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zgtt01.f 6.9 kB

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  1. *> \brief \b ZGTT01
  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 ZGTT01( N, DL, D, DU, DLF, DF, DUF, DU2, IPIV, WORK,
  12. * LDWORK, RWORK, RESID )
  13. *
  14. * .. Scalar Arguments ..
  15. * INTEGER LDWORK, N
  16. * DOUBLE PRECISION RESID
  17. * ..
  18. * .. Array Arguments ..
  19. * INTEGER IPIV( * )
  20. * DOUBLE PRECISION RWORK( * )
  21. * COMPLEX*16 D( * ), DF( * ), DL( * ), DLF( * ), DU( * ),
  22. * $ DU2( * ), DUF( * ), WORK( LDWORK, * )
  23. * ..
  24. *
  25. *
  26. *> \par Purpose:
  27. * =============
  28. *>
  29. *> \verbatim
  30. *>
  31. *> ZGTT01 reconstructs a tridiagonal matrix A from its LU factorization
  32. *> and computes the residual
  33. *> norm(L*U - A) / ( norm(A) * EPS ),
  34. *> where EPS is the machine epsilon.
  35. *> \endverbatim
  36. *
  37. * Arguments:
  38. * ==========
  39. *
  40. *> \param[in] N
  41. *> \verbatim
  42. *> N is INTEGTER
  43. *> The order of the matrix A. N >= 0.
  44. *> \endverbatim
  45. *>
  46. *> \param[in] DL
  47. *> \verbatim
  48. *> DL is COMPLEX*16 array, dimension (N-1)
  49. *> The (n-1) sub-diagonal elements of A.
  50. *> \endverbatim
  51. *>
  52. *> \param[in] D
  53. *> \verbatim
  54. *> D is COMPLEX*16 array, dimension (N)
  55. *> The diagonal elements of A.
  56. *> \endverbatim
  57. *>
  58. *> \param[in] DU
  59. *> \verbatim
  60. *> DU is COMPLEX*16 array, dimension (N-1)
  61. *> The (n-1) super-diagonal elements of A.
  62. *> \endverbatim
  63. *>
  64. *> \param[in] DLF
  65. *> \verbatim
  66. *> DLF is COMPLEX*16 array, dimension (N-1)
  67. *> The (n-1) multipliers that define the matrix L from the
  68. *> LU factorization of A.
  69. *> \endverbatim
  70. *>
  71. *> \param[in] DF
  72. *> \verbatim
  73. *> DF is COMPLEX*16 array, dimension (N)
  74. *> The n diagonal elements of the upper triangular matrix U from
  75. *> the LU factorization of A.
  76. *> \endverbatim
  77. *>
  78. *> \param[in] DUF
  79. *> \verbatim
  80. *> DUF is COMPLEX*16 array, dimension (N-1)
  81. *> The (n-1) elements of the first super-diagonal of U.
  82. *> \endverbatim
  83. *>
  84. *> \param[in] DU2
  85. *> \verbatim
  86. *> DU2 is COMPLEX*16 array, dimension (N-2)
  87. *> The (n-2) elements of the second super-diagonal of U.
  88. *> \endverbatim
  89. *>
  90. *> \param[in] IPIV
  91. *> \verbatim
  92. *> IPIV is INTEGER array, dimension (N)
  93. *> The pivot indices; for 1 <= i <= n, row i of the matrix was
  94. *> interchanged with row IPIV(i). IPIV(i) will always be either
  95. *> i or i+1; IPIV(i) = i indicates a row interchange was not
  96. *> required.
  97. *> \endverbatim
  98. *>
  99. *> \param[out] WORK
  100. *> \verbatim
  101. *> WORK is COMPLEX*16 array, dimension (LDWORK,N)
  102. *> \endverbatim
  103. *>
  104. *> \param[in] LDWORK
  105. *> \verbatim
  106. *> LDWORK is INTEGER
  107. *> The leading dimension of the array WORK. LDWORK >= max(1,N).
  108. *> \endverbatim
  109. *>
  110. *> \param[out] RWORK
  111. *> \verbatim
  112. *> RWORK is DOUBLE PRECISION array, dimension (N)
  113. *> \endverbatim
  114. *>
  115. *> \param[out] RESID
  116. *> \verbatim
  117. *> RESID is DOUBLE PRECISION
  118. *> The scaled residual: norm(L*U - A) / (norm(A) * EPS)
  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 complex16_lin
  130. *
  131. * =====================================================================
  132. SUBROUTINE ZGTT01( N, DL, D, DU, DLF, DF, DUF, DU2, IPIV, WORK,
  133. $ LDWORK, RWORK, RESID )
  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 LDWORK, N
  141. DOUBLE PRECISION RESID
  142. * ..
