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ctbt02.f 7.1 kB

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  1. *> \brief \b CTBT02
  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 CTBT02( UPLO, TRANS, DIAG, N, KD, NRHS, AB, LDAB, X,
  12. * LDX, B, LDB, WORK, RWORK, RESID )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER DIAG, TRANS, UPLO
  16. * INTEGER KD, LDAB, LDB, LDX, N, NRHS
  17. * REAL RESID
  18. * ..
  19. * .. Array Arguments ..
  20. * REAL RWORK( * )
  21. * COMPLEX AB( LDAB, * ), B( LDB, * ), WORK( * ),
  22. * $ X( LDX, * )
  23. * ..
  24. *
  25. *
  26. *> \par Purpose:
  27. * =============
  28. *>
  29. *> \verbatim
  30. *>
  31. *> CTBT02 computes the residual for the computed solution to a
  32. *> triangular system of linear equations A*x = b, A**T *x = b, or
  33. *> A**H *x = b when A is a triangular band matrix. Here A**T denotes
  34. *> the transpose of A, A**H denotes the conjugate transpose of A, and
  35. *> x and b are N by NRHS matrices. The test ratio is the maximum over
  36. *> the number of right hand sides of
  37. *> norm(b - op(A)*x) / ( norm(op(A)) * norm(x) * EPS ),
  38. *> where op(A) denotes A, A**T, or A**H, and EPS is the machine epsilon.
  39. *> \endverbatim
  40. *
  41. * Arguments:
  42. * ==========
  43. *
  44. *> \param[in] UPLO
  45. *> \verbatim
  46. *> UPLO is CHARACTER*1
  47. *> Specifies whether the matrix A is upper or lower triangular.
  48. *> = 'U': Upper triangular
  49. *> = 'L': Lower triangular
  50. *> \endverbatim
  51. *>
  52. *> \param[in] TRANS
  53. *> \verbatim
  54. *> TRANS is CHARACTER*1
  55. *> Specifies the operation applied to A.
  56. *> = 'N': A *x = b (No transpose)
  57. *> = 'T': A**T *x = b (Transpose)
  58. *> = 'C': A**H *x = b (Conjugate transpose)
  59. *> \endverbatim
  60. *>
  61. *> \param[in] DIAG
  62. *> \verbatim
  63. *> DIAG is CHARACTER*1
  64. *> Specifies whether or not the matrix A is unit triangular.
  65. *> = 'N': Non-unit triangular
  66. *> = 'U': Unit triangular
  67. *> \endverbatim
  68. *>
  69. *> \param[in] N
  70. *> \verbatim
  71. *> N is INTEGER
  72. *> The order of the matrix A. N >= 0.
  73. *> \endverbatim
  74. *>
  75. *> \param[in] KD
  76. *> \verbatim
  77. *> KD is INTEGER
  78. *> The number of superdiagonals or subdiagonals of the
  79. *> triangular band matrix A. KD >= 0.
  80. *> \endverbatim
  81. *>
  82. *> \param[in] NRHS
  83. *> \verbatim
  84. *> NRHS is INTEGER
  85. *> The number of right hand sides, i.e., the number of columns
  86. *> of the matrices X and B. NRHS >= 0.
  87. *> \endverbatim
  88. *>
  89. *> \param[in] AB
  90. *> \verbatim
  91. *> AB is COMPLEX array, dimension (LDA,N)
  92. *> The upper or lower triangular band matrix A, stored in the
  93. *> first kd+1 rows of the array. The j-th column of A is stored
  94. *> in the j-th column of the array AB as follows:
  95. *> if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
  96. *> if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
  97. *> \endverbatim
  98. *>
  99. *> \param[in] LDAB
  100. *> \verbatim
  101. *> LDAB is INTEGER
  102. *> The leading dimension of the array AB. LDAB >= max(1,KD+1).
  103. *> \endverbatim
  104. *>
  105. *> \param[in] X
  106. *> \verbatim
  107. *> X is COMPLEX array, dimension (LDX,NRHS)
  108. *> The computed solution vectors for the system of linear
  109. *> equations.
  110. *> \endverbatim
  111. *>
  112. *> \param[in] LDX
  113. *> \verbatim
  114. *> LDX is INTEGER
  115. *> The leading dimension of the array X. LDX >= max(1,N).
  116. *> \endverbatim
  117. *>
  118. *> \param[in] B
  119. *> \verbatim
  120. *> B is COMPLEX array, dimension (LDB,NRHS)
  121. *> The right hand side vectors for the system of linear
  122. *> equations.
  123. *> \endverbatim
  124. *>
  125. *> \param[in] LDB
  126. *> \verbatim
  127. *> LDB is INTEGER
  128. *> The leading dimension of the array B. LDB >= max(1,N).
