LAPACK  3.10.0
LAPACK: Linear Algebra PACKage
zchkbd.f
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1 *> \brief \b ZCHKBD
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 ZCHKBD( 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 * DOUBLE PRECISION THRESH
20 * ..
21 * .. Array Arguments ..
22 * LOGICAL DOTYPE( * )
23 * INTEGER ISEED( 4 ), MVAL( * ), NVAL( * )
24 * DOUBLE PRECISION BD( * ), BE( * ), RWORK( * ), S1( * ), S2( * )
25 * COMPLEX*16 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 *> ZCHKBD checks the singular value decomposition (SVD) routines.
37 *>
38 *> ZGEBRD 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 *> ZUNGBR generates the orthogonal matrices Q and P' from ZGEBRD.
44 *> Note that Q and P are not necessarily square.
45 *>
46 *> ZBDSQR 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, ZBDSQR 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 ZGEBRD and ZUNGBR
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 ZBDSQR 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 *> DSVDCH)
94 *>
95 *> (10) | S1 - S2 | / ( |S1| ulp ), where S2 is computed without
96 *> computing U and V.
97 *>
98 *> Test ZBDSQR 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) ZGEBRD 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, ZCHKBD
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 ZBDSQR. 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 ZCHKBD to continue the same random
218 *> number sequence.
219 *> \endverbatim
220 *>
221 *> \param[in] THRESH
222 *> \verbatim
223 *> THRESH is DOUBLE PRECISION
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*16 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 DOUBLE PRECISION array, dimension
247 *> (max(min(MVAL(j),NVAL(j))))
248 *> \endverbatim
249 *>
250 *> \param[out] BE
251 *> \verbatim
252 *> BE is DOUBLE PRECISION array, dimension
253 *> (max(min(MVAL(j),NVAL(j))))
254 *> \endverbatim
255 *>
256 *> \param[out] S1
257 *> \verbatim
258 *> S1 is DOUBLE PRECISION array, dimension
259 *> (max(min(MVAL(j),NVAL(j))))
260 *> \endverbatim
261 *>
262 *> \param[out] S2
263 *> \verbatim
264 *> S2 is DOUBLE PRECISION array, dimension
265 *> (max(min(MVAL(j),NVAL(j))))
266 *> \endverbatim
267 *>
268 *> \param[out] X
269 *> \verbatim
270 *> X is COMPLEX*16 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*16 array, dimension (LDX,NRHS)
283 *> \endverbatim
284 *>
285 *> \param[out] Z
286 *> \verbatim
287 *> Z is COMPLEX*16 array, dimension (LDX,NRHS)
288 *> \endverbatim
289 *>
290 *> \param[out] Q
291 *> \verbatim
292 *> Q is COMPLEX*16 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*16 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*16 array, dimension
316 *> (LDPT,max(min(MVAL(j),NVAL(j))))
317 *> \endverbatim
318 *>
319 *> \param[out] VT
320 *> \verbatim
321 *> VT is COMPLEX*16 array, dimension
322 *> (LDPT,max(min(MVAL(j),NVAL(j))))
323 *> \endverbatim
324 *>
325 *> \param[out] WORK
326 *> \verbatim
327 *> WORK is COMPLEX*16 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 DOUBLE PRECISION 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 ZLATMR, CLATMS, ZGEBRD, ZUNGBR, or ZBDSQR,
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 complex16_eig
409 *
410 * =====================================================================
411  SUBROUTINE zchkbd( 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  DOUBLE PRECISION THRESH
424 * ..
425 * .. Array Arguments ..
426  LOGICAL DOTYPE( * )
427  INTEGER ISEED( 4 ), MVAL( * ), NVAL( * )
428  DOUBLE PRECISION BD( * ), BE( * ), RWORK( * ), S1( * ), S2( * )
429  COMPLEX*16 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  DOUBLE PRECISION ZERO, ONE, TWO, HALF
438  PARAMETER ( ZERO = 0.0d0, one = 1.0d0, two = 2.0d0,
439  $ half = 0.5d0 )
440  COMPLEX*16 CZERO, CONE
441  parameter( czero = ( 0.0d+0, 0.0d+0 ),
442  $ cone = ( 1.0d+0, 0.0d+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  DOUBLE PRECISION 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  DOUBLE PRECISION DUMMA( 1 ), RESULT( 14 )
460 * ..
