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dtpt02.f 6.3 kB

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  1. *> \brief \b DTPT02
  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 DTPT02( UPLO, TRANS, DIAG, N, NRHS, AP, X, LDX, B, LDB,
  12. * WORK, RESID )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER DIAG, TRANS, UPLO
  16. * INTEGER LDB, LDX, N, NRHS
  17. * DOUBLE PRECISION RESID
  18. * ..
  19. * .. Array Arguments ..
  20. * DOUBLE PRECISION AP( * ), B( LDB, * ), WORK( * ), X( LDX, * )
  21. * ..
  22. *
  23. *
  24. *> \par Purpose:
  25. * =============
  26. *>
  27. *> \verbatim
  28. *>
  29. *> DTPT02 computes the residual for the computed solution to a
  30. *> triangular system of linear equations op(A)*X = B, when the
  31. *> triangular matrix A is stored in packed format. The test ratio is
  32. *> the maximum over
  33. *> norm(b - op(A)*x) / ( ||op(A)||_1 * norm(x) * EPS ),
  34. *> where op(A) = A or A**T, b is the column of B, x is the solution
  35. *> vector, and EPS is the machine epsilon.
  36. *> The norm used is the 1-norm.
  37. *> \endverbatim
  38. *
  39. * Arguments:
  40. * ==========
  41. *
  42. *> \param[in] UPLO
  43. *> \verbatim
  44. *> UPLO is CHARACTER*1
  45. *> Specifies whether the matrix A is upper or lower triangular.
  46. *> = 'U': Upper triangular
  47. *> = 'L': Lower triangular
  48. *> \endverbatim
  49. *>
  50. *> \param[in] TRANS
  51. *> \verbatim
  52. *> TRANS is CHARACTER*1
  53. *> Specifies the operation applied to A.
  54. *> = 'N': A * X = B (No transpose)
  55. *> = 'T': A**T * X = B (Transpose)
  56. *> = 'C': A**H * X = B (Conjugate transpose = Transpose)
  57. *> \endverbatim
  58. *>
  59. *> \param[in] DIAG
  60. *> \verbatim
  61. *> DIAG is CHARACTER*1
  62. *> Specifies whether or not the matrix A is unit triangular.
  63. *> = 'N': Non-unit triangular
  64. *> = 'U': Unit triangular
  65. *> \endverbatim
  66. *>
  67. *> \param[in] N
  68. *> \verbatim
  69. *> N is INTEGER
  70. *> The order of the matrix A. N >= 0.
  71. *> \endverbatim
  72. *>
  73. *> \param[in] NRHS
  74. *> \verbatim
  75. *> NRHS is INTEGER
  76. *> The number of right hand sides, i.e., the number of columns
  77. *> of the matrices X and B. NRHS >= 0.
  78. *> \endverbatim
  79. *>
  80. *> \param[in] AP
  81. *> \verbatim
  82. *> AP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
  83. *> The upper or lower triangular matrix A, packed columnwise in
  84. *> a linear array. The j-th column of A is stored in the array
  85. *> AP as follows:
  86. *> if UPLO = 'U', AP((j-1)*j/2 + i) = A(i,j) for 1<=i<=j;
  87. *> if UPLO = 'L',
  88. *> AP((j-1)*(n-j) + j*(j+1)/2 + i-j) = A(i,j) for j<=i<=n.
  89. *> \endverbatim
  90. *>
  91. *> \param[in] X
  92. *> \verbatim
  93. *> X is DOUBLE PRECISION array, dimension (LDX,NRHS)
  94. *> The computed solution vectors for the system of linear
  95. *> equations.
  96. *> \endverbatim
  97. *>
  98. *> \param[in] LDX
  99. *> \verbatim
  100. *> LDX is INTEGER
  101. *> The leading dimension of the array X. LDX >= max(1,N).
  102. *> \endverbatim
  103. *>
  104. *> \param[in] B
  105. *> \verbatim
  106. *> B is DOUBLE PRECISION array, dimension (LDB,NRHS)
  107. *> The right hand side vectors for the system of linear
  108. *> equations.
  109. *> \endverbatim
  110. *>
  111. *> \param[in] LDB
  112. *> \verbatim
  113. *> LDB is INTEGER
  114. *> The leading dimension of the array B. LDB >= max(1,N).
