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sget03.f 4.7 kB

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  1. *> \brief \b SGET03
  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 SGET03( N, A, LDA, AINV, LDAINV, WORK, LDWORK, RWORK,
  12. * RCOND, RESID )
  13. *
  14. * .. Scalar Arguments ..
  15. * INTEGER LDA, LDAINV, LDWORK, N
  16. * REAL RCOND, RESID
  17. * ..
  18. * .. Array Arguments ..
  19. * REAL A( LDA, * ), AINV( LDAINV, * ), RWORK( * ),
  20. * $ WORK( LDWORK, * )
  21. * ..
  22. *
  23. *
  24. *> \par Purpose:
  25. * =============
  26. *>
  27. *> \verbatim
  28. *>
  29. *> SGET03 computes the residual for a general matrix times its inverse:
  30. *> norm( I - AINV*A ) / ( N * norm(A) * norm(AINV) * EPS ),
  31. *> where EPS is the machine epsilon.
  32. *> \endverbatim
  33. *
  34. * Arguments:
  35. * ==========
  36. *
  37. *> \param[in] N
  38. *> \verbatim
  39. *> N is INTEGER
  40. *> The number of rows and columns of the matrix A. N >= 0.
  41. *> \endverbatim
  42. *>
  43. *> \param[in] A
  44. *> \verbatim
  45. *> A is REAL array, dimension (LDA,N)
  46. *> The original N x N matrix A.
  47. *> \endverbatim
  48. *>
  49. *> \param[in] LDA
  50. *> \verbatim
  51. *> LDA is INTEGER
  52. *> The leading dimension of the array A. LDA >= max(1,N).
  53. *> \endverbatim
  54. *>
  55. *> \param[in] AINV
  56. *> \verbatim
  57. *> AINV is REAL array, dimension (LDAINV,N)
  58. *> The inverse of the matrix A.
  59. *> \endverbatim
  60. *>
  61. *> \param[in] LDAINV
  62. *> \verbatim
  63. *> LDAINV is INTEGER
  64. *> The leading dimension of the array AINV. LDAINV >= max(1,N).
  65. *> \endverbatim
  66. *>
  67. *> \param[out] WORK
  68. *> \verbatim
  69. *> WORK is REAL array, dimension (LDWORK,N)
  70. *> \endverbatim
  71. *>
  72. *> \param[in] LDWORK
  73. *> \verbatim
  74. *> LDWORK is INTEGER
  75. *> The leading dimension of the array WORK. LDWORK >= max(1,N).
  76. *> \endverbatim
  77. *>
  78. *> \param[out] RWORK
  79. *> \verbatim
  80. *> RWORK is REAL array, dimension (N)
  81. *> \endverbatim
  82. *>
  83. *> \param[out] RCOND
  84. *> \verbatim
  85. *> RCOND is REAL
  86. *> The reciprocal of the condition number of A, computed as
  87. *> ( 1/norm(A) ) / norm(AINV).
  88. *> \endverbatim
  89. *>
  90. *> \param[out] RESID
  91. *> \verbatim
  92. *> RESID is REAL
  93. *> norm(I - AINV*A) / ( N * norm(A) * norm(AINV) * EPS )
  94. *> \endverbatim
  95. *
  96. * Authors:
  97. * ========
  98. *
  99. *> \author Univ. of Tennessee
  100. *> \author Univ. of California Berkeley
  101. *> \author Univ. of Colorado Denver
  102. *> \author NAG Ltd.
  103. *
  104. *> \date November 2011
  105. *
  106. *> \ingroup single_lin
  107. *
  108. * =====================================================================
  109. SUBROUTINE SGET03( N, A, LDA, AINV, LDAINV, WORK, LDWORK, RWORK,
  110. $ RCOND, RESID )
  111. *
  112. * -- LAPACK test routine (version 3.4.0) --
  113. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  114. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  115. * November 2011
  116. *
  117. * .. Scalar Arguments ..
  118. INTEGER LDA, LDAINV, LDWORK, N
  119. REAL RCOND, RESID
  120. * ..
  121. * .. Array Arguments ..
  122. REAL A( LDA, * ), AINV( LDAINV, * ), RWORK( * ),
  123. $ WORK( LDWORK, * )
  124. * ..
  125. *
  126. * =====================================================================
  127. *
  128. * .. Parameters ..
  129. REAL ZERO, ONE
  130. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  131. * ..
  132. * .. Local Scalars ..
  133. INTEGER I
  134. REAL AINVNM, ANORM, EPS
  135. * ..
  136. * .. External Functions ..
  137. REAL SLAMCH, SLANGE
  138. EXTERNAL SLAMCH, SLANGE
  139. * ..
  140. * .. External Subroutines ..
  141. EXTERNAL SGEMM
  142. * ..
  143. * .. Intrinsic Functions ..
  144. INTRINSIC REAL
  145. * ..
  146. * .. Executable Statements ..
  147. *
  148. * Quick exit if N = 0.
  149. *
  150. IF( N.LE.0 ) THEN
  151. RCOND = ONE
  152. RESID = ZERO
  153. RETURN
  154. END IF
  155. *
  156. * Exit with RESID = 1/EPS if ANORM = 0 or AINVNM = 0.
  157. *
  158. EPS = SLAMCH( 'Epsilon' )
  159. ANORM = SLANGE( '1', N, N, A, LDA, RWORK )
  160. AINVNM = SLANGE( '1', N, N, AINV, LDAINV, RWORK )
  161. IF( ANORM.LE.ZERO .OR. AINVNM.LE.ZERO ) THEN
  162. RCOND = ZERO
  163. RESID = ONE / EPS
  164. RETURN
  165. END IF
  166. RCOND = ( ONE / ANORM ) / AINVNM
  167. *
  168. * Compute I - A * AINV
  169. *
  170. CALL SGEMM( 'No transpose', 'No transpose', N, N, N, -ONE,
  171. $ AINV, LDAINV, A, LDA, ZERO, WORK, LDWORK )
  172. DO 10 I = 1, N
  173. WORK( I, I ) = ONE + WORK( I, I )
  174. 10 CONTINUE
  175. *
  176. * Compute norm(I - AINV*A) / (N * norm(A) * norm(AINV) * EPS)
  177. *
  178. RESID = SLANGE( '1', N, N, WORK, LDWORK, RWORK )
  179. *
  180. RESID = ( ( RESID*RCOND ) / EPS ) / REAL( N )
  181. *
  182. RETURN
  183. *
  184. * End of SGET03
  185. *
  186. END