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dtrt03.f 8.1 kB

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  1. *> \brief \b DTRT03
  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 DTRT03( UPLO, TRANS, DIAG, N, NRHS, A, LDA, SCALE,
  12. * CNORM, TSCAL, X, LDX, B, LDB, WORK, RESID )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER DIAG, TRANS, UPLO
  16. * INTEGER LDA, LDB, LDX, N, NRHS
  17. * DOUBLE PRECISION RESID, SCALE, TSCAL
  18. * ..
  19. * .. Array Arguments ..
  20. * DOUBLE PRECISION A( LDA, * ), B( LDB, * ), CNORM( * ),
  21. * $ WORK( * ), X( LDX, * )
  22. * ..
  23. *
  24. *
  25. *> \par Purpose:
  26. * =============
  27. *>
  28. *> \verbatim
  29. *>
  30. *> DTRT03 computes the residual for the solution to a scaled triangular
  31. *> system of equations A*x = s*b or A'*x = s*b.
  32. *> Here A is a triangular matrix, A' is the transpose of A, s is a
  33. *> scalar, and x and b are N by NRHS matrices. The test ratio is the
  34. *> 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] 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] SCALE
  100. *> \verbatim
  101. *> SCALE is DOUBLE PRECISION
  102. *> The scaling factor s used in solving the triangular system.
  103. *> \endverbatim
  104. *>
  105. *> \param[in] CNORM
  106. *> \verbatim
  107. *> CNORM is DOUBLE PRECISION array, dimension (N)
  108. *> The 1-norms of the columns of A, not counting the diagonal.
  109. *> \endverbatim
  110. *>
  111. *> \param[in] TSCAL
  112. *> \verbatim
  113. *> TSCAL is DOUBLE PRECISION
  114. *> The scaling factor used in computing the 1-norms in CNORM.
  115. *> CNORM actually contains the column norms of TSCAL*A.
  116. *> \endverbatim
  117. *>
  118. *> \param[in] X
  119. *> \verbatim
  120. *> X is DOUBLE PRECISION array, dimension (LDX,NRHS)
  121. *> The computed solution vectors for the system of linear
  122. *> equations.
  123. *> \endverbatim
  124. *>
  125. *> \param[in] LDX
  126. *> \verbatim
  127. *> LDX is INTEGER
  128. *> The leading dimension of the array X. LDX >= max(1,N).
  129. *> \endverbatim
  130. *>
  131. *> \param[in] B
  132. *> \verbatim
  133. *> B is DOUBLE PRECISION array, dimension (LDB,NRHS)
  134. *> The right hand side vectors for the system of linear
  135. *> equations.
  136. *> \endverbatim
  137. *>
  138. *> \param[in] LDB
  139. *> \verbatim
  140. *> LDB is INTEGER
  141. *> The leading dimension of the array B. LDB >= max(1,N).
  142. *> \endverbatim
  143. *>
  144. *> \param[out] WORK
  145. *> \verbatim
  146. *> WORK is DOUBLE PRECISION array, dimension (N)
  147. *> \endverbatim
  148. *>
  149. *> \param[out] RESID
  150. *> \verbatim
  151. *> RESID is DOUBLE PRECISION
  152. *> The maximum over the number of right hand sides of
  153. *> norm(op(A)*x - s*b) / ( norm(op(A)) * norm(x) * EPS ).
  154. *> \endverbatim
  155. *
  156. * Authors:
  157. * ========
  158. *
  159. *> \author Univ. of Tennessee
  160. *> \author Univ. of California Berkeley
  161. *> \author Univ. of Colorado Denver
  162. *> \author NAG Ltd.
  163. *
  164. *> \ingroup double_lin
  165. *
  166. * =====================================================================
  167. SUBROUTINE DTRT03( UPLO, TRANS, DIAG, N, NRHS, A, LDA, SCALE,
  168. $ CNORM, TSCAL, X, LDX, B, LDB, WORK, RESID )
  169. *
  170. * -- LAPACK test routine --
  171. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  172. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  173. *
  174. * .. Scalar Arguments ..
  175. CHARACTER DIAG, TRANS, UPLO
  176. INTEGER LDA, LDB, LDX, N, NRHS
  177. DOUBLE PRECISION RESID, SCALE, TSCAL
  178. * ..