461 * .. External Functions ..
462  DOUBLE PRECISION DLAMCH, DLARND
463  EXTERNAL DLAMCH, DLARND
464 * ..
465 * .. External Subroutines ..
466  EXTERNAL alasum, dcopy, dlabad, dlahd2, dsvdch, xerbla,
469 * ..
470 * .. Intrinsic Functions ..
471  INTRINSIC abs, exp, int, log, max, min, sqrt
472 * ..
473 * .. Scalars in Common ..
474  LOGICAL LERR, OK
475  CHARACTER*32 SRNAMT
476  INTEGER INFOT, NUNIT
477 * ..
478 * .. Common blocks ..
479  COMMON / infoc / infot, nunit, ok, lerr
480  COMMON / srnamc / srnamt
481 * ..
482 * .. Data statements ..
483  DATA ktype / 1, 2, 5*4, 5*6, 3*9, 10 /
484  DATA kmagn / 2*1, 3*1, 2, 3, 3*1, 2, 3, 1, 2, 3, 0 /
485  DATA kmode / 2*0, 4, 3, 1, 4, 4, 4, 3, 1, 4, 4, 0,
486  $ 0, 0, 0 /
487 * ..
488 * .. Executable Statements ..
489 *
490 * Check for errors
491 *
492  info = 0
493 *
494  badmm = .false.
495  badnn = .false.
496  mmax = 1
497  nmax = 1
498  mnmax = 1
499  minwrk = 1
500  DO 10 j = 1, nsizes
501  mmax = max( mmax, mval( j ) )
502  IF( mval( j ).LT.0 )
503  $ badmm = .true.
504  nmax = max( nmax, nval( j ) )
505  IF( nval( j ).LT.0 )
506  $ badnn = .true.
507  mnmax = max( mnmax, min( mval( j ), nval( j ) ) )
508  minwrk = max( minwrk, 3*( mval( j )+nval( j ) ),
509  $ mval( j )*( mval( j )+max( mval( j ), nval( j ),
510  $ nrhs )+1 )+nval( j )*min( nval( j ), mval( j ) ) )
511  10 CONTINUE
512 *
513 * Check for errors
514 *
515  IF( nsizes.LT.0 ) THEN
516  info = -1
517  ELSE IF( badmm ) THEN
518  info = -2
519  ELSE IF( badnn ) THEN
520  info = -3
521  ELSE IF( ntypes.LT.0 ) THEN
522  info = -4
523  ELSE IF( nrhs.LT.0 ) THEN
524  info = -6
525  ELSE IF( lda.LT.mmax ) THEN
526  info = -11
527  ELSE IF( ldx.LT.mmax ) THEN
528  info = -17
529  ELSE IF( ldq.LT.mmax ) THEN
530  info = -21
531  ELSE IF( ldpt.LT.mnmax ) THEN
532  info = -23
533  ELSE IF( minwrk.GT.lwork ) THEN
534  info = -27
535  END IF
536 *
537  IF( info.NE.0 ) THEN
538  CALL xerbla( 'ZCHKBD', -info )
539  RETURN
540  END IF
541 *
542 * Initialize constants
543 *
544  path( 1: 1 ) = 'Zomplex precision'
545  path( 2: 3 ) = 'BD'
546  nfail = 0
547  ntest = 0
548  unfl = dlamch( 'Safe minimum' )
549  ovfl = dlamch( 'Overflow' )
550  CALL dlabad( unfl, ovfl )
551  ulp = dlamch( 'Precision' )
552  ulpinv = one / ulp
553  log2ui = int( log( ulpinv ) / log( two ) )
554  rtunfl = sqrt( unfl )
555  rtovfl = sqrt( ovfl )
556  infot = 0
557 *
558 * Loop over sizes, types
559 *
560  DO 180 jsize = 1, nsizes
561  m = mval( jsize )
562  n = nval( jsize )
563  mnmin = min( m, n )
564  amninv = one / max( m, n, 1 )
565 *
566  IF( nsizes.NE.1 ) THEN
