zgsvts.c

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/* zgsvts.f -- translated by f2c (version 20061008).
   You must link the resulting object file with libf2c:
        on Microsoft Windows system, link with libf2c.lib;
        on Linux or Unix systems, link with .../path/to/libf2c.a -lm
        or, if you install libf2c.a in a standard place, with -lf2c -lm
        -- in that order, at the end of the command line, as in
                cc *.o -lf2c -lm
        Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,

                http://www.netlib.org/f2c/libf2c.zip
*/

#include "f2c.h"
#include "blaswrap.h"

/* Table of constant values */

static doublecomplex c_b1 = {0.,0.};
static doublecomplex c_b2 = {1.,0.};
static doublereal c_b36 = -1.;
static doublereal c_b37 = 1.;
static integer c__1 = 1;

/* Subroutine */ int zgsvts_(integer *m, integer *p, integer *n, 
        doublecomplex *a, doublecomplex *af, integer *lda, doublecomplex *b, 
        doublecomplex *bf, integer *ldb, doublecomplex *u, integer *ldu, 
        doublecomplex *v, integer *ldv, doublecomplex *q, integer *ldq, 
        doublereal *alpha, doublereal *beta, doublecomplex *r__, integer *ldr, 
         integer *iwork, doublecomplex *work, integer *lwork, doublereal *
        rwork, doublereal *result)
{
    /* System generated locals */
    integer a_dim1, a_offset, af_dim1, af_offset, b_dim1, b_offset, bf_dim1, 
            bf_offset, q_dim1, q_offset, r_dim1, r_offset, u_dim1, u_offset, 
            v_dim1, v_offset, i__1, i__2, i__3, i__4, i__5, i__6;
    doublereal d__1;
    doublecomplex z__1, z__2;

    /* Local variables */
    integer i__, j, k, l;
    doublereal ulp;
    integer info;
    doublereal unfl, temp, resid, anorm, bnorm;
    extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *, 
            doublereal *, integer *), zgemm_(char *, char *, integer *, 
            integer *, integer *, doublecomplex *, doublecomplex *, integer *, 
             doublecomplex *, integer *, doublecomplex *, doublecomplex *, 
            integer *), zherk_(char *, char *, integer *, 
            integer *, doublereal *, doublecomplex *, integer *, doublereal *, 
             doublecomplex *, integer *);
    extern doublereal dlamch_(char *), zlange_(char *, integer *, 
            integer *, doublecomplex *, integer *, doublereal *), 
            zlanhe_(char *, char *, integer *, doublecomplex *, integer *, 
            doublereal *);
    extern /* Subroutine */ int zlacpy_(char *, integer *, integer *, 
            doublecomplex *, integer *, doublecomplex *, integer *), 
            zlaset_(char *, integer *, integer *, doublecomplex *, 
            doublecomplex *, doublecomplex *, integer *), zggsvd_(
            char *, char *, char *, integer *, integer *, integer *, integer *
, integer *, doublecomplex *, integer *, doublecomplex *, integer 
            *, doublereal *, doublereal *, doublecomplex *, integer *, 
            doublecomplex *, integer *, doublecomplex *, integer *, 
            doublecomplex *, doublereal *, integer *, integer *);
    doublereal ulpinv;


/*  -- LAPACK test routine (version 3.1) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  ZGSVTS tests ZGGSVD, which computes the GSVD of an M-by-N matrix A */
/*  and a P-by-N matrix B: */
/*               U'*A*Q = D1*R and V'*B*Q = D2*R. */

/*  Arguments */
/*  ========= */

/*  M       (input) INTEGER */
/*          The number of rows of the matrix A.  M >= 0. */

/*  P       (input) INTEGER */
/*          The number of rows of the matrix B.  P >= 0. */

/*  N       (input) INTEGER */
/*          The number of columns of the matrices A and B.  N >= 0. */

/*  A       (input) COMPLEX*16 array, dimension (LDA,M) */
/*          The M-by-N matrix A. */

/*  AF      (output) COMPLEX*16 array, dimension (LDA,N) */
/*          Details of the GSVD of A and B, as returned by ZGGSVD, */
/*          see ZGGSVD for further details. */

