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cspt01.f 5.8 kB

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  1. *> \brief \b CSPT01
  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 CSPT01( UPLO, N, A, AFAC, IPIV, C, LDC, RWORK, RESID )
  12. *
  13. * .. Scalar Arguments ..
  14. * CHARACTER UPLO
  15. * INTEGER LDC, N
  16. * REAL RESID
  17. * ..
  18. * .. Array Arguments ..
  19. * INTEGER IPIV( * )
  20. * REAL RWORK( * )
  21. * COMPLEX A( * ), AFAC( * ), C( LDC, * )
  22. * ..
  23. *
  24. *
  25. *> \par Purpose:
  26. * =============
  27. *>
  28. *> \verbatim
  29. *>
  30. *> CSPT01 reconstructs a symmetric indefinite packed matrix A from its
  31. *> diagonal pivoting factorization A = U*D*U' or A = L*D*L' and computes
  32. *> the residual
  33. *> norm( C - A ) / ( N * norm(A) * EPS ),
  34. *> where C is the reconstructed matrix and EPS is the machine epsilon.
  35. *> \endverbatim
  36. *
  37. * Arguments:
  38. * ==========
  39. *
  40. *> \param[in] UPLO
  41. *> \verbatim
  42. *> UPLO is CHARACTER*1
  43. *> Specifies whether the upper or lower triangular part of the
  44. *> Hermitian matrix A is stored:
  45. *> = 'U': Upper triangular
  46. *> = 'L': Lower triangular
  47. *> \endverbatim
  48. *>
  49. *> \param[in] N
  50. *> \verbatim
  51. *> N is INTEGER
  52. *> The order of the matrix A. N >= 0.
  53. *> \endverbatim
  54. *>
  55. *> \param[in] A
  56. *> \verbatim
  57. *> A is COMPLEX array, dimension (N*(N+1)/2)
  58. *> The original symmetric matrix A, stored as a packed
  59. *> triangular matrix.
  60. *> \endverbatim
  61. *>
  62. *> \param[in] AFAC
  63. *> \verbatim
  64. *> AFAC is COMPLEX array, dimension (N*(N+1)/2)
  65. *> The factored form of the matrix A, stored as a packed
  66. *> triangular matrix. AFAC contains the block diagonal matrix D
  67. *> and the multipliers used to obtain the factor L or U from the
  68. *> L*D*L' or U*D*U' factorization as computed by CSPTRF.
  69. *> \endverbatim
  70. *>
  71. *> \param[in] IPIV
  72. *> \verbatim
  73. *> IPIV is INTEGER array, dimension (N)
  74. *> The pivot indices from CSPTRF.
  75. *> \endverbatim
  76. *>
  77. *> \param[out] C
  78. *> \verbatim
  79. *> C is COMPLEX array, dimension (LDC,N)
  80. *> \endverbatim
  81. *>
  82. *> \param[in] LDC
  83. *> \verbatim
  84. *> LDC is INTEGER
  85. *> The leading dimension of the array C. LDC >= max(1,N).
  86. *> \endverbatim
  87. *>
  88. *> \param[out] RWORK
  89. *> \verbatim
  90. *> RWORK is REAL array, dimension (N)
  91. *> \endverbatim
  92. *>
  93. *> \param[out] RESID
  94. *> \verbatim
  95. *> RESID is REAL
  96. *> If UPLO = 'L', norm(L*D*L' - A) / ( N * norm(A) * EPS )
  97. *> If UPLO = 'U', norm(U*D*U' - A) / ( N * norm(A) * EPS )
  98. *> \endverbatim
  99. *
  100. * Authors:
  101. * ========
  102. *
  103. *> \author Univ. of Tennessee
  104. *> \author Univ. of California Berkeley
  105. *> \author Univ. of Colorado Denver
  106. *> \author NAG Ltd.
