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cppt03.f 6.8 kB

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  1. *> \brief \b CPPT03
  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 CPPT03( UPLO, N, A, AINV, WORK, LDWORK, RWORK, RCOND,
  12. * RESID )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER UPLO
  16. * INTEGER LDWORK, N
  17. * REAL RCOND, RESID
  18. * ..
  19. * .. Array Arguments ..
  20. * REAL RWORK( * )
  21. * COMPLEX A( * ), AINV( * ), WORK( LDWORK, * )
  22. * ..
  23. *
  24. *
  25. *> \par Purpose:
  26. * =============
  27. *>
  28. *> \verbatim
  29. *>
  30. *> CPPT03 computes the residual for a Hermitian packed matrix times its
  31. *> inverse:
  32. *> norm( I - A*AINV ) / ( N * norm(A) * norm(AINV) * EPS ),
  33. *> where EPS is the machine epsilon.
  34. *> \endverbatim
  35. *
  36. * Arguments:
  37. * ==========
  38. *
  39. *> \param[in] UPLO
  40. *> \verbatim
  41. *> UPLO is CHARACTER*1
  42. *> Specifies whether the upper or lower triangular part of the
  43. *> Hermitian matrix A is stored:
  44. *> = 'U': Upper triangular
  45. *> = 'L': Lower triangular
  46. *> \endverbatim
  47. *>
  48. *> \param[in] N
  49. *> \verbatim
  50. *> N is INTEGER
  51. *> The number of rows and columns of the matrix A. N >= 0.
  52. *> \endverbatim
  53. *>
  54. *> \param[in] A
  55. *> \verbatim
  56. *> A is COMPLEX array, dimension (N*(N+1)/2)
  57. *> The original Hermitian matrix A, stored as a packed
  58. *> triangular matrix.
  59. *> \endverbatim
  60. *>
  61. *> \param[in] AINV
  62. *> \verbatim
  63. *> AINV is COMPLEX array, dimension (N*(N+1)/2)
  64. *> The (Hermitian) inverse of the matrix A, stored as a packed
  65. *> triangular matrix.
  66. *> \endverbatim
  67. *>
  68. *> \param[out] WORK
  69. *> \verbatim
  70. *> WORK is COMPLEX array, dimension (LDWORK,N)
  71. *> \endverbatim
  72. *>
  73. *> \param[in] LDWORK
  74. *> \verbatim
  75. *> LDWORK is INTEGER
  76. *> The leading dimension of the array WORK. LDWORK >= max(1,N).
  77. *> \endverbatim
  78. *>
  79. *> \param[out] RWORK
  80. *> \verbatim
  81. *> RWORK is REAL array, dimension (N)
  82. *> \endverbatim
  83. *>
  84. *> \param[out] RCOND
  85. *> \verbatim
  86. *> RCOND is REAL
  87. *> The reciprocal of the condition number of A, computed as
  88. *> ( 1/norm(A) ) / norm(AINV).
  89. *> \endverbatim
  90. *>
  91. *> \param[out] RESID
  92. *> \verbatim
  93. *> RESID is REAL
  94. *> norm(I - A*AINV) / ( N * norm(A) * norm(AINV) * EPS )
  95. *> \endverbatim
  96. *
  97. * Authors:
  98. * ========
  99. *
  100. *> \author Univ. of Tennessee
  101. *> \author Univ. of California Berkeley
  102. *> \author Univ. of Colorado Denver
  103. *> \author NAG Ltd.
  104. *
  105. *> \date November 2011
  106. *
  107. *> \ingroup complex_lin
  108. *
  109. * =====================================================================
  110. SUBROUTINE CPPT03( UPLO, N, A, AINV, WORK, LDWORK, RWORK, RCOND,
  111. $ RESID )
  112. *
  113. * -- LAPACK test routine (version 3.4.0) --
  114. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  115. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  116. * November 2011
  117. *
  118. * .. Scalar Arguments ..
  119. CHARACTER UPLO
  120. INTEGER LDWORK, N
  121. REAL RCOND, RESID
  122. * ..
  123. * .. Array Arguments ..
  124. REAL RWORK( * )
  125. COMPLEX A( * ), AINV( * ), WORK( LDWORK, * )
  126. * ..
  127. *
  128. * =====================================================================
  129. *
  130. * .. Parameters ..
  131. REAL ZERO, ONE
  132. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  133. COMPLEX CZERO, CONE
  134. PARAMETER ( CZERO = ( 0.0E+0, 0.0E+0 ),
  135. $ CONE = ( 1.0E+0, 0.0E+0 ) )
  136. * ..
  137. * .. Local Scalars ..
  138. INTEGER I, J, JJ
  139. REAL AINVNM, ANORM, EPS
  140. * ..
  141. * .. External Functions ..