567  mtypes = min( maxtyp, ntypes )
568  ELSE
569  mtypes = min( maxtyp+1, ntypes )
570  END IF
571 *
572  DO 170 jtype = 1, mtypes
573  IF( .NOT.dotype( jtype ) )
574  $ GO TO 170
575 *
576  DO 20 j = 1, 4
577  ioldsd( j ) = iseed( j )
578  20 CONTINUE
579 *
580  DO 30 j = 1, 14
581  result( j ) = -one
582  30 CONTINUE
583 *
584  uplo = ' '
585 *
586 * Compute "A"
587 *
588 * Control parameters:
589 *
590 * KMAGN KMODE KTYPE
591 * =1 O(1) clustered 1 zero
592 * =2 large clustered 2 identity
593 * =3 small exponential (none)
594 * =4 arithmetic diagonal, (w/ eigenvalues)
595 * =5 random symmetric, w/ eigenvalues
596 * =6 nonsymmetric, w/ singular values
597 * =7 random diagonal
598 * =8 random symmetric
599 * =9 random nonsymmetric
600 * =10 random bidiagonal (log. distrib.)
601 *
602  IF( mtypes.GT.maxtyp )
603  $ GO TO 100
604 *
605  itype = ktype( jtype )
606  imode = kmode( jtype )
607 *
608 * Compute norm
609 *
610  GO TO ( 40, 50, 60 )kmagn( jtype )
611 *
612  40 CONTINUE
613  anorm = one
614  GO TO 70
615 *
616  50 CONTINUE
617  anorm = ( rtovfl*ulp )*amninv
618  GO TO 70
619 *
620  60 CONTINUE
621  anorm = rtunfl*max( m, n )*ulpinv
622  GO TO 70
623 *
624  70 CONTINUE
625 *
626  CALL zlaset( 'Full', lda, n, czero, czero, a, lda )
627  iinfo = 0
628  cond = ulpinv
629 *
630  bidiag = .false.
631  IF( itype.EQ.1 ) THEN
632 *
633 * Zero matrix
634 *
635  iinfo = 0
636 *
637  ELSE IF( itype.EQ.2 ) THEN
638 *
639 * Identity
640 *
641  DO 80 jcol = 1, mnmin
642  a( jcol, jcol ) = anorm
643  80 CONTINUE
644 *
645  ELSE IF( itype.EQ.4 ) THEN
646 *
647 * Diagonal Matrix, [Eigen]values Specified
648 *
649  CALL zlatms( mnmin, mnmin, 'S', iseed, 'N', rwork, imode,
650  $ cond, anorm, 0, 0, 'N', a, lda, work,
651  $ iinfo )
652 *
653  ELSE IF( itype.EQ.5 ) THEN
654 *
655 * Symmetric, eigenvalues specified
656 *
657  CALL zlatms( mnmin, mnmin, 'S', iseed, 'S', rwork, imode,
658  $ cond, anorm, m, n, 'N', a, lda, work,
659  $ iinfo )
660 *
661  ELSE IF( itype.EQ.6 ) THEN
662 *
663 * Nonsymmetric, singular values specified
664 *
665  CALL zlatms( m, n, 'S', iseed, 'N', rwork, imode, cond,
666  $ anorm, m, n, 'N', a, lda, work, iinfo )
667 *
668  ELSE IF( itype.EQ.7 ) THEN
669 *
670 * Diagonal, random entries
671 *
672  CALL zlatmr( mnmin, mnmin, 'S', iseed, 'N', work, 6, one,
673  $ cone, 'T', 'N', work( mnmin+1 ), 1, one,
674  $ work( 2*mnmin+1 ), 1, one, 'N', iwork, 0, 0,
675  $ zero, anorm, 'NO', a, lda, iwork, iinfo )
676 *
677  ELSE IF( itype.EQ.8 ) THEN
678 *
679 * Symmetric, random entries
680 *
