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strt02.f 6.7 kB

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  1. *> \brief \b STRT02
  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 STRT02( UPLO, TRANS, DIAG, N, NRHS, A, LDA, X, LDX, B,
  12. * LDB, WORK, RESID )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER DIAG, TRANS, UPLO
  16. * INTEGER LDA, LDB, LDX, N, NRHS
  17. * REAL RESID
  18. * ..
  19. * .. Array Arguments ..
  20. * REAL A( LDA, * ), B( LDB, * ), WORK( * ),
  21. * $ X( LDX, * )
  22. * ..
  23. *
  24. *
  25. *> \par Purpose:
  26. * =============
  27. *>
  28. *> \verbatim
  29. *>
  30. *> STRT02 computes the residual for the computed solution to a
  31. *> triangular system of linear equations A*x = b or A'*x = b.
  32. *> Here A is a triangular matrix, A' is the transpose of A, and x and b
  33. *> are N by NRHS matrices. The test ratio is the maximum over the
  34. *> number of right hand sides of
  35. *> norm(b - op(A)*x) / ( norm(op(A)) * norm(x) * EPS ),
  36. *> where op(A) denotes A or A' and EPS is the machine epsilon.
  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'*x = b (Transpose)
  56. *> = 'C': A'*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] A
  81. *> \verbatim
  82. *> A is REAL array, dimension (LDA,N)
  83. *> The triangular matrix A. If UPLO = 'U', the leading n by n
  84. *> upper triangular part of the array A contains the upper
  85. *> triangular matrix, and the strictly lower triangular part of
  86. *> A is not referenced. If UPLO = 'L', the leading n by n lower
  87. *> triangular part of the array A contains the lower triangular
  88. *> matrix, and the strictly upper triangular part of A is not
  89. *> referenced. If DIAG = 'U', the diagonal elements of A are
  90. *> also not referenced and are assumed to be 1.
  91. *> \endverbatim
  92. *>
  93. *> \param[in] LDA
  94. *> \verbatim
  95. *> LDA is INTEGER
  96. *> The leading dimension of the array A. LDA >= max(1,N).
  97. *> \endverbatim
  98. *>
  99. *> \param[in] X
  100. *> \verbatim
  101. *> X is REAL array, dimension (LDX,NRHS)
  102. *> The computed solution vectors for the system of linear
  103. *> equations.
  104. *> \endverbatim
  105. *>
  106. *> \param[in] LDX
  107. *> \verbatim
  108. *> LDX is INTEGER
  109. *> The leading dimension of the array X. LDX >= max(1,N).
  110. *> \endverbatim
  111. *>
  112. *> \param[in] B
  113. *> \verbatim
  114. *> B is REAL array, dimension (LDB,NRHS)
  115. *> The right hand side vectors for the system of linear
  116. *> equations.
  117. *> \endverbatim
  118. *>
  119. *> \param[in] LDB
  120. *> \verbatim
  121. *> LDB is INTEGER
  122. *> The leading dimension of the array B. LDB >= max(1,N).
  123. *> \endverbatim
  124. *>
  125. *> \param[out] WORK
  126. *> \verbatim
  127. *> WORK is REAL array, dimension (N)
  128. *> \endverbatim
  129. *>
  130. *> \param[out] RESID
  131. *> \verbatim
  132. *> RESID is REAL
  133. *> The maximum over the number of right hand sides of
  134. *> norm(op(A)*x - b) / ( norm(op(A)) * norm(x) * EPS ).
  135. *> \endverbatim
  136. *
  137. * Authors:
  138. * ========
  139. *
  140. *> \author Univ. of Tennessee
  141. *> \author Univ. of California Berkeley
  142. *> \author Univ. of Colorado Denver
  143. *> \author NAG Ltd.
  144. *
  145. *> \date December 2016
  146. *
  147. *> \ingroup single_lin
  148. *
  149. * =====================================================================
  150. SUBROUTINE STRT02( UPLO, TRANS, DIAG, N, NRHS, A, LDA, X, LDX, B,
  151. $ LDB, WORK, RESID )
  152. *
  153. * -- LAPACK test routine (version 3.7.0) --
  154. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  155. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  156. * December 2016
  157. *
  158. * .. Scalar Arguments ..
  159. CHARACTER DIAG, TRANS, UPLO
  160. INTEGER LDA, LDB, LDX, N, NRHS
  161. REAL RESID
  162. * ..
  163. * .. Array Arguments ..
  164. REAL A( LDA, * ), B( LDB, * ), WORK( * ),
  165. $ X( LDX, * )
  166. * ..
  167. *
  168. * =====================================================================
  169. *
  170. * .. Parameters ..
  171. REAL ZERO, ONE
  172. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  173. * ..
  174. * .. Local Scalars ..
  175. INTEGER J
  176. REAL ANORM, BNORM, EPS, XNORM
  177. * ..
  178. * .. External Functions ..
  179. LOGICAL LSAME
  180. REAL SASUM, SLAMCH, SLANTR
  181. EXTERNAL LSAME, SASUM, SLAMCH, SLANTR
  182. * ..
  183. * .. External Subroutines ..
  184. EXTERNAL SAXPY, SCOPY, STRMV
  185. * ..
  186. * .. Intrinsic Functions ..
  187. INTRINSIC MAX
  188. * ..
  189. * .. Executable Statements ..
  190. *
  191. * Quick exit if N = 0 or NRHS = 0
  192. *
  193. IF( N.LE.0 .OR. NRHS.LE.0 ) THEN
  194. RESID = ZERO
  195. RETURN
  196. END IF
  197. *
  198. * Compute the 1-norm of A or A'.
  199. *
  200. IF( LSAME( TRANS, 'N' ) ) THEN
  201. ANORM = SLANTR( '1', UPLO, DIAG, N, N, A, LDA, WORK )
  202. ELSE
  203. ANORM = SLANTR( 'I', UPLO, DIAG, N, N, A, LDA, WORK )
  204. END IF
  205. *
  206. * Exit with RESID = 1/EPS if ANORM = 0.
  207. *
  208. EPS = SLAMCH( 'Epsilon' )
  209. IF( ANORM.LE.ZERO ) THEN
  210. RESID = ONE / EPS
  211. RETURN
  212. END IF
  213. *
  214. * Compute the maximum over the number of right hand sides of
  215. * norm(op(A)*x - b) / ( norm(op(A)) * norm(x) * EPS )
  216. *
  217. RESID = ZERO
  218. DO 10 J = 1, NRHS
  219. CALL SCOPY( N, X( 1, J ), 1, WORK, 1 )
  220. CALL STRMV( UPLO, TRANS, DIAG, N, A, LDA, WORK, 1 )
  221. CALL SAXPY( N, -ONE, B( 1, J ), 1, WORK, 1 )
  222. BNORM = SASUM( N, WORK, 1 )
  223. XNORM = SASUM( N, X( 1, J ), 1 )
  224. IF( XNORM.LE.ZERO ) THEN
  225. RESID = ONE / EPS
  226. ELSE
  227. RESID = MAX( RESID, ( ( BNORM / ANORM ) / XNORM ) / EPS )
  228. END IF
  229. 10 CONTINUE
  230. *
  231. RETURN
  232. *
  233. * End of STRT02
  234. *
  235. END