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ssyt01_3.f 7.0 kB

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  1. *> \brief \b SSYT01_3
  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 SSYT01_3( UPLO, N, A, LDA, AFAC, LDAFAC, E, IPIV, C,
  12. * LDC, RWORK, RESID )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER UPLO
  16. * INTEGER LDA, LDAFAC, LDC, N
  17. * DOUBLE PRECISION RESID
  18. * ..
  19. * .. Array Arguments ..
  20. * INTEGER IPIV( * )
  21. * DOUBLE PRECISION A( LDA, * ), AFAC( LDAFAC, * ), C( LDC, * ),
  22. * $ E( * ), RWORK( * )
  23. * ..
  24. *
  25. *
  26. *> \par Purpose:
  27. * =============
  28. *>
  29. *> \verbatim
  30. *>
  31. *> SSYT01_3 reconstructs a symmetric indefinite matrix A from its
  32. *> block L*D*L' or U*D*U' factorization computed by SSYTRF_RK
  33. *> (or SSYTRF_BK) and computes the residual
  34. *> norm( C - A ) / ( N * norm(A) * EPS ),
  35. *> where C is the reconstructed matrix and EPS is the machine epsilon.
  36. *> \endverbatim
  37. *
  38. * Arguments:
  39. * ==========
  40. *
  41. *> \param[in] UPLO
  42. *> \verbatim
  43. *> UPLO is CHARACTER*1
  44. *> Specifies whether the upper or lower triangular part of the
  45. *> symmetric matrix A is stored:
  46. *> = 'U': Upper triangular
  47. *> = 'L': Lower triangular
  48. *> \endverbatim
  49. *>
  50. *> \param[in] N
  51. *> \verbatim
  52. *> N is INTEGER
  53. *> The number of rows and columns of the matrix A. N >= 0.
  54. *> \endverbatim
  55. *>
  56. *> \param[in] A
  57. *> \verbatim
  58. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  59. *> The original symmetric matrix A.
  60. *> \endverbatim
  61. *>
  62. *> \param[in] LDA
  63. *> \verbatim
  64. *> LDA is INTEGER
  65. *> The leading dimension of the array A. LDA >= max(1,N)
  66. *> \endverbatim
  67. *>
  68. *> \param[in] AFAC
  69. *> \verbatim
  70. *> AFAC is DOUBLE PRECISION array, dimension (LDAFAC,N)
  71. *> Diagonal of the block diagonal matrix D and factors U or L
  72. *> as computed by SSYTRF_RK and SSYTRF_BK:
  73. *> a) ONLY diagonal elements of the symmetric block diagonal
  74. *> matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
  75. *> (superdiagonal (or subdiagonal) elements of D
  76. *> should be provided on entry in array E), and
  77. *> b) If UPLO = 'U': factor U in the superdiagonal part of A.
  78. *> If UPLO = 'L': factor L in the subdiagonal part of A.
  79. *> \endverbatim
  80. *>
  81. *> \param[in] LDAFAC
  82. *> \verbatim
  83. *> LDAFAC is INTEGER
  84. *> The leading dimension of the array AFAC.
  85. *> LDAFAC >= max(1,N).
  86. *> \endverbatim
  87. *>
  88. *> \param[in] E
  89. *> \verbatim
  90. *> E is DOUBLE PRECISION array, dimension (N)
  91. *> On entry, contains the superdiagonal (or subdiagonal)
  92. *> elements of the symmetric block diagonal matrix D
  93. *> with 1-by-1 or 2-by-2 diagonal blocks, where
  94. *> If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not referenced;
  95. *> If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced.
  96. *> \endverbatim
  97. *>
  98. *> \param[in] IPIV
  99. *> \verbatim
  100. *> IPIV is INTEGER array, dimension (N)
  101. *> The pivot indices from SSYTRF_RK (or SSYTRF_BK).
  102. *> \endverbatim
  103. *>
  104. *> \param[out] C
  105. *> \verbatim
  106. *> C is DOUBLE PRECISION array, dimension (LDC,N)
  107. *> \endverbatim
  108. *>
  109. *> \param[in] LDC
  110. *> \verbatim
  111. *> LDC is INTEGER
  112. *> The leading dimension of the array C. LDC >= max(1,N).
  113. *> \endverbatim
  114. *>
  115. *> \param[out] RWORK
  116. *> \verbatim
  117. *> RWORK is DOUBLE PRECISION array, dimension (N)
  118. *> \endverbatim
  119. *>
  120. *> \param[out] RESID
  121. *> \verbatim
  122. *> RESID is DOUBLE PRECISION
  123. *> If UPLO = 'L', norm(L*D*L' - A) / ( N * norm(A) * EPS )
  124. *> If UPLO = 'U', norm(U*D*U' - A) / ( N * norm(A) * EPS )
  125. *> \endverbatim
  126. *
  127. * Authors:
  128. * ========
  129. *
  130. *> \author Univ. of Tennessee
  131. *> \author Univ. of California Berkeley
  132. *> \author Univ. of Colorado Denver
  133. *> \author NAG Ltd.
