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.

ssyt01_3.f 7.0 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248
  1. *> \brief \b SSYT01_3
  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 SSYT01_3( UPLO, N, A, LDA, AFAC, LDAFAC, E, IPIV, C,
  12. * LDC, RWORK, RESID )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER UPLO
  16. * INTEGER LDA, LDAFAC, LDC, N
  17. * DOUBLE PRECISION RESID
  18. * ..
  19. * .. Array Arguments ..
  20. * INTEGER IPIV( * )
  21. * DOUBLE PRECISION A( LDA, * ), AFAC( LDAFAC, * ), C( LDC, * ),
  22. * $ E( * ), RWORK( * )
  23. * ..
  24. *
  25. *
  26. *> \par Purpose:
  27. * =============
  28. *>
  29. *> \verbatim
  30. *>
  31. *> SSYT01_3 reconstructs a symmetric indefinite matrix A from its
  32. *> block L*D*L' or U*D*U' factorization computed by SSYTRF_RK
  33. *> (or SSYTRF_BK) and computes the residual
  34. *> norm( C - A ) / ( N * norm(A) * EPS ),
  35. *> where C is the reconstructed matrix and EPS is the machine epsilon.
  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] A
  57. *> \verbatim
  58. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  59. *> The original symmetric matrix A.
  60. *> \endverbatim
  61. *>
  62. *> \param[in] LDA
  63. *> \verbatim
  64. *> LDA is INTEGER
  65. *> The leading dimension of the array A. LDA >= max(1,N)
  66. *> \endverbatim
  67. *>
  68. *> \param[in] AFAC
  69. *> \verbatim
  70. *> AFAC is DOUBLE PRECISION array, dimension (LDAFAC,N)
  71. *> Diagonal of the block diagonal matrix D and factors U or L
  72. *> as computed by SSYTRF_RK and SSYTRF_BK:
  73. *> a) ONLY diagonal elements of the symmetric block diagonal
  74. *> matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
  75. *> (superdiagonal (or subdiagonal) elements of D
  76. *> should be provided on entry in array E), and
  77. *> b) If UPLO = 'U': factor U in the superdiagonal part of A.
  78. *> If UPLO = 'L': factor L in the subdiagonal part of A.
  79. *> \endverbatim
  80. *>
  81. *> \param[in] LDAFAC
  82. *> \verbatim
  83. *> LDAFAC is INTEGER
  84. *> The leading dimension of the array AFAC.
  85. *> LDAFAC >= max(1,N).
  86. *> \endverbatim
  87. *>
  88. *> \param[in] E
  89. *> \verbatim
  90. *> E is DOUBLE PRECISION array, dimension (N)
  91. *> On entry, contains the superdiagonal (or subdiagonal)
  92. *> elements of the symmetric block diagonal matrix D
  93. *> with 1-by-1 or 2-by-2 diagonal blocks, where
  94. *> If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not referenced;
  95. *> If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced.
  96. *> \endverbatim
  97. *>
  98. *> \param[in] IPIV
  99. *> \verbatim
  100. *> IPIV is INTEGER array, dimension (N)
  101. *> The pivot indices from SSYTRF_RK (or SSYTRF_BK).
  102. *> \endverbatim
  103. *>
  104. *> \param[out] C
  105. *> \verbatim
  106. *> C is DOUBLE PRECISION array, dimension (LDC,N)
  107. *> \endverbatim
  108. *>
  109. *> \param[in] LDC
  110. *> \verbatim
  111. *> LDC is INTEGER
  112. *> The leading dimension of the array C. LDC >= max(1,N).
  113. *> \endverbatim
  114. *>
  115. *> \param[out] RWORK
  116. *> \verbatim
  117. *> RWORK is DOUBLE PRECISION array, dimension (N)
  118. *> \endverbatim
  119. *>
  120. *> \param[out] RESID
  121. *> \verbatim
  122. *> RESID is DOUBLE PRECISION
  123. *> If UPLO = 'L', norm(L*D*L' - A) / ( N * norm(A) * EPS )
  124. *> If UPLO = 'U', norm(U*D*U' - A) / ( N * norm(A) * EPS )
  125. *> \endverbatim
  126. *
  127. * Authors:
  128. * ========
  129. *
  130. *> \author Univ. of Tennessee
  131. *> \author Univ. of California Berkeley
  132. *> \author Univ. of Colorado Denver
  133. *> \author NAG Ltd.
