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dppt02.f 5.3 kB

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  1. *> \brief \b DPPT02
  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 DPPT02( UPLO, N, NRHS, A, X, LDX, B, LDB, RWORK,
  12. * RESID )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER UPLO
  16. * INTEGER LDB, LDX, N, NRHS
  17. * DOUBLE PRECISION RESID
  18. * ..
  19. * .. Array Arguments ..
  20. * DOUBLE PRECISION A( * ), B( LDB, * ), RWORK( * ), X( LDX, * )
  21. * ..
  22. *
  23. *
  24. *> \par Purpose:
  25. * =============
  26. *>
  27. *> \verbatim
  28. *>
  29. *> DPPT02 computes the residual in the solution of a symmetric system
  30. *> of linear equations A*x = b when packed storage is used for the
  31. *> coefficient matrix. The ratio computed is
  32. *>
  33. *> RESID = norm(B - A*X) / ( norm(A) * norm(X) * EPS),
  34. *>
  35. *> where EPS is the machine precision.
  36. *> \endverbatim
  37. *
  38. * Arguments:
  39. * ==========
  40. *
  41. *> \param[in] UPLO
  42. *> \verbatim
  43. *> UPLO is CHARACTER*1
  44. *> Specifies whether the upper or lower triangular part of the
  45. *> symmetric matrix A is stored:
  46. *> = 'U': Upper triangular
  47. *> = 'L': Lower triangular
  48. *> \endverbatim
  49. *>
  50. *> \param[in] N
  51. *> \verbatim
  52. *> N is INTEGER
  53. *> The number of rows and columns of the matrix A. N >= 0.
  54. *> \endverbatim
  55. *>
  56. *> \param[in] NRHS
  57. *> \verbatim
  58. *> NRHS is INTEGER
  59. *> The number of columns of B, the matrix of right hand sides.
  60. *> NRHS >= 0.
  61. *> \endverbatim
  62. *>
  63. *> \param[in] A
  64. *> \verbatim
  65. *> A is DOUBLE PRECISION array, dimension (N*(N+1)/2)
  66. *> The original symmetric matrix A, stored as a packed
  67. *> triangular matrix.
  68. *> \endverbatim
  69. *>
  70. *> \param[in] X
  71. *> \verbatim
  72. *> X is DOUBLE PRECISION array, dimension (LDX,NRHS)
  73. *> The computed solution vectors for the system of linear
  74. *> equations.
  75. *> \endverbatim
  76. *>
  77. *> \param[in] LDX
  78. *> \verbatim
  79. *> LDX is INTEGER
  80. *> The leading dimension of the array X. LDX >= max(1,N).
  81. *> \endverbatim
  82. *>
  83. *> \param[in,out] B
  84. *> \verbatim
  85. *> B is DOUBLE PRECISION array, dimension (LDB,NRHS)
  86. *> On entry, the right hand side vectors for the system of
  87. *> linear equations.
  88. *> On exit, B is overwritten with the difference B - A*X.
  89. *> \endverbatim
  90. *>
  91. *> \param[in] LDB
  92. *> \verbatim
  93. *> LDB is INTEGER
  94. *> The leading dimension of the array B. LDB >= max(1,N).
  95. *> \endverbatim
  96. *>
  97. *> \param[out] RWORK
  98. *> \verbatim
  99. *> RWORK is DOUBLE PRECISION array, dimension (N)
  100. *> \endverbatim
  101. *>
  102. *> \param[out] RESID
  103. *> \verbatim
  104. *> RESID is DOUBLE PRECISION
  105. *> The maximum over the number of right hand sides of
  106. *> norm(B - A*X) / ( norm(A) * norm(X) * EPS ).
  107. *> \endverbatim
  108. *
  109. * Authors:
  110. * ========
  111. *
  112. *> \author Univ. of Tennessee
  113. *> \author Univ. of California Berkeley
  114. *> \author Univ. of Colorado Denver
  115. *> \author NAG Ltd.
  116. *
  117. *> \ingroup double_lin
  118. *
  119. * =====================================================================
  120. SUBROUTINE DPPT02( UPLO, N, NRHS, A, X, LDX, B, LDB, RWORK,
  121. $ RESID )
  122. *
  123. * -- LAPACK test routine --
  124. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  125. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  126. *
  127. * .. Scalar Arguments ..
  128. CHARACTER UPLO
  129. INTEGER LDB, LDX, N, NRHS
  130. DOUBLE PRECISION RESID
  131. * ..
  132. * .. Array Arguments ..
  133. DOUBLE PRECISION A( * ), B( LDB, * ), RWORK( * ), X( LDX, * )
  134. * ..
  135. *
  136. * =====================================================================
  137. *
  138. * .. Parameters ..
  139. DOUBLE PRECISION ZERO, ONE
  140. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  141. * ..
  142. * .. Local Scalars ..
  143. INTEGER J
  144. DOUBLE PRECISION ANORM, BNORM, EPS, XNORM
  145. * ..
  146. * .. External Functions ..
  147. DOUBLE PRECISION DASUM, DLAMCH, DLANSP
  148. EXTERNAL DASUM, DLAMCH, DLANSP
  149. * ..
  150. * .. External Subroutines ..
  151. EXTERNAL DSPMV
  152. * ..
  153. * .. Intrinsic Functions ..
  154. INTRINSIC MAX
  155. * ..
  156. * .. Executable Statements ..
  157. *
  158. * Quick exit if N = 0 or NRHS = 0.
  159. *
  160. IF( N.LE.0 .OR. NRHS.LE.0 ) THEN
  161. RESID = ZERO
  162. RETURN
  163. END IF
  164. *
  165. * Exit with RESID = 1/EPS if ANORM = 0.
  166. *
  167. EPS = DLAMCH( 'Epsilon' )
  168. ANORM = DLANSP( '1', UPLO, N, A, RWORK )
  169. IF( ANORM.LE.ZERO ) THEN
  170. RESID = ONE / EPS
  171. RETURN
  172. END IF
  173. *
  174. * Compute B - A*X for the matrix of right hand sides B.
  175. *
  176. DO 10 J = 1, NRHS
  177. CALL DSPMV( UPLO, N, -ONE, A, X( 1, J ), 1, ONE, B( 1, J ), 1 )
  178. 10 CONTINUE
  179. *
  180. * Compute the maximum over the number of right hand sides of
  181. * norm( B - A*X ) / ( norm(A) * norm(X) * EPS ) .
  182. *
  183. RESID = ZERO
  184. DO 20 J = 1, NRHS
  185. BNORM = DASUM( N, B( 1, J ), 1 )
  186. XNORM = DASUM( N, X( 1, J ), 1 )
  187. IF( XNORM.LE.ZERO ) THEN
  188. RESID = ONE / EPS
  189. ELSE
  190. RESID = MAX( RESID, ( ( BNORM / ANORM ) / XNORM ) / EPS )
  191. END IF
  192. 20 CONTINUE
  193. *
  194. RETURN
  195. *
  196. * End of DPPT02
  197. *
  198. END