  129. *> \endverbatim
  130. *>
  131. *> \param[out] WORK
  132. *> \verbatim
  133. *> WORK is COMPLEX array, dimension (N)
  134. *> \endverbatim
  135. *>
  136. *> \param[out] RWORK
  137. *> \verbatim
  138. *> RWORK is REAL array, dimension (N)
  139. *> \endverbatim
  140. *>
  141. *> \param[out] RESID
  142. *> \verbatim
  143. *> RESID is REAL
  144. *> The maximum over the number of right hand sides of
  145. *> norm(op(A)*x - b) / ( norm(op(A)) * norm(x) * EPS ).
  146. *> \endverbatim
  147. *
  148. * Authors:
  149. * ========
  150. *
  151. *> \author Univ. of Tennessee
  152. *> \author Univ. of California Berkeley
  153. *> \author Univ. of Colorado Denver
  154. *> \author NAG Ltd.
  155. *
  156. *> \date November 2011
  157. *
  158. *> \ingroup complex_lin
  159. *
  160. * =====================================================================
  161. SUBROUTINE CTBT02( UPLO, TRANS, DIAG, N, KD, NRHS, AB, LDAB, X,
  162. $ LDX, B, LDB, WORK, RWORK, RESID )
  163. *
  164. * -- LAPACK test routine (version 3.4.0) --
  165. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  166. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  167. * November 2011
  168. *
  169. * .. Scalar Arguments ..
  170. CHARACTER DIAG, TRANS, UPLO
  171. INTEGER KD, LDAB, LDB, LDX, N, NRHS
  172. REAL RESID
  173. * ..
  174. * .. Array Arguments ..
  175. REAL RWORK( * )
  176. COMPLEX AB( LDAB, * ), B( LDB, * ), WORK( * ),
  177. $ X( LDX, * )
  178. * ..
  179. *
  180. * =====================================================================
  181. *
  182. * .. Parameters ..
  183. REAL ZERO, ONE
  184. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  185. * ..
  186. * .. Local Scalars ..
  187. INTEGER J
  188. REAL ANORM, BNORM, EPS, XNORM
  189. * ..
  190. * .. External Functions ..
  191. LOGICAL LSAME
  192. REAL CLANTB, SCASUM, SLAMCH
  193. EXTERNAL LSAME, CLANTB, SCASUM, SLAMCH
  194. * ..
  195. * .. External Subroutines ..
  196. EXTERNAL CAXPY, CCOPY, CTBMV
  197. * ..
  198. * .. Intrinsic Functions ..
  199. INTRINSIC CMPLX, MAX
  200. * ..
  201. * .. Executable Statements ..
  202. *
  203. * Quick exit if N = 0 or NRHS = 0
  204. *
  205. IF( N.LE.0 .OR. NRHS.LE.0 ) THEN
  206. RESID = ZERO
  207. RETURN
  208. END IF
  209. *
  210. * Compute the 1-norm of A or A'.
  211. *
  212. IF( LSAME( TRANS, 'N' ) ) THEN
  213. ANORM = CLANTB( '1', UPLO, DIAG, N, KD, AB, LDAB, RWORK )
  214. ELSE
  215. ANORM = CLANTB( 'I', UPLO, DIAG, N, KD, AB, LDAB, RWORK )
  216. END IF
  217. *
  218. * Exit with RESID = 1/EPS if ANORM = 0.
  219. *
  220. EPS = SLAMCH( 'Epsilon' )
  221. IF( ANORM.LE.ZERO ) THEN
  222. RESID = ONE / EPS
  223. RETURN
  224. END IF
  225. *
  226. * Compute the maximum over the number of right hand sides of
  227. * norm(op(A)*x - b) / ( norm(op(A)) * norm(x) * EPS ).
  228. *
  229. RESID = ZERO
  230. DO 10 J = 1, NRHS
  231. CALL CCOPY( N, X( 1, J ), 1, WORK, 1 )
  232. CALL CTBMV( UPLO, TRANS, DIAG, N, KD, AB, LDAB, WORK, 1 )
  233. CALL CAXPY( N, CMPLX( -ONE ), B( 1, J ), 1, WORK, 1 )
  234. BNORM = SCASUM( N, WORK, 1 )
  235. XNORM = SCASUM( N, X( 1, J ), 1 )
  236. IF( XNORM.LE.ZERO ) THEN
  237. RESID = ONE / EPS
  238. ELSE
  239. RESID = MAX( RESID, ( ( BNORM / ANORM ) / XNORM ) / EPS )
  240. END IF
  241. 10 CONTINUE
  242. *
  243. RETURN
  244. *
  245. * End of CTBT02
  246. *
  247. END