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ctrt02.f 7.0 kB

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  1. *> \brief \b CTRT02
  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 CTRT02( UPLO, TRANS, DIAG, N, NRHS, A, LDA, X, LDX, B,
  12. * LDB, WORK, RWORK, 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 RWORK( * )
  21. * COMPLEX A( LDA, * ), B( LDB, * ), WORK( * ),
  22. * $ X( LDX, * )
  23. * ..
  24. *
  25. *
  26. *> \par Purpose:
  27. * =============
  28. *>
  29. *> \verbatim
  30. *>
  31. *> CTRT02 computes the residual for the computed solution to a
  32. *> triangular system of linear equations A*x = b, A**T *x = b,
  33. *> or A**H *x = b. Here A is a triangular matrix, A**T is the transpose
  34. *> of A, A**H is the conjugate transpose of A, and x and b are N by NRHS
  35. *> matrices. The test ratio is the maximum over the number of right
  36. *> 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] NRHS
  76. *> \verbatim
  77. *> NRHS is INTEGER
  78. *> The number of right hand sides, i.e., the number of columns
  79. *> of the matrices X and B. NRHS >= 0.
  80. *> \endverbatim
  81. *>
  82. *> \param[in] A
  83. *> \verbatim
  84. *> A is COMPLEX array, dimension (LDA,N)
  85. *> The triangular matrix A. If UPLO = 'U', the leading n by n
  86. *> upper triangular part of the array A contains the upper
  87. *> triangular matrix, and the strictly lower triangular part of
  88. *> A is not referenced. If UPLO = 'L', the leading n by n lower
  89. *> triangular part of the array A contains the lower triangular
  90. *> matrix, and the strictly upper triangular part of A is not
  91. *> referenced. If DIAG = 'U', the diagonal elements of A are
  92. *> also not referenced and are assumed to be 1.
  93. *> \endverbatim
  94. *>
  95. *> \param[in] LDA
  96. *> \verbatim
  97. *> LDA is INTEGER
  98. *> The leading dimension of the array A. LDA >= max(1,N).
  99. *> \endverbatim
  100. *>
  101. *> \param[in] X
  102. *> \verbatim
  103. *> X is COMPLEX array, dimension (LDX,NRHS)
  104. *> The computed solution vectors for the system of linear
  105. *> equations.
  106. *> \endverbatim
  107. *>
  108. *> \param[in] LDX
  109. *> \verbatim
  110. *> LDX is INTEGER
  111. *> The leading dimension of the array X. LDX >= max(1,N).
  112. *> \endverbatim
  113. *>
  114. *> \param[in] B
  115. *> \verbatim
  116. *> B is COMPLEX array, dimension (LDB,NRHS)
  117. *> The right hand side vectors for the system of linear
  118. *> equations.
  119. *> \endverbatim
  120. *>
  121. *> \param[in] LDB
  122. *> \verbatim
  123. *> LDB is INTEGER
  124. *> The leading dimension of the array B. LDB >= max(1,N).
  125. *> \endverbatim
  126. *>
  127. *> \param[out] WORK
  128. *> \verbatim
  129. *> WORK is COMPLEX array, dimension (N)
  130. *> \endverbatim
  131. *>
  132. *> \param[out] RWORK
  133. *> \verbatim
  134. *> RWORK is REAL array, dimension (N)
  135. *> \endverbatim
  136. *>
  137. *> \param[out] RESID
  138. *> \verbatim
  139. *> RESID is REAL
  140. *> The maximum over the number of right hand sides of
  141. *> norm(op(A)*x - b) / ( norm(op(A)) * norm(x) * EPS ).
  142. *> \endverbatim
  143. *
  144. * Authors:
  145. * ========
  146. *
  147. *> \author Univ. of Tennessee
  148. *> \author Univ. of California Berkeley
  149. *> \author Univ. of Colorado Denver
  150. *> \author NAG Ltd.
  151. *
  152. *> \date December 2016
  153. *
  154. *> \ingroup complex_lin
  155. *
  156. * =====================================================================
  157. SUBROUTINE CTRT02( UPLO, TRANS, DIAG, N, NRHS, A, LDA, X, LDX, B,
  158. $ LDB, WORK, RWORK, RESID )
  159. *
  160. * -- LAPACK test routine (version 3.7.0) --
  161. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  162. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  163. * December 2016
  164. *
  165. * .. Scalar Arguments ..
  166. CHARACTER DIAG, TRANS, UPLO
  167. INTEGER LDA, LDB, LDX, N, NRHS
  168. REAL RESID
  169. * ..
  170. * .. Array Arguments ..
  171. REAL RWORK( * )
  172. COMPLEX A( LDA, * ), B( LDB, * ), WORK( * ),
  173. $ X( LDX, * )
  174. * ..
  175. *
  176. * =====================================================================
  177. *
  178. * .. Parameters ..
  179. REAL ZERO, ONE
  180. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  181. * ..
  182. * .. Local Scalars ..
  183. INTEGER J
  184. REAL ANORM, BNORM, EPS, XNORM
  185. * ..
  186. * .. External Functions ..
  187. LOGICAL LSAME
  188. REAL CLANTR, SCASUM, SLAMCH
  189. EXTERNAL LSAME, CLANTR, SCASUM, SLAMCH
  190. * ..
  191. * .. External Subroutines ..
  192. EXTERNAL CAXPY, CCOPY, CTRMV
  193. * ..
  194. * .. Intrinsic Functions ..
  195. INTRINSIC CMPLX, MAX
  196. * ..
  197. * .. Executable Statements ..
  198. *
  199. * Quick exit if N = 0 or NRHS = 0
  200. *
  201. IF( N.LE.0 .OR. NRHS.LE.0 ) THEN
  202. RESID = ZERO
  203. RETURN
  204. END IF
  205. *
  206. * Compute the 1-norm of A or A**H.
  207. *
  208. IF( LSAME( TRANS, 'N' ) ) THEN
  209. ANORM = CLANTR( '1', UPLO, DIAG, N, N, A, LDA, RWORK )
  210. ELSE
  211. ANORM = CLANTR( 'I', UPLO, DIAG, N, N, A, LDA, RWORK )
  212. END IF
  213. *
  214. * Exit with RESID = 1/EPS if ANORM = 0.
  215. *
  216. EPS = SLAMCH( 'Epsilon' )
  217. IF( ANORM.LE.ZERO ) THEN
  218. RESID = ONE / EPS
  219. RETURN
  220. END IF
  221. *
  222. * Compute the maximum over the number of right hand sides of
  223. * norm(op(A)*x - b) / ( norm(op(A)) * norm(x) * EPS )
  224. *
  225. RESID = ZERO
  226. DO 10 J = 1, NRHS
  227. CALL CCOPY( N, X( 1, J ), 1, WORK, 1 )
  228. CALL CTRMV( UPLO, TRANS, DIAG, N, A, LDA, WORK, 1 )
  229. CALL CAXPY( N, CMPLX( -ONE ), B( 1, J ), 1, WORK, 1 )
  230. BNORM = SCASUM( N, WORK, 1 )
  231. XNORM = SCASUM( N, X( 1, J ), 1 )
  232. IF( XNORM.LE.ZERO ) THEN
  233. RESID = ONE / EPS
  234. ELSE
  235. RESID = MAX( RESID, ( ( BNORM / ANORM ) / XNORM ) / EPS )
  236. END IF
  237. 10 CONTINUE
  238. *
  239. RETURN
  240. *
  241. * End of CTRT02
  242. *
  243. END