  134. *
  135. *> \date December 2016
  136. *
  137. *> \ingroup single_lin
  138. *
  139. * =====================================================================
  140. SUBROUTINE SSYT01_3( UPLO, N, A, LDA, AFAC, LDAFAC, E, IPIV, C,
  141. $ LDC, RWORK, RESID )
  142. *
  143. * -- LAPACK test routine (version 3.7.0) --
  144. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  145. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  146. * December 2016
  147. *
  148. * .. Scalar Arguments ..
  149. CHARACTER UPLO
  150. INTEGER LDA, LDAFAC, LDC, N
  151. REAL RESID
  152. * ..
  153. * .. Array Arguments ..
  154. INTEGER IPIV( * )
  155. REAL A( LDA, * ), AFAC( LDAFAC, * ), C( LDC, * ),
  156. $ E( * ), RWORK( * )
  157. * ..
  158. *
  159. * =====================================================================
  160. *
  161. * .. Parameters ..
  162. REAL ZERO, ONE
  163. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  164. * ..
  165. * .. Local Scalars ..
  166. INTEGER I, INFO, J
  167. REAL ANORM, EPS
  168. * ..
  169. * .. External Functions ..
  170. LOGICAL LSAME
  171. REAL SLAMCH, SLANSY
  172. EXTERNAL LSAME, SLAMCH, SLANSY
  173. * ..
  174. * .. External Subroutines ..
  175. EXTERNAL SLASET, SLAVSY_ROOK, SSYCONVF_ROOK
  176. * ..
  177. * .. Intrinsic Functions ..
  178. INTRINSIC REAL
  179. * ..
  180. * .. Executable Statements ..
  181. *
  182. * Quick exit if N = 0.
  183. *
  184. IF( N.LE.0 ) THEN
  185. RESID = ZERO
  186. RETURN
  187. END IF
  188. *
  189. * a) Revert to multiplyers of L
  190. *
  191. CALL SSYCONVF_ROOK( UPLO, 'R', N, AFAC, LDAFAC, E, IPIV, INFO )
  192. *
  193. * 1) Determine EPS and the norm of A.
  194. *
  195. EPS = SLAMCH( 'Epsilon' )
  196. ANORM = SLANSY( '1', UPLO, N, A, LDA, RWORK )
  197. *
  198. * 2) Initialize C to the identity matrix.
  199. *
  200. CALL SLASET( 'Full', N, N, ZERO, ONE, C, LDC )
  201. *
  202. * 3) Call SLAVSY_ROOK to form the product D * U' (or D * L' ).
  203. *
  204. CALL SLAVSY_ROOK( UPLO, 'Transpose', 'Non-unit', N, N, AFAC,
  205. $ LDAFAC, IPIV, C, LDC, INFO )
  206. *
  207. * 4) Call SLAVSY_ROOK again to multiply by U (or L ).
  208. *
  209. CALL SLAVSY_ROOK( UPLO, 'No transpose', 'Unit', N, N, AFAC,
  210. $ LDAFAC, IPIV, C, LDC, INFO )
  211. *
  212. * 5) Compute the difference C - A.
  213. *
  214. IF( LSAME( UPLO, 'U' ) ) THEN
  215. DO J = 1, N
  216. DO I = 1, J
  217. C( I, J ) = C( I, J ) - A( I, J )
  218. END DO
  219. END DO
  220. ELSE
  221. DO J = 1, N
  222. DO I = J, N
  223. C( I, J ) = C( I, J ) - A( I, J )
  224. END DO
  225. END DO
  226. END IF
  227. *
  228. * 6) Compute norm( C - A ) / ( N * norm(A) * EPS )
  229. *
  230. RESID = SLANSY( '1', UPLO, N, C, LDC, RWORK )
  231. *
  232. IF( ANORM.LE.ZERO ) THEN
  233. IF( RESID.NE.ZERO )
  234. $ RESID = ONE / EPS
  235. ELSE
  236. RESID = ( ( RESID / REAL( N ) ) / ANORM ) / EPS
  237. END IF
  238. *
  239. * b) Convert to factor of L (or U)
  240. *
  241. CALL SSYCONVF_ROOK( UPLO, 'C', N, AFAC, LDAFAC, E, IPIV, INFO )
  242. *
  243. RETURN
  244. *
  245. * End of SSYT01_3
  246. *
  247. END