zrqt01.f

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*> \brief \b ZRQT01
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*  Definition:
*  ===========
*
*       SUBROUTINE ZRQT01( M, N, A, AF, Q, R, LDA, TAU, WORK, LWORK,
*                          RWORK, RESULT )
*
*       .. Scalar Arguments ..
*       INTEGER            LDA, LWORK, M, N
*       ..
*       .. Array Arguments ..
*       DOUBLE PRECISION   RESULT( * ), RWORK( * )
*       COMPLEX*16         A( LDA, * ), AF( LDA, * ), Q( LDA, * ),
*      $                   R( LDA, * ), TAU( * ), WORK( LWORK )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> ZRQT01 tests ZGERQF, which computes the RQ factorization of an m-by-n
*> matrix A, and partially tests ZUNGRQ which forms the n-by-n
*> orthogonal matrix Q.
*>
*> ZRQT01 compares R with A*Q', and checks that Q is orthogonal.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] M
*> \verbatim
*>          M is INTEGER
*>          The number of rows of the matrix A.  M >= 0.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The number of columns of the matrix A.  N >= 0.
*> \endverbatim
*>
*> \param[in] A
*> \verbatim
*>          A is COMPLEX*16 array, dimension (LDA,N)
*>          The m-by-n matrix A.
*> \endverbatim
*>
*> \param[out] AF
*> \verbatim
*>          AF is COMPLEX*16 array, dimension (LDA,N)
*>          Details of the RQ factorization of A, as returned by ZGERQF.
*>          See ZGERQF for further details.
*> \endverbatim
*>
*> \param[out] Q
*> \verbatim
*>          Q is COMPLEX*16 array, dimension (LDA,N)
*>          The n-by-n orthogonal matrix Q.
*> \endverbatim
*>
*> \param[out] R
*> \verbatim
*>          R is COMPLEX*16 array, dimension (LDA,max(M,N))
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*>          LDA is INTEGER
*>          The leading dimension of the arrays A, AF, Q and L.
*>          LDA >= max(M,N).
*> \endverbatim
*>
*> \param[out] TAU
*> \verbatim
*>          TAU is COMPLEX*16 array, dimension (min(M,N))
*>          The scalar factors of the elementary reflectors, as returned
*>          by ZGERQF.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*>          WORK is COMPLEX*16 array, dimension (LWORK)
*> \endverbatim
*>
*> \param[in] LWORK
*> \verbatim
*>          LWORK is INTEGER
*>          The dimension of the array WORK.
*> \endverbatim
*>
*> \param[out] RWORK
*> \verbatim
*>          RWORK is DOUBLE PRECISION array, dimension (max(M,N))
*> \endverbatim
*>
*> \param[out] RESULT
*> \verbatim
*>          RESULT is DOUBLE PRECISION array, dimension (2)
*>          The test ratios:
*>          RESULT(1) = norm( R - A*Q' ) / ( N * norm(A) * 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 complex16_lin
*
*  =====================================================================
      SUBROUTINE zrqt01( M, N, A, AF, Q, R, LDA, TAU, 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, LWORK, M, N
*     ..
*     .. Array Arguments ..
      DOUBLE PRECISION   RESULT( * ), RWORK( * )
      COMPLEX*16         A( LDA, * ), AF( LDA, * ), Q( LDA, * ),
     $                   r( lda, * ), tau( * ), work( lwork )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ZERO, ONE
      parameter( zero = 0.0d+0, one = 1.0d+0 )
      COMPLEX*16         ROGUE
      parameter( rogue = ( -1.0d+10, -1.0d+10 ) )
*     ..
*     .. Local Scalars ..
      INTEGER            INFO, MINMN
      DOUBLE PRECISION   ANORM, EPS, RESID
*     ..
*     .. External Functions ..
      DOUBLE PRECISION   DLAMCH, ZLANGE, ZLANSY
      EXTERNAL           dlamch, zlange, zlansy
*     ..
*     .. External Subroutines ..
      EXTERNAL           zgemm, zgerqf, zherk, zlacpy, zlaset, zungrq
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          dble, dcmplx, max, min
*     ..
*     .. Scalars in Common ..
      CHARACTER*32       SRNAMT
*     ..
*     .. Common blocks ..
      COMMON             / srnamc / srnamt
*     ..
*     .. Executable Statements ..
*
      minmn = min( m, n )
      eps = dlamch( 'Epsilon' )
*
*     Copy the matrix A to the array AF.
*
      CALL zlacpy( 'Full', m, n, a, lda, af, lda )
*
*     Factorize the matrix A in the array AF.
*
      srnamt = 'ZGERQF'
      CALL zgerqf( m, n, af, lda, tau, work, lwork, info )
*
*     Copy details of Q
*
      CALL zlaset( 'Full', n, n, rogue, rogue, q, lda )
      IF( m.LE.n ) THEN
         IF( m.GT.0 .AND. m.LT.n )
     $      CALL zlacpy( 'Full', m, n-m, af, lda, q( n-m+1, 1 ), lda )
         IF( m.GT.1 )
     $      CALL zlacpy( '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 zlacpy( 'Lower', n-1, n-1, af( m-n+2, 1 ), lda,
     $                   q( 2, 1 ), lda )
      END IF
*
*     Generate the n-by-n matrix Q
*
      srnamt = 'ZUNGRQ'
      CALL zungrq( n, n, minmn, q, lda, tau, work, lwork, info )
*
*     Copy R
*
      CALL zlaset( 'Full', m, n, dcmplx( zero ), dcmplx( zero ), r,
     $             lda )
      IF( m.LE.n ) THEN
         IF( m.GT.0 )
     $      CALL zlacpy( 'Upper', m, m, af( 1, n-m+1 ), lda,
     $                   r( 1, n-m+1 ), lda )
      ELSE
         IF( m.GT.n .AND. n.GT.0 )
     $      CALL zlacpy( 'Full', m-n, n, af, lda, r, lda )
         IF( n.GT.0 )
     $      CALL zlacpy( 'Upper', n, n, af( m-n+1, 1 ), lda,
     $                   r( m-n+1, 1 ), lda )
      END IF
*
*     Compute R - A*Q'
*
      CALL zgemm( 'No transpose', 'Conjugate transpose', m, n, n,
     $            dcmplx( -one ), a, lda, q, lda, dcmplx( one ), r,
     $            lda )
*
*     Compute norm( R - Q'*A ) / ( N * norm(A) * EPS ) .
*
      anorm = zlange( '1', M, N, A, LDA, RWORK )
      RESID = ZLANGE( '1', M, N, R, LDA, RWORK )
.GT.      IF( ANORMZERO ) THEN
         RESULT( 1 ) = ( ( RESID / DBLE( MAX( 1, N ) ) ) / ANORM ) / EPS
      ELSE
         RESULT( 1 ) = ZERO
      END IF
*
*     Compute I - Q*Q'
*
      CALL ZLASET( 'full', N, N, DCMPLX( ZERO ), DCMPLX( ONE ), R, LDA )
      CALL ZHERK( 'upper', 'no transpose', N, N, -ONE, Q, LDA, ONE, R,
     $            LDA )
*
*     Compute norm( I - Q*Q' ) / ( N * EPS ) .
*
      RESID = ZLANSY( '1', 'upper', N, R, LDA, RWORK )
*
      RESULT( 2 ) = ( RESID / DBLE( MAX( 1, N ) ) ) / EPS
*
      RETURN
*
*     End of ZRQT01
*
      END