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sgbt01.f 6.6 kB

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  1. *> \brief \b SGBT01
  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 SGBT01( M, N, KL, KU, A, LDA, AFAC, LDAFAC, IPIV, WORK,
  12. * RESID )
  13. *
  14. * .. Scalar Arguments ..
  15. * INTEGER KL, KU, LDA, LDAFAC, M, N
  16. * REAL RESID
  17. * ..
  18. * .. Array Arguments ..
  19. * INTEGER IPIV( * )
  20. * REAL A( LDA, * ), AFAC( LDAFAC, * ), WORK( * )
  21. * ..
  22. *
  23. *
  24. *> \par Purpose:
  25. * =============
  26. *>
  27. *> \verbatim
  28. *>
  29. *> SGBT01 reconstructs a band matrix A from its L*U factorization and
  30. *> computes the residual:
  31. *> norm(L*U - A) / ( N * norm(A) * EPS ),
  32. *> where EPS is the machine epsilon.
  33. *>
  34. *> The expression L*U - A is computed one column at a time, so A and
  35. *> AFAC are not modified.
  36. *> \endverbatim
  37. *
  38. * Arguments:
  39. * ==========
  40. *
  41. *> \param[in] M
  42. *> \verbatim
  43. *> M is INTEGER
  44. *> The number of rows of the matrix A. M >= 0.
  45. *> \endverbatim
  46. *>
  47. *> \param[in] N
  48. *> \verbatim
  49. *> N is INTEGER
  50. *> The number of columns of the matrix A. N >= 0.
  51. *> \endverbatim
  52. *>
  53. *> \param[in] KL
  54. *> \verbatim
  55. *> KL is INTEGER
  56. *> The number of subdiagonals within the band of A. KL >= 0.
  57. *> \endverbatim
  58. *>
  59. *> \param[in] KU
  60. *> \verbatim
  61. *> KU is INTEGER
  62. *> The number of superdiagonals within the band of A. KU >= 0.
  63. *> \endverbatim
  64. *>
  65. *> \param[in,out] A
  66. *> \verbatim
  67. *> A is REAL array, dimension (LDA,N)
  68. *> The original matrix A in band storage, stored in rows 1 to
  69. *> KL+KU+1.
  70. *> \endverbatim
  71. *>
  72. *> \param[in] LDA
  73. *> \verbatim
  74. *> LDA is INTEGER.
  75. *> The leading dimension of the array A. LDA >= max(1,KL+KU+1).
  76. *> \endverbatim
  77. *>
  78. *> \param[in] AFAC
  79. *> \verbatim
  80. *> AFAC is REAL array, dimension (LDAFAC,N)
  81. *> The factored form of the matrix A. AFAC contains the banded
  82. *> factors L and U from the L*U factorization, as computed by
  83. *> SGBTRF. U is stored as an upper triangular band matrix with
  84. *> KL+KU superdiagonals in rows 1 to KL+KU+1, and the
  85. *> multipliers used during the factorization are stored in rows
  86. *> KL+KU+2 to 2*KL+KU+1. See SGBTRF for further details.
  87. *> \endverbatim
  88. *>
  89. *> \param[in] LDAFAC
  90. *> \verbatim
  91. *> LDAFAC is INTEGER
  92. *> The leading dimension of the array AFAC.
  93. *> LDAFAC >= max(1,2*KL*KU+1).
  94. *> \endverbatim
  95. *>
  96. *> \param[in] IPIV
  97. *> \verbatim
  98. *> IPIV is INTEGER array, dimension (min(M,N))
  99. *> The pivot indices from SGBTRF.
  100. *> \endverbatim
  101. *>
  102. *> \param[out] WORK
  103. *> \verbatim
  104. *> WORK is REAL array, dimension (2*KL+KU+1)
  105. *> \endverbatim
  106. *>
  107. *> \param[out] RESID
  108. *> \verbatim
  109. *> RESID is REAL
  110. *> norm(L*U - A) / ( N * norm(A) * EPS )
  111. *> \endverbatim
  112. *
  113. * Authors:
  114. * ========
  115. *
  116. *> \author Univ. of Tennessee
  117. *> \author Univ. of California Berkeley
  118. *> \author Univ. of Colorado Denver
  119. *> \author NAG Ltd.
  120. *
  121. *> \ingroup single_lin
  122. *
  123. * =====================================================================
  124. SUBROUTINE SGBT01( M, N, KL, KU, A, LDA, AFAC, LDAFAC, IPIV, WORK,
  125. $ RESID )
  126. *
  127. * -- LAPACK test routine --
  128. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  129. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  130. *
  131. * .. Scalar Arguments ..