/*  LDA     (input) INTEGER */
/*          The leading dimension of the arrays A and AF. */
/*          LDA >= max( 1,M ). */

/*  B       (input) COMPLEX*16 array, dimension (LDB,P) */
/*          On entry, the P-by-N matrix B. */

/*  BF      (output) COMPLEX*16 array, dimension (LDB,N) */
/*          Details of the GSVD of A and B, as returned by ZGGSVD, */
/*          see ZGGSVD for further details. */

/*  LDB     (input) INTEGER */
/*          The leading dimension of the arrays B and BF. */
/*          LDB >= max(1,P). */

/*  U       (output) COMPLEX*16 array, dimension(LDU,M) */
/*          The M by M unitary matrix U. */

/*  LDU     (input) INTEGER */
/*          The leading dimension of the array U. LDU >= max(1,M). */

/*  V       (output) COMPLEX*16 array, dimension(LDV,M) */
/*          The P by P unitary matrix V. */

/*  LDV     (input) INTEGER */
/*          The leading dimension of the array V. LDV >= max(1,P). */

/*  Q       (output) COMPLEX*16 array, dimension(LDQ,N) */
/*          The N by N unitary matrix Q. */

/*  LDQ     (input) INTEGER */
/*          The leading dimension of the array Q. LDQ >= max(1,N). */

/*  ALPHA   (output) DOUBLE PRECISION array, dimension (N) */
/*  BETA    (output) DOUBLE PRECISION array, dimension (N) */
/*          The generalized singular value pairs of A and B, the */
/*          ``diagonal'' matrices D1 and D2 are constructed from */
/*          ALPHA and BETA, see subroutine ZGGSVD for details. */

/*  R       (output) COMPLEX*16 array, dimension(LDQ,N) */
/*          The upper triangular matrix R. */

/*  LDR     (input) INTEGER */
/*          The leading dimension of the array R. LDR >= max(1,N). */

/*  IWORK   (workspace) INTEGER array, dimension (N) */

/*  WORK    (workspace) COMPLEX*16 array, dimension (LWORK) */

/*  LWORK   (input) INTEGER */
/*          The dimension of the array WORK, */
/*          LWORK >= max(M,P,N)*max(M,P,N). */

/*  RWORK   (workspace) DOUBLE PRECISION array, dimension (max(M,P,N)) */

/*  RESULT  (output) DOUBLE PRECISION array, dimension (5) */
/*          The test ratios: */
/*          RESULT(1) = norm( U'*A*Q - D1*R ) / ( MAX(M,N)*norm(A)*ULP) */
/*          RESULT(2) = norm( V'*B*Q - D2*R ) / ( MAX(P,N)*norm(B)*ULP) */
/*          RESULT(3) = norm( I - U'*U ) / ( M*ULP ) */
/*          RESULT(4) = norm( I - V'*V ) / ( P*ULP ) */
/*          RESULT(5) = norm( I - Q'*Q ) / ( N*ULP ) */
/*          RESULT(6) = 0        if ALPHA is in decreasing order; */
/*                    = ULPINV   otherwise. */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

    /* Parameter adjustments */
    af_dim1 = *lda;
    af_offset = 1 + af_dim1;
    af -= af_offset;
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    bf_dim1 = *ldb;
    bf_offset = 1 + bf_dim1;
    bf -= bf_offset;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    u_dim1 = *ldu;
    u_offset = 1 + u_dim1;
    u -= u_offset;
    v_dim1 = *ldv;
    v_offset = 1 + v_dim1;
    v -= v_offset;
    q_dim1 = *ldq;
    q_offset = 1 + q_dim1;
    q -= q_offset;
    --alpha;
    --beta;
    r_dim1 = *ldr;
    r_offset = 1 + r_dim1;
    r__ -= r_offset;
    --iwork;
    --work;
    --rwork;
    --result;

    /* Function Body */
    ulp = dlamch_("Precision");
    ulpinv = 1. / ulp;
    unfl = dlamch_("Safe minimum");

