+10 )
*     ..
*     .. Local Scalars ..
      INTEGER            INFO
      REAL               ANORM, BNORM, ULP, UNFL, RESID
*     ..
*     .. External Functions ..
      REAL               SLAMCH, SLANGE, SLANSY
      EXTERNAL           slamch, slange, slansy
*     ..
*     .. External Subroutines ..
      EXTERNAL           sgemm, sggrqf, slacpy, slaset, sorgqr,
     $                   sorgrq, ssyrk
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          max, min, real
*     ..
*     .. Executable Statements ..
*
      ulp = slamch( 'Precision' )
      unfl = slamch( 'Safe minimum' )
*
*     Copy the matrix A to the array AF.
*
      CALL slacpy( 'Full', m, n, a, lda, af, lda )
      CALL slacpy( 'Full', p, n, b, ldb, bf, ldb )
*
      anorm = max( slange( '1', m, n, a, lda, rwork ), unfl )
      bnorm = max( slange( '1', p, n, b, ldb, rwork ), unfl )
*
*     Factorize the matrices A and B in the arrays AF and BF.
*
      CALL sggrqf( m, p, n, af, lda, taua, bf, ldb, taub, work,
     $             lwork, info )
*
*     Generate the N-by-N matrix Q
*
      CALL slaset( 'Full', n, n, rogue, rogue, q, lda )
      IF( m.LE.n ) THEN
         IF( m.GT.0 .AND. m.LT.n )
     $      CALL slacpy( 'Full', m, n-m, af, lda, q( n-m+1, 1 ), lda )
         IF( m.GT.1 )
     $      CALL slacpy( 'Lower', m-1, m-1, af( 2, n-m+1 ), lda,
     $                   q( n-m+2, n-m+1 ), lda )
      ELSE
         IF( n.GT.1 )
     $      CALL slacpy( 'lower', N-1, N-1, AF( M-N+2, 1 ), LDA,
     $                   Q( 2, 1 ), LDA )
      END IF
      CALL SORGRQ( N, N, MIN( M, N ), Q, LDA, TAUA, WORK, LWORK, INFO )
*
*     Generate the P-by-P matrix Z
*
      CALL SLASET( 'full', P, P, ROGUE, ROGUE, Z, LDB )
.GT.      IF( P1 )
     $   CALL SLACPY( 'lower', P-1, N, BF( 2,1 ), LDB, Z( 2,1 ), LDB )
      CALL SORGQR( P, P, MIN( P,N ), Z, LDB, TAUB, WORK, LWORK, INFO )
*
*     Copy R
*
      CALL SLASET( 'full', M, N, ZERO, ZERO, R, LDA )
.LE.      IF( MN )THEN
         CALL SLACPY( 'upper', M, M, AF( 1, N-M+1 ), LDA, R( 1, N-M+1 ),
     $                LDA )
      ELSE
         CALL SLACPY( 'full', M-N, N, AF, LDA, R, LDA )
         CALL SLACPY( 'upper', N, N, AF( M-N+1, 1 ), LDA, R( M-N+1, 1 ),
     $                LDA )
      END IF
*
*     Copy T
*
      CALL SLASET( 'full', P, N, ZERO, ZERO, T, LDB )
      CALL SLACPY( 'upper', P, N, BF, LDB, T, LDB )
*
*     Compute R - A*Q'
*
      CALL SGEMM( 'no transpose', 'transpose', M, N, N, -ONE, A, LDA, Q,
     $            LDA, ONE, R, LDA )
*
*     Compute norm( R - A*Q' ) / ( MAX(M,N)*norm(A)*ULP ) .
*
      RESID = SLANGE( '1', M, N, R, LDA, RWORK )
.GT.      IF( ANORMZERO ) THEN
         RESULT( 1 ) = ( ( RESID / REAL(MAX(1,M,N) ) ) / ANORM ) / ULP
      ELSE
         RESULT( 1 ) = ZERO
      END IF
*
*     Compute T*Q - Z'*B
*
      CALL SGEMM( 'transpose', 'no transpose', P, N, P, ONE, Z, LDB, B,
     $            LDB, ZERO, BWK, LDB )
      CALL SGEMM( 'no transpose', 'no transpose', P, N, N, ONE, T, LDB,
     $            Q, LDA, -ONE, BWK, LDB )
*
*     Compute norm( T*Q - Z'*B ) / ( MAX(P,N)*norm(A)*ULP ) .
*
      RESID = SLANGE( '1', P, N, BWK, LDB, RWORK )
.GT.      IF( BNORMZERO ) THEN
         RESULT( 2 ) = ( ( RESID / REAL( MAX( 1,P,M ) ) )/BNORM ) / ULP
      ELSE
         RESULT( 2 ) = ZERO
      END IF
*
*     Compute I - Q*Q'
*
      CALL SLASET( 'full', N, N, ZERO, ONE, R, LDA )
      CALL SSYRK( 'upper', 'no transpose', N, N, -ONE, Q, LDA, ONE, R,
     $            LDA )
*
*     Compute norm( I - Q'*Q ) / ( N * ULP ) .
*
      RESID = SLANSY( '1', 'upper', N, R, LDA, RWORK )
      RESULT( 3 ) = ( RESID / REAL( MAX( 1,N ) ) ) / ULP
*
*     Compute I - Z'*Z
*
      CALL SLASET( 'full', P, P, ZERO, ONE, T, LDB )
      CALL SSYRK( 'upper', 'transpose', P, P, -ONE, Z, LDB, ONE, T,
     $            LDB )
*
*     Compute norm( I - Z'*Z ) / ( P*ULP ) .
*
      RESID = SLANSY( '1', 'upper', P, T, LDB, RWORK )
      RESULT( 4 ) = ( RESID / REAL( MAX( 1,P ) ) ) / ULP
*
      RETURN
*
*     End of SGRQTS
*
      END