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zqrt16.f 6.1 kB

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  1. *> \brief \b ZQRT16
  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 ZQRT16( TRANS, M, N, NRHS, A, LDA, X, LDX, B, LDB,
  12. * RWORK, RESID )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER TRANS
  16. * INTEGER LDA, LDB, LDX, M, N, NRHS
  17. * DOUBLE PRECISION RESID
  18. * ..
  19. * .. Array Arguments ..
  20. * DOUBLE PRECISION RWORK( * )
  21. * COMPLEX*16 A( LDA, * ), B( LDB, * ), X( LDX, * )
  22. * ..
  23. *
  24. *
  25. *> \par Purpose:
  26. * =============
  27. *>
  28. *> \verbatim
  29. *>
  30. *> ZQRT16 computes the residual for a solution of a system of linear
  31. *> equations A*x = b or A'*x = b:
  32. *> RESID = norm(B - A*X) / ( max(m,n) * norm(A) * norm(X) * EPS ),
  33. *> where EPS is the machine epsilon.
  34. *> \endverbatim
  35. *
  36. * Arguments:
  37. * ==========
  38. *
  39. *> \param[in] TRANS
  40. *> \verbatim
  41. *> TRANS is CHARACTER*1
  42. *> Specifies the form of the system of equations:
  43. *> = 'N': A *x = b
  44. *> = 'T': A^T*x = b, where A^T is the transpose of A
  45. *> = 'C': A^H*x = b, where A^H is the conjugate transpose of A
  46. *> \endverbatim
  47. *>
  48. *> \param[in] M
  49. *> \verbatim
  50. *> M is INTEGER
  51. *> The number of rows of the matrix A. M >= 0.
  52. *> \endverbatim
  53. *>
  54. *> \param[in] N
  55. *> \verbatim
  56. *> N is INTEGER
  57. *> The number of columns of the matrix A. N >= 0.
  58. *> \endverbatim
  59. *>
  60. *> \param[in] NRHS
  61. *> \verbatim
  62. *> NRHS is INTEGER
  63. *> The number of columns of B, the matrix of right hand sides.
  64. *> NRHS >= 0.
  65. *> \endverbatim
  66. *>
  67. *> \param[in] A
  68. *> \verbatim
  69. *> A is COMPLEX*16 array, dimension (LDA,N)
  70. *> The original M x N matrix A.
  71. *> \endverbatim
  72. *>
  73. *> \param[in] LDA
  74. *> \verbatim
  75. *> LDA is INTEGER
  76. *> The leading dimension of the array A. LDA >= max(1,M).
  77. *> \endverbatim
  78. *>
  79. *> \param[in] X
  80. *> \verbatim
  81. *> X is COMPLEX*16 array, dimension (LDX,NRHS)
  82. *> The computed solution vectors for the system of linear
  83. *> equations.
  84. *> \endverbatim
  85. *>
  86. *> \param[in] LDX
  87. *> \verbatim
  88. *> LDX is INTEGER
  89. *> The leading dimension of the array X. If TRANS = 'N',
  90. *> LDX >= max(1,N); if TRANS = 'T' or 'C', LDX >= max(1,M).
  91. *> \endverbatim
  92. *>
  93. *> \param[in,out] B
  94. *> \verbatim
  95. *> B is COMPLEX*16 array, dimension (LDB,NRHS)
  96. *> On entry, the right hand side vectors for the system of
  97. *> linear equations.
  98. *> On exit, B is overwritten with the difference B - A*X.
  99. *> \endverbatim
  100. *>
  101. *> \param[in] LDB
  102. *> \verbatim
  103. *> LDB is INTEGER
  104. *> The leading dimension of the array B. IF TRANS = 'N',
  105. *> LDB >= max(1,M); if TRANS = 'T' or 'C', LDB >= max(1,N).
  106. *> \endverbatim
  107. *>
  108. *> \param[out] RWORK
  109. *> \verbatim
  110. *> RWORK is DOUBLE PRECISION array, dimension (M)
  111. *> \endverbatim
  112. *>
  113. *> \param[out] RESID
  114. *> \verbatim
  115. *> RESID is DOUBLE PRECISION
  116. *> The maximum over the number of right hand sides of
  117. *> norm(B - A*X) / ( max(m,n) * norm(A) * norm(X) * EPS ).