  134. *
  135. *> \ingroup single_lin
  136. *
  137. * =====================================================================
  138. SUBROUTINE SSYT01_3( UPLO, N, A, LDA, AFAC, LDAFAC, E, IPIV, C,
  139. $ LDC, RWORK, RESID )
  140. *
  141. * -- LAPACK test routine --
  142. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  143. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  144. *
  145. * .. Scalar Arguments ..
  146. CHARACTER UPLO
  147. INTEGER LDA, LDAFAC, LDC, N
  148. REAL RESID
  149. * ..
  150. * .. Array Arguments ..
  151. INTEGER IPIV( * )
  152. REAL A( LDA, * ), AFAC( LDAFAC, * ), C( LDC, * ),
  153. $ E( * ), RWORK( * )
  154. * ..
  155. *
  156. * =====================================================================
  157. *
  158. * .. Parameters ..
  159. REAL ZERO, ONE
  160. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  161. * ..
  162. * .. Local Scalars ..
  163. INTEGER I, INFO, J
  164. REAL ANORM, EPS
  165. * ..
  166. * .. External Functions ..
  167. LOGICAL LSAME
  168. REAL SLAMCH, SLANSY
  169. EXTERNAL LSAME, SLAMCH, SLANSY
  170. * ..
  171. * .. External Subroutines ..
  172. EXTERNAL SLASET, SLAVSY_ROOK, SSYCONVF_ROOK
  173. * ..
  174. * .. Intrinsic Functions ..
  175. INTRINSIC REAL
  176. * ..
  177. * .. Executable Statements ..
  178. *
  179. * Quick exit if N = 0.
  180. *
  181. IF( N.LE.0 ) THEN
  182. RESID = ZERO
  183. RETURN
  184. END IF
  185. *
  186. * a) Revert to multipliers of L
  187. *
  188. CALL SSYCONVF_ROOK( UPLO, 'R', N, AFAC, LDAFAC, E, IPIV, INFO )
  189. *
  190. * 1) Determine EPS and the norm of A.
  191. *
  192. EPS = SLAMCH( 'Epsilon' )
  193. ANORM = SLANSY( '1', UPLO, N, A, LDA, RWORK )
  194. *
  195. * 2) Initialize C to the identity matrix.
  196. *
  197. CALL SLASET( 'Full', N, N, ZERO, ONE, C, LDC )
  198. *
  199. * 3) Call SLAVSY_ROOK to form the product D * U' (or D * L' ).
  200. *
  201. CALL SLAVSY_ROOK( UPLO, 'Transpose', 'Non-unit', N, N, AFAC,
  202. $ LDAFAC, IPIV, C, LDC, INFO )
  203. *
  204. * 4) Call SLAVSY_ROOK again to multiply by U (or L ).
  205. *
  206. CALL SLAVSY_ROOK( UPLO, 'No transpose', 'Unit', N, N, AFAC,
  207. $ LDAFAC, IPIV, C, LDC, INFO )
  208. *
  209. * 5) Compute the difference C - A.
  210. *
  211. IF( LSAME( UPLO, 'U' ) ) THEN
  212. DO J = 1, N
  213. DO I = 1, J
  214. C( I, J ) = C( I, J ) - A( I, J )
  215. END DO
  216. END DO
  217. ELSE
  218. DO J = 1, N
  219. DO I = J, N
  220. C( I, J ) = C( I, J ) - A( I, J )
  221. END DO
  222. END DO
  223. END IF
  224. *
  225. * 6) Compute norm( C - A ) / ( N * norm(A) * EPS )
  226. *
  227. RESID = SLANSY( '1', UPLO, N, C, LDC, RWORK )
  228. *
  229. IF( ANORM.LE.ZERO ) THEN
  230. IF( RESID.NE.ZERO )
  231. $ RESID = ONE / EPS
  232. ELSE
  233. RESID = ( ( RESID / REAL( N ) ) / ANORM ) / EPS
  234. END IF
  235. *
  236. * b) Convert to factor of L (or U)
  237. *
  238. CALL SSYCONVF_ROOK( UPLO, 'C', N, AFAC, LDAFAC, E, IPIV, INFO )
  239. *
  240. RETURN
  241. *
  242. * End of SSYT01_3
  243. *
  244. END