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dget02.f 6.0 kB

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  1. *> \brief \b DGET02
  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 DGET02( TRANS, M, N, NRHS, A, LDA, X, LDX, B, LDB,
  12. * RWORK, RESID )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER TRANS
  16. * INTEGER LDA, LDB, LDX, M, N, NRHS
  17. * DOUBLE PRECISION RESID
  18. * ..
  19. * .. Array Arguments ..
  20. * DOUBLE PRECISION A( LDA, * ), B( LDB, * ), RWORK( * ),
  21. * $ X( LDX, * )
  22. * ..
  23. *
  24. *
  25. *> \par Purpose:
  26. * =============
  27. *>
  28. *> \verbatim
  29. *>
  30. *> DGET02 computes the residual for a solution of a system of linear
  31. *> equations op(A)*X = B:
  32. *> RESID = norm(B - op(A)*X) / ( norm(op(A)) * norm(X) * EPS ),
  33. *> where op(A) = A or A**T, depending on TRANS, and EPS is the
  34. *> machine epsilon.
  35. *> The norm used is the 1-norm.
  36. *> \endverbatim
  37. *
  38. * Arguments:
  39. * ==========
  40. *
  41. *> \param[in] TRANS
  42. *> \verbatim
  43. *> TRANS is CHARACTER*1
  44. *> Specifies the form of the system of equations:
  45. *> = 'N': A * X = B (No transpose)
  46. *> = 'T': A**T * X = B (Transpose)
  47. *> = 'C': A**H * X = B (Conjugate transpose = Transpose)
  48. *> \endverbatim
  49. *>
  50. *> \param[in] M
  51. *> \verbatim
  52. *> M is INTEGER
  53. *> The number of rows of the matrix A. M >= 0.
  54. *> \endverbatim
  55. *>
  56. *> \param[in] N
  57. *> \verbatim
  58. *> N is INTEGER
  59. *> The number of columns of the matrix A. N >= 0.
  60. *> \endverbatim
  61. *>
  62. *> \param[in] NRHS
  63. *> \verbatim
  64. *> NRHS is INTEGER
  65. *> The number of columns of B, the matrix of right hand sides.
  66. *> NRHS >= 0.
  67. *> \endverbatim
  68. *>
  69. *> \param[in] A
  70. *> \verbatim
  71. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  72. *> The original M x N matrix A.
  73. *> \endverbatim
  74. *>
  75. *> \param[in] LDA
  76. *> \verbatim
  77. *> LDA is INTEGER
  78. *> The leading dimension of the array A. LDA >= max(1,M).
  79. *> \endverbatim
  80. *>
  81. *> \param[in] X
  82. *> \verbatim
  83. *> X is DOUBLE PRECISION array, dimension (LDX,NRHS)
  84. *> The computed solution vectors for the system of linear
  85. *> equations.
  86. *> \endverbatim
  87. *>
  88. *> \param[in] LDX
  89. *> \verbatim
  90. *> LDX is INTEGER
  91. *> The leading dimension of the array X. If TRANS = 'N',
  92. *> LDX >= max(1,N); if TRANS = 'T' or 'C', LDX >= max(1,M).
  93. *> \endverbatim
  94. *>
  95. *> \param[in,out] B
  96. *> \verbatim
  97. *> B is DOUBLE PRECISION array, dimension (LDB,NRHS)
  98. *> On entry, the right hand side vectors for the system of
  99. *> linear equations.
  100. *> On exit, B is overwritten with the difference B - A*X.
  101. *> \endverbatim
  102. *>
  103. *> \param[in] LDB
  104. *> \verbatim
  105. *> LDB is INTEGER
  106. *> The leading dimension of the array B. IF TRANS = 'N',
  107. *> LDB >= max(1,M); if TRANS = 'T' or 'C', LDB >= max(1,N).
  108. *> \endverbatim
  109. *>
  110. *> \param[out] RWORK
  111. *> \verbatim
  112. *> RWORK is DOUBLE PRECISION array, dimension (M)
  113. *> \endverbatim
  114. *>
  115. *> \param[out] RESID
  116. *> \verbatim
  117. *> RESID is DOUBLE PRECISION
  118. *> The maximum over the number of right hand sides of
  119. *> norm(B - op(A)*X) / ( norm(op(A)) * norm(X) * EPS ).
