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ctrt01.f 6.2 kB

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  1. *> \brief \b CTRT01
  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 CTRT01( UPLO, DIAG, N, A, LDA, AINV, LDAINV, RCOND,
  12. * RWORK, RESID )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER DIAG, UPLO
  16. * INTEGER LDA, LDAINV, N
  17. * REAL RCOND, RESID
  18. * ..
  19. * .. Array Arguments ..
  20. * REAL RWORK( * )
  21. * COMPLEX A( LDA, * ), AINV( LDAINV, * )
  22. * ..
  23. *
  24. *
  25. *> \par Purpose:
  26. * =============
  27. *>
  28. *> \verbatim
  29. *>
  30. *> CTRT01 computes the residual for a triangular matrix A times its
  31. *> inverse:
  32. *> RESID = norm( A*AINV - I ) / ( N * norm(A) * norm(AINV) * EPS ),
  33. *> where EPS is the machine epsilon.
  34. *> \endverbatim
  35. *
  36. * Arguments:
  37. * ==========
  38. *
  39. *> \param[in] UPLO
  40. *> \verbatim
  41. *> UPLO is CHARACTER*1
  42. *> Specifies whether the matrix A is upper or lower triangular.
  43. *> = 'U': Upper triangular
  44. *> = 'L': Lower triangular
  45. *> \endverbatim
  46. *>
  47. *> \param[in] DIAG
  48. *> \verbatim
  49. *> DIAG is CHARACTER*1
  50. *> Specifies whether or not the matrix A is unit triangular.
  51. *> = 'N': Non-unit triangular
  52. *> = 'U': Unit triangular
  53. *> \endverbatim
  54. *>
  55. *> \param[in] N
  56. *> \verbatim
  57. *> N is INTEGER
  58. *> The order of the matrix A. N >= 0.
  59. *> \endverbatim
  60. *>
  61. *> \param[in] A
  62. *> \verbatim
  63. *> A is COMPLEX array, dimension (LDA,N)
  64. *> The triangular matrix A. If UPLO = 'U', the leading n by n
  65. *> upper triangular part of the array A contains the upper
  66. *> triangular matrix, and the strictly lower triangular part of
  67. *> A is not referenced. If UPLO = 'L', the leading n by n lower
  68. *> triangular part of the array A contains the lower triangular
  69. *> matrix, and the strictly upper triangular part of A is not
  70. *> referenced. If DIAG = 'U', the diagonal elements of A are
  71. *> also not referenced and are assumed to be 1.
  72. *> \endverbatim
  73. *>
  74. *> \param[in] LDA
  75. *> \verbatim
  76. *> LDA is INTEGER
  77. *> The leading dimension of the array A. LDA >= max(1,N).
  78. *> \endverbatim
  79. *>
  80. *> \param[in] AINV
  81. *> \verbatim
  82. *> AINV is COMPLEX array, dimension (LDAINV,N)
  83. *> On entry, the (triangular) inverse of the matrix A, in the
  84. *> same storage format as A.
  85. *> On exit, the contents of AINV are destroyed.
  86. *> \endverbatim
  87. *>
  88. *> \param[in] LDAINV
  89. *> \verbatim
  90. *> LDAINV is INTEGER
  91. *> The leading dimension of the array AINV. LDAINV >= max(1,N).
  92. *> \endverbatim
  93. *>
  94. *> \param[out] RCOND
  95. *> \verbatim
  96. *> RCOND is REAL
  97. *> The reciprocal condition number of A, computed as
  98. *> 1/(norm(A) * norm(AINV)).
  99. *> \endverbatim
  100. *>
  101. *> \param[out] RWORK
  102. *> \verbatim
  103. *> RWORK is REAL array, dimension (N)
  104. *> \endverbatim
  105. *>
  106. *> \param[out] RESID
  107. *> \verbatim
  108. *> RESID is REAL
  109. *> norm(A*AINV - I) / ( N * norm(A) * norm(AINV) * EPS )
  110. *> \endverbatim
  111. *
  112. * Authors:
  113. * ========
  114. *
  115. *> \author Univ. of Tennessee
  116. *> \author Univ. of California Berkeley
  117. *> \author Univ. of Colorado Denver
  118. *> \author NAG Ltd.
