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cspt03.f 7.9 kB

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  1. *> \brief \b CSPT03
  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 CSPT03( UPLO, N, A, AINV, WORK, LDW, RWORK, RCOND,
  12. * RESID )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER UPLO
  16. * INTEGER LDW, N
  17. * REAL RCOND, RESID
  18. * ..
  19. * .. Array Arguments ..
  20. * REAL RWORK( * )
  21. * COMPLEX A( * ), AINV( * ), WORK( LDW, * )
  22. * ..
  23. *
  24. *
  25. *> \par Purpose:
  26. * =============
  27. *>
  28. *> \verbatim
  29. *>
  30. *> CSPT03 computes the residual for a complex symmetric packed matrix
  31. *> times its inverse:
  32. *> norm( I - A*AINV ) / ( N * norm(A) * norm(AINV) * EPS ),
  33. *> where EPS is the machine epsilon.
  34. *> \endverbatim
  35. *
  36. * Arguments:
  37. * ==========
  38. *
  39. *> \param[in] UPLO
  40. *> \verbatim
  41. *> UPLO is CHARACTER*1
  42. *> Specifies whether the upper or lower triangular part of the
  43. *> complex symmetric matrix A is stored:
  44. *> = 'U': Upper triangular
  45. *> = 'L': Lower triangular
  46. *> \endverbatim
  47. *>
  48. *> \param[in] N
  49. *> \verbatim
  50. *> N is INTEGER
  51. *> The number of rows and columns of the matrix A. N >= 0.
  52. *> \endverbatim
  53. *>
  54. *> \param[in] A
  55. *> \verbatim
  56. *> A is COMPLEX array, dimension (N*(N+1)/2)
  57. *> The original complex symmetric matrix A, stored as a packed
  58. *> triangular matrix.
  59. *> \endverbatim
  60. *>
  61. *> \param[in] AINV
  62. *> \verbatim
  63. *> AINV is COMPLEX array, dimension (N*(N+1)/2)
  64. *> The (symmetric) inverse of the matrix A, stored as a packed
  65. *> triangular matrix.
  66. *> \endverbatim
  67. *>
  68. *> \param[out] WORK
  69. *> \verbatim
  70. *> WORK is COMPLEX array, dimension (LDW,N)
  71. *> \endverbatim
  72. *>
  73. *> \param[in] LDW
  74. *> \verbatim
  75. *> LDW is INTEGER
  76. *> The leading dimension of the array WORK. LDW >= max(1,N).
  77. *> \endverbatim
  78. *>
  79. *> \param[out] RWORK
  80. *> \verbatim
  81. *> RWORK is REAL array, dimension (N)
  82. *> \endverbatim
  83. *>
  84. *> \param[out] RCOND
  85. *> \verbatim
  86. *> RCOND is REAL
  87. *> The reciprocal of the condition number of A, computed as
  88. *> ( 1/norm(A) ) / norm(AINV).
  89. *> \endverbatim
  90. *>
  91. *> \param[out] RESID
  92. *> \verbatim
  93. *> RESID is REAL
  94. *> norm(I - A*AINV) / ( N * norm(A) * norm(AINV) * EPS )
  95. *> \endverbatim
  96. *
  97. * Authors:
  98. * ========
  99. *
  100. *> \author Univ. of Tennessee
  101. *> \author Univ. of California Berkeley
  102. *> \author Univ. of Colorado Denver
  103. *> \author NAG Ltd.
  104. *
  105. *> \ingroup complex_lin
  106. *
  107. * =====================================================================
  108. SUBROUTINE CSPT03( UPLO, N, A, AINV, WORK, LDW, RWORK, RCOND,
  109. $ RESID )
  110. *
  111. * -- LAPACK test routine --
  112. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  113. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  114. *
  115. * .. Scalar Arguments ..
  116. CHARACTER UPLO
  117. INTEGER LDW, N
  118. REAL RCOND, RESID
  119. * ..
  120. * .. Array Arguments ..
  121. REAL RWORK( * )
  122. COMPLEX A( * ), AINV( * ), WORK( LDW, * )
  123. * ..
  124. *
  125. * =====================================================================
  126. *
  127. * .. Parameters ..
  128. REAL ZERO, ONE
  129. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  130. * ..
  131. * .. Local Scalars ..
  132. INTEGER I, ICOL, J, JCOL, K, KCOL, NALL
  133. REAL AINVNM, ANORM, EPS
  134. COMPLEX T
  135. * ..
  136. * .. External Functions ..
  137. LOGICAL LSAME
  138. REAL CLANGE, CLANSP, SLAMCH
  139. COMPLEX CDOTU
  140. EXTERNAL LSAME, CLANGE, CLANSP, SLAMCH, CDOTU
  141. * ..
  142. * .. Intrinsic Functions ..
  143. INTRINSIC REAL
  144. * ..
  145. * .. Executable Statements ..
  146. *
  147. * Quick exit if N = 0.
  148. *
  149. IF( N.LE.0 ) THEN
  150. RCOND = ONE
  151. RESID = ZERO
  152. RETURN
  153. END IF
  154. *
  155. * Exit with RESID = 1/EPS if ANORM = 0 or AINVNM = 0.