  107. *
  108. *> \date November 2011
  109. *
  110. *> \ingroup complex_lin
  111. *
  112. * =====================================================================
  113. SUBROUTINE CSPT01( UPLO, N, A, AFAC, IPIV, C, LDC, RWORK, RESID )
  114. *
  115. * -- LAPACK test routine (version 3.4.0) --
  116. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  117. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  118. * November 2011
  119. *
  120. * .. Scalar Arguments ..
  121. CHARACTER UPLO
  122. INTEGER LDC, N
  123. REAL RESID
  124. * ..
  125. * .. Array Arguments ..
  126. INTEGER IPIV( * )
  127. REAL RWORK( * )
  128. COMPLEX A( * ), AFAC( * ), C( LDC, * )
  129. * ..
  130. *
  131. * =====================================================================
  132. *
  133. * .. Parameters ..
  134. REAL ZERO, ONE
  135. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  136. COMPLEX CZERO, CONE
  137. PARAMETER ( CZERO = ( 0.0E+0, 0.0E+0 ),
  138. $ CONE = ( 1.0E+0, 0.0E+0 ) )
  139. * ..
  140. * .. Local Scalars ..
  141. INTEGER I, INFO, J, JC
  142. REAL ANORM, EPS
  143. * ..
  144. * .. External Functions ..
  145. LOGICAL LSAME
  146. REAL CLANSP, CLANSY, SLAMCH
  147. EXTERNAL LSAME, CLANSP, CLANSY, SLAMCH
  148. * ..
  149. * .. External Subroutines ..
  150. EXTERNAL CLAVSP, CLASET
  151. * ..
  152. * .. Intrinsic Functions ..
  153. INTRINSIC REAL
  154. * ..
  155. * .. Executable Statements ..
  156. *
  157. * Quick exit if N = 0.
  158. *
  159. IF( N.LE.0 ) THEN
  160. RESID = ZERO
  161. RETURN
  162. END IF
  163. *
  164. * Determine EPS and the norm of A.
  165. *
  166. EPS = SLAMCH( 'Epsilon' )
  167. ANORM = CLANSP( '1', UPLO, N, A, RWORK )
  168. *
  169. * Initialize C to the identity matrix.
  170. *
  171. CALL CLASET( 'Full', N, N, CZERO, CONE, C, LDC )
  172. *
  173. * Call CLAVSP to form the product D * U' (or D * L' ).
  174. *
  175. CALL CLAVSP( UPLO, 'Transpose', 'Non-unit', N, N, AFAC, IPIV, C,
  176. $ LDC, INFO )
  177. *
  178. * Call CLAVSP again to multiply by U ( or L ).
  179. *
  180. CALL CLAVSP( UPLO, 'No transpose', 'Unit', N, N, AFAC, IPIV, C,
  181. $ LDC, INFO )
  182. *
  183. * Compute the difference C - A .
  184. *
  185. IF( LSAME( UPLO, 'U' ) ) THEN
  186. JC = 0
  187. DO 20 J = 1, N
  188. DO 10 I = 1, J
  189. C( I, J ) = C( I, J ) - A( JC+I )
  190. 10 CONTINUE
  191. JC = JC + J
  192. 20 CONTINUE
  193. ELSE
  194. JC = 1
  195. DO 40 J = 1, N
  196. DO 30 I = J, N
  197. C( I, J ) = C( I, J ) - A( JC+I-J )
  198. 30 CONTINUE
  199. JC = JC + N - J + 1
  200. 40 CONTINUE
  201. END IF
  202. *
  203. * Compute norm( C - A ) / ( N * norm(A) * EPS )
  204. *
  205. RESID = CLANSY( '1', UPLO, N, C, LDC, RWORK )
  206. *
  207. IF( ANORM.LE.ZERO ) THEN
  208. IF( RESID.NE.ZERO )
  209. $ RESID = ONE / EPS
  210. ELSE
  211. RESID = ( ( RESID/REAL( N ) )/ANORM ) / EPS
  212. END IF
  213. *
  214. RETURN
  215. *
  216. * End of CSPT01
  217. *
  218. END