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clahilb.f 8.0 kB

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  1. *> \brief \b CLAHILB
  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 CLAHILB( N, NRHS, A, LDA, X, LDX, B, LDB, WORK,
  12. * INFO, PATH)
  13. *
  14. * .. Scalar Arguments ..
  15. * INTEGER N, NRHS, LDA, LDX, LDB, INFO
  16. * .. Array Arguments ..
  17. * REAL WORK(N)
  18. * COMPLEX A(LDA,N), X(LDX, NRHS), B(LDB, NRHS)
  19. * CHARACTER*3 PATH
  20. * ..
  21. *
  22. *
  23. *> \par Purpose:
  24. * =============
  25. *>
  26. *> \verbatim
  27. *>
  28. *> CLAHILB generates an N by N scaled Hilbert matrix in A along with
  29. *> NRHS right-hand sides in B and solutions in X such that A*X=B.
  30. *>
  31. *> The Hilbert matrix is scaled by M = LCM(1, 2, ..., 2*N-1) so that all
  32. *> entries are integers. The right-hand sides are the first NRHS
  33. *> columns of M * the identity matrix, and the solutions are the
  34. *> first NRHS columns of the inverse Hilbert matrix.
  35. *>
  36. *> The condition number of the Hilbert matrix grows exponentially with
  37. *> its size, roughly as O(e ** (3.5*N)). Additionally, the inverse
  38. *> Hilbert matrices beyond a relatively small dimension cannot be
  39. *> generated exactly without extra precision. Precision is exhausted
  40. *> when the largest entry in the inverse Hilbert matrix is greater than
  41. *> 2 to the power of the number of bits in the fraction of the data type
  42. *> used plus one, which is 24 for single precision.
  43. *>
  44. *> In single, the generated solution is exact for N <= 6 and has
  45. *> small componentwise error for 7 <= N <= 11.
  46. *> \endverbatim
  47. *
  48. * Arguments:
  49. * ==========
  50. *
  51. *> \param[in] N
  52. *> \verbatim
  53. *> N is INTEGER
  54. *> The dimension of the matrix A.
  55. *> \endverbatim
  56. *>
  57. *> \param[in] NRHS
  58. *> \verbatim
  59. *> NRHS is INTEGER
  60. *> The requested number of right-hand sides.
  61. *> \endverbatim
  62. *>
  63. *> \param[out] A
  64. *> \verbatim
  65. *> A is COMPLEX array, dimension (LDA, N)
  66. *> The generated scaled Hilbert matrix.
  67. *> \endverbatim
  68. *>
  69. *> \param[in] LDA
  70. *> \verbatim
  71. *> LDA is INTEGER
  72. *> The leading dimension of the array A. LDA >= N.
  73. *> \endverbatim
  74. *>
  75. *> \param[out] X
  76. *> \verbatim
  77. *> X is COMPLEX array, dimension (LDX, NRHS)
  78. *> The generated exact solutions. Currently, the first NRHS
  79. *> columns of the inverse Hilbert matrix.
  80. *> \endverbatim
  81. *>
  82. *> \param[in] LDX
  83. *> \verbatim
  84. *> LDX is INTEGER
  85. *> The leading dimension of the array X. LDX >= N.
  86. *> \endverbatim
  87. *>
  88. *> \param[out] B
  89. *> \verbatim
  90. *> B is REAL array, dimension (LDB, NRHS)
  91. *> The generated right-hand sides. Currently, the first NRHS
  92. *> columns of LCM(1, 2, ..., 2*N-1) * the identity matrix.
  93. *> \endverbatim
  94. *>
  95. *> \param[in] LDB
  96. *> \verbatim
  97. *> LDB is INTEGER
  98. *> The leading dimension of the array B. LDB >= N.
  99. *> \endverbatim
  100. *>
  101. *> \param[out] WORK
  102. *> \verbatim
  103. *> WORK is REAL array, dimension (N)
  104. *> \endverbatim
  105. *>
  106. *> \param[out] INFO
  107. *> \verbatim
  108. *> INFO is INTEGER
  109. *> = 0: successful exit
  110. *> = 1: N is too large; the data is still generated but may not
  111. *> be not exact.
  112. *> < 0: if INFO = -i, the i-th argument had an illegal value
  113. *> \endverbatim
  114. *>
  115. *> \param[in] PATH
  116. *> \verbatim
  117. *> PATH is CHARACTER*3
  118. *> The LAPACK path name.
  119. *> \endverbatim
  120. *
  121. * Authors:
  122. * ========
  123. *
  124. *> \author Univ. of Tennessee
  125. *> \author Univ. of California Berkeley
  126. *> \author Univ. of Colorado Denver
  127. *> \author NAG Ltd.
  128. *
  129. *> \ingroup complex_lin
  130. *
  131. * =====================================================================
  132. SUBROUTINE CLAHILB( N, NRHS, A, LDA, X, LDX, B, LDB, WORK,
  133. $ INFO, PATH)
  134. *
  135. * -- LAPACK test routine --
  136. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  137. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  138. *
  139. * .. Scalar Arguments ..
  140. INTEGER N, NRHS, LDA, LDX, LDB, INFO
  141. * .. Array Arguments ..
  142. REAL WORK(N)
  143. COMPLEX A(LDA,N), X(LDX, NRHS), B(LDB, NRHS)
  144. CHARACTER*3 PATH
  145. * ..
  146. *
  147. * =====================================================================
  148. * .. Local Scalars ..