  132. INTEGER KL, KU, LDA, LDAFAC, M, N
  133. REAL RESID
  134. * ..
  135. * .. Array Arguments ..
  136. INTEGER IPIV( * )
  137. REAL A( LDA, * ), AFAC( LDAFAC, * ), WORK( * )
  138. * ..
  139. *
  140. * =====================================================================
  141. *
  142. * .. Parameters ..
  143. REAL ZERO, ONE
  144. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  145. * ..
  146. * .. Local Scalars ..
  147. INTEGER I, I1, I2, IL, IP, IW, J, JL, JU, JUA, KD, LENJ
  148. REAL ANORM, EPS, T
  149. * ..
  150. * .. External Functions ..
  151. REAL SASUM, SLAMCH
  152. EXTERNAL SASUM, SLAMCH
  153. * ..
  154. * .. External Subroutines ..
  155. EXTERNAL SAXPY, SCOPY
  156. * ..
  157. * .. Intrinsic Functions ..
  158. INTRINSIC MAX, MIN, REAL
  159. * ..
  160. * .. Executable Statements ..
  161. *
  162. * Quick exit if M = 0 or N = 0.
  163. *
  164. RESID = ZERO
  165. IF( M.LE.0 .OR. N.LE.0 )
  166. $ RETURN
  167. *
  168. * Determine EPS and the norm of A.
  169. *
  170. EPS = SLAMCH( 'Epsilon' )
  171. KD = KU + 1
  172. ANORM = ZERO
  173. DO 10 J = 1, N
  174. I1 = MAX( KD+1-J, 1 )
  175. I2 = MIN( KD+M-J, KL+KD )
  176. IF( I2.GE.I1 )
  177. $ ANORM = MAX( ANORM, SASUM( I2-I1+1, A( I1, J ), 1 ) )
  178. 10 CONTINUE
  179. *
  180. * Compute one column at a time of L*U - A.
  181. *
  182. KD = KL + KU + 1
  183. DO 40 J = 1, N
  184. *
  185. * Copy the J-th column of U to WORK.
  186. *
  187. JU = MIN( KL+KU, J-1 )
  188. JL = MIN( KL, M-J )
  189. LENJ = MIN( M, J ) - J + JU + 1
  190. IF( LENJ.GT.0 ) THEN
  191. CALL SCOPY( LENJ, AFAC( KD-JU, J ), 1, WORK, 1 )
  192. DO 20 I = LENJ + 1, JU + JL + 1
  193. WORK( I ) = ZERO
  194. 20 CONTINUE
  195. *
  196. * Multiply by the unit lower triangular matrix L. Note that L
  197. * is stored as a product of transformations and permutations.
  198. *
  199. DO 30 I = MIN( M-1, J ), J - JU, -1
  200. IL = MIN( KL, M-I )
  201. IF( IL.GT.0 ) THEN
  202. IW = I - J + JU + 1
  203. T = WORK( IW )
  204. CALL SAXPY( IL, T, AFAC( KD+1, I ), 1, WORK( IW+1 ),
  205. $ 1 )
  206. IP = IPIV( I )
  207. IF( I.NE.IP ) THEN
  208. IP = IP - J + JU + 1
  209. WORK( IW ) = WORK( IP )
  210. WORK( IP ) = T
  211. END IF
  212. END IF
  213. 30 CONTINUE
  214. *
  215. * Subtract the corresponding column of A.
  216. *
  217. JUA = MIN( JU, KU )
  218. IF( JUA+JL+1.GT.0 )
  219. $ CALL SAXPY( JUA+JL+1, -ONE, A( KU+1-JUA, J ), 1,
  220. $ WORK( JU+1-JUA ), 1 )
  221. *
  222. * Compute the 1-norm of the column.
  223. *
  224. RESID = MAX( RESID, SASUM( JU+JL+1, WORK, 1 ) )
  225. END IF
  226. 40 CONTINUE
  227. *
  228. * Compute norm( L*U - A ) / ( N * norm(A) * EPS )
  229. *
  230. IF( ANORM.LE.ZERO ) THEN
  231. IF( RESID.NE.ZERO )
  232. $ RESID = ONE / EPS
  233. ELSE
  234. RESID = ( ( RESID / REAL( N ) ) / ANORM ) / EPS
  235. END IF
  236. *
  237. RETURN
  238. *
  239. * End of SGBT01
  240. *
  241. END