681  CALL zlatmr( mnmin, mnmin, 'S', iseed, 'S', work, 6, one,
682  $ cone, 'T', 'N', work( mnmin+1 ), 1, one,
683  $ work( m+mnmin+1 ), 1, one, 'N', iwork, m, n,
684  $ zero, anorm, 'NO', a, lda, iwork, iinfo )
685 *
686  ELSE IF( itype.EQ.9 ) THEN
687 *
688 * Nonsymmetric, random entries
689 *
690  CALL zlatmr( m, n, 'S', iseed, 'N', work, 6, one, cone,
691  $ 'T', 'N', work( mnmin+1 ), 1, one,
692  $ work( m+mnmin+1 ), 1, one, 'N', iwork, m, n,
693  $ zero, anorm, 'NO', a, lda, iwork, iinfo )
694 *
695  ELSE IF( itype.EQ.10 ) THEN
696 *
697 * Bidiagonal, random entries
698 *
699  temp1 = -two*log( ulp )
700  DO 90 j = 1, mnmin
701  bd( j ) = exp( temp1*dlarnd( 2, iseed ) )
702  IF( j.LT.mnmin )
703  $ be( j ) = exp( temp1*dlarnd( 2, iseed ) )
704  90 CONTINUE
705 *
706  iinfo = 0
707  bidiag = .true.
708  IF( m.GE.n ) THEN
709  uplo = 'U'
710  ELSE
711  uplo = 'L'
712  END IF
713  ELSE
714  iinfo = 1
715  END IF
716 *
717  IF( iinfo.EQ.0 ) THEN
718 *
719 * Generate Right-Hand Side
720 *
721  IF( bidiag ) THEN
722  CALL zlatmr( mnmin, nrhs, 'S', iseed, 'N', work, 6,
723  $ one, cone, 'T', 'N', work( mnmin+1 ), 1,
724  $ one, work( 2*mnmin+1 ), 1, one, 'N',
725  $ iwork, mnmin, nrhs, zero, one, 'NO', y,
726  $ ldx, iwork, iinfo )
727  ELSE
728  CALL zlatmr( m, nrhs, 'S', iseed, 'N', work, 6, one,
729  $ cone, 'T', 'N', work( m+1 ), 1, one,
730  $ work( 2*m+1 ), 1, one, 'N', iwork, m,
731  $ nrhs, zero, one, 'NO', x, ldx, iwork,
732  $ iinfo )
733  END IF
734  END IF
735 *
736 * Error Exit
737 *
738  IF( iinfo.NE.0 ) THEN
739  WRITE( nout, fmt = 9998 )'Generator', iinfo, m, n,
740  $ jtype, ioldsd
741  info = abs( iinfo )
742  RETURN
743  END IF
744 *
745  100 CONTINUE
746 *
747 * Call ZGEBRD and ZUNGBR to compute B, Q, and P, do tests.
748 *
749  IF( .NOT.bidiag ) THEN
750 *
751 * Compute transformations to reduce A to bidiagonal form:
752 * B := Q' * A * P.
753 *
754  CALL zlacpy( ' ', m, n, a, lda, q, ldq )
755  CALL zgebrd( m, n, q, ldq, bd, be, work, work( mnmin+1 ),
756  $ work( 2*mnmin+1 ), lwork-2*mnmin, iinfo )
757 *
758 * Check error code from ZGEBRD.
759 *
760  IF( iinfo.NE.0 ) THEN
761  WRITE( nout, fmt = 9998 )'ZGEBRD', iinfo, m, n,
762  $ jtype, ioldsd
763  info = abs( iinfo )
764  RETURN
765  END IF
766 *
767  CALL zlacpy( ' ', m, n, q, ldq, pt, ldpt )
768  IF( m.GE.n ) THEN
769  uplo = 'U'
770  ELSE
771  uplo = 'L'
772  END IF
773 *
774 * Generate Q
775 *
776  mq = m
777  IF( nrhs.LE.0 )
778  $ mq = mnmin
779  CALL zungbr( 'Q', m, mq, n, q, ldq, work,
780  $ work( 2*mnmin+1 ), lwork-2*mnmin, iinfo )
781 *
782 * Check error code from ZUNGBR.
