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cppt01.f 6.6 kB

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  1. *> \brief \b CPPT01
  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 CPPT01( 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 RWORK( * )
  20. * COMPLEX A( * ), AFAC( * )
  21. * ..
  22. *
  23. *
  24. *> \par Purpose:
  25. * =============
  26. *>
  27. *> \verbatim
  28. *>
  29. *> CPPT01 reconstructs a Hermitian positive definite packed matrix A
  30. *> from its L*L' or U'*U factorization and computes the residual
  31. *> norm( L*L' - A ) / ( N * norm(A) * EPS ) or
  32. *> norm( U'*U - A ) / ( N * norm(A) * EPS ),
  33. *> where EPS is the machine epsilon, L' is the conjugate transpose of
  34. *> L, and U' is the conjugate transpose of U.
  35. *> \endverbatim
  36. *
  37. * Arguments:
  38. * ==========
  39. *
  40. *> \param[in] UPLO
  41. *> \verbatim
  42. *> UPLO is CHARACTER*1
  43. *> Specifies whether the upper or lower triangular part of the
  44. *> Hermitian matrix A is stored:
  45. *> = 'U': Upper triangular
  46. *> = 'L': Lower triangular
  47. *> \endverbatim
  48. *>
  49. *> \param[in] N
  50. *> \verbatim
  51. *> N is INTEGER
  52. *> The number of rows and columns of the matrix A. N >= 0.
  53. *> \endverbatim
  54. *>
  55. *> \param[in] A
  56. *> \verbatim
  57. *> A is COMPLEX array, dimension (N*(N+1)/2)
  58. *> The original Hermitian matrix A, stored as a packed
  59. *> triangular matrix.
  60. *> \endverbatim
  61. *>
  62. *> \param[in,out] AFAC
  63. *> \verbatim
  64. *> AFAC is COMPLEX array, dimension (N*(N+1)/2)
  65. *> On entry, the factor L or U from the L*L' or U'*U
  66. *> factorization of A, stored as a packed triangular matrix.
  67. *> Overwritten with the reconstructed matrix, and then with the
  68. *> difference L*L' - A (or U'*U - A).
  69. *> \endverbatim
  70. *>
  71. *> \param[out] RWORK
  72. *> \verbatim
  73. *> RWORK is REAL array, dimension (N)
  74. *> \endverbatim
  75. *>
  76. *> \param[out] RESID
  77. *> \verbatim
  78. *> RESID is REAL
  79. *> If UPLO = 'L', norm(L*L' - A) / ( N * norm(A) * EPS )
  80. *> If UPLO = 'U', norm(U'*U - A) / ( N * norm(A) * EPS )
  81. *> \endverbatim
  82. *
  83. * Authors:
  84. * ========
  85. *
  86. *> \author Univ. of Tennessee
  87. *> \author Univ. of California Berkeley
  88. *> \author Univ. of Colorado Denver
  89. *> \author NAG Ltd.
  90. *
  91. *> \date December 2016
  92. *
  93. *> \ingroup complex_lin
  94. *
  95. * =====================================================================
  96. SUBROUTINE CPPT01( UPLO, N, A, AFAC, RWORK, RESID )
  97. *
  98. * -- LAPACK test routine (version 3.7.0) --
  99. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  100. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  101. * December 2016
  102. *
  103. * .. Scalar Arguments ..
  104. CHARACTER UPLO
  105. INTEGER N
  106. REAL RESID
  107. * ..
  108. * .. Array Arguments ..
  109. REAL RWORK( * )
  110. COMPLEX A( * ), AFAC( * )
  111. * ..
  112. *
  113. * =====================================================================
  114. *
  115. * .. Parameters ..
  116. REAL ZERO, ONE
  117. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  118. * ..
  119. * .. Local Scalars ..
  120. INTEGER I, K, KC
  121. REAL ANORM, EPS, TR
  122. COMPLEX TC
  123. * ..
  124. * .. External Functions ..
  125. LOGICAL LSAME
  126. REAL CLANHP, SLAMCH
  127. COMPLEX CDOTC
  128. EXTERNAL LSAME, CLANHP, SLAMCH, CDOTC
  129. * ..
  130. * .. External Subroutines ..
  131. EXTERNAL CHPR, CSCAL, CTPMV
  132. * ..
  133. * .. Intrinsic Functions ..
  134. INTRINSIC AIMAG, REAL
  135. * ..
