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dtpt03.f 8.1 kB

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  1. *> \brief \b DTPT03
  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 DTPT03( UPLO, TRANS, DIAG, N, NRHS, AP, SCALE, CNORM,
  12. * TSCAL, X, LDX, B, LDB, WORK, RESID )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER DIAG, TRANS, UPLO
  16. * INTEGER LDB, LDX, N, NRHS
  17. * DOUBLE PRECISION RESID, SCALE, TSCAL
  18. * ..
  19. * .. Array Arguments ..
  20. * DOUBLE PRECISION AP( * ), B( LDB, * ), CNORM( * ), WORK( * ),
  21. * $ X( LDX, * )
  22. * ..
  23. *
  24. *
  25. *> \par Purpose:
  26. * =============
  27. *>
  28. *> \verbatim
  29. *>
  30. *> DTPT03 computes the residual for the solution to a scaled triangular
  31. *> system of equations A*x = s*b or A'*x = s*b when the triangular
  32. *> matrix A is stored in packed format. Here A' is the transpose of A,
  33. *> s is a scalar, and x and b are N by NRHS matrices. The test ratio is
  34. *> the maximum over the number of right hand sides of
  35. *> norm(s*b - op(A)*x) / ( norm(op(A)) * norm(x) * EPS ),
  36. *> where op(A) denotes A or A' and EPS is the machine epsilon.
  37. *> \endverbatim
  38. *
  39. * Arguments:
  40. * ==========
  41. *
  42. *> \param[in] UPLO
  43. *> \verbatim
  44. *> UPLO is CHARACTER*1
  45. *> Specifies whether the matrix A is upper or lower triangular.
  46. *> = 'U': Upper triangular
  47. *> = 'L': Lower triangular
  48. *> \endverbatim
  49. *>
  50. *> \param[in] TRANS
  51. *> \verbatim
  52. *> TRANS is CHARACTER*1
  53. *> Specifies the operation applied to A.
  54. *> = 'N': A *x = s*b (No transpose)
  55. *> = 'T': A'*x = s*b (Transpose)
  56. *> = 'C': A'*x = s*b (Conjugate transpose = Transpose)
  57. *> \endverbatim
  58. *>
  59. *> \param[in] DIAG
  60. *> \verbatim
  61. *> DIAG is CHARACTER*1
  62. *> Specifies whether or not the matrix A is unit triangular.
  63. *> = 'N': Non-unit triangular
  64. *> = 'U': Unit triangular
  65. *> \endverbatim
  66. *>
  67. *> \param[in] N
  68. *> \verbatim
  69. *> N is INTEGER
  70. *> The order of the matrix A. N >= 0.
  71. *> \endverbatim
  72. *>
  73. *> \param[in] NRHS
  74. *> \verbatim
  75. *> NRHS is INTEGER
  76. *> The number of right hand sides, i.e., the number of columns
  77. *> of the matrices X and B. NRHS >= 0.
  78. *> \endverbatim
  79. *>
  80. *> \param[in] AP
  81. *> \verbatim
  82. *> AP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
  83. *> The upper or lower triangular matrix A, packed columnwise in
  84. *> a linear array. The j-th column of A is stored in the array
  85. *> AP as follows:
  86. *> if UPLO = 'U', AP((j-1)*j/2 + i) = A(i,j) for 1<=i<=j;
  87. *> if UPLO = 'L',
  88. *> AP((j-1)*(n-j) + j*(j+1)/2 + i-j) = A(i,j) for j<=i<=n.
  89. *> \endverbatim
  90. *>
  91. *> \param[in] SCALE
  92. *> \verbatim
  93. *> SCALE is DOUBLE PRECISION
  94. *> The scaling factor s used in solving the triangular system.
  95. *> \endverbatim
  96. *>
  97. *> \param[in] CNORM
  98. *> \verbatim
  99. *> CNORM is DOUBLE PRECISION array, dimension (N)
  100. *> The 1-norms of the columns of A, not counting the diagonal.
  101. *> \endverbatim
  102. *>
  103. *> \param[in] TSCAL
  104. *> \verbatim
  105. *> TSCAL is DOUBLE PRECISION
  106. *> The scaling factor used in computing the 1-norms in CNORM.
  107. *> CNORM actually contains the column norms of TSCAL*A.
  108. *> \endverbatim
  109. *>
  110. *> \param[in] X
  111. *> \verbatim
  112. *> X is DOUBLE PRECISION array, dimension (LDX,NRHS)
  113. *> The computed solution vectors for the system of linear
  114. *> equations.
  115. *> \endverbatim
  116. *>
  117. *> \param[in] LDX
  118. *> \verbatim
  119. *> LDX is INTEGER
  120. *> The leading dimension of the array X. LDX >= max(1,N).
  121. *> \endverbatim
  122. *>
  123. *> \param[in] B
  124. *> \verbatim
  125. *> B is DOUBLE PRECISION array, dimension (LDB,NRHS)
  126. *> The right hand side vectors for the system of linear
  127. *> equations.
  128. *> \endverbatim
  129. *>
  130. *> \param[in] LDB
  131. *> \verbatim
  132. *> LDB is INTEGER
  133. *> The leading dimension of the array B. LDB >= max(1,N).
  134. *> \endverbatim
  135. *>
  136. *> \param[out] WORK
  137. *> \verbatim
  138. *> WORK is DOUBLE PRECISION array, dimension (N)
  139. *> \endverbatim
  140. *>
  141. *> \param[out] RESID
  142. *> \verbatim
  143. *> RESID is DOUBLE PRECISION
  144. *> The maximum over the number of right hand sides of
  145. *> norm(op(A)*x - s*b) / ( norm(op(A)) * norm(x) * EPS ).