783 *
784  IF( iinfo.NE.0 ) THEN
785  WRITE( nout, fmt = 9998 )'ZUNGBR(Q)', iinfo, m, n,
786  $ jtype, ioldsd
787  info = abs( iinfo )
788  RETURN
789  END IF
790 *
791 * Generate P'
792 *
793  CALL zungbr( 'P', mnmin, n, m, pt, ldpt, work( mnmin+1 ),
794  $ work( 2*mnmin+1 ), lwork-2*mnmin, iinfo )
795 *
796 * Check error code from ZUNGBR.
797 *
798  IF( iinfo.NE.0 ) THEN
799  WRITE( nout, fmt = 9998 )'ZUNGBR(P)', iinfo, m, n,
800  $ jtype, ioldsd
801  info = abs( iinfo )
802  RETURN
803  END IF
804 *
805 * Apply Q' to an M by NRHS matrix X: Y := Q' * X.
806 *
807  CALL zgemm( 'Conjugate transpose', 'No transpose', m,
808  $ nrhs, m, cone, q, ldq, x, ldx, czero, y,
809  $ ldx )
810 *
811 * Test 1: Check the decomposition A := Q * B * PT
812 * 2: Check the orthogonality of Q
813 * 3: Check the orthogonality of PT
814 *
815  CALL zbdt01( m, n, 1, a, lda, q, ldq, bd, be, pt, ldpt,
816  $ work, rwork, result( 1 ) )
817  CALL zunt01( 'Columns', m, mq, q, ldq, work, lwork,
818  $ rwork, result( 2 ) )
819  CALL zunt01( 'Rows', mnmin, n, pt, ldpt, work, lwork,
820  $ rwork, result( 3 ) )
821  END IF
822 *
823 * Use ZBDSQR to form the SVD of the bidiagonal matrix B:
824 * B := U * S1 * VT, and compute Z = U' * Y.
825 *
826  CALL dcopy( mnmin, bd, 1, s1, 1 )
827  IF( mnmin.GT.0 )
828  $ CALL dcopy( mnmin-1, be, 1, rwork, 1 )
829  CALL zlacpy( ' ', m, nrhs, y, ldx, z, ldx )
830  CALL zlaset( 'Full', mnmin, mnmin, czero, cone, u, ldpt )
831  CALL zlaset( 'Full', mnmin, mnmin, czero, cone, vt, ldpt )
832 *
833  CALL zbdsqr( uplo, mnmin, mnmin, mnmin, nrhs, s1, rwork, vt,
834  $ ldpt, u, ldpt, z, ldx, rwork( mnmin+1 ),
835  $ iinfo )
836 *
837 * Check error code from ZBDSQR.
838 *
839  IF( iinfo.NE.0 ) THEN
840  WRITE( nout, fmt = 9998 )'ZBDSQR(vects)', iinfo, m, n,
841  $ jtype, ioldsd
842  info = abs( iinfo )
843  IF( iinfo.LT.0 ) THEN
844  RETURN
845  ELSE
846  result( 4 ) = ulpinv
847  GO TO 150
848  END IF
849  END IF
850 *
851 * Use ZBDSQR to compute only the singular values of the
852 * bidiagonal matrix B; U, VT, and Z should not be modified.
853 *
854  CALL dcopy( mnmin, bd, 1, s2, 1 )
855  IF( mnmin.GT.0 )
856  $ CALL dcopy( mnmin-1, be, 1, rwork, 1 )
857 *
858  CALL zbdsqr( uplo, mnmin, 0, 0, 0, s2, rwork, vt, ldpt, u,
859  $ ldpt, z, ldx, rwork( mnmin+1 ), iinfo )
860 *
861 * Check error code from ZBDSQR.