  143. * .. Array Arguments ..
  144. INTEGER IPIV( * )
  145. DOUBLE PRECISION RWORK( * )
  146. COMPLEX*16 D( * ), DF( * ), DL( * ), DLF( * ), DU( * ),
  147. $ DU2( * ), DUF( * ), WORK( LDWORK, * )
  148. * ..
  149. *
  150. * =====================================================================
  151. *
  152. * .. Parameters ..
  153. DOUBLE PRECISION ONE, ZERO
  154. PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
  155. * ..
  156. * .. Local Scalars ..
  157. INTEGER I, IP, J, LASTJ
  158. DOUBLE PRECISION ANORM, EPS
  159. COMPLEX*16 LI
  160. * ..
  161. * .. External Functions ..
  162. DOUBLE PRECISION DLAMCH, ZLANGT, ZLANHS
  163. EXTERNAL DLAMCH, ZLANGT, ZLANHS
  164. * ..
  165. * .. Intrinsic Functions ..
  166. INTRINSIC MIN
  167. * ..
  168. * .. External Subroutines ..
  169. EXTERNAL ZAXPY, ZSWAP
  170. * ..
  171. * .. Executable Statements ..
  172. *
  173. * Quick return if possible
  174. *
  175. IF( N.LE.0 ) THEN
  176. RESID = ZERO
  177. RETURN
  178. END IF
  179. *
  180. EPS = DLAMCH( 'Epsilon' )
  181. *
  182. * Copy the matrix U to WORK.
  183. *
  184. DO 20 J = 1, N
  185. DO 10 I = 1, N
  186. WORK( I, J ) = ZERO
  187. 10 CONTINUE
  188. 20 CONTINUE
  189. DO 30 I = 1, N
  190. IF( I.EQ.1 ) THEN
  191. WORK( I, I ) = DF( I )
  192. IF( N.GE.2 )
  193. $ WORK( I, I+1 ) = DUF( I )
  194. IF( N.GE.3 )
  195. $ WORK( I, I+2 ) = DU2( I )
  196. ELSE IF( I.EQ.N ) THEN
  197. WORK( I, I ) = DF( I )
  198. ELSE
  199. WORK( I, I ) = DF( I )
  200. WORK( I, I+1 ) = DUF( I )
  201. IF( I.LT.N-1 )
  202. $ WORK( I, I+2 ) = DU2( I )
  203. END IF
  204. 30 CONTINUE
  205. *
  206. * Multiply on the left by L.
  207. *
  208. LASTJ = N
  209. DO 40 I = N - 1, 1, -1
  210. LI = DLF( I )
  211. CALL ZAXPY( LASTJ-I+1, LI, WORK( I, I ), LDWORK,
  212. $ WORK( I+1, I ), LDWORK )
  213. IP = IPIV( I )
  214. IF( IP.EQ.I ) THEN
  215. LASTJ = MIN( I+2, N )
  216. ELSE
  217. CALL ZSWAP( LASTJ-I+1, WORK( I, I ), LDWORK, WORK( I+1, I ),
  218. $ LDWORK )
  219. END IF
  220. 40 CONTINUE
  221. *
  222. * Subtract the matrix A.
  223. *
  224. WORK( 1, 1 ) = WORK( 1, 1 ) - D( 1 )
  225. IF( N.GT.1 ) THEN
  226. WORK( 1, 2 ) = WORK( 1, 2 ) - DU( 1 )
  227. WORK( N, N-1 ) = WORK( N, N-1 ) - DL( N-1 )
  228. WORK( N, N ) = WORK( N, N ) - D( N )
  229. DO 50 I = 2, N - 1
  230. WORK( I, I-1 ) = WORK( I, I-1 ) - DL( I-1 )
  231. WORK( I, I ) = WORK( I, I ) - D( I )
  232. WORK( I, I+1 ) = WORK( I, I+1 ) - DU( I )
  233. 50 CONTINUE
  234. END IF
  235. *
  236. * Compute the 1-norm of the tridiagonal matrix A.
  237. *
  238. ANORM = ZLANGT( '1', N, DL, D, DU )
  239. *
  240. * Compute the 1-norm of WORK, which is only guaranteed to be
  241. * upper Hessenberg.
  242. *
  243. RESID = ZLANHS( '1', N, WORK, LDWORK, RWORK )
  244. *
  245. * Compute norm(L*U - A) / (norm(A) * EPS)
  246. *
  247. IF( ANORM.LE.ZERO ) THEN
  248. IF( RESID.NE.ZERO )
  249. $ RESID = ONE / EPS
  250. ELSE
  251. RESID = ( RESID / ANORM ) / EPS
  252. END IF
  253. *
  254. RETURN
  255. *
  256. * End of ZGTT01
  257. *
  258. END