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chet01_aa.f 7.6 kB

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  1. *> \brief \b CHET01_AA
  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 CHET01_AA( UPLO, N, A, LDA, AFAC, LDAFAC, IPIV,
  12. * C, LDC, RWORK, RESID )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER UPLO
  16. * INTEGER LDA, LDAFAC, LDC, N
  17. * REAL RESID
  18. * ..
  19. * .. Array Arguments ..
  20. * INTEGER IPIV( * )
  21. * REAL RWORK( * )
  22. * COMPLEX A( LDA, * ), AFAC( LDAFAC, * ), C( LDC, * )
  23. * ..
  24. *
  25. *
  26. *> \par Purpose:
  27. * =============
  28. *>
  29. *> \verbatim
  30. *>
  31. *> CHET01_AA reconstructs a hermitian indefinite matrix A from its
  32. *> block L*D*L' or U*D*U' factorization and computes the residual
  33. *> norm( C - A ) / ( N * norm(A) * EPS ),
  34. *> where C is the reconstructed matrix and EPS is the machine epsilon.
  35. *> \endverbatim
  36. *
  37. * Arguments:
  38. * ==========
  39. *
  40. *> \param[in] UPLO
  41. *> \verbatim
  42. *> UPLO is CHARACTER*1
  43. *> Specifies whether the upper or lower triangular part of the
  44. *> hermitian matrix A is stored:
  45. *> = 'U': Upper triangular
  46. *> = 'L': Lower triangular
  47. *> \endverbatim
  48. *>
  49. *> \param[in] N
  50. *> \verbatim
  51. *> N is INTEGER
  52. *> The number of rows and columns of the matrix A. N >= 0.
  53. *> \endverbatim
  54. *>
  55. *> \param[in] A
  56. *> \verbatim
  57. *> A is COMPLEX array, dimension (LDA,N)
  58. *> The original hermitian matrix A.
  59. *> \endverbatim
  60. *>
  61. *> \param[in] LDA
  62. *> \verbatim
  63. *> LDA is INTEGER
  64. *> The leading dimension of the array A. LDA >= max(1,N)
  65. *> \endverbatim
  66. *>
  67. *> \param[in] AFAC
  68. *> \verbatim
  69. *> AFAC is COMPLEX array, dimension (LDAFAC,N)
  70. *> The factored form of the matrix A. AFAC contains the block
  71. *> diagonal matrix D and the multipliers used to obtain the
  72. *> factor L or U from the block L*D*L' or U*D*U' factorization
  73. *> as computed by CHETRF.
  74. *> \endverbatim
  75. *>
  76. *> \param[in] LDAFAC
  77. *> \verbatim
  78. *> LDAFAC is INTEGER
  79. *> The leading dimension of the array AFAC. LDAFAC >= max(1,N).
  80. *> \endverbatim
  81. *>
  82. *> \param[in] IPIV
  83. *> \verbatim
  84. *> IPIV is INTEGER array, dimension (N)
  85. *> The pivot indices from CHETRF.
  86. *> \endverbatim
  87. *>
  88. *> \param[out] C
  89. *> \verbatim
  90. *> C is COMPLEX array, dimension (LDC,N)
  91. *> \endverbatim
  92. *>
  93. *> \param[in] LDC
  94. *> \verbatim
  95. *> LDC is INTEGER
  96. *> The leading dimension of the array C. LDC >= max(1,N).
  97. *> \endverbatim
  98. *>
  99. *> \param[out] RWORK
  100. *> \verbatim
  101. *> RWORK is COMPLEX array, dimension (N)
  102. *> \endverbatim
  103. *>
  104. *> \param[out] RESID
  105. *> \verbatim
  106. *> RESID is COMPLEX
  107. *> If UPLO = 'L', norm(L*D*L' - A) / ( N * norm(A) * EPS )
  108. *> If UPLO = 'U', norm(U*D*U' - A) / ( N * norm(A) * EPS )
  109. *> \endverbatim
  110. *
  111. * Authors:
  112. * ========
  113. *
  114. *> \author Univ. of Tennessee
  115. *> \author Univ. of California Berkeley
  116. *> \author Univ. of Colorado Denver
  117. *> \author NAG Ltd.
  118. *
  119. *> \date December 2016
  120. *
  121. *
  122. *> \ingroup complex_lin
  123. *
  124. * =====================================================================
  125. SUBROUTINE CHET01_AA( UPLO, N, A, LDA, AFAC, LDAFAC, IPIV, C,
  126. $ LDC, RWORK, RESID )
  127. *
  128. * -- LAPACK test routine (version 3.7.0) --
  129. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  130. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  131. * December 2016
  132. *
  133. * .. Scalar Arguments ..
  134. CHARACTER UPLO
  135. INTEGER LDA, LDAFAC, LDC, N
  136. REAL RESID
  137. * ..
  138. * .. Array Arguments ..
  139. INTEGER IPIV( * )
  140. REAL RWORK( * )
  141. COMPLEX A( LDA, * ), AFAC( LDAFAC, * ), C( LDC, * )
  142. * ..
  143. *
  144. * =====================================================================
  145. *
  146. * .. Parameters ..
  147. COMPLEX CZERO, CONE
  148. PARAMETER ( CZERO = ( 0.0E+0, 0.0E+0 ),
  149. $ CONE = ( 1.0E+0, 0.0E+0 ) )
  150. REAL ZERO, ONE
  151. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  152. * ..
