136 SUBROUTINE dqlt02( M, N, K, A, AF, Q, L, LDA, TAU, WORK, LWORK,
145 INTEGER k, lda, lwork, m, n
148 DOUBLE PRECISION a( lda, * ), af( lda, * ), l( lda, * ),
149 $ q( lda, * ), result( * ), rwork( * ), tau( * ),
156 DOUBLE PRECISION zero, one
157 parameter( zero = 0.0d+0, one = 1.0d+0 )
158 DOUBLE PRECISION rogue
159 parameter( rogue = -1.0d+10 )
163 DOUBLE PRECISION anorm, eps, resid
179 COMMON / srnamc / srnamt
185 IF( m.EQ.0 .OR. n.EQ.0 .OR. k.EQ.0 )
THEN
195 CALL
dlaset(
'Full', m, n, rogue, rogue, q, lda )
197 $ CALL
dlacpy(
'Full', m-k, k, af( 1, n-k+1 ), lda,
198 $ q( 1, n-k+1 ), lda )
200 $ CALL
dlacpy(
'Upper', k-1, k-1, af( m-k+1, n-k+2 ), lda,
201 $ q( m-k+1, n-k+2 ), lda )
206 CALL
dorgql( m, n, k, q, lda, tau( n-k+1 ), work, lwork, info )
210 CALL
dlaset(
'Full', n, k, zero, zero, l( m-n+1, n-k+1 ), lda )
211 CALL
dlacpy(
'Lower', k, k, af( m-k+1, n-k+1 ), lda,
212 $ l( m-k+1, n-k+1 ), lda )
216 CALL
dgemm(
'Transpose',
'No transpose', n, k, m, -one, q, lda,
217 $ a( 1, n-k+1 ), lda, one, l( m-n+1, n-k+1 ), lda )
221 anorm =
dlange(
'1', m, k, a( 1, n-k+1 ), lda, rwork )
222 resid =
dlange(
'1', n, k, l( m-n+1, n-k+1 ), lda, rwork )
223 IF( anorm.GT.zero )
THEN
224 result( 1 ) = ( ( resid / dble( max( 1, m ) ) ) / anorm ) / eps
231 CALL
dlaset(
'Full', n, n, zero, one, l, lda )
232 CALL
dsyrk(
'Upper',
'Transpose', n, m, -one, q, lda, one, l,
237 resid =
dlansy(
'1',
'Upper', n, l, lda, rwork )
239 result( 2 ) = ( resid / dble( max( 1, m ) ) ) / eps
subroutine dgemm(TRANSA, TRANSB, M, N, K, ALPHA, A, LDA, B, LDB, BETA, C, LDC)
DGEMM
subroutine dqlt02(M, N, K, A, AF, Q, L, LDA, TAU, WORK, LWORK, RWORK, RESULT)
DQLT02
double precision function dlange(NORM, M, N, A, LDA, WORK)
DLANGE returns the value of the 1-norm, Frobenius norm, infinity-norm, or the largest absolute value ...
subroutine dsyrk(UPLO, TRANS, N, K, ALPHA, A, LDA, BETA, C, LDC)
DSYRK
double precision function dlamch(CMACH)
DLAMCH
double precision function dlansy(NORM, UPLO, N, A, LDA, WORK)
DLANSY returns the value of the 1-norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a real symmetric matrix.
subroutine dlacpy(UPLO, M, N, A, LDA, B, LDB)
DLACPY copies all or part of one two-dimensional array to another.
subroutine dorgql(M, N, K, A, LDA, TAU, WORK, LWORK, INFO)
DORGQL
subroutine dlaset(UPLO, M, N, ALPHA, BETA, A, LDA)
DLASET initializes the off-diagonal elements and the diagonal elements of a matrix to given values...