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sppt03.f 6.4 kB

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  1. *> \brief \b SPPT03
  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 SPPT03( UPLO, N, A, AINV, WORK, LDWORK, RWORK, RCOND,
  12. * RESID )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER UPLO
  16. * INTEGER LDWORK, N
  17. * REAL RCOND, RESID
  18. * ..
  19. * .. Array Arguments ..
  20. * REAL A( * ), AINV( * ), RWORK( * ),
  21. * $ WORK( LDWORK, * )
  22. * ..
  23. *
  24. *
  25. *> \par Purpose:
  26. * =============
  27. *>
  28. *> \verbatim
  29. *>
  30. *> SPPT03 computes the residual for a symmetric packed matrix times its
  31. *> inverse:
  32. *> norm( I - A*AINV ) / ( N * norm(A) * norm(AINV) * EPS ),
  33. *> where EPS is the machine epsilon.
  34. *> \endverbatim
  35. *
  36. * Arguments:
  37. * ==========
  38. *
  39. *> \param[in] UPLO
  40. *> \verbatim
  41. *> UPLO is CHARACTER*1
  42. *> Specifies whether the upper or lower triangular part of the
  43. *> symmetric matrix A is stored:
  44. *> = 'U': Upper triangular
  45. *> = 'L': Lower triangular
  46. *> \endverbatim
  47. *>
  48. *> \param[in] N
  49. *> \verbatim
  50. *> N is INTEGER
  51. *> The number of rows and columns of the matrix A. N >= 0.
  52. *> \endverbatim
  53. *>
  54. *> \param[in] A
  55. *> \verbatim
  56. *> A is REAL array, dimension (N*(N+1)/2)
  57. *> The original symmetric matrix A, stored as a packed
  58. *> triangular matrix.
  59. *> \endverbatim
  60. *>
  61. *> \param[in] AINV
  62. *> \verbatim
  63. *> AINV is REAL array, dimension (N*(N+1)/2)
  64. *> The (symmetric) inverse of the matrix A, stored as a packed
  65. *> triangular matrix.
  66. *> \endverbatim
  67. *>
  68. *> \param[out] WORK
  69. *> \verbatim
  70. *> WORK is REAL array, dimension (LDWORK,N)
  71. *> \endverbatim
  72. *>
  73. *> \param[in] LDWORK
  74. *> \verbatim
  75. *> LDWORK is INTEGER
  76. *> The leading dimension of the array WORK. LDWORK >= max(1,N).
  77. *> \endverbatim
  78. *>
  79. *> \param[out] RWORK
  80. *> \verbatim
  81. *> RWORK is REAL array, dimension (N)
  82. *> \endverbatim
  83. *>
  84. *> \param[out] RCOND
  85. *> \verbatim
  86. *> RCOND is REAL
  87. *> The reciprocal of the condition number of A, computed as
  88. *> ( 1/norm(A) ) / norm(AINV).
  89. *> \endverbatim
  90. *>
  91. *> \param[out] RESID
  92. *> \verbatim
  93. *> RESID is REAL
  94. *> norm(I - A*AINV) / ( N * norm(A) * norm(AINV) * EPS )
  95. *> \endverbatim
  96. *
  97. * Authors:
  98. * ========
  99. *
  100. *> \author Univ. of Tennessee
  101. *> \author Univ. of California Berkeley
  102. *> \author Univ. of Colorado Denver
  103. *> \author NAG Ltd.
  104. *
  105. *> \ingroup single_lin
  106. *
  107. * =====================================================================
  108. SUBROUTINE SPPT03( UPLO, N, A, AINV, WORK, LDWORK, RWORK, RCOND,
  109. $ RESID )
  110. *
  111. * -- LAPACK test routine --
  112. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  113. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  114. *
  115. * .. Scalar Arguments ..
  116. CHARACTER UPLO
  117. INTEGER LDWORK, N
  118. REAL RCOND, RESID
  119. * ..
