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spbt02.f 5.9 kB

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  1. *> \brief \b SPBT02
  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 SPBT02( UPLO, N, KD, NRHS, A, LDA, X, LDX, B, LDB,
  12. * RWORK, RESID )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER UPLO
  16. * INTEGER KD, LDA, LDB, LDX, N, NRHS
  17. * REAL RESID
  18. * ..
  19. * .. Array Arguments ..
  20. * REAL A( LDA, * ), B( LDB, * ), RWORK( * ),
  21. * $ X( LDX, * )
  22. * ..
  23. *
  24. *
  25. *> \par Purpose:
  26. * =============
  27. *>
  28. *> \verbatim
  29. *>
  30. *> SPBT02 computes the residual for a solution of a symmetric banded
  31. *> system of equations A*x = b:
  32. *> RESID = norm( B - A*X ) / ( norm(A) * norm(X) * EPS)
  33. *> where EPS is the machine precision.
  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. *> symmetric 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] KD
  55. *> \verbatim
  56. *> KD is INTEGER
  57. *> The number of super-diagonals of the matrix A if UPLO = 'U',
  58. *> or the number of sub-diagonals if UPLO = 'L'. KD >= 0.
  59. *> \endverbatim
  60. *>
  61. *> \param[in] NRHS
  62. *> \verbatim
  63. *> NRHS is INTEGER
  64. *> The number of right hand sides. NRHS >= 0.
  65. *> \endverbatim
  66. *>
  67. *> \param[in] A
  68. *> \verbatim
  69. *> A is REAL array, dimension (LDA,N)
  70. *> The original symmetric band matrix A. If UPLO = 'U', the
  71. *> upper triangular part of A is stored as a band matrix; if
  72. *> UPLO = 'L', the lower triangular part of A is stored. The
  73. *> columns of the appropriate triangle are stored in the columns
  74. *> of A and the diagonals of the triangle are stored in the rows
  75. *> of A. See SPBTRF for further details.
  76. *> \endverbatim
  77. *>
  78. *> \param[in] LDA
  79. *> \verbatim
  80. *> LDA is INTEGER.
  81. *> The leading dimension of the array A. LDA >= max(1,KD+1).
  82. *> \endverbatim
  83. *>
  84. *> \param[in] X
  85. *> \verbatim
  86. *> X is REAL array, dimension (LDX,NRHS)
  87. *> The computed solution vectors for the system of linear
  88. *> equations.
  89. *> \endverbatim
  90. *>
  91. *> \param[in] LDX
  92. *> \verbatim
  93. *> LDX is INTEGER
  94. *> The leading dimension of the array X. LDX >= max(1,N).
  95. *> \endverbatim
  96. *>
  97. *> \param[in,out] B
  98. *> \verbatim
  99. *> B is REAL array, dimension (LDB,NRHS)
  100. *> On entry, the right hand side vectors for the system of
  101. *> linear equations.
  102. *> On exit, B is overwritten with the difference B - A*X.
  103. *> \endverbatim
  104. *>
  105. *> \param[in] LDB
  106. *> \verbatim
  107. *> LDB is INTEGER
  108. *> The leading dimension of the array B. LDB >= max(1,N).
  109. *> \endverbatim
  110. *>
  111. *> \param[out] RWORK
  112. *> \verbatim
  113. *> RWORK is REAL array, dimension (N)
  114. *> \endverbatim
  115. *>
  116. *> \param[out] RESID
  117. *> \verbatim
  118. *> RESID is REAL
  119. *> The maximum over the number of right hand sides of
  120. *> norm(B - A*X) / ( norm(A) * norm(X) * EPS ).
  121. *> \endverbatim
  122. *
  123. * Authors:
  124. * ========
  125. *
  126. *> \author Univ. of Tennessee
  127. *> \author Univ. of California Berkeley
  128. *> \author Univ. of Colorado Denver
  129. *> \author NAG Ltd.
  130. *
  131. *> \date December 2016
  132. *
  133. *> \ingroup single_lin
  134. *
  135. * =====================================================================
  136. SUBROUTINE SPBT02( UPLO, N, KD, NRHS, A, LDA, X, LDX, B, LDB,
  137. $ RWORK, RESID )
  138. *
  139. * -- LAPACK test routine (version 3.7.0) --
  140. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  141. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  142. * December 2016
  143. *
  144. * .. Scalar Arguments ..
  145. CHARACTER UPLO
  146. INTEGER KD, LDA, LDB, LDX, N, NRHS
  147. REAL RESID
  148. * ..
  149. * .. Array Arguments ..
  150. REAL A( LDA, * ), B( LDB, * ), RWORK( * ),
  151. $ X( LDX, * )
  152. * ..
  153. *
  154. * =====================================================================
  155. *
  156. * .. Parameters ..
  157. REAL ZERO, ONE
  158. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  159. * ..
  160. * .. Local Scalars ..
  161. INTEGER J
  162. REAL ANORM, BNORM, EPS, XNORM
  163. * ..
  164. * .. External Functions ..
  165. REAL SASUM, SLAMCH, SLANSB
  166. EXTERNAL SASUM, SLAMCH, SLANSB
  167. * ..
  168. * .. External Subroutines ..
  169. EXTERNAL SSBMV
  170. * ..
  171. * .. Intrinsic Functions ..
  172. INTRINSIC MAX
  173. * ..
  174. * .. Executable Statements ..
  175. *
  176. * Quick exit if N = 0 or NRHS = 0.
  177. *
  178. IF( N.LE.0 .OR. NRHS.LE.0 ) THEN
  179. RESID = ZERO
  180. RETURN
  181. END IF
  182. *
  183. * Exit with RESID = 1/EPS if ANORM = 0.
  184. *
  185. EPS = SLAMCH( 'Epsilon' )
  186. ANORM = SLANSB( '1', UPLO, N, KD, A, LDA, RWORK )
  187. IF( ANORM.LE.ZERO ) THEN
  188. RESID = ONE / EPS
  189. RETURN
  190. END IF
  191. *
  192. * Compute B - A*X
  193. *
  194. DO 10 J = 1, NRHS
  195. CALL SSBMV( UPLO, N, KD, -ONE, A, LDA, X( 1, J ), 1, ONE,
  196. $ B( 1, J ), 1 )
  197. 10 CONTINUE
  198. *
  199. * Compute the maximum over the number of right hand sides of
  200. * norm( B - A*X ) / ( norm(A) * norm(X) * EPS )
  201. *
  202. RESID = ZERO
  203. DO 20 J = 1, NRHS
  204. BNORM = SASUM( N, B( 1, J ), 1 )
  205. XNORM = SASUM( N, X( 1, J ), 1 )
  206. IF( XNORM.LE.ZERO ) THEN
  207. RESID = ONE / EPS
  208. ELSE
  209. RESID = MAX( RESID, ( ( BNORM / ANORM ) / XNORM ) / EPS )
  210. END IF
  211. 20 CONTINUE
  212. *
  213. RETURN
  214. *
  215. * End of SPBT02
  216. *
  217. END