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cpot01.f 6.4 kB

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  1. *> \brief \b CPOT01
  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 CPOT01( UPLO, N, A, LDA, AFAC, LDAFAC, RWORK, RESID )
  12. *
  13. * .. Scalar Arguments ..
  14. * CHARACTER UPLO
  15. * INTEGER LDA, LDAFAC, N
  16. * REAL RESID
  17. * ..
  18. * .. Array Arguments ..
  19. * REAL RWORK( * )
  20. * COMPLEX A( LDA, * ), AFAC( LDAFAC, * )
  21. * ..
  22. *
  23. *
  24. *> \par Purpose:
  25. * =============
  26. *>
  27. *> \verbatim
  28. *>
  29. *> CPOT01 reconstructs a Hermitian positive definite matrix A from
  30. *> 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 L,
  34. *> 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 (LDA,N)
  58. *> The original Hermitian matrix A.
  59. *> \endverbatim
  60. *>
  61. *> \param[in] LDA
  62. *> \verbatim
  63. *> LDA is INTEGER
  64. *> The leading dimension of the array A. LDA >= max(1,N)
  65. *> \endverbatim
  66. *>
  67. *> \param[in,out] AFAC
  68. *> \verbatim
  69. *> AFAC is COMPLEX array, dimension (LDAFAC,N)
  70. *> On entry, the factor L or U from the L * L**H or U**H * U
  71. *> factorization of A.
  72. *> Overwritten with the reconstructed matrix, and then with
  73. *> the difference L * L**H - A (or U**H * U - A).
  74. *> \endverbatim
  75. *>
  76. *> \param[in] LDAFAC
  77. *> \verbatim
  78. *> LDAFAC is INTEGER
  79. *> The leading dimension of the array AFAC. LDAFAC >= max(1,N).
  80. *> \endverbatim
  81. *>
  82. *> \param[out] RWORK
  83. *> \verbatim
  84. *> RWORK is REAL array, dimension (N)
  85. *> \endverbatim
  86. *>
  87. *> \param[out] RESID
  88. *> \verbatim
  89. *> RESID is REAL
  90. *> If UPLO = 'L', norm(L * L**H - A) / ( N * norm(A) * EPS )
  91. *> If UPLO = 'U', norm(U**H * U - A) / ( N * norm(A) * EPS )
  92. *> \endverbatim
  93. *
  94. * Authors:
  95. * ========
  96. *
  97. *> \author Univ. of Tennessee
  98. *> \author Univ. of California Berkeley
  99. *> \author Univ. of Colorado Denver
  100. *> \author NAG Ltd.
  101. *
  102. *> \ingroup complex_lin
  103. *
  104. * =====================================================================
  105. SUBROUTINE CPOT01( UPLO, N, A, LDA, AFAC, LDAFAC, RWORK, RESID )
  106. *
  107. * -- LAPACK test routine --
  108. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  109. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  110. *
  111. * .. Scalar Arguments ..
  112. CHARACTER UPLO
  113. INTEGER LDA, LDAFAC, N
  114. REAL RESID
  115. * ..
  116. * .. Array Arguments ..
  117. REAL RWORK( * )
  118. COMPLEX A( LDA, * ), AFAC( LDAFAC, * )
  119. * ..
  120. *
  121. * =====================================================================
  122. *
  123. * .. Parameters ..
  124. REAL ZERO, ONE
  125. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  126. * ..
  127. * .. Local Scalars ..
  128. INTEGER I, J, K
  129. REAL ANORM, EPS, TR
  130. COMPLEX TC
  131. * ..
  132. * .. External Functions ..
  133. LOGICAL LSAME
  134. REAL CLANHE, SLAMCH
  135. COMPLEX CDOTC
  136. EXTERNAL LSAME, CLANHE, SLAMCH, CDOTC
  137. * ..
  138. * .. External Subroutines ..
