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sppt01.f 5.3 kB

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  1. *> \brief \b SPPT01
  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 SPPT01( UPLO, N, A, AFAC, RWORK, RESID )
  12. *
  13. * .. Scalar Arguments ..
  14. * CHARACTER UPLO
  15. * INTEGER N
  16. * REAL RESID
  17. * ..
  18. * .. Array Arguments ..
  19. * REAL A( * ), AFAC( * ), RWORK( * )
  20. * ..
  21. *
  22. *
  23. *> \par Purpose:
  24. * =============
  25. *>
  26. *> \verbatim
  27. *>
  28. *> SPPT01 reconstructs a symmetric positive definite packed matrix A
  29. *> from its L*L' or U'*U factorization and computes the residual
  30. *> norm( L*L' - A ) / ( N * norm(A) * EPS ) or
  31. *> norm( U'*U - A ) / ( N * norm(A) * EPS ),
  32. *> where EPS is the machine epsilon.
  33. *> \endverbatim
  34. *
  35. * Arguments:
  36. * ==========
  37. *
  38. *> \param[in] UPLO
  39. *> \verbatim
  40. *> UPLO is CHARACTER*1
  41. *> Specifies whether the upper or lower triangular part of the
  42. *> symmetric matrix A is stored:
  43. *> = 'U': Upper triangular
  44. *> = 'L': Lower triangular
  45. *> \endverbatim
  46. *>
  47. *> \param[in] N
  48. *> \verbatim
  49. *> N is INTEGER
  50. *> The number of rows and columns of the matrix A. N >= 0.
  51. *> \endverbatim
  52. *>
  53. *> \param[in] A
  54. *> \verbatim
  55. *> A is REAL array, dimension (N*(N+1)/2)
  56. *> The original symmetric matrix A, stored as a packed
  57. *> triangular matrix.
  58. *> \endverbatim
  59. *>
  60. *> \param[in,out] AFAC
  61. *> \verbatim
  62. *> AFAC is REAL array, dimension (N*(N+1)/2)
  63. *> On entry, the factor L or U from the L*L' or U'*U
  64. *> factorization of A, stored as a packed triangular matrix.
  65. *> Overwritten with the reconstructed matrix, and then with the
  66. *> difference L*L' - A (or U'*U - A).
  67. *> \endverbatim
  68. *>
  69. *> \param[out] RWORK
  70. *> \verbatim
  71. *> RWORK is REAL array, dimension (N)
  72. *> \endverbatim
  73. *>
  74. *> \param[out] RESID
  75. *> \verbatim
  76. *> RESID is REAL
  77. *> If UPLO = 'L', norm(L*L' - A) / ( N * norm(A) * EPS )
  78. *> If UPLO = 'U', norm(U'*U - A) / ( N * norm(A) * EPS )
  79. *> \endverbatim
  80. *
  81. * Authors:
  82. * ========
  83. *
  84. *> \author Univ. of Tennessee
  85. *> \author Univ. of California Berkeley
  86. *> \author Univ. of Colorado Denver
  87. *> \author NAG Ltd.
  88. *
  89. *> \ingroup single_lin
  90. *
  91. * =====================================================================
  92. SUBROUTINE SPPT01( UPLO, N, A, AFAC, RWORK, RESID )
  93. *
  94. * -- LAPACK test routine --
  95. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  96. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  97. *
  98. * .. Scalar Arguments ..
  99. CHARACTER UPLO
  100. INTEGER N
  101. REAL RESID
  102. * ..
  103. * .. Array Arguments ..
  104. REAL A( * ), AFAC( * ), RWORK( * )
  105. * ..
  106. *
  107. * =====================================================================
  108. *
  109. * .. Parameters ..
  110. REAL ZERO, ONE
  111. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  112. * ..
  113. * .. Local Scalars ..
  114. INTEGER I, K, KC, NPP
  115. REAL ANORM, EPS, T
  116. * ..
  117. * .. External Functions ..
  118. LOGICAL LSAME
  119. REAL SDOT, SLAMCH, SLANSP
  120. EXTERNAL LSAME, SDOT, SLAMCH, SLANSP
  121. * ..
  122. * .. External Subroutines ..
  123. EXTERNAL SSCAL, SSPR, STPMV
  124. * ..
  125. * .. Intrinsic Functions ..
  126. INTRINSIC REAL
  127. * ..
  128. * .. Executable Statements ..
  129. *
  130. * Quick exit if N = 0
  131. *
  132. IF( N.LE.0 ) THEN
  133. RESID = ZERO
  134. RETURN
  135. END IF
  136. *
  137. * Exit with RESID = 1/EPS if ANORM = 0.
  138. *
  139. EPS = SLAMCH( 'Epsilon' )
  140. ANORM = SLANSP( '1', UPLO, N, A, RWORK )
  141. IF( ANORM.LE.ZERO ) THEN
  142. RESID = ONE / EPS
  143. RETURN
  144. END IF
  145. *
  146. * Compute the product U'*U, overwriting U.
  147. *
  148. IF( LSAME( UPLO, 'U' ) ) THEN
  149. KC = ( N*( N-1 ) ) / 2 + 1
  150. DO 10 K = N, 1, -1
  151. *
  152. * Compute the (K,K) element of the result.
  153. *
  154. T = SDOT( K, AFAC( KC ), 1, AFAC( KC ), 1 )
  155. AFAC( KC+K-1 ) = T
  156. *
  157. * Compute the rest of column K.
  158. *
  159. IF( K.GT.1 ) THEN
  160. CALL STPMV( 'Upper', 'Transpose', 'Non-unit', K-1, AFAC,
  161. $ AFAC( KC ), 1 )
  162. KC = KC - ( K-1 )
  163. END IF
  164. 10 CONTINUE
  165. *
  166. * Compute the product L*L', overwriting L.
  167. *
  168. ELSE
  169. KC = ( N*( N+1 ) ) / 2
  170. DO 20 K = N, 1, -1
  171. *
  172. * Add a multiple of column K of the factor L to each of
  173. * columns K+1 through N.
  174. *
  175. IF( K.LT.N )
  176. $ CALL SSPR( 'Lower', N-K, ONE, AFAC( KC+1 ), 1,
  177. $ AFAC( KC+N-K+1 ) )
  178. *
  179. * Scale column K by the diagonal element.
  180. *
  181. T = AFAC( KC )
  182. CALL SSCAL( N-K+1, T, AFAC( KC ), 1 )
  183. *
  184. KC = KC - ( N-K+2 )
  185. 20 CONTINUE
  186. END IF
  187. *
  188. * Compute the difference L*L' - A (or U'*U - A).
  189. *
  190. NPP = N*( N+1 ) / 2
  191. DO 30 I = 1, NPP
  192. AFAC( I ) = AFAC( I ) - A( I )
  193. 30 CONTINUE
  194. *
  195. * Compute norm( L*U - A ) / ( N * norm(A) * EPS )
  196. *
  197. RESID = SLANSP( '1', UPLO, N, AFAC, RWORK )
  198. *
  199. RESID = ( ( RESID / REAL( N ) ) / ANORM ) / EPS
  200. *
  201. RETURN
  202. *
  203. * End of SPPT01
  204. *
  205. END