  119. *
  120. *> \date December 2016
  121. *
  122. *> \ingroup complex_lin
  123. *
  124. * =====================================================================
  125. SUBROUTINE CTRT01( UPLO, DIAG, N, A, LDA, AINV, LDAINV, RCOND,
  126. $ RWORK, RESID )
  127. *
  128. * -- LAPACK test routine (version 3.7.0) --
  129. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  130. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  131. * December 2016
  132. *
  133. * .. Scalar Arguments ..
  134. CHARACTER DIAG, UPLO
  135. INTEGER LDA, LDAINV, N
  136. REAL RCOND, RESID
  137. * ..
  138. * .. Array Arguments ..
  139. REAL RWORK( * )
  140. COMPLEX A( LDA, * ), AINV( LDAINV, * )
  141. * ..
  142. *
  143. * =====================================================================
  144. *
  145. * .. Parameters ..
  146. REAL ZERO, ONE
  147. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  148. * ..
  149. * .. Local Scalars ..
  150. INTEGER J
  151. REAL AINVNM, ANORM, EPS
  152. * ..
  153. * .. External Functions ..
  154. LOGICAL LSAME
  155. REAL CLANTR, SLAMCH
  156. EXTERNAL LSAME, CLANTR, SLAMCH
  157. * ..
  158. * .. External Subroutines ..
  159. EXTERNAL CTRMV
  160. * ..
  161. * .. Intrinsic Functions ..
  162. INTRINSIC REAL
  163. * ..
  164. * .. Executable Statements ..
  165. *
  166. * Quick exit if N = 0
  167. *
  168. IF( N.LE.0 ) THEN
  169. RCOND = ONE
  170. RESID = ZERO
  171. RETURN
  172. END IF
  173. *
  174. * Exit with RESID = 1/EPS if ANORM = 0 or AINVNM = 0.
  175. *
  176. EPS = SLAMCH( 'Epsilon' )
  177. ANORM = CLANTR( '1', UPLO, DIAG, N, N, A, LDA, RWORK )
  178. AINVNM = CLANTR( '1', UPLO, DIAG, N, N, AINV, LDAINV, RWORK )
  179. IF( ANORM.LE.ZERO .OR. AINVNM.LE.ZERO ) THEN
  180. RCOND = ZERO
  181. RESID = ONE / EPS
  182. RETURN
  183. END IF
  184. RCOND = ( ONE / ANORM ) / AINVNM
  185. *
  186. * Set the diagonal of AINV to 1 if AINV has unit diagonal.
  187. *
  188. IF( LSAME( DIAG, 'U' ) ) THEN
  189. DO 10 J = 1, N
  190. AINV( J, J ) = ONE
  191. 10 CONTINUE
  192. END IF
  193. *
  194. * Compute A * AINV, overwriting AINV.
  195. *
  196. IF( LSAME( UPLO, 'U' ) ) THEN
  197. DO 20 J = 1, N
  198. CALL CTRMV( 'Upper', 'No transpose', DIAG, J, A, LDA,
  199. $ AINV( 1, J ), 1 )
  200. 20 CONTINUE
  201. ELSE
  202. DO 30 J = 1, N
  203. CALL CTRMV( 'Lower', 'No transpose', DIAG, N-J+1, A( J, J ),
  204. $ LDA, AINV( J, J ), 1 )
  205. 30 CONTINUE
  206. END IF
  207. *
  208. * Subtract 1 from each diagonal element to form A*AINV - I.
  209. *
  210. DO 40 J = 1, N
  211. AINV( J, J ) = AINV( J, J ) - ONE
  212. 40 CONTINUE
  213. *
  214. * Compute norm(A*AINV - I) / (N * norm(A) * norm(AINV) * EPS)
  215. *
  216. RESID = CLANTR( '1', UPLO, 'Non-unit', N, N, AINV, LDAINV, RWORK )
  217. *
  218. RESID = ( ( RESID*RCOND ) / REAL( N ) ) / EPS
  219. *
  220. RETURN
  221. *
  222. * End of CTRT01
  223. *
  224. END