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dspt01.f 5.6 kB

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  1. *> \brief \b DSPT01
  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 DSPT01( UPLO, N, A, AFAC, IPIV, C, LDC, RWORK, RESID )
  12. *
  13. * .. Scalar Arguments ..
  14. * CHARACTER UPLO
  15. * INTEGER LDC, N
  16. * DOUBLE PRECISION RESID
  17. * ..
  18. * .. Array Arguments ..
  19. * INTEGER IPIV( * )
  20. * DOUBLE PRECISION A( * ), AFAC( * ), C( LDC, * ), RWORK( * )
  21. * ..
  22. *
  23. *
  24. *> \par Purpose:
  25. * =============
  26. *>
  27. *> \verbatim
  28. *>
  29. *> DSPT01 reconstructs a symmetric indefinite packed matrix A from its
  30. *> block L*D*L' or U*D*U' factorization and computes the residual
  31. *> norm( C - A ) / ( N * norm(A) * EPS ),
  32. *> where C is the reconstructed matrix and EPS is the machine epsilon.
  33. *> \endverbatim
  34. *
  35. * Arguments:
  36. * ==========
  37. *
  38. *> \param[in] UPLO
  39. *> \verbatim
  40. *> UPLO is CHARACTER*1
  41. *> Specifies whether the upper or lower triangular part of the
  42. *> symmetric matrix A is stored:
  43. *> = 'U': Upper triangular
  44. *> = 'L': Lower triangular
  45. *> \endverbatim
  46. *>
  47. *> \param[in] N
  48. *> \verbatim
  49. *> N is INTEGER
  50. *> The number of rows and columns of the matrix A. N >= 0.
  51. *> \endverbatim
  52. *>
  53. *> \param[in] A
  54. *> \verbatim
  55. *> A is DOUBLE PRECISION array, dimension (N*(N+1)/2)
  56. *> The original symmetric matrix A, stored as a packed
  57. *> triangular matrix.
  58. *> \endverbatim
  59. *>
  60. *> \param[in] AFAC
  61. *> \verbatim
  62. *> AFAC is DOUBLE PRECISION array, dimension (N*(N+1)/2)
  63. *> The factored form of the matrix A, stored as a packed
  64. *> triangular matrix. AFAC contains the block diagonal matrix D
  65. *> and the multipliers used to obtain the factor L or U from the
  66. *> block L*D*L' or U*D*U' factorization as computed by DSPTRF.
  67. *> \endverbatim
  68. *>
  69. *> \param[in] IPIV
  70. *> \verbatim
  71. *> IPIV is INTEGER array, dimension (N)
  72. *> The pivot indices from DSPTRF.
  73. *> \endverbatim
  74. *>
  75. *> \param[out] C
  76. *> \verbatim
  77. *> C is DOUBLE PRECISION array, dimension (LDC,N)
  78. *> \endverbatim
  79. *>
  80. *> \param[in] LDC
  81. *> \verbatim
  82. *> LDC is INTEGER
  83. *> The leading dimension of the array C. LDC >= max(1,N).
  84. *> \endverbatim
  85. *>
  86. *> \param[out] RWORK
  87. *> \verbatim
  88. *> RWORK is DOUBLE PRECISION array, dimension (N)
  89. *> \endverbatim
  90. *>
  91. *> \param[out] RESID
  92. *> \verbatim
  93. *> RESID is DOUBLE PRECISION
  94. *> If UPLO = 'L', norm(L*D*L' - A) / ( N * norm(A) * EPS )
  95. *> If UPLO = 'U', norm(U*D*U' - A) / ( N * norm(A) * EPS )
  96. *> \endverbatim
  97. *
  98. * Authors:
  99. * ========
  100. *
  101. *> \author Univ. of Tennessee
  102. *> \author Univ. of California Berkeley
  103. *> \author Univ. of Colorado Denver
  104. *> \author NAG Ltd.
  105. *
  106. *> \ingroup double_lin
  107. *
  108. * =====================================================================
  109. SUBROUTINE DSPT01( UPLO, N, A, AFAC, IPIV, C, LDC, RWORK, 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 LDC, N
  118. DOUBLE PRECISION RESID
  119. * ..
  120. * .. Array Arguments ..
  121. INTEGER IPIV( * )
  122. DOUBLE PRECISION A( * ), AFAC( * ), C( LDC, * ), RWORK( * )
  123. * ..
  124. *
  125. * =====================================================================
  126. *
  127. * .. Parameters ..
  128. DOUBLE PRECISION ZERO, ONE
  129. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  130. * ..
  131. * .. Local Scalars ..
  132. INTEGER I, INFO, J, JC
  133. DOUBLE PRECISION ANORM, EPS
  134. * ..
  135. * .. External Functions ..
  136. LOGICAL LSAME
  137. DOUBLE PRECISION DLAMCH, DLANSP, DLANSY
  138. EXTERNAL LSAME, DLAMCH, DLANSP, DLANSY
  139. * ..
  140. * .. External Subroutines ..
  141. EXTERNAL DLASET, DLAVSP
  142. * ..
  143. * .. Intrinsic Functions ..
  144. INTRINSIC DBLE
  145. * ..
  146. * .. Executable Statements ..
  147. *
  148. * Quick exit if N = 0.
  149. *
  150. IF( N.LE.0 ) THEN
  151. RESID = ZERO
  152. RETURN
  153. END IF
  154. *
  155. * Determine EPS and the norm of A.
  156. *
  157. EPS = DLAMCH( 'Epsilon' )
  158. ANORM = DLANSP( '1', UPLO, N, A, RWORK )
  159. *
  160. * Initialize C to the identity matrix.
  161. *
  162. CALL DLASET( 'Full', N, N, ZERO, ONE, C, LDC )
  163. *
  164. * Call DLAVSP to form the product D * U' (or D * L' ).
  165. *
  166. CALL DLAVSP( UPLO, 'Transpose', 'Non-unit', N, N, AFAC, IPIV, C,
  167. $ LDC, INFO )
  168. *
  169. * Call DLAVSP again to multiply by U ( or L ).
  170. *
  171. CALL DLAVSP( UPLO, 'No transpose', 'Unit', N, N, AFAC, IPIV, C,
  172. $ LDC, INFO )
  173. *
  174. * Compute the difference C - A .
  175. *
  176. IF( LSAME( UPLO, 'U' ) ) THEN
  177. JC = 0
  178. DO 20 J = 1, N
  179. DO 10 I = 1, J
  180. C( I, J ) = C( I, J ) - A( JC+I )
  181. 10 CONTINUE
  182. JC = JC + J
  183. 20 CONTINUE
  184. ELSE
  185. JC = 1
  186. DO 40 J = 1, N
  187. DO 30 I = J, N
  188. C( I, J ) = C( I, J ) - A( JC+I-J )
  189. 30 CONTINUE
  190. JC = JC + N - J + 1
  191. 40 CONTINUE
  192. END IF
  193. *
  194. * Compute norm( C - A ) / ( N * norm(A) * EPS )
  195. *
  196. RESID = DLANSY( '1', UPLO, N, C, LDC, RWORK )
  197. *
  198. IF( ANORM.LE.ZERO ) THEN
  199. IF( RESID.NE.ZERO )
  200. $ RESID = ONE / EPS
  201. ELSE
  202. RESID = ( ( RESID / DBLE( N ) ) / ANORM ) / EPS
  203. END IF
  204. *
  205. RETURN
  206. *
  207. * End of DSPT01
  208. *
  209. END