  142. LOGICAL LSAME
  143. REAL CLANGE, CLANHP, SLAMCH
  144. EXTERNAL LSAME, CLANGE, CLANHP, SLAMCH
  145. * ..
  146. * .. Intrinsic Functions ..
  147. INTRINSIC CONJG, REAL
  148. * ..
  149. * .. External Subroutines ..
  150. EXTERNAL CCOPY, CHPMV
  151. * ..
  152. * .. Executable Statements ..
  153. *
  154. * Quick exit if N = 0.
  155. *
  156. IF( N.LE.0 ) THEN
  157. RCOND = ONE
  158. RESID = ZERO
  159. RETURN
  160. END IF
  161. *
  162. * Exit with RESID = 1/EPS if ANORM = 0 or AINVNM = 0.
  163. *
  164. EPS = SLAMCH( 'Epsilon' )
  165. ANORM = CLANHP( '1', UPLO, N, A, RWORK )
  166. AINVNM = CLANHP( '1', UPLO, N, AINV, RWORK )
  167. IF( ANORM.LE.ZERO .OR. AINVNM.LE.ZERO ) THEN
  168. RCOND = ZERO
  169. RESID = ONE / EPS
  170. RETURN
  171. END IF
  172. RCOND = ( ONE/ANORM ) / AINVNM
  173. *
  174. * UPLO = 'U':
  175. * Copy the leading N-1 x N-1 submatrix of AINV to WORK(1:N,2:N) and
  176. * expand it to a full matrix, then multiply by A one column at a
  177. * time, moving the result one column to the left.
  178. *
  179. IF( LSAME( UPLO, 'U' ) ) THEN
  180. *
  181. * Copy AINV
  182. *
  183. JJ = 1
  184. DO 20 J = 1, N - 1
  185. CALL CCOPY( J, AINV( JJ ), 1, WORK( 1, J+1 ), 1 )
  186. DO 10 I = 1, J - 1
  187. WORK( J, I+1 ) = CONJG( AINV( JJ+I-1 ) )
  188. 10 CONTINUE
  189. JJ = JJ + J
  190. 20 CONTINUE
  191. JJ = ( ( N-1 )*N ) / 2 + 1
  192. DO 30 I = 1, N - 1
  193. WORK( N, I+1 ) = CONJG( AINV( JJ+I-1 ) )
  194. 30 CONTINUE
  195. *
  196. * Multiply by A
  197. *
  198. DO 40 J = 1, N - 1
  199. CALL CHPMV( 'Upper', N, -CONE, A, WORK( 1, J+1 ), 1, CZERO,
  200. $ WORK( 1, J ), 1 )
  201. 40 CONTINUE
  202. CALL CHPMV( 'Upper', N, -CONE, A, AINV( JJ ), 1, CZERO,
  203. $ WORK( 1, N ), 1 )
  204. *
  205. * UPLO = 'L':
  206. * Copy the trailing N-1 x N-1 submatrix of AINV to WORK(1:N,1:N-1)
  207. * and multiply by A, moving each column to the right.
  208. *
  209. ELSE
  210. *
  211. * Copy AINV
  212. *
  213. DO 50 I = 1, N - 1
  214. WORK( 1, I ) = CONJG( AINV( I+1 ) )
  215. 50 CONTINUE
  216. JJ = N + 1
  217. DO 70 J = 2, N
  218. CALL CCOPY( N-J+1, AINV( JJ ), 1, WORK( J, J-1 ), 1 )
  219. DO 60 I = 1, N - J
  220. WORK( J, J+I-1 ) = CONJG( AINV( JJ+I ) )
  221. 60 CONTINUE
  222. JJ = JJ + N - J + 1
  223. 70 CONTINUE
  224. *
  225. * Multiply by A
  226. *
  227. DO 80 J = N, 2, -1
  228. CALL CHPMV( 'Lower', N, -CONE, A, WORK( 1, J-1 ), 1, CZERO,
  229. $ WORK( 1, J ), 1 )
  230. 80 CONTINUE
  231. CALL CHPMV( 'Lower', N, -CONE, A, AINV( 1 ), 1, CZERO,
  232. $ WORK( 1, 1 ), 1 )
  233. *
  234. END IF
  235. *
  236. * Add the identity matrix to WORK .
  237. *
  238. DO 90 I = 1, N
  239. WORK( I, I ) = WORK( I, I ) + CONE
  240. 90 CONTINUE
  241. *
  242. * Compute norm(I - A*AINV) / (N * norm(A) * norm(AINV) * EPS)
  243. *
  244. RESID = CLANGE( '1', N, N, WORK, LDWORK, RWORK )
  245. *
  246. RESID = ( ( RESID*RCOND )/EPS ) / REAL( N )
  247. *
  248. RETURN
  249. *
  250. * End of CPPT03
  251. *
  252. END