/*     Copy the matrix A to the array AF. */

    zlacpy_("Full", m, n, &a[a_offset], lda, &af[af_offset], lda);
    zlacpy_("Full", p, n, &b[b_offset], ldb, &bf[bf_offset], ldb);

/* Computing MAX */
    d__1 = zlange_("1", m, n, &a[a_offset], lda, &rwork[1]);
    anorm = max(d__1,unfl);
/* Computing MAX */
    d__1 = zlange_("1", p, n, &b[b_offset], ldb, &rwork[1]);
    bnorm = max(d__1,unfl);

/*     Factorize the matrices A and B in the arrays AF and BF. */

    zggsvd_("U", "V", "Q", m, n, p, &k, &l, &af[af_offset], lda, &bf[
            bf_offset], ldb, &alpha[1], &beta[1], &u[u_offset], ldu, &v[
            v_offset], ldv, &q[q_offset], ldq, &work[1], &rwork[1], &iwork[1], 
             &info);

/*     Copy R */

/* Computing MIN */
    i__2 = k + l;
    i__1 = min(i__2,*m);
    for (i__ = 1; i__ <= i__1; ++i__) {
        i__2 = k + l;
        for (j = i__; j <= i__2; ++j) {
            i__3 = i__ + j * r_dim1;
            i__4 = i__ + (*n - k - l + j) * af_dim1;
            r__[i__3].r = af[i__4].r, r__[i__3].i = af[i__4].i;
/* L10: */
        }
/* L20: */
    }

    if (*m - k - l < 0) {
        i__1 = k + l;
        for (i__ = *m + 1; i__ <= i__1; ++i__) {
            i__2 = k + l;
            for (j = i__; j <= i__2; ++j) {
                i__3 = i__ + j * r_dim1;
                i__4 = i__ - k + (*n - k - l + j) * bf_dim1;
                r__[i__3].r = bf[i__4].r, r__[i__3].i = bf[i__4].i;
/* L30: */
            }
/* L40: */
        }
    }

/*     Compute A:= U'*A*Q - D1*R */

    zgemm_("No transpose", "No transpose", m, n, n, &c_b2, &a[a_offset], lda, 
            &q[q_offset], ldq, &c_b1, &work[1], lda);

    zgemm_("Conjugate transpose", "No transpose", m, n, m, &c_b2, &u[u_offset]
, ldu, &work[1], lda, &c_b1, &a[a_offset], lda);

    i__1 = k;
    for (i__ = 1; i__ <= i__1; ++i__) {
        i__2 = k + l;
        for (j = i__; j <= i__2; ++j) {
            i__3 = i__ + (*n - k - l + j) * a_dim1;
            i__4 = i__ + (*n - k - l + j) * a_dim1;
            i__5 = i__ + j * r_dim1;
            z__1.r = a[i__4].r - r__[i__5].r, z__1.i = a[i__4].i - r__[i__5]
                    .i;
            a[i__3].r = z__1.r, a[i__3].i = z__1.i;
/* L50: */
        }
/* L60: */
    }

/* Computing MIN */
    i__2 = k + l;
    i__1 = min(i__2,*m);
    for (i__ = k + 1; i__ <= i__1; ++i__) {
        i__2 = k + l;
        for (j = i__; j <= i__2; ++j) {
            i__3 = i__ + (*n - k - l + j) * a_dim1;
            i__4 = i__ + (*n - k - l + j) * a_dim1;
            i__5 = i__;
            i__6 = i__ + j * r_dim1;
            z__2.r = alpha[i__5] * r__[i__6].r, z__2.i = alpha[i__5] * r__[
                    i__6].i;
            z__1.r = a[i__4].r - z__2.r, z__1.i = a[i__4].i - z__2.i;
            a[i__3].r = z__1.r, a[i__3].i = z__1.i;
/* L70: */
        }
/* L80: */
    }

/*     Compute norm( U'*A*Q - D1*R ) / ( MAX(1,M,N)*norm(A)*ULP ) . */

    resid = zlange_("1", m, n, &a[a_offset], lda, &rwork[1]);
    if (anorm > 0.) {
/* Computing MAX */
        i__1 = max(1,*m);
        result[1] = resid / (doublereal) max(i__1,*n) / anorm / ulp;
    } else {
        result[1] = 0.;
    }