  156. *
  157. EPS = SLAMCH( 'Epsilon' )
  158. ANORM = CLANSP( '1', UPLO, N, A, RWORK )
  159. AINVNM = CLANSP( '1', UPLO, N, AINV, RWORK )
  160. IF( ANORM.LE.ZERO .OR. AINVNM.LE.ZERO ) THEN
  161. RCOND = ZERO
  162. RESID = ONE / EPS
  163. RETURN
  164. END IF
  165. RCOND = ( ONE/ANORM ) / AINVNM
  166. *
  167. * Case where both A and AINV are upper triangular:
  168. * Each element of - A * AINV is computed by taking the dot product
  169. * of a row of A with a column of AINV.
  170. *
  171. IF( LSAME( UPLO, 'U' ) ) THEN
  172. DO 70 I = 1, N
  173. ICOL = ( ( I-1 )*I ) / 2 + 1
  174. *
  175. * Code when J <= I
  176. *
  177. DO 30 J = 1, I
  178. JCOL = ( ( J-1 )*J ) / 2 + 1
  179. T = CDOTU( J, A( ICOL ), 1, AINV( JCOL ), 1 )
  180. JCOL = JCOL + 2*J - 1
  181. KCOL = ICOL - 1
  182. DO 10 K = J + 1, I
  183. T = T + A( KCOL+K )*AINV( JCOL )
  184. JCOL = JCOL + K
  185. 10 CONTINUE
  186. KCOL = KCOL + 2*I
  187. DO 20 K = I + 1, N
  188. T = T + A( KCOL )*AINV( JCOL )
  189. KCOL = KCOL + K
  190. JCOL = JCOL + K
  191. 20 CONTINUE
  192. WORK( I, J ) = -T
  193. 30 CONTINUE
  194. *
  195. * Code when J > I
  196. *
  197. DO 60 J = I + 1, N
  198. JCOL = ( ( J-1 )*J ) / 2 + 1
  199. T = CDOTU( I, A( ICOL ), 1, AINV( JCOL ), 1 )
  200. JCOL = JCOL - 1
  201. KCOL = ICOL + 2*I - 1
  202. DO 40 K = I + 1, J
  203. T = T + A( KCOL )*AINV( JCOL+K )
  204. KCOL = KCOL + K
  205. 40 CONTINUE
  206. JCOL = JCOL + 2*J
  207. DO 50 K = J + 1, N
  208. T = T + A( KCOL )*AINV( JCOL )
  209. KCOL = KCOL + K
  210. JCOL = JCOL + K
  211. 50 CONTINUE
  212. WORK( I, J ) = -T
  213. 60 CONTINUE
  214. 70 CONTINUE
  215. ELSE
  216. *
  217. * Case where both A and AINV are lower triangular
  218. *
  219. NALL = ( N*( N+1 ) ) / 2
  220. DO 140 I = 1, N
  221. *
  222. * Code when J <= I
  223. *
  224. ICOL = NALL - ( ( N-I+1 )*( N-I+2 ) ) / 2 + 1
  225. DO 100 J = 1, I
  226. JCOL = NALL - ( ( N-J )*( N-J+1 ) ) / 2 - ( N-I )
  227. T = CDOTU( N-I+1, A( ICOL ), 1, AINV( JCOL ), 1 )
  228. KCOL = I
  229. JCOL = J
  230. DO 80 K = 1, J - 1
  231. T = T + A( KCOL )*AINV( JCOL )
  232. JCOL = JCOL + N - K
  233. KCOL = KCOL + N - K
  234. 80 CONTINUE
  235. JCOL = JCOL - J
  236. DO 90 K = J, I - 1
  237. T = T + A( KCOL )*AINV( JCOL+K )
  238. KCOL = KCOL + N - K
  239. 90 CONTINUE
  240. WORK( I, J ) = -T
  241. 100 CONTINUE
  242. *
  243. * Code when J > I
  244. *
  245. ICOL = NALL - ( ( N-I )*( N-I+1 ) ) / 2
  246. DO 130 J = I + 1, N
  247. JCOL = NALL - ( ( N-J+1 )*( N-J+2 ) ) / 2 + 1
  248. T = CDOTU( N-J+1, A( ICOL-N+J ), 1, AINV( JCOL ), 1 )
  249. KCOL = I
  250. JCOL = J
  251. DO 110 K = 1, I - 1
  252. T = T + A( KCOL )*AINV( JCOL )
  253. JCOL = JCOL + N - K
  254. KCOL = KCOL + N - K
  255. 110 CONTINUE
  256. KCOL = KCOL - I
  257. DO 120 K = I, J - 1
  258. T = T + A( KCOL+K )*AINV( JCOL )
  259. JCOL = JCOL + N - K
  260. 120 CONTINUE
  261. WORK( I, J ) = -T
  262. 130 CONTINUE
  263. 140 CONTINUE
  264. END IF
  265. *
  266. * Add the identity matrix to WORK .
  267. *
  268. DO 150 I = 1, N
  269. WORK( I, I ) = WORK( I, I ) + ONE
  270. 150 CONTINUE
  271. *
  272. * Compute norm(I - A*AINV) / (N * norm(A) * norm(AINV) * EPS)
  273. *
  274. RESID = CLANGE( '1', N, N, WORK, LDW, RWORK )
  275. *
  276. RESID = ( ( RESID*RCOND )/EPS ) / REAL( N )
  277. *
  278. RETURN
  279. *
  280. * End of CSPT03
  281. *
  282. END