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chet01.f 6.5 kB

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  1. *> \brief \b CHET01
  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 CHET01( UPLO, N, A, LDA, AFAC, LDAFAC, IPIV, C, LDC,
  12. * RWORK, RESID )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER UPLO
  16. * INTEGER LDA, LDAFAC, LDC, N
  17. * REAL RESID
  18. * ..
  19. * .. Array Arguments ..
  20. * INTEGER IPIV( * )
  21. * REAL RWORK( * )
  22. * COMPLEX A( LDA, * ), AFAC( LDAFAC, * ), C( LDC, * )
  23. * ..
  24. *
  25. *
  26. *> \par Purpose:
  27. * =============
  28. *>
  29. *> \verbatim
  30. *>
  31. *> CHET01 reconstructs a Hermitian indefinite matrix A from its
  32. *> block L*D*L' or U*D*U' factorization and computes the residual
  33. *> norm( C - A ) / ( N * norm(A) * EPS ),
  34. *> where C is the reconstructed matrix, EPS is the machine epsilon,
  35. *> L' is the conjugate transpose of L, and U' is the conjugate transpose
  36. *> of U.
  37. *> \endverbatim
  38. *
  39. * Arguments:
  40. * ==========
  41. *
  42. *> \param[in] UPLO
  43. *> \verbatim
  44. *> UPLO is CHARACTER*1
  45. *> Specifies whether the upper or lower triangular part of the
  46. *> Hermitian matrix A is stored:
  47. *> = 'U': Upper triangular
  48. *> = 'L': Lower triangular
  49. *> \endverbatim
  50. *>
  51. *> \param[in] N
  52. *> \verbatim
  53. *> N is INTEGER
  54. *> The number of rows and columns of the matrix A. N >= 0.
  55. *> \endverbatim
  56. *>
  57. *> \param[in] A
  58. *> \verbatim
  59. *> A is COMPLEX array, dimension (LDA,N)
  60. *> The original Hermitian matrix A.
  61. *> \endverbatim
  62. *>
  63. *> \param[in] LDA
  64. *> \verbatim
  65. *> LDA is INTEGER
  66. *> The leading dimension of the array A. LDA >= max(1,N)
  67. *> \endverbatim
  68. *>
  69. *> \param[in] AFAC
  70. *> \verbatim
  71. *> AFAC is COMPLEX array, dimension (LDAFAC,N)
  72. *> The factored form of the matrix A. AFAC contains the block
  73. *> diagonal matrix D and the multipliers used to obtain the
  74. *> factor L or U from the block L*D*L' or U*D*U' factorization
  75. *> as computed by CHETRF.
  76. *> \endverbatim
  77. *>
  78. *> \param[in] LDAFAC
  79. *> \verbatim
  80. *> LDAFAC is INTEGER
  81. *> The leading dimension of the array AFAC. LDAFAC >= max(1,N).
  82. *> \endverbatim
  83. *>
  84. *> \param[in] IPIV
  85. *> \verbatim
  86. *> IPIV is INTEGER array, dimension (N)
  87. *> The pivot indices from CHETRF.
  88. *> \endverbatim
  89. *>
  90. *> \param[out] C
  91. *> \verbatim
  92. *> C is COMPLEX array, dimension (LDC,N)
  93. *> \endverbatim
  94. *>
  95. *> \param[in] LDC
  96. *> \verbatim
  97. *> LDC is INTEGER
  98. *> The leading dimension of the array C. LDC >= max(1,N).
  99. *> \endverbatim
  100. *>
  101. *> \param[out] RWORK
  102. *> \verbatim
  103. *> RWORK is REAL array, dimension (N)
  104. *> \endverbatim
  105. *>
  106. *> \param[out] RESID
  107. *> \verbatim
  108. *> RESID is REAL
  109. *> If UPLO = 'L', norm(L*D*L' - A) / ( N * norm(A) * EPS )
  110. *> If UPLO = 'U', norm(U*D*U' - A) / ( N * norm(A) * EPS )
  111. *> \endverbatim
  112. *
  113. * Authors:
  114. * ========
  115. *
  116. *> \author Univ. of Tennessee
  117. *> \author Univ. of California Berkeley
  118. *> \author Univ. of Colorado Denver
  119. *> \author NAG Ltd.