/*     Compute B := V'*B*Q - D2*R */

    zgemm_("No transpose", "No transpose", p, n, n, &c_b2, &b[b_offset], ldb, 
            &q[q_offset], ldq, &c_b1, &work[1], ldb);

    zgemm_("Conjugate transpose", "No transpose", p, n, p, &c_b2, &v[v_offset]
, ldv, &work[1], ldb, &c_b1, &b[b_offset], ldb);

    i__1 = l;
    for (i__ = 1; i__ <= i__1; ++i__) {
        i__2 = l;
        for (j = i__; j <= i__2; ++j) {
            i__3 = i__ + (*n - l + j) * b_dim1;
            i__4 = i__ + (*n - l + j) * b_dim1;
            i__5 = k + i__;
            i__6 = k + i__ + (k + j) * r_dim1;
            z__2.r = beta[i__5] * r__[i__6].r, z__2.i = beta[i__5] * r__[i__6]
                    .i;
            z__1.r = b[i__4].r - z__2.r, z__1.i = b[i__4].i - z__2.i;
            b[i__3].r = z__1.r, b[i__3].i = z__1.i;
/* L90: */
        }
/* L100: */
    }

/*     Compute norm( V'*B*Q - D2*R ) / ( MAX(P,N)*norm(B)*ULP ) . */

    resid = zlange_("1", p, n, &b[b_offset], ldb, &rwork[1]);
    if (bnorm > 0.) {
/* Computing MAX */
        i__1 = max(1,*p);
        result[2] = resid / (doublereal) max(i__1,*n) / bnorm / ulp;
    } else {
        result[2] = 0.;
    }

/*     Compute I - U'*U */

    zlaset_("Full", m, m, &c_b1, &c_b2, &work[1], ldq);
    zherk_("Upper", "Conjugate transpose", m, m, &c_b36, &u[u_offset], ldu, &
            c_b37, &work[1], ldu);

/*     Compute norm( I - U'*U ) / ( M * ULP ) . */

    resid = zlanhe_("1", "Upper", m, &work[1], ldu, &rwork[1]);
    result[3] = resid / (doublereal) max(1,*m) / ulp;

/*     Compute I - V'*V */

    zlaset_("Full", p, p, &c_b1, &c_b2, &work[1], ldv);
    zherk_("Upper", "Conjugate transpose", p, p, &c_b36, &v[v_offset], ldv, &
            c_b37, &work[1], ldv);

/*     Compute norm( I - V'*V ) / ( P * ULP ) . */

    resid = zlanhe_("1", "Upper", p, &work[1], ldv, &rwork[1]);
    result[4] = resid / (doublereal) max(1,*p) / ulp;

/*     Compute I - Q'*Q */

    zlaset_("Full", n, n, &c_b1, &c_b2, &work[1], ldq);
    zherk_("Upper", "Conjugate transpose", n, n, &c_b36, &q[q_offset], ldq, &
            c_b37, &work[1], ldq);

/*     Compute norm( I - Q'*Q ) / ( N * ULP ) . */

    resid = zlanhe_("1", "Upper", n, &work[1], ldq, &rwork[1]);
    result[5] = resid / (doublereal) max(1,*n) / ulp;

/*     Check sorting */

    dcopy_(n, &alpha[1], &c__1, &rwork[1], &c__1);
/* Computing MIN */
    i__2 = k + l;
    i__1 = min(i__2,*m);
    for (i__ = k + 1; i__ <= i__1; ++i__) {
        j = iwork[i__];
        if (i__ != j) {
            temp = rwork[i__];
            rwork[i__] = rwork[j];
            rwork[j] = temp;
        }
/* L110: */
    }

    result[6] = 0.;
/* Computing MIN */
    i__2 = k + l;
    i__1 = min(i__2,*m) - 1;
    for (i__ = k + 1; i__ <= i__1; ++i__) {
        if (rwork[i__] < rwork[i__ + 1]) {
            result[6] = ulpinv;
        }
/* L120: */
    }

    return 0;

/*     End of ZGSVTS */

} /* zgsvts_ */