  115. *> \endverbatim
  116. *>
  117. *> \param[out] WORK
  118. *> \verbatim
  119. *> WORK is DOUBLE PRECISION array, dimension (N)
  120. *> \endverbatim
  121. *>
  122. *> \param[out] RESID
  123. *> \verbatim
  124. *> RESID is DOUBLE PRECISION
  125. *> The maximum over the number of right hand sides of
  126. *> norm(op(A)*X - B) / ( norm(op(A)) * norm(X) * EPS ).
  127. *> \endverbatim
  128. *
  129. * Authors:
  130. * ========
  131. *
  132. *> \author Univ. of Tennessee
  133. *> \author Univ. of California Berkeley
  134. *> \author Univ. of Colorado Denver
  135. *> \author NAG Ltd.
  136. *
  137. *> \ingroup double_lin
  138. *
  139. * =====================================================================
  140. SUBROUTINE DTPT02( UPLO, TRANS, DIAG, N, NRHS, AP, X, LDX, B, LDB,
  141. $ WORK, RESID )
  142. *
  143. * -- LAPACK test routine --
  144. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  145. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  146. *
  147. * .. Scalar Arguments ..
  148. CHARACTER DIAG, TRANS, UPLO
  149. INTEGER LDB, LDX, N, NRHS
  150. DOUBLE PRECISION RESID
  151. * ..
  152. * .. Array Arguments ..
  153. DOUBLE PRECISION AP( * ), B( LDB, * ), WORK( * ), X( LDX, * )
  154. * ..
  155. *
  156. * =====================================================================
  157. *
  158. * .. Parameters ..
  159. DOUBLE PRECISION ZERO, ONE
  160. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  161. * ..
  162. * .. Local Scalars ..
  163. INTEGER J
  164. DOUBLE PRECISION ANORM, BNORM, EPS, XNORM
  165. * ..
  166. * .. External Functions ..
  167. LOGICAL LSAME
  168. DOUBLE PRECISION DASUM, DLAMCH, DLANTP
  169. EXTERNAL LSAME, DASUM, DLAMCH, DLANTP
  170. * ..
  171. * .. External Subroutines ..
  172. EXTERNAL DAXPY, DCOPY, DTPMV
  173. * ..
  174. * .. Intrinsic Functions ..
  175. INTRINSIC MAX
  176. * ..
  177. * .. Executable Statements ..
  178. *
  179. * Quick exit if N = 0 or NRHS = 0
  180. *
  181. IF( N.LE.0 .OR. NRHS.LE.0 ) THEN
  182. RESID = ZERO
  183. RETURN
  184. END IF
  185. *
  186. * Compute the 1-norm of op(A).
  187. *
  188. IF( LSAME( TRANS, 'N' ) ) THEN
  189. ANORM = DLANTP( '1', UPLO, DIAG, N, AP, WORK )
  190. ELSE
  191. ANORM = DLANTP( 'I', UPLO, DIAG, N, AP, WORK )
  192. END IF
  193. *
  194. * Exit with RESID = 1/EPS if ANORM = 0.
  195. *
  196. EPS = DLAMCH( 'Epsilon' )
  197. IF( ANORM.LE.ZERO ) THEN
  198. RESID = ONE / EPS
  199. RETURN
  200. END IF
  201. *
  202. * Compute the maximum over the number of right hand sides of
  203. * norm(op(A)*X - B) / ( norm(op(A)) * norm(X) * EPS ).
  204. *
  205. RESID = ZERO
  206. DO 10 J = 1, NRHS
  207. CALL DCOPY( N, X( 1, J ), 1, WORK, 1 )
  208. CALL DTPMV( UPLO, TRANS, DIAG, N, AP, WORK, 1 )
  209. CALL DAXPY( N, -ONE, B( 1, J ), 1, WORK, 1 )
  210. BNORM = DASUM( N, WORK, 1 )
  211. XNORM = DASUM( N, X( 1, J ), 1 )
  212. IF( XNORM.LE.ZERO ) THEN
  213. RESID = ONE / EPS
  214. ELSE
  215. RESID = MAX( RESID, ( ( BNORM / ANORM ) / XNORM ) / EPS )
  216. END IF
  217. 10 CONTINUE
  218. *
  219. RETURN
  220. *
  221. * End of DTPT02
  222. *
  223. END