You can not select more than 25 topics Topics must start with a chinese character,a letter or number, can include dashes ('-') and can be up to 35 characters long.

dtrt02.f 6.7 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232
  1. *> \brief \b DTRT02
  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 DTRT02( UPLO, TRANS, DIAG, N, NRHS, A, LDA, X, LDX, B,
  12. * LDB, WORK, RESID )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER DIAG, TRANS, UPLO
  16. * INTEGER LDA, LDB, LDX, N, NRHS
  17. * DOUBLE PRECISION RESID
  18. * ..
  19. * .. Array Arguments ..
  20. * DOUBLE PRECISION A( LDA, * ), B( LDB, * ), WORK( * ),
  21. * $ X( LDX, * )
  22. * ..
  23. *
  24. *
  25. *> \par Purpose:
  26. * =============
  27. *>
  28. *> \verbatim
  29. *>
  30. *> DTRT02 computes the residual for the computed solution to a
  31. *> triangular system of linear equations op(A)*X = B, where A is a
  32. *> triangular matrix. The test ratio is the maximum over
  33. *> norm(b - op(A)*x) / ( ||op(A)||_1 * norm(x) * EPS ),
  34. *> where op(A) = A or A**T, b is the column of B, x is the solution
  35. *> vector, and EPS is the machine epsilon.
  36. *> The norm used is the 1-norm.
  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 = B (No transpose)
  55. *> = 'T': A**T * X = B (Transpose)
  56. *> = 'C': A**H * X = 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] A
  81. *> \verbatim
  82. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  83. *> The triangular matrix A. If UPLO = 'U', the leading n by n
  84. *> upper triangular part of the array A contains the upper
  85. *> triangular matrix, and the strictly lower triangular part of
  86. *> A is not referenced. If UPLO = 'L', the leading n by n lower
  87. *> triangular part of the array A contains the lower triangular
  88. *> matrix, and the strictly upper triangular part of A is not
  89. *> referenced. If DIAG = 'U', the diagonal elements of A are
  90. *> also not referenced and are assumed to be 1.
  91. *> \endverbatim
  92. *>
  93. *> \param[in] LDA
  94. *> \verbatim
  95. *> LDA is INTEGER
  96. *> The leading dimension of the array A. LDA >= max(1,N).
  97. *> \endverbatim
  98. *>
  99. *> \param[in] X
  100. *> \verbatim
  101. *> X is DOUBLE PRECISION array, dimension (LDX,NRHS)
  102. *> The computed solution vectors for the system of linear
  103. *> equations.
  104. *> \endverbatim
  105. *>
  106. *> \param[in] LDX
  107. *> \verbatim
  108. *> LDX is INTEGER
  109. *> The leading dimension of the array X. LDX >= max(1,N).
  110. *> \endverbatim
  111. *>
  112. *> \param[in] B
  113. *> \verbatim
  114. *> B is DOUBLE PRECISION array, dimension (LDB,NRHS)
  115. *> The right hand side vectors for the system of linear
  116. *> equations.
  117. *> \endverbatim
  118. *>
  119. *> \param[in] LDB
  120. *> \verbatim
  121. *> LDB is INTEGER
  122. *> The leading dimension of the array B. LDB >= max(1,N).
  123. *> \endverbatim
  124. *>
  125. *> \param[out] WORK
  126. *> \verbatim
  127. *> WORK is DOUBLE PRECISION array, dimension (N)
  128. *> \endverbatim
  129. *>
  130. *> \param[out] RESID
  131. *> \verbatim
  132. *> RESID is DOUBLE PRECISION
  133. *> The maximum over the number of right hand sides of
  134. *> norm(op(A)*X - B) / ( norm(op(A)) * norm(X) * EPS ).
  135. *> \endverbatim
  136. *
  137. * Authors:
  138. * ========
  139. *
  140. *> \author Univ. of Tennessee
  141. *> \author Univ. of California Berkeley
  142. *> \author Univ. of Colorado Denver
  143. *> \author NAG Ltd.
  144. *
  145. *> \ingroup double_lin
  146. *
  147. * =====================================================================
  148. SUBROUTINE DTRT02( UPLO, TRANS, DIAG, N, NRHS, A, LDA, X, LDX, B,
  149. $ LDB, WORK, RESID )
  150. *
  151. * -- LAPACK test routine --
  152. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  153. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  154. *
  155. * .. Scalar Arguments ..
  156. CHARACTER DIAG, TRANS, UPLO
  157. INTEGER LDA, LDB, LDX, N, NRHS
  158. DOUBLE PRECISION RESID
  159. * ..
  160. * .. Array Arguments ..
  161. DOUBLE PRECISION A( LDA, * ), B( LDB, * ), WORK( * ),
  162. $ X( LDX, * )
  163. * ..
  164. *
  165. * =====================================================================
  166. *
  167. * .. Parameters ..
  168. DOUBLE PRECISION ZERO, ONE
  169. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  170. * ..
  171. * .. Local Scalars ..
  172. INTEGER J
  173. DOUBLE PRECISION ANORM, BNORM, EPS, XNORM
  174. * ..
  175. * .. External Functions ..
  176. LOGICAL LSAME
  177. DOUBLE PRECISION DASUM, DLAMCH, DLANTR
  178. EXTERNAL LSAME, DASUM, DLAMCH, DLANTR
  179. * ..
  180. * .. External Subroutines ..
  181. EXTERNAL DAXPY, DCOPY, DTRMV
  182. * ..
  183. * .. Intrinsic Functions ..
  184. INTRINSIC MAX
  185. * ..
  186. * .. Executable Statements ..
  187. *
  188. * Quick exit if N = 0 or NRHS = 0
  189. *
  190. IF( N.LE.0 .OR. NRHS.LE.0 ) THEN
  191. RESID = ZERO
  192. RETURN
  193. END IF
  194. *
  195. * Compute the 1-norm of op(A).
  196. *
  197. IF( LSAME( TRANS, 'N' ) ) THEN
  198. ANORM = DLANTR( '1', UPLO, DIAG, N, N, A, LDA, WORK )
  199. ELSE
  200. ANORM = DLANTR( 'I', UPLO, DIAG, N, N, A, LDA, WORK )
  201. END IF
  202. *
  203. * Exit with RESID = 1/EPS if ANORM = 0.
  204. *
  205. EPS = DLAMCH( 'Epsilon' )
  206. IF( ANORM.LE.ZERO ) THEN
  207. RESID = ONE / EPS
  208. RETURN
  209. END IF
  210. *
  211. * Compute the maximum over the number of right hand sides of
  212. * norm(op(A)*X - B) / ( norm(op(A)) * norm(X) * EPS )
  213. *
  214. RESID = ZERO
  215. DO 10 J = 1, NRHS
  216. CALL DCOPY( N, X( 1, J ), 1, WORK, 1 )
  217. CALL DTRMV( UPLO, TRANS, DIAG, N, A, LDA, WORK, 1 )
  218. CALL DAXPY( N, -ONE, B( 1, J ), 1, WORK, 1 )
  219. BNORM = DASUM( N, WORK, 1 )
  220. XNORM = DASUM( N, X( 1, J ), 1 )
  221. IF( XNORM.LE.ZERO ) THEN
  222. RESID = ONE / EPS
  223. ELSE
  224. RESID = MAX( RESID, ( ( BNORM / ANORM ) / XNORM ) / EPS )
  225. END IF
  226. 10 CONTINUE
  227. *
  228. RETURN
  229. *
  230. * End of DTRT02
  231. *
  232. END