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cptt01.f 4.4 kB

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  1. *> \brief \b CPTT01
  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 CPTT01( N, D, E, DF, EF, WORK, RESID )
  12. *
  13. * .. Scalar Arguments ..
  14. * INTEGER N
  15. * REAL RESID
  16. * ..
  17. * .. Array Arguments ..
  18. * REAL D( * ), DF( * )
  19. * COMPLEX E( * ), EF( * ), WORK( * )
  20. * ..
  21. *
  22. *
  23. *> \par Purpose:
  24. * =============
  25. *>
  26. *> \verbatim
  27. *>
  28. *> CPTT01 reconstructs a tridiagonal matrix A from its L*D*L'
  29. *> factorization and computes the residual
  30. *> norm(L*D*L' - A) / ( n * norm(A) * EPS ),
  31. *> where EPS is the machine epsilon.
  32. *> \endverbatim
  33. *
  34. * Arguments:
  35. * ==========
  36. *
  37. *> \param[in] N
  38. *> \verbatim
  39. *> N is INTEGER
  40. *> The order of the matrix A.
  41. *> \endverbatim
  42. *>
  43. *> \param[in] D
  44. *> \verbatim
  45. *> D is REAL array, dimension (N)
  46. *> The n diagonal elements of the tridiagonal matrix A.
  47. *> \endverbatim
  48. *>
  49. *> \param[in] E
  50. *> \verbatim
  51. *> E is COMPLEX array, dimension (N-1)
  52. *> The (n-1) subdiagonal elements of the tridiagonal matrix A.
  53. *> \endverbatim
  54. *>
  55. *> \param[in] DF
  56. *> \verbatim
  57. *> DF is REAL array, dimension (N)
  58. *> The n diagonal elements of the factor L from the L*D*L'
  59. *> factorization of A.
  60. *> \endverbatim
  61. *>
  62. *> \param[in] EF
  63. *> \verbatim
  64. *> EF is COMPLEX array, dimension (N-1)
  65. *> The (n-1) subdiagonal elements of the factor L from the
  66. *> L*D*L' factorization of A.
  67. *> \endverbatim
  68. *>
  69. *> \param[out] WORK
  70. *> \verbatim
  71. *> WORK is COMPLEX array, dimension (2*N)
  72. *> \endverbatim
  73. *>
  74. *> \param[out] RESID
  75. *> \verbatim
  76. *> RESID is REAL
  77. *> norm(L*D*L' - A) / (n * norm(A) * EPS)
  78. *> \endverbatim
  79. *
  80. * Authors:
  81. * ========
  82. *
  83. *> \author Univ. of Tennessee
  84. *> \author Univ. of California Berkeley
  85. *> \author Univ. of Colorado Denver
  86. *> \author NAG Ltd.
  87. *
  88. *> \ingroup complex_lin
  89. *
  90. * =====================================================================
  91. SUBROUTINE CPTT01( N, D, E, DF, EF, WORK, RESID )
  92. *
  93. * -- LAPACK test routine --
  94. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  95. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  96. *
  97. * .. Scalar Arguments ..
  98. INTEGER N
  99. REAL RESID
  100. * ..
  101. * .. Array Arguments ..
  102. REAL D( * ), DF( * )
  103. COMPLEX E( * ), EF( * ), WORK( * )
  104. * ..
  105. *
  106. * =====================================================================
  107. *
  108. * .. Parameters ..
  109. REAL ONE, ZERO
  110. PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 )
  111. * ..
  112. * .. Local Scalars ..
  113. INTEGER I
  114. REAL ANORM, EPS
  115. COMPLEX DE
  116. * ..
  117. * .. External Functions ..
  118. REAL SLAMCH
  119. EXTERNAL SLAMCH
  120. * ..
  121. * .. Intrinsic Functions ..
  122. INTRINSIC ABS, CONJG, MAX, REAL
  123. * ..
  124. * .. Executable Statements ..
  125. *
  126. * Quick return if possible
  127. *
  128. IF( N.LE.0 ) THEN
  129. RESID = ZERO
  130. RETURN
  131. END IF
  132. *
  133. EPS = SLAMCH( 'Epsilon' )
  134. *
  135. * Construct the difference L*D*L' - A.
  136. *
  137. WORK( 1 ) = DF( 1 ) - D( 1 )
  138. DO 10 I = 1, N - 1
  139. DE = DF( I )*EF( I )
  140. WORK( N+I ) = DE - E( I )
  141. WORK( 1+I ) = DE*CONJG( EF( I ) ) + DF( I+1 ) - D( I+1 )
  142. 10 CONTINUE
  143. *
  144. * Compute the 1-norms of the tridiagonal matrices A and WORK.
  145. *
  146. IF( N.EQ.1 ) THEN
  147. ANORM = D( 1 )
  148. RESID = ABS( WORK( 1 ) )
  149. ELSE
  150. ANORM = MAX( D( 1 )+ABS( E( 1 ) ), D( N )+ABS( E( N-1 ) ) )
  151. RESID = MAX( ABS( WORK( 1 ) )+ABS( WORK( N+1 ) ),
  152. $ ABS( WORK( N ) )+ABS( WORK( 2*N-1 ) ) )
  153. DO 20 I = 2, N - 1
  154. ANORM = MAX( ANORM, D( I )+ABS( E( I ) )+ABS( E( I-1 ) ) )
  155. RESID = MAX( RESID, ABS( WORK( I ) )+ABS( WORK( N+I-1 ) )+
  156. $ ABS( WORK( N+I ) ) )
  157. 20 CONTINUE
  158. END IF
  159. *
  160. * Compute norm(L*D*L' - A) / (n * norm(A) * EPS)
  161. *
  162. IF( ANORM.LE.ZERO ) THEN
  163. IF( RESID.NE.ZERO )
  164. $ RESID = ONE / EPS
  165. ELSE
  166. RESID = ( ( RESID / REAL( N ) ) / ANORM ) / EPS
  167. END IF
  168. *
  169. RETURN
  170. *
  171. * End of CPTT01
  172. *
  173. END