  120. *
  121. *> \date November 2013
  122. *
  123. *> \ingroup complex_lin
  124. *
  125. * =====================================================================
  126. SUBROUTINE CHET01( UPLO, N, A, LDA, AFAC, LDAFAC, IPIV, C, LDC,
  127. $ RWORK, RESID )
  128. *
  129. * -- LAPACK test routine (version 3.5.0) --
  130. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  131. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  132. * November 2013
  133. *
  134. * .. Scalar Arguments ..
  135. CHARACTER UPLO
  136. INTEGER LDA, LDAFAC, LDC, N
  137. REAL RESID
  138. * ..
  139. * .. Array Arguments ..
  140. INTEGER IPIV( * )
  141. REAL RWORK( * )
  142. COMPLEX A( LDA, * ), AFAC( LDAFAC, * ), C( LDC, * )
  143. * ..
  144. *
  145. * =====================================================================
  146. *
  147. * .. Parameters ..
  148. REAL ZERO, ONE
  149. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  150. COMPLEX CZERO, CONE
  151. PARAMETER ( CZERO = ( 0.0E+0, 0.0E+0 ),
  152. $ CONE = ( 1.0E+0, 0.0E+0 ) )
  153. * ..
  154. * .. Local Scalars ..
  155. INTEGER I, INFO, J
  156. REAL ANORM, EPS
  157. * ..
  158. * .. External Functions ..
  159. LOGICAL LSAME
  160. REAL CLANHE, SLAMCH
  161. EXTERNAL LSAME, CLANHE, SLAMCH
  162. * ..
  163. * .. External Subroutines ..
  164. EXTERNAL CLAVHE, CLASET
  165. * ..
  166. * .. Intrinsic Functions ..
  167. INTRINSIC AIMAG, REAL
  168. * ..
  169. * .. Executable Statements ..
  170. *
  171. * Quick exit if N = 0.
  172. *
  173. IF( N.LE.0 ) THEN
  174. RESID = ZERO
  175. RETURN
  176. END IF
  177. *
  178. * Determine EPS and the norm of A.
  179. *
  180. EPS = SLAMCH( 'Epsilon' )
  181. ANORM = CLANHE( '1', UPLO, N, A, LDA, RWORK )
  182. *
  183. * Check the imaginary parts of the diagonal elements and return with
  184. * an error code if any are nonzero.
  185. *
  186. DO 10 J = 1, N
  187. IF( AIMAG( AFAC( J, J ) ).NE.ZERO ) THEN
  188. RESID = ONE / EPS
  189. RETURN
  190. END IF
  191. 10 CONTINUE
  192. *
  193. * Initialize C to the identity matrix.
  194. *
  195. CALL CLASET( 'Full', N, N, CZERO, CONE, C, LDC )
  196. *
  197. * Call CLAVHE to form the product D * U' (or D * L' ).
  198. *
  199. CALL CLAVHE( UPLO, 'Conjugate', 'Non-unit', N, N, AFAC, LDAFAC,
  200. $ IPIV, C, LDC, INFO )
  201. *
  202. * Call CLAVHE again to multiply by U (or L ).
  203. *
  204. CALL CLAVHE( UPLO, 'No transpose', 'Unit', N, N, AFAC, LDAFAC,
  205. $ IPIV, C, LDC, INFO )
  206. *
  207. * Compute the difference C - A .
  208. *
  209. IF( LSAME( UPLO, 'U' ) ) THEN
  210. DO 30 J = 1, N
  211. DO 20 I = 1, J - 1
  212. C( I, J ) = C( I, J ) - A( I, J )
  213. 20 CONTINUE
  214. C( J, J ) = C( J, J ) - REAL( A( J, J ) )
  215. 30 CONTINUE
  216. ELSE
  217. DO 50 J = 1, N
  218. C( J, J ) = C( J, J ) - REAL( A( J, J ) )
  219. DO 40 I = J + 1, N
  220. C( I, J ) = C( I, J ) - A( I, J )
  221. 40 CONTINUE
  222. 50 CONTINUE
  223. END IF
  224. *
  225. * Compute norm( C - A ) / ( N * norm(A) * EPS )
  226. *
  227. RESID = CLANHE( '1', UPLO, N, C, LDC, RWORK )
  228. *
  229. IF( ANORM.LE.ZERO ) THEN
  230. IF( RESID.NE.ZERO )
  231. $ RESID = ONE / EPS
  232. ELSE
  233. RESID = ( ( RESID / REAL( N ) ) / ANORM ) / EPS
  234. END IF
  235. *
  236. RETURN
  237. *
  238. * End of CHET01
  239. *
  240. END