  118. *> \endverbatim
  119. *
  120. * Authors:
  121. * ========
  122. *
  123. *> \author Univ. of Tennessee
  124. *> \author Univ. of California Berkeley
  125. *> \author Univ. of Colorado Denver
  126. *> \author NAG Ltd.
  127. *
  128. *> \date November 2011
  129. *
  130. *> \ingroup complex16_lin
  131. *
  132. * =====================================================================
  133. SUBROUTINE ZQRT16( TRANS, M, N, NRHS, A, LDA, X, LDX, B, LDB,
  134. $ RWORK, RESID )
  135. *
  136. * -- LAPACK test routine (version 3.4.0) --
  137. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  138. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  139. * November 2011
  140. *
  141. * .. Scalar Arguments ..
  142. CHARACTER TRANS
  143. INTEGER LDA, LDB, LDX, M, N, NRHS
  144. DOUBLE PRECISION RESID
  145. * ..
  146. * .. Array Arguments ..
  147. DOUBLE PRECISION RWORK( * )
  148. COMPLEX*16 A( LDA, * ), B( LDB, * ), X( LDX, * )
  149. * ..
  150. *
  151. * =====================================================================
  152. *
  153. * .. Parameters ..
  154. DOUBLE PRECISION ZERO, ONE
  155. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  156. COMPLEX*16 CONE
  157. PARAMETER ( CONE = ( 1.0D+0, 0.0D+0 ) )
  158. * ..
  159. * .. Local Scalars ..
  160. INTEGER J, N1, N2
  161. DOUBLE PRECISION ANORM, BNORM, EPS, XNORM
  162. * ..
  163. * .. External Functions ..
  164. LOGICAL LSAME
  165. DOUBLE PRECISION DLAMCH, DZASUM, ZLANGE
  166. EXTERNAL LSAME, DLAMCH, DZASUM, ZLANGE
  167. * ..
  168. * .. External Subroutines ..
  169. EXTERNAL ZGEMM
  170. * ..
  171. * .. Intrinsic Functions ..
  172. INTRINSIC MAX
  173. * ..
  174. * .. Executable Statements ..
  175. *
  176. * Quick exit if M = 0 or N = 0 or NRHS = 0
  177. *
  178. IF( M.LE.0 .OR. N.LE.0 .OR. NRHS.EQ.0 ) THEN
  179. RESID = ZERO
  180. RETURN
  181. END IF
  182. *
  183. IF( LSAME( TRANS, 'T' ) .OR. LSAME( TRANS, 'C' ) ) THEN
  184. ANORM = ZLANGE( 'I', M, N, A, LDA, RWORK )
  185. N1 = N
  186. N2 = M
  187. ELSE
  188. ANORM = ZLANGE( '1', M, N, A, LDA, RWORK )
  189. N1 = M
  190. N2 = N
  191. END IF
  192. *
  193. EPS = DLAMCH( 'Epsilon' )
  194. *
  195. * Compute B - A*X (or B - A'*X ) and store in B.
  196. *
  197. CALL ZGEMM( TRANS, 'No transpose', N1, NRHS, N2, -CONE, A, LDA, X,
  198. $ LDX, CONE, B, LDB )
  199. *
  200. * Compute the maximum over the number of right hand sides of
  201. * norm(B - A*X) / ( max(m,n) * norm(A) * norm(X) * EPS ) .
  202. *
  203. RESID = ZERO
  204. DO 10 J = 1, NRHS
  205. BNORM = DZASUM( N1, B( 1, J ), 1 )
  206. XNORM = DZASUM( N2, X( 1, J ), 1 )
  207. IF( ANORM.EQ.ZERO .AND. BNORM.EQ.ZERO ) THEN
  208. RESID = ZERO
  209. ELSE IF( ANORM.LE.ZERO .OR. XNORM.LE.ZERO ) THEN
  210. RESID = ONE / EPS
  211. ELSE
  212. RESID = MAX( RESID, ( ( BNORM / ANORM ) / XNORM ) /
  213. $ ( MAX( M, N )*EPS ) )
  214. END IF
  215. 10 CONTINUE
  216. *
  217. RETURN
  218. *
  219. * End of ZQRT16
  220. *
  221. END