  146. *> \endverbatim
  147. *
  148. * Authors:
  149. * ========
  150. *
  151. *> \author Univ. of Tennessee
  152. *> \author Univ. of California Berkeley
  153. *> \author Univ. of Colorado Denver
  154. *> \author NAG Ltd.
  155. *
  156. *> \ingroup double_lin
  157. *
  158. * =====================================================================
  159. SUBROUTINE DTPT03( UPLO, TRANS, DIAG, N, NRHS, AP, SCALE, CNORM,
  160. $ TSCAL, X, LDX, B, LDB, WORK, RESID )
  161. *
  162. * -- LAPACK test routine --
  163. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  164. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  165. *
  166. * .. Scalar Arguments ..
  167. CHARACTER DIAG, TRANS, UPLO
  168. INTEGER LDB, LDX, N, NRHS
  169. DOUBLE PRECISION RESID, SCALE, TSCAL
  170. * ..
  171. * .. Array Arguments ..
  172. DOUBLE PRECISION AP( * ), B( LDB, * ), CNORM( * ), WORK( * ),
  173. $ X( LDX, * )
  174. * ..
  175. *
  176. * =====================================================================
  177. *
  178. * .. Parameters ..
  179. DOUBLE PRECISION ONE, ZERO
  180. PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
  181. * ..
  182. * .. Local Scalars ..
  183. INTEGER IX, J, JJ
  184. DOUBLE PRECISION BIGNUM, EPS, ERR, SMLNUM, TNORM, XNORM, XSCAL
  185. * ..
  186. * .. External Functions ..
  187. LOGICAL LSAME
  188. INTEGER IDAMAX
  189. DOUBLE PRECISION DLAMCH
  190. EXTERNAL LSAME, IDAMAX, DLAMCH
  191. * ..
  192. * .. External Subroutines ..
  193. EXTERNAL DAXPY, DCOPY, DLABAD, DSCAL, DTPMV
  194. * ..
  195. * .. Intrinsic Functions ..
  196. INTRINSIC ABS, DBLE, MAX
  197. * ..
  198. * .. Executable Statements ..
  199. *
  200. * Quick exit if N = 0.
  201. *
  202. IF( N.LE.0 .OR. NRHS.LE.0 ) THEN
  203. RESID = ZERO
  204. RETURN
  205. END IF
  206. EPS = DLAMCH( 'Epsilon' )
  207. SMLNUM = DLAMCH( 'Safe minimum' )
  208. BIGNUM = ONE / SMLNUM
  209. CALL DLABAD( SMLNUM, BIGNUM )
  210. *
  211. * Compute the norm of the triangular matrix A using the column
  212. * norms already computed by DLATPS.
  213. *
  214. TNORM = ZERO
  215. IF( LSAME( DIAG, 'N' ) ) THEN
  216. IF( LSAME( UPLO, 'U' ) ) THEN
  217. JJ = 1
  218. DO 10 J = 1, N
  219. TNORM = MAX( TNORM, TSCAL*ABS( AP( JJ ) )+CNORM( J ) )
  220. JJ = JJ + J + 1
  221. 10 CONTINUE
  222. ELSE
  223. JJ = 1
  224. DO 20 J = 1, N
  225. TNORM = MAX( TNORM, TSCAL*ABS( AP( JJ ) )+CNORM( J ) )
  226. JJ = JJ + N - J + 1
  227. 20 CONTINUE
  228. END IF
  229. ELSE
  230. DO 30 J = 1, N
  231. TNORM = MAX( TNORM, TSCAL+CNORM( J ) )
  232. 30 CONTINUE
  233. END IF
  234. *
  235. * Compute the maximum over the number of right hand sides of
  236. * norm(op(A)*x - s*b) / ( norm(op(A)) * norm(x) * EPS ).
  237. *
  238. RESID = ZERO
  239. DO 40 J = 1, NRHS
  240. CALL DCOPY( N, X( 1, J ), 1, WORK, 1 )
  241. IX = IDAMAX( N, WORK, 1 )
  242. XNORM = MAX( ONE, ABS( X( IX, J ) ) )
  243. XSCAL = ( ONE / XNORM ) / DBLE( N )
  244. CALL DSCAL( N, XSCAL, WORK, 1 )
  245. CALL DTPMV( UPLO, TRANS, DIAG, N, AP, WORK, 1 )
  246. CALL DAXPY( N, -SCALE*XSCAL, B( 1, J ), 1, WORK, 1 )
  247. IX = IDAMAX( N, WORK, 1 )
  248. ERR = TSCAL*ABS( WORK( IX ) )
  249. IX = IDAMAX( N, X( 1, J ), 1 )
  250. XNORM = ABS( X( IX, J ) )
  251. IF( ERR*SMLNUM.LE.XNORM ) THEN
  252. IF( XNORM.GT.ZERO )
  253. $ ERR = ERR / XNORM
  254. ELSE
  255. IF( ERR.GT.ZERO )
  256. $ ERR = ONE / EPS
  257. END IF
  258. IF( ERR*SMLNUM.LE.TNORM ) THEN
  259. IF( TNORM.GT.ZERO )
  260. $ ERR = ERR / TNORM
  261. ELSE
  262. IF( ERR.GT.ZERO )
  263. $ ERR = ONE / EPS
  264. END IF
  265. RESID = MAX( RESID, ERR )
  266. 40 CONTINUE
  267. *
  268. RETURN
  269. *
  270. * End of DTPT03
  271. *
  272. END