  149. INTEGER TM, TI, R
  150. INTEGER M
  151. INTEGER I, J
  152. COMPLEX TMP
  153. CHARACTER*2 C2
  154. * ..
  155. * .. Parameters ..
  156. * NMAX_EXACT the largest dimension where the generated data is
  157. * exact.
  158. * NMAX_APPROX the largest dimension where the generated data has
  159. * a small componentwise relative error.
  160. * ??? complex uses how many bits ???
  161. INTEGER NMAX_EXACT, NMAX_APPROX, SIZE_D
  162. PARAMETER (NMAX_EXACT = 6, NMAX_APPROX = 11, SIZE_D = 8)
  163. *
  164. * d's are generated from random permutation of those eight elements.
  165. COMPLEX D1(8), D2(8), INVD1(8), INVD2(8)
  166. DATA D1 /(-1,0),(0,1),(-1,-1),(0,-1),(1,0),(-1,1),(1,1),(1,-1)/
  167. DATA D2 /(-1,0),(0,-1),(-1,1),(0,1),(1,0),(-1,-1),(1,-1),(1,1)/
  168. DATA INVD1 /(-1,0),(0,-1),(-.5,.5),(0,1),(1,0),
  169. $ (-.5,-.5),(.5,-.5),(.5,.5)/
  170. DATA INVD2 /(-1,0),(0,1),(-.5,-.5),(0,-1),(1,0),
  171. $ (-.5,.5),(.5,.5),(.5,-.5)/
  172. * ..
  173. * .. External Functions
  174. EXTERNAL CLASET, LSAMEN
  175. INTRINSIC REAL
  176. LOGICAL LSAMEN
  177. * ..
  178. * .. Executable Statements ..
  179. C2 = PATH( 2: 3 )
  180. *
  181. * Test the input arguments
  182. *
  183. INFO = 0
  184. IF (N .LT. 0 .OR. N .GT. NMAX_APPROX) THEN
  185. INFO = -1
  186. ELSE IF (NRHS .LT. 0) THEN
  187. INFO = -2
  188. ELSE IF (LDA .LT. N) THEN
  189. INFO = -4
  190. ELSE IF (LDX .LT. N) THEN
  191. INFO = -6
  192. ELSE IF (LDB .LT. N) THEN
  193. INFO = -8
  194. END IF
  195. IF (INFO .LT. 0) THEN
  196. CALL XERBLA('CLAHILB', -INFO)
  197. RETURN
  198. END IF
  199. IF (N .GT. NMAX_EXACT) THEN
  200. INFO = 1
  201. END IF
  202. *
  203. * Compute M = the LCM of the integers [1, 2*N-1]. The largest
  204. * reasonable N is small enough that integers suffice (up to N = 11).
  205. M = 1
  206. DO I = 2, (2*N-1)
  207. TM = M
  208. TI = I
  209. R = MOD(TM, TI)
  210. DO WHILE (R .NE. 0)
  211. TM = TI
  212. TI = R
  213. R = MOD(TM, TI)
  214. END DO
  215. M = (M / TI) * I
  216. END DO
  217. *
  218. * Generate the scaled Hilbert matrix in A
  219. * If we are testing SY routines, take
  220. * D1_i = D2_i, else, D1_i = D2_i*
  221. IF ( LSAMEN( 2, C2, 'SY' ) ) THEN
  222. DO J = 1, N
  223. DO I = 1, N
  224. A(I, J) = D1(MOD(J,SIZE_D)+1) * (REAL(M) / (I + J - 1))
  225. $ * D1(MOD(I,SIZE_D)+1)
  226. END DO
  227. END DO
  228. ELSE
  229. DO J = 1, N
  230. DO I = 1, N
  231. A(I, J) = D1(MOD(J,SIZE_D)+1) * (REAL(M) / (I + J - 1))
  232. $ * D2(MOD(I,SIZE_D)+1)
  233. END DO
  234. END DO
  235. END IF
  236. *
  237. * Generate matrix B as simply the first NRHS columns of M * the
  238. * identity.
  239. TMP = REAL(M)
  240. CALL CLASET('Full', N, NRHS, (0.0,0.0), TMP, B, LDB)
  241. *
  242. * Generate the true solutions in X. Because B = the first NRHS
  243. * columns of M*I, the true solutions are just the first NRHS columns
  244. * of the inverse Hilbert matrix.
  245. WORK(1) = N
  246. DO J = 2, N
  247. WORK(J) = ( ( (WORK(J-1)/(J-1)) * (J-1 - N) ) /(J-1) )
  248. $ * (N +J -1)
  249. END DO
  250. * If we are testing SY routines,
  251. * take D1_i = D2_i, else, D1_i = D2_i*
  252. IF ( LSAMEN( 2, C2, 'SY' ) ) THEN
  253. DO J = 1, NRHS
  254. DO I = 1, N
  255. X(I, J) =
  256. $ INVD1(MOD(J,SIZE_D)+1) *
  257. $ ((WORK(I)*WORK(J)) / (I + J - 1))
  258. $ * INVD1(MOD(I,SIZE_D)+1)
  259. END DO
  260. END DO
  261. ELSE
  262. DO J = 1, NRHS
  263. DO I = 1, N
  264. X(I, J) =
  265. $ INVD2(MOD(J,SIZE_D)+1) *
  266. $ ((WORK(I)*WORK(J)) / (I + J - 1))
  267. $ * INVD1(MOD(I,SIZE_D)+1)
  268. END DO
  269. END DO
  270. END IF
  271. END