  120. *> \endverbatim
  121. *
  122. * Authors:
  123. * ========
  124. *
  125. *> \author Univ. of Tennessee
  126. *> \author Univ. of California Berkeley
  127. *> \author Univ. of Colorado Denver
  128. *> \author NAG Ltd.
  129. *
  130. *> \ingroup double_eig
  131. *
  132. * =====================================================================
  133. SUBROUTINE DGET02( TRANS, M, N, NRHS, A, LDA, X, LDX, B, LDB,
  134. $ RWORK, RESID )
  135. *
  136. * -- LAPACK test routine --
  137. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  138. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  139. *
  140. * .. Scalar Arguments ..
  141. CHARACTER TRANS
  142. INTEGER LDA, LDB, LDX, M, N, NRHS
  143. DOUBLE PRECISION RESID
  144. * ..
  145. * .. Array Arguments ..
  146. DOUBLE PRECISION A( LDA, * ), B( LDB, * ), RWORK( * ),
  147. $ X( LDX, * )
  148. * ..
  149. *
  150. * =====================================================================
  151. *
  152. * .. Parameters ..
  153. DOUBLE PRECISION ZERO, ONE
  154. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  155. * ..
  156. * .. Local Scalars ..
  157. INTEGER J, N1, N2
  158. DOUBLE PRECISION ANORM, BNORM, EPS, XNORM
  159. * ..
  160. * .. External Functions ..
  161. LOGICAL LSAME
  162. DOUBLE PRECISION DASUM, DLAMCH, DLANGE
  163. EXTERNAL LSAME, DASUM, DLAMCH, DLANGE
  164. * ..
  165. * .. External Subroutines ..
  166. EXTERNAL DGEMM
  167. * ..
  168. * .. Intrinsic Functions ..
  169. INTRINSIC MAX
  170. * ..
  171. * .. Executable Statements ..
  172. *
  173. * Quick exit if M = 0 or N = 0 or NRHS = 0
  174. *
  175. IF( M.LE.0 .OR. N.LE.0 .OR. NRHS.EQ.0 ) THEN
  176. RESID = ZERO
  177. RETURN
  178. END IF
  179. *
  180. IF( LSAME( TRANS, 'T' ) .OR. LSAME( TRANS, 'C' ) ) THEN
  181. N1 = N
  182. N2 = M
  183. ELSE
  184. N1 = M
  185. N2 = N
  186. END IF
  187. *
  188. * Exit with RESID = 1/EPS if ANORM = 0.
  189. *
  190. EPS = DLAMCH( 'Epsilon' )
  191. IF( LSAME( TRANS, 'N' ) ) THEN
  192. ANORM = DLANGE( '1', M, N, A, LDA, RWORK )
  193. ELSE
  194. ANORM = DLANGE( 'I', M, N, A, LDA, RWORK )
  195. END IF
  196. IF( ANORM.LE.ZERO ) THEN
  197. RESID = ONE / EPS
  198. RETURN
  199. END IF
  200. *
  201. * Compute B - op(A)*X and store in B.
  202. *
  203. CALL DGEMM( TRANS, 'No transpose', N1, NRHS, N2, -ONE, A, LDA, X,
  204. $ LDX, ONE, B, LDB )
  205. *
  206. * Compute the maximum over the number of right hand sides of
  207. * norm(B - op(A)*X) / ( norm(op(A)) * norm(X) * EPS ) .
  208. *
  209. RESID = ZERO
  210. DO 10 J = 1, NRHS
  211. BNORM = DASUM( N1, B( 1, J ), 1 )
  212. XNORM = DASUM( N2, X( 1, J ), 1 )
  213. IF( XNORM.LE.ZERO ) THEN
  214. RESID = ONE / EPS
  215. ELSE
  216. RESID = MAX( RESID, ( ( BNORM / ANORM ) / XNORM ) / EPS )
  217. END IF
  218. 10 CONTINUE
  219. *
  220. RETURN
  221. *
  222. * End of DGET02
  223. *
  224. END