  136. * .. Executable Statements ..
  137. *
  138. * Quick exit if N = 0
  139. *
  140. IF( N.LE.0 ) THEN
  141. RESID = ZERO
  142. RETURN
  143. END IF
  144. *
  145. * Exit with RESID = 1/EPS if ANORM = 0.
  146. *
  147. EPS = SLAMCH( 'Epsilon' )
  148. ANORM = CLANHP( '1', UPLO, N, A, RWORK )
  149. IF( ANORM.LE.ZERO ) THEN
  150. RESID = ONE / EPS
  151. RETURN
  152. END IF
  153. *
  154. * Check the imaginary parts of the diagonal elements and return with
  155. * an error code if any are nonzero.
  156. *
  157. KC = 1
  158. IF( LSAME( UPLO, 'U' ) ) THEN
  159. DO 10 K = 1, N
  160. IF( AIMAG( AFAC( KC ) ).NE.ZERO ) THEN
  161. RESID = ONE / EPS
  162. RETURN
  163. END IF
  164. KC = KC + K + 1
  165. 10 CONTINUE
  166. ELSE
  167. DO 20 K = 1, N
  168. IF( AIMAG( AFAC( KC ) ).NE.ZERO ) THEN
  169. RESID = ONE / EPS
  170. RETURN
  171. END IF
  172. KC = KC + N - K + 1
  173. 20 CONTINUE
  174. END IF
  175. *
  176. * Compute the product U'*U, overwriting U.
  177. *
  178. IF( LSAME( UPLO, 'U' ) ) THEN
  179. KC = ( N*( N-1 ) ) / 2 + 1
  180. DO 30 K = N, 1, -1
  181. *
  182. * Compute the (K,K) element of the result.
  183. *
  184. TR = CDOTC( K, AFAC( KC ), 1, AFAC( KC ), 1 )
  185. AFAC( KC+K-1 ) = TR
  186. *
  187. * Compute the rest of column K.
  188. *
  189. IF( K.GT.1 ) THEN
  190. CALL CTPMV( 'Upper', 'Conjugate', 'Non-unit', K-1, AFAC,
  191. $ AFAC( KC ), 1 )
  192. KC = KC - ( K-1 )
  193. END IF
  194. 30 CONTINUE
  195. *
  196. * Compute the difference L*L' - A
  197. *
  198. KC = 1
  199. DO 50 K = 1, N
  200. DO 40 I = 1, K - 1
  201. AFAC( KC+I-1 ) = AFAC( KC+I-1 ) - A( KC+I-1 )
  202. 40 CONTINUE
  203. AFAC( KC+K-1 ) = AFAC( KC+K-1 ) - REAL( A( KC+K-1 ) )
  204. KC = KC + K
  205. 50 CONTINUE
  206. *
  207. * Compute the product L*L', overwriting L.
  208. *
  209. ELSE
  210. KC = ( N*( N+1 ) ) / 2
  211. DO 60 K = N, 1, -1
  212. *
  213. * Add a multiple of column K of the factor L to each of
  214. * columns K+1 through N.
  215. *
  216. IF( K.LT.N )
  217. $ CALL CHPR( 'Lower', N-K, ONE, AFAC( KC+1 ), 1,
  218. $ AFAC( KC+N-K+1 ) )
  219. *
  220. * Scale column K by the diagonal element.
  221. *
  222. TC = AFAC( KC )
  223. CALL CSCAL( N-K+1, TC, AFAC( KC ), 1 )
  224. *
  225. KC = KC - ( N-K+2 )
  226. 60 CONTINUE
  227. *
  228. * Compute the difference U'*U - A
  229. *
  230. KC = 1
  231. DO 80 K = 1, N
  232. AFAC( KC ) = AFAC( KC ) - REAL( A( KC ) )
  233. DO 70 I = K + 1, N
  234. AFAC( KC+I-K ) = AFAC( KC+I-K ) - A( KC+I-K )
  235. 70 CONTINUE
  236. KC = KC + N - K + 1
  237. 80 CONTINUE
  238. END IF
  239. *
  240. * Compute norm( L*U - A ) / ( N * norm(A) * EPS )
  241. *
  242. RESID = CLANHP( '1', UPLO, N, AFAC, RWORK )
  243. *
  244. RESID = ( ( RESID / REAL( N ) ) / ANORM ) / EPS
  245. *
  246. RETURN
  247. *
  248. * End of CPPT01
  249. *
  250. END