  179. * .. Array Arguments ..
  180. DOUBLE PRECISION A( LDA, * ), B( LDB, * ), CNORM( * ),
  181. $ WORK( * ), X( LDX, * )
  182. * ..
  183. *
  184. * =====================================================================
  185. *
  186. * .. Parameters ..
  187. DOUBLE PRECISION ONE, ZERO
  188. PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
  189. * ..
  190. * .. Local Scalars ..
  191. INTEGER IX, J
  192. DOUBLE PRECISION BIGNUM, EPS, ERR, SMLNUM, TNORM, XNORM, XSCAL
  193. * ..
  194. * .. External Functions ..
  195. LOGICAL LSAME
  196. INTEGER IDAMAX
  197. DOUBLE PRECISION DLAMCH
  198. EXTERNAL LSAME, IDAMAX, DLAMCH
  199. * ..
  200. * .. External Subroutines ..
  201. EXTERNAL DAXPY, DCOPY, DLABAD, DSCAL, DTRMV
  202. * ..
  203. * .. Intrinsic Functions ..
  204. INTRINSIC ABS, DBLE, MAX
  205. * ..
  206. * .. Executable Statements ..
  207. *
  208. * Quick exit if N = 0
  209. *
  210. IF( N.LE.0 .OR. NRHS.LE.0 ) THEN
  211. RESID = ZERO
  212. RETURN
  213. END IF
  214. EPS = DLAMCH( 'Epsilon' )
  215. SMLNUM = DLAMCH( 'Safe minimum' )
  216. BIGNUM = ONE / SMLNUM
  217. CALL DLABAD( SMLNUM, BIGNUM )
  218. *
  219. * Compute the norm of the triangular matrix A using the column
  220. * norms already computed by DLATRS.
  221. *
  222. TNORM = ZERO
  223. IF( LSAME( DIAG, 'N' ) ) THEN
  224. DO 10 J = 1, N
  225. TNORM = MAX( TNORM, TSCAL*ABS( A( J, J ) )+CNORM( J ) )
  226. 10 CONTINUE
  227. ELSE
  228. DO 20 J = 1, N
  229. TNORM = MAX( TNORM, TSCAL+CNORM( J ) )
  230. 20 CONTINUE
  231. END IF
  232. *
  233. * Compute the maximum over the number of right hand sides of
  234. * norm(op(A)*x - s*b) / ( norm(op(A)) * norm(x) * EPS ).
  235. *
  236. RESID = ZERO
  237. DO 30 J = 1, NRHS
  238. CALL DCOPY( N, X( 1, J ), 1, WORK, 1 )
  239. IX = IDAMAX( N, WORK, 1 )
  240. XNORM = MAX( ONE, ABS( X( IX, J ) ) )
  241. XSCAL = ( ONE / XNORM ) / DBLE( N )
  242. CALL DSCAL( N, XSCAL, WORK, 1 )
  243. CALL DTRMV( UPLO, TRANS, DIAG, N, A, LDA, WORK, 1 )
  244. CALL DAXPY( N, -SCALE*XSCAL, B( 1, J ), 1, WORK, 1 )
  245. IX = IDAMAX( N, WORK, 1 )
  246. ERR = TSCAL*ABS( WORK( IX ) )
  247. IX = IDAMAX( N, X( 1, J ), 1 )
  248. XNORM = ABS( X( IX, J ) )
  249. IF( ERR*SMLNUM.LE.XNORM ) THEN
  250. IF( XNORM.GT.ZERO )
  251. $ ERR = ERR / XNORM
  252. ELSE
  253. IF( ERR.GT.ZERO )
  254. $ ERR = ONE / EPS
  255. END IF
  256. IF( ERR*SMLNUM.LE.TNORM ) THEN
  257. IF( TNORM.GT.ZERO )
  258. $ ERR = ERR / TNORM
  259. ELSE
  260. IF( ERR.GT.ZERO )
  261. $ ERR = ONE / EPS
  262. END IF
  263. RESID = MAX( RESID, ERR )
  264. 30 CONTINUE
  265. *
  266. RETURN
  267. *
  268. * End of DTRT03
  269. *
  270. END