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ztrt02.f 6.9 kB

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  1. *> \brief \b ZTRT02
  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 ZTRT02( UPLO, TRANS, DIAG, N, NRHS, A, LDA, X, LDX, B,
  12. * LDB, WORK, RWORK, RESID )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER DIAG, TRANS, UPLO
  16. * INTEGER LDA, LDB, LDX, N, NRHS
  17. * DOUBLE PRECISION RESID
  18. * ..
  19. * .. Array Arguments ..
  20. * DOUBLE PRECISION RWORK( * )
  21. * COMPLEX*16 A( LDA, * ), B( LDB, * ), WORK( * ),
  22. * $ X( LDX, * )
  23. * ..
  24. *
  25. *
  26. *> \par Purpose:
  27. * =============
  28. *>
  29. *> \verbatim
  30. *>
  31. *> ZTRT02 computes the residual for the computed solution to a
  32. *> triangular system of linear equations op(A)*X = B, where A is a
  33. *> triangular matrix. The test ratio is the maximum over
  34. *> norm(b - op(A)*x) / ( ||op(A)||_1 * norm(x) * EPS ),
  35. *> where op(A) = A, A**T, or A**H, b is the column of B, x is the
  36. *> solution vector, 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 = B (No transpose)
  55. *> = 'T': A**T * X = B (Transpose)
  56. *> = 'C': A**H * X = B (Conjugate 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 COMPLEX*16 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] X
  100. *> \verbatim
  101. *> X is COMPLEX*16 array, dimension (LDX,NRHS)
  102. *> The computed solution vectors for the system of linear
  103. *> equations.
  104. *> \endverbatim
  105. *>
  106. *> \param[in] LDX
  107. *> \verbatim
  108. *> LDX is INTEGER
  109. *> The leading dimension of the array X. LDX >= max(1,N).
  110. *> \endverbatim
  111. *>
  112. *> \param[in] B
  113. *> \verbatim
  114. *> B is COMPLEX*16 array, dimension (LDB,NRHS)
  115. *> The right hand side vectors for the system of linear
  116. *> equations.
  117. *> \endverbatim
  118. *>
  119. *> \param[in] LDB
  120. *> \verbatim
  121. *> LDB is INTEGER
  122. *> The leading dimension of the array B. LDB >= max(1,N).
  123. *> \endverbatim
  124. *>
  125. *> \param[out] WORK
  126. *> \verbatim
  127. *> WORK is COMPLEX*16 array, dimension (N)
  128. *> \endverbatim
  129. *>
  130. *> \param[out] RWORK
  131. *> \verbatim
  132. *> RWORK is DOUBLE PRECISION array, dimension (N)
  133. *> \endverbatim
  134. *>
  135. *> \param[out] RESID
  136. *> \verbatim
  137. *> RESID is DOUBLE PRECISION
  138. *> The maximum over the number of right hand sides of
  139. *> norm(op(A)*X - B) / ( norm(op(A)) * norm(X) * EPS ).
  140. *> \endverbatim
  141. *
  142. * Authors:
  143. * ========
  144. *
  145. *> \author Univ. of Tennessee
  146. *> \author Univ. of California Berkeley
  147. *> \author Univ. of Colorado Denver
  148. *> \author NAG Ltd.
  149. *
  150. *> \ingroup complex16_lin
  151. *
  152. * =====================================================================
  153. SUBROUTINE ZTRT02( UPLO, TRANS, DIAG, N, NRHS, A, LDA, X, LDX, B,
  154. $ LDB, WORK, RWORK, RESID )
  155. *
  156. * -- LAPACK test routine --
  157. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  158. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  159. *
  160. * .. Scalar Arguments ..
  161. CHARACTER DIAG, TRANS, UPLO
  162. INTEGER LDA, LDB, LDX, N, NRHS
  163. DOUBLE PRECISION RESID
  164. * ..
  165. * .. Array Arguments ..
  166. DOUBLE PRECISION RWORK( * )
  167. COMPLEX*16 A( LDA, * ), B( LDB, * ), WORK( * ),
  168. $ X( LDX, * )
  169. * ..
  170. *
  171. * =====================================================================
  172. *
  173. * .. Parameters ..
  174. DOUBLE PRECISION ZERO, ONE
  175. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  176. * ..
  177. * .. Local Scalars ..
  178. INTEGER J
  179. DOUBLE PRECISION ANORM, BNORM, EPS, XNORM
  180. * ..
  181. * .. External Functions ..
  182. LOGICAL LSAME
  183. DOUBLE PRECISION DLAMCH, DZASUM, ZLANTR
  184. EXTERNAL LSAME, DLAMCH, DZASUM, ZLANTR
  185. * ..
  186. * .. External Subroutines ..
  187. EXTERNAL ZAXPY, ZCOPY, ZTRMV
  188. * ..
  189. * .. Intrinsic Functions ..
  190. INTRINSIC DCMPLX, MAX
  191. * ..
  192. * .. Executable Statements ..
  193. *
  194. * Quick exit if N = 0 or NRHS = 0
  195. *
  196. IF( N.LE.0 .OR. NRHS.LE.0 ) THEN
  197. RESID = ZERO
  198. RETURN
  199. END IF
  200. *
  201. * Compute the 1-norm of op(A).
  202. *
  203. IF( LSAME( TRANS, 'N' ) ) THEN
  204. ANORM = ZLANTR( '1', UPLO, DIAG, N, N, A, LDA, RWORK )
  205. ELSE
  206. ANORM = ZLANTR( 'I', UPLO, DIAG, N, N, A, LDA, RWORK )
  207. END IF
  208. *
  209. * Exit with RESID = 1/EPS if ANORM = 0.
  210. *
  211. EPS = DLAMCH( 'Epsilon' )
  212. IF( ANORM.LE.ZERO ) THEN
  213. RESID = ONE / EPS
  214. RETURN
  215. END IF
  216. *
  217. * Compute the maximum over the number of right hand sides of
  218. * norm(op(A)*X - B) / ( norm(op(A)) * norm(X) * EPS )
  219. *
  220. RESID = ZERO
  221. DO 10 J = 1, NRHS
  222. CALL ZCOPY( N, X( 1, J ), 1, WORK, 1 )
  223. CALL ZTRMV( UPLO, TRANS, DIAG, N, A, LDA, WORK, 1 )
  224. CALL ZAXPY( N, DCMPLX( -ONE ), B( 1, J ), 1, WORK, 1 )
  225. BNORM = DZASUM( N, WORK, 1 )
  226. XNORM = DZASUM( N, X( 1, J ), 1 )
  227. IF( XNORM.LE.ZERO ) THEN
  228. RESID = ONE / EPS
  229. ELSE
  230. RESID = MAX( RESID, ( ( BNORM / ANORM ) / XNORM ) / EPS )
  231. END IF
  232. 10 CONTINUE
  233. *
  234. RETURN
  235. *
  236. * End of ZTRT02
  237. *
  238. END