  153. * .. Local Scalars ..
  154. INTEGER I, J
  155. REAL ANORM, EPS
  156. * ..
  157. * .. External Functions ..
  158. LOGICAL LSAME
  159. REAL SLAMCH, CLANHE
  160. EXTERNAL LSAME, SLAMCH, CLANHE
  161. * ..
  162. * .. External Subroutines ..
  163. EXTERNAL CLASET, CLAVHE
  164. * ..
  165. * .. Intrinsic Functions ..
  166. INTRINSIC DBLE
  167. * ..
  168. * .. Executable Statements ..
  169. *
  170. * Quick exit if N = 0.
  171. *
  172. IF( N.LE.0 ) THEN
  173. RESID = ZERO
  174. RETURN
  175. END IF
  176. *
  177. * Determine EPS and the norm of A.
  178. *
  179. EPS = SLAMCH( 'Epsilon' )
  180. ANORM = CLANHE( '1', UPLO, N, A, LDA, RWORK )
  181. *
  182. * Initialize C to the tridiagonal matrix T.
  183. *
  184. CALL CLASET( 'Full', N, N, CZERO, CZERO, C, LDC )
  185. CALL CLACPY( 'F', 1, N, AFAC( 1, 1 ), LDAFAC+1, C( 1, 1 ), LDC+1 )
  186. IF( N.GT.1 ) THEN
  187. IF( LSAME( UPLO, 'U' ) ) THEN
  188. CALL CLACPY( 'F', 1, N-1, AFAC( 1, 2 ), LDAFAC+1, C( 1, 2 ),
  189. $ LDC+1 )
  190. CALL CLACPY( 'F', 1, N-1, AFAC( 1, 2 ), LDAFAC+1, C( 2, 1 ),
  191. $ LDC+1 )
  192. CALL CLACGV( N-1, C( 2, 1 ), LDC+1 )
  193. ELSE
  194. CALL CLACPY( 'F', 1, N-1, AFAC( 2, 1 ), LDAFAC+1, C( 1, 2 ),
  195. $ LDC+1 )
  196. CALL CLACPY( 'F', 1, N-1, AFAC( 2, 1 ), LDAFAC+1, C( 2, 1 ),
  197. $ LDC+1 )
  198. CALL CLACGV( N-1, C( 1, 2 ), LDC+1 )
  199. ENDIF
  200. *
  201. * Call CTRMM to form the product U' * D (or L * D ).
  202. *
  203. IF( LSAME( UPLO, 'U' ) ) THEN
  204. CALL CTRMM( 'Left', UPLO, 'Conjugate transpose', 'Unit',
  205. $ N-1, N, CONE, AFAC( 1, 2 ), LDAFAC, C( 2, 1 ),
  206. $ LDC )
  207. ELSE
  208. CALL CTRMM( 'Left', UPLO, 'No transpose', 'Unit', N-1, N,
  209. $ CONE, AFAC( 2, 1 ), LDAFAC, C( 2, 1 ), LDC )
  210. END IF
  211. *
  212. * Call CTRMM again to multiply by U (or L ).
  213. *
  214. IF( LSAME( UPLO, 'U' ) ) THEN
  215. CALL CTRMM( 'Right', UPLO, 'No transpose', 'Unit', N, N-1,
  216. $ CONE, AFAC( 1, 2 ), LDAFAC, C( 1, 2 ), LDC )
  217. ELSE
  218. CALL CTRMM( 'Right', UPLO, 'Conjugate transpose', 'Unit', N,
  219. $ N-1, CONE, AFAC( 2, 1 ), LDAFAC, C( 1, 2 ),
  220. $ LDC )
  221. END IF
  222. ENDIF
  223. *
  224. * Apply hermitian pivots
  225. *
  226. DO J = N, 1, -1
  227. I = IPIV( J )
  228. IF( I.NE.J )
  229. $ CALL CSWAP( N, C( J, 1 ), LDC, C( I, 1 ), LDC )
  230. END DO
  231. DO J = N, 1, -1
  232. I = IPIV( J )
  233. IF( I.NE.J )
  234. $ CALL CSWAP( N, C( 1, J ), 1, C( 1, I ), 1 )
  235. END DO
  236. *
  237. *
  238. * Compute the difference C - A .
  239. *
  240. IF( LSAME( UPLO, 'U' ) ) THEN
  241. DO J = 1, N
  242. DO I = 1, J
  243. C( I, J ) = C( I, J ) - A( I, J )
  244. END DO
  245. END DO
  246. ELSE
  247. DO J = 1, N
  248. DO I = J, N
  249. C( I, J ) = C( I, J ) - A( I, J )
  250. END DO
  251. END DO
  252. END IF
  253. *
  254. * Compute norm( C - A ) / ( N * norm(A) * EPS )
  255. *
  256. RESID = CLANHE( '1', UPLO, N, C, LDC, RWORK )
  257. *
  258. IF( ANORM.LE.ZERO ) THEN
  259. IF( RESID.NE.ZERO )
  260. $ RESID = ONE / EPS
  261. ELSE
  262. RESID = ( ( RESID / DBLE( N ) ) / ANORM ) / EPS
  263. END IF
  264. *
  265. RETURN
  266. *
  267. * End of CHET01_AA
  268. *
  269. END