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spot02.f 5.3 kB

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  1. *> \brief \b SPOT02
  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 SPOT02( UPLO, N, NRHS, A, LDA, X, LDX, B, LDB, RWORK,
  12. * RESID )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER UPLO
  16. * INTEGER LDA, LDB, LDX, N, NRHS
  17. * REAL RESID
  18. * ..
  19. * .. Array Arguments ..
  20. * REAL A( LDA, * ), B( LDB, * ), RWORK( * ),
  21. * $ X( LDX, * )
  22. * ..
  23. *
  24. *
  25. *> \par Purpose:
  26. * =============
  27. *>
  28. *> \verbatim
  29. *>
  30. *> SPOT02 computes the residual for the solution of a symmetric system
  31. *> of linear equations A*x = b:
  32. *>
  33. *> RESID = norm(B - A*X) / ( norm(A) * norm(X) * EPS ),
  34. *>
  35. *> where 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] NRHS
  57. *> \verbatim
  58. *> NRHS is INTEGER
  59. *> The number of columns of B, the matrix of right hand sides.
  60. *> NRHS >= 0.
  61. *> \endverbatim
  62. *>
  63. *> \param[in] A
  64. *> \verbatim
  65. *> A is REAL array, dimension (LDA,N)
  66. *> The original symmetric matrix A.
  67. *> \endverbatim
  68. *>
  69. *> \param[in] LDA
  70. *> \verbatim
  71. *> LDA is INTEGER
  72. *> The leading dimension of the array A. LDA >= max(1,N)
  73. *> \endverbatim
  74. *>
  75. *> \param[in] X
  76. *> \verbatim
  77. *> X is REAL array, dimension (LDX,NRHS)
  78. *> The computed solution vectors for the system of linear
  79. *> equations.
  80. *> \endverbatim
  81. *>
  82. *> \param[in] LDX
  83. *> \verbatim
  84. *> LDX is INTEGER
  85. *> The leading dimension of the array X. LDX >= max(1,N).
  86. *> \endverbatim
  87. *>
  88. *> \param[in,out] B
  89. *> \verbatim
  90. *> B is REAL array, dimension (LDB,NRHS)
  91. *> On entry, the right hand side vectors for the system of
  92. *> linear equations.
  93. *> On exit, B is overwritten with the difference B - A*X.
  94. *> \endverbatim
  95. *>
  96. *> \param[in] LDB
  97. *> \verbatim
  98. *> LDB is INTEGER
  99. *> The leading dimension of the array B. LDB >= max(1,N).
  100. *> \endverbatim
  101. *>
  102. *> \param[out] RWORK
  103. *> \verbatim
  104. *> RWORK is REAL array, dimension (N)
  105. *> \endverbatim
  106. *>
  107. *> \param[out] RESID
  108. *> \verbatim
  109. *> RESID is REAL
  110. *> The maximum over the number of right hand sides of
  111. *> norm(B - A*X) / ( norm(A) * norm(X) * EPS ).
  112. *> \endverbatim
  113. *
  114. * Authors:
  115. * ========
  116. *
  117. *> \author Univ. of Tennessee
  118. *> \author Univ. of California Berkeley
  119. *> \author Univ. of Colorado Denver
  120. *> \author NAG Ltd.
  121. *
  122. *> \date December 2016
  123. *
  124. *> \ingroup single_lin
  125. *
  126. * =====================================================================
  127. SUBROUTINE SPOT02( UPLO, N, NRHS, A, LDA, X, LDX, B, LDB, RWORK,
  128. $ RESID )
  129. *
  130. * -- LAPACK test routine (version 3.7.0) --
  131. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  132. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  133. * December 2016
  134. *
  135. * .. Scalar Arguments ..
  136. CHARACTER UPLO
  137. INTEGER LDA, LDB, LDX, N, NRHS
  138. REAL RESID
  139. * ..
  140. * .. Array Arguments ..
  141. REAL A( LDA, * ), B( LDB, * ), RWORK( * ),
  142. $ X( LDX, * )
  143. * ..
  144. *
  145. * =====================================================================
  146. *
  147. * .. Parameters ..
  148. REAL ZERO, ONE
  149. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  150. * ..
  151. * .. Local Scalars ..
  152. INTEGER J
  153. REAL ANORM, BNORM, EPS, XNORM
  154. * ..
  155. * .. External Functions ..
  156. REAL SASUM, SLAMCH, SLANSY
  157. EXTERNAL SASUM, SLAMCH, SLANSY
  158. * ..
  159. * .. External Subroutines ..
  160. EXTERNAL SSYMM
  161. * ..
  162. * .. Intrinsic Functions ..
  163. INTRINSIC MAX
  164. * ..
  165. * .. Executable Statements ..
  166. *
  167. * Quick exit if N = 0 or NRHS = 0.
  168. *
  169. IF( N.LE.0 .OR. NRHS.LE.0 ) THEN
  170. RESID = ZERO
  171. RETURN
  172. END IF
  173. *
  174. * Exit with RESID = 1/EPS if ANORM = 0.
  175. *
  176. EPS = SLAMCH( 'Epsilon' )
  177. ANORM = SLANSY( '1', UPLO, N, A, LDA, RWORK )
  178. IF( ANORM.LE.ZERO ) THEN
  179. RESID = ONE / EPS
  180. RETURN
  181. END IF
  182. *
  183. * Compute B - A*X
  184. *
  185. CALL SSYMM( 'Left', UPLO, N, NRHS, -ONE, A, LDA, X, LDX, ONE, B,
  186. $ LDB )
  187. *
  188. * Compute the maximum over the number of right hand sides of
  189. * norm( B - A*X ) / ( norm(A) * norm(X) * EPS ) .
  190. *
  191. RESID = ZERO
  192. DO 10 J = 1, NRHS
  193. BNORM = SASUM( N, B( 1, J ), 1 )
  194. XNORM = SASUM( N, X( 1, J ), 1 )
  195. IF( XNORM.LE.ZERO ) THEN
  196. RESID = ONE / EPS
  197. ELSE
  198. RESID = MAX( RESID, ( ( BNORM / ANORM ) / XNORM ) / EPS )
  199. END IF
  200. 10 CONTINUE
  201. *
  202. RETURN
  203. *
  204. * End of SPOT02
  205. *
  206. END