  139. EXTERNAL CHER, CSCAL, CTRMV
  140. * ..
  141. * .. Intrinsic Functions ..
  142. INTRINSIC AIMAG, REAL
  143. * ..
  144. * .. Executable Statements ..
  145. *
  146. * Quick exit if N = 0.
  147. *
  148. IF( N.LE.0 ) THEN
  149. RESID = ZERO
  150. RETURN
  151. END IF
  152. *
  153. * Exit with RESID = 1/EPS if ANORM = 0.
  154. *
  155. EPS = SLAMCH( 'Epsilon' )
  156. ANORM = CLANHE( '1', UPLO, N, A, LDA, RWORK )
  157. IF( ANORM.LE.ZERO ) THEN
  158. RESID = ONE / EPS
  159. RETURN
  160. END IF
  161. *
  162. * Check the imaginary parts of the diagonal elements and return with
  163. * an error code if any are nonzero.
  164. *
  165. DO 10 J = 1, N
  166. IF( AIMAG( AFAC( J, J ) ).NE.ZERO ) THEN
  167. RESID = ONE / EPS
  168. RETURN
  169. END IF
  170. 10 CONTINUE
  171. *
  172. * Compute the product U**H * U, overwriting U.
  173. *
  174. IF( LSAME( UPLO, 'U' ) ) THEN
  175. DO 20 K = N, 1, -1
  176. *
  177. * Compute the (K,K) element of the result.
  178. *
  179. TR = REAL( CDOTC( K, AFAC( 1, K ), 1, AFAC( 1, K ), 1 ) )
  180. AFAC( K, K ) = TR
  181. *
  182. * Compute the rest of column K.
  183. *
  184. CALL CTRMV( 'Upper', 'Conjugate', 'Non-unit', K-1, AFAC,
  185. $ LDAFAC, AFAC( 1, K ), 1 )
  186. *
  187. 20 CONTINUE
  188. *
  189. * Compute the product L * L**H, overwriting L.
  190. *
  191. ELSE
  192. DO 30 K = N, 1, -1
  193. *
  194. * Add a multiple of column K of the factor L to each of
  195. * columns K+1 through N.
  196. *
  197. IF( K+1.LE.N )
  198. $ CALL CHER( 'Lower', N-K, ONE, AFAC( K+1, K ), 1,
  199. $ AFAC( K+1, K+1 ), LDAFAC )
  200. *
  201. * Scale column K by the diagonal element.
  202. *
  203. TC = AFAC( K, K )
  204. CALL CSCAL( N-K+1, TC, AFAC( K, K ), 1 )
  205. *
  206. 30 CONTINUE
  207. END IF
  208. *
  209. * Compute the difference L * L**H - A (or U**H * U - A).
  210. *
  211. IF( LSAME( UPLO, 'U' ) ) THEN
  212. DO 50 J = 1, N
  213. DO 40 I = 1, J - 1
  214. AFAC( I, J ) = AFAC( I, J ) - A( I, J )
  215. 40 CONTINUE
  216. AFAC( J, J ) = AFAC( J, J ) - REAL( A( J, J ) )
  217. 50 CONTINUE
  218. ELSE
  219. DO 70 J = 1, N
  220. AFAC( J, J ) = AFAC( J, J ) - REAL( A( J, J ) )
  221. DO 60 I = J + 1, N
  222. AFAC( I, J ) = AFAC( I, J ) - A( I, J )
  223. 60 CONTINUE
  224. 70 CONTINUE
  225. END IF
  226. *
  227. * Compute norm(L*U - A) / ( N * norm(A) * EPS )
  228. *
  229. RESID = CLANHE( '1', UPLO, N, AFAC, LDAFAC, RWORK )
  230. *
  231. RESID = ( ( RESID / REAL( N ) ) / ANORM ) / EPS
  232. *
  233. RETURN
  234. *
  235. * End of CPOT01
  236. *
  237. END