862 *
863  IF( iinfo.NE.0 ) THEN
864  WRITE( nout, fmt = 9998 )'ZBDSQR(values)', iinfo, m, n,
865  $ jtype, ioldsd
866  info = abs( iinfo )
867  IF( iinfo.LT.0 ) THEN
868  RETURN
869  ELSE
870  result( 9 ) = ulpinv
871  GO TO 150
872  END IF
873  END IF
874 *
875 * Test 4: Check the decomposition B := U * S1 * VT
876 * 5: Check the computation Z := U' * Y
877 * 6: Check the orthogonality of U
878 * 7: Check the orthogonality of VT
879 *
880  CALL zbdt03( uplo, mnmin, 1, bd, be, u, ldpt, s1, vt, ldpt,
881  $ work, result( 4 ) )
882  CALL zbdt02( mnmin, nrhs, y, ldx, z, ldx, u, ldpt, work,
883  $ rwork, result( 5 ) )
884  CALL zunt01( 'Columns', mnmin, mnmin, u, ldpt, work, lwork,
885  $ rwork, result( 6 ) )
886  CALL zunt01( 'Rows', mnmin, mnmin, vt, ldpt, work, lwork,
887  $ rwork, result( 7 ) )
888 *
889 * Test 8: Check that the singular values are sorted in
890 * non-increasing order and are non-negative
891 *
892  result( 8 ) = zero
893  DO 110 i = 1, mnmin - 1
894  IF( s1( i ).LT.s1( i+1 ) )
895  $ result( 8 ) = ulpinv
896  IF( s1( i ).LT.zero )
897  $ result( 8 ) = ulpinv
898  110 CONTINUE
899  IF( mnmin.GE.1 ) THEN
900  IF( s1( mnmin ).LT.zero )
901  $ result( 8 ) = ulpinv
902  END IF
903 *
904 * Test 9: Compare ZBDSQR with and without singular vectors
905 *
906  temp2 = zero
907 *
908  DO 120 j = 1, mnmin
909  temp1 = abs( s1( j )-s2( j ) ) /
910  $ max( sqrt( unfl )*max( s1( 1 ), one ),
911  $ ulp*max( abs( s1( j ) ), abs( s2( j ) ) ) )
912  temp2 = max( temp1, temp2 )
913  120 CONTINUE
914 *
915  result( 9 ) = temp2
916 *
917 * Test 10: Sturm sequence test of singular values
918 * Go up by factors of two until it succeeds
919 *
920  temp1 = thresh*( half-ulp )
921 *
922  DO 130 j = 0, log2ui
923  CALL dsvdch( mnmin, bd, be, s1, temp1, iinfo )
924  IF( iinfo.EQ.0 )
925  $ GO TO 140
926  temp1 = temp1*two
927  130 CONTINUE
928 *
929  140 CONTINUE
930  result( 10 ) = temp1
931 *
932 * Use ZBDSQR to form the decomposition A := (QU) S (VT PT)
933 * from the bidiagonal form A := Q B PT.
934 *
935  IF( .NOT.bidiag ) THEN
936  CALL dcopy( mnmin, bd, 1, s2, 1 )
937  IF( mnmin.GT.0 )
938  $ CALL dcopy( mnmin-1, be, 1, rwork, 1 )
939 *
940  CALL zbdsqr( uplo, mnmin, n, m, nrhs, s2, rwork, pt,
941  $ ldpt, q, ldq, y, ldx, rwork( mnmin+1 ),
942  $ iinfo )
943 *
944 * Test 11: Check the decomposition A := Q*U * S2 * VT*PT
945 * 12: Check the computation Z := U' * Q' * X
946 * 13: Check the orthogonality of Q*U
947 * 14: Check the orthogonality of VT*PT
948 *
949  CALL zbdt01( m, n, 0, a, lda, q, ldq, s2, dumma, pt,
950  $ ldpt, work, rwork, result( 11 ) )
951  CALL zbdt02( m, nrhs, x, ldx, y, ldx, q, ldq, work,
952  $ rwork, result( 12 ) )
953  CALL zunt01( 'Columns', m, mq, q, ldq, work, lwork,
954  $ rwork, result( 13 ) )
955  CALL zunt01( 'Rows', mnmin, n, pt, ldpt, work, lwork,
