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cpot02.f 5.4 kB

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  1. *> \brief \b CPOT02
  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 CPOT02( UPLO, N, NRHS, A, LDA, X, LDX, B, LDB, RWORK,
  12. * RESID )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER UPLO
  16. * INTEGER LDA, LDB, LDX, N, NRHS
  17. * REAL RESID
  18. * ..
  19. * .. Array Arguments ..
  20. * REAL RWORK( * )
  21. * COMPLEX A( LDA, * ), B( LDB, * ), X( LDX, * )
  22. * ..
  23. *
  24. *
  25. *> \par Purpose:
  26. * =============
  27. *>
  28. *> \verbatim
  29. *>
  30. *> CPOT02 computes the residual for the solution of a Hermitian system
  31. *> of linear equations A*x = b:
  32. *>
  33. *> RESID = norm(B - A*X) / ( norm(A) * norm(X) * EPS ),
  34. *>
  35. *> where EPS is the machine epsilon.
  36. *> \endverbatim
  37. *
  38. * Arguments:
  39. * ==========
  40. *
  41. *> \param[in] UPLO
  42. *> \verbatim
  43. *> UPLO is CHARACTER*1
  44. *> Specifies whether the upper or lower triangular part of the
  45. *> Hermitian matrix A is stored:
  46. *> = 'U': Upper triangular
  47. *> = 'L': Lower triangular
  48. *> \endverbatim
  49. *>
  50. *> \param[in] N
  51. *> \verbatim
  52. *> N is INTEGER
  53. *> The number of rows and columns of the matrix A. N >= 0.
  54. *> \endverbatim
  55. *>
  56. *> \param[in] NRHS
  57. *> \verbatim
  58. *> NRHS is INTEGER
  59. *> The number of columns of B, the matrix of right hand sides.
  60. *> NRHS >= 0.
  61. *> \endverbatim
  62. *>
  63. *> \param[in] A
  64. *> \verbatim
  65. *> A is COMPLEX array, dimension (LDA,N)
  66. *> The original Hermitian matrix A.
  67. *> \endverbatim
  68. *>
  69. *> \param[in] LDA
  70. *> \verbatim
  71. *> LDA is INTEGER
  72. *> The leading dimension of the array A. LDA >= max(1,N)
  73. *> \endverbatim
  74. *>
  75. *> \param[in] X
  76. *> \verbatim
  77. *> X is COMPLEX array, dimension (LDX,NRHS)
  78. *> The computed solution vectors for the system of linear
  79. *> equations.
  80. *> \endverbatim
  81. *>
  82. *> \param[in] LDX
  83. *> \verbatim
  84. *> LDX is INTEGER
  85. *> The leading dimension of the array X. LDX >= max(1,N).
  86. *> \endverbatim
  87. *>
  88. *> \param[in,out] B
  89. *> \verbatim
  90. *> B is COMPLEX array, dimension (LDB,NRHS)
  91. *> On entry, the right hand side vectors for the system of
  92. *> linear equations.
  93. *> On exit, B is overwritten with the difference B - A*X.
  94. *> \endverbatim
  95. *>
  96. *> \param[in] LDB
  97. *> \verbatim
  98. *> LDB is INTEGER
  99. *> The leading dimension of the array B. LDB >= max(1,N).
  100. *> \endverbatim
  101. *>
  102. *> \param[out] RWORK
  103. *> \verbatim
  104. *> RWORK is REAL array, dimension (N)
  105. *> \endverbatim
  106. *>
  107. *> \param[out] RESID
  108. *> \verbatim
  109. *> RESID is REAL
  110. *> The maximum over the number of right hand sides of
  111. *> norm(B - A*X) / ( norm(A) * norm(X) * EPS ).
  112. *> \endverbatim
  113. *
  114. * Authors:
  115. * ========
  116. *
  117. *> \author Univ. of Tennessee
  118. *> \author Univ. of California Berkeley
  119. *> \author Univ. of Colorado Denver
  120. *> \author NAG Ltd.
  121. *
  122. *> \date December 2016
  123. *
  124. *> \ingroup complex_lin
  125. *
  126. * =====================================================================
  127. SUBROUTINE CPOT02( UPLO, N, NRHS, A, LDA, X, LDX, B, LDB, RWORK,
  128. $ RESID )
  129. *
  130. * -- LAPACK test routine (version 3.7.0) --
  131. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  132. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  133. * December 2016
  134. *
  135. * .. Scalar Arguments ..
  136. CHARACTER UPLO
  137. INTEGER LDA, LDB, LDX, N, NRHS
  138. REAL RESID
  139. * ..
  140. * .. Array Arguments ..
  141. REAL RWORK( * )
  142. COMPLEX A( LDA, * ), B( LDB, * ), X( LDX, * )
  143. * ..
  144. *
  145. * =====================================================================
  146. *
  147. * .. Parameters ..
  148. REAL ZERO, ONE
  149. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  150. COMPLEX CONE
  151. PARAMETER ( CONE = ( 1.0E+0, 0.0E+0 ) )
  152. * ..
  153. * .. Local Scalars ..
  154. INTEGER J
  155. REAL ANORM, BNORM, EPS, XNORM
  156. * ..
  157. * .. External Functions ..
  158. REAL CLANHE, SCASUM, SLAMCH
  159. EXTERNAL CLANHE, SCASUM, SLAMCH
  160. * ..
  161. * .. External Subroutines ..
  162. EXTERNAL CHEMM
  163. * ..
  164. * .. Intrinsic Functions ..
  165. INTRINSIC MAX
  166. * ..
  167. * .. Executable Statements ..
  168. *
  169. * Quick exit if N = 0 or NRHS = 0.
  170. *
  171. IF( N.LE.0 .OR. NRHS.LE.0 ) THEN
  172. RESID = ZERO
  173. RETURN
  174. END IF
  175. *
  176. * Exit with RESID = 1/EPS if ANORM = 0.
  177. *
  178. EPS = SLAMCH( 'Epsilon' )
  179. ANORM = CLANHE( '1', UPLO, N, A, LDA, RWORK )
  180. IF( ANORM.LE.ZERO ) THEN
  181. RESID = ONE / EPS
  182. RETURN
  183. END IF
  184. *
  185. * Compute B - A*X
  186. *
  187. CALL CHEMM( 'Left', UPLO, N, NRHS, -CONE, A, LDA, X, LDX, CONE, B,
  188. $ LDB )
  189. *
  190. * Compute the maximum over the number of right hand sides of
  191. * norm( B - A*X ) / ( norm(A) * norm(X) * EPS ) .
  192. *
  193. RESID = ZERO
  194. DO 10 J = 1, NRHS
  195. BNORM = SCASUM( N, B( 1, J ), 1 )
  196. XNORM = SCASUM( N, X( 1, J ), 1 )
  197. IF( XNORM.LE.ZERO ) THEN
  198. RESID = ONE / EPS
  199. ELSE
  200. RESID = MAX( RESID, ( ( BNORM/ANORM )/XNORM )/EPS )
  201. END IF
  202. 10 CONTINUE
  203. *
  204. RETURN
  205. *
  206. * End of CPOT02
  207. *
  208. END