956  $ rwork, result( 14 ) )
957  END IF
958 *
959 * End of Loop -- Check for RESULT(j) > THRESH
960 *
961  150 CONTINUE
962  DO 160 j = 1, 14
963  IF( result( j ).GE.thresh ) THEN
964  IF( nfail.EQ.0 )
965  $ CALL dlahd2( nout, path )
966  WRITE( nout, fmt = 9999 )m, n, jtype, ioldsd, j,
967  $ result( j )
968  nfail = nfail + 1
969  END IF
970  160 CONTINUE
971  IF( .NOT.bidiag ) THEN
972  ntest = ntest + 14
973  ELSE
974  ntest = ntest + 5
975  END IF
976 *
977  170 CONTINUE
978  180 CONTINUE
979 *
980 * Summary
981 *
982  CALL alasum( path, nout, nfail, ntest, 0 )
983 *
984  RETURN
985 *
986 * End of ZCHKBD
987 *
988  9999 FORMAT( ' M=', i5, ', N=', i5, ', type ', i2, ', seed=',
989  $ 4( i4, ',' ), ' test(', i2, ')=', g11.4 )
990  9998 FORMAT( ' ZCHKBD: ', a, ' returned INFO=', i6, '.', / 9x, 'M=',
991  $ i6, ', N=', i6, ', JTYPE=', i6, ', ISEED=(', 3( i5, ',' ),
992  $ i5, ')' )
993 *
994  END
subroutine dlabad(SMALL, LARGE)
DLABAD
Definition: dlabad.f:74
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:60
subroutine alasum(TYPE, NOUT, NFAIL, NRUN, NERRS)
ALASUM
Definition: alasum.f:73
subroutine zgemm(TRANSA, TRANSB, M, N, K, ALPHA, A, LDA, B, LDB, BETA, C, LDC)
ZGEMM
Definition: zgemm.f:187
subroutine zbdt01(M, N, KD, A, LDA, Q, LDQ, D, E, PT, LDPT, WORK, RWORK, RESID)
ZBDT01
Definition: zbdt01.f:147
subroutine zbdt03(UPLO, N, KD, D, E, U, LDU, S, VT, LDVT, WORK, RESID)
ZBDT03
Definition: zbdt03.f:135
subroutine zunt01(ROWCOL, M, N, U, LDU, WORK, LWORK, RWORK, RESID)
ZUNT01
Definition: zunt01.f:126
subroutine zbdt02(M, N, B, LDB, C, LDC, U, LDU, WORK, RWORK, RESID)
ZBDT02
Definition: zbdt02.f:120
subroutine zchkbd(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)
ZCHKBD
Definition: zchkbd.f:415
subroutine zlatms(M, N, DIST, ISEED, SYM, D, MODE, COND, DMAX, KL, KU, PACK, A, LDA, WORK, INFO)
ZLATMS
Definition: zlatms.f:332
subroutine zlatmr(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)
ZLATMR
Definition: zlatmr.f:490
subroutine zungbr(VECT, M, N, K, A, LDA, TAU, WORK, LWORK, INFO)
ZUNGBR
Definition: zungbr.f:157
subroutine zgebrd(M, N, A, LDA, D, E, TAUQ, TAUP, WORK, LWORK, INFO)
ZGEBRD
Definition: zgebrd.f:205
subroutine zlacpy(UPLO, M, N, A, LDA, B, LDB)
ZLACPY copies all or part of one two-dimensional array to another.
Definition: zlacpy.f:103
subroutine zlaset(UPLO, M, N, ALPHA, BETA, A, LDA)
ZLASET initializes the off-diagonal elements and the diagonal elements of a matrix to given values.
Definition: zlaset.f:106
subroutine zbdsqr(UPLO, N, NCVT, NRU, NCC, D, E, VT, LDVT, U, LDU, C, LDC, RWORK, INFO)
ZBDSQR
Definition: zbdsqr.f:222
subroutine dcopy(N, DX, INCX, DY, INCY)
DCOPY
Definition: dcopy.f:82
subroutine dsvdch(N, S, E, SVD, TOL, INFO)
DSVDCH
Definition: dsvdch.f:97
subroutine dlahd2(IOUNIT, PATH)
DLAHD2
Definition: dlahd2.f:65