  120. * .. Array Arguments ..
  121. REAL A( * ), AINV( * ), RWORK( * ),
  122. $ WORK( LDWORK, * )
  123. * ..
  124. *
  125. * =====================================================================
  126. *
  127. * .. Parameters ..
  128. REAL ZERO, ONE
  129. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  130. * ..
  131. * .. Local Scalars ..
  132. INTEGER I, J, JJ
  133. REAL AINVNM, ANORM, EPS
  134. * ..
  135. * .. External Functions ..
  136. LOGICAL LSAME
  137. REAL SLAMCH, SLANGE, SLANSP
  138. EXTERNAL LSAME, SLAMCH, SLANGE, SLANSP
  139. * ..
  140. * .. Intrinsic Functions ..
  141. INTRINSIC REAL
  142. * ..
  143. * .. External Subroutines ..
  144. EXTERNAL SCOPY, SSPMV
  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 = SLANSP( '1', UPLO, N, A, RWORK )
  160. AINVNM = SLANSP( '1', UPLO, N, AINV, RWORK )
  161. IF( ANORM.LE.ZERO .OR. AINVNM.EQ.ZERO ) THEN
  162. RCOND = ZERO
  163. RESID = ONE / EPS
  164. RETURN
  165. END IF
  166. RCOND = ( ONE / ANORM ) / AINVNM
  167. *
  168. * UPLO = 'U':
  169. * Copy the leading N-1 x N-1 submatrix of AINV to WORK(1:N,2:N) and
  170. * expand it to a full matrix, then multiply by A one column at a
  171. * time, moving the result one column to the left.
  172. *
  173. IF( LSAME( UPLO, 'U' ) ) THEN
  174. *
  175. * Copy AINV
  176. *
  177. JJ = 1
  178. DO 10 J = 1, N - 1
  179. CALL SCOPY( J, AINV( JJ ), 1, WORK( 1, J+1 ), 1 )
  180. CALL SCOPY( J-1, AINV( JJ ), 1, WORK( J, 2 ), LDWORK )
  181. JJ = JJ + J
  182. 10 CONTINUE
  183. JJ = ( ( N-1 )*N ) / 2 + 1
  184. CALL SCOPY( N-1, AINV( JJ ), 1, WORK( N, 2 ), LDWORK )
  185. *
  186. * Multiply by A
  187. *
  188. DO 20 J = 1, N - 1
  189. CALL SSPMV( 'Upper', N, -ONE, A, WORK( 1, J+1 ), 1, ZERO,
  190. $ WORK( 1, J ), 1 )
  191. 20 CONTINUE
  192. CALL SSPMV( 'Upper', N, -ONE, A, AINV( JJ ), 1, ZERO,
  193. $ WORK( 1, N ), 1 )
  194. *
  195. * UPLO = 'L':
  196. * Copy the trailing N-1 x N-1 submatrix of AINV to WORK(1:N,1:N-1)
  197. * and multiply by A, moving each column to the right.
  198. *
  199. ELSE
  200. *
  201. * Copy AINV
  202. *
  203. CALL SCOPY( N-1, AINV( 2 ), 1, WORK( 1, 1 ), LDWORK )
  204. JJ = N + 1
  205. DO 30 J = 2, N
  206. CALL SCOPY( N-J+1, AINV( JJ ), 1, WORK( J, J-1 ), 1 )
  207. CALL SCOPY( N-J, AINV( JJ+1 ), 1, WORK( J, J ), LDWORK )
  208. JJ = JJ + N - J + 1
  209. 30 CONTINUE
  210. *
  211. * Multiply by A
  212. *
  213. DO 40 J = N, 2, -1
  214. CALL SSPMV( 'Lower', N, -ONE, A, WORK( 1, J-1 ), 1, ZERO,
  215. $ WORK( 1, J ), 1 )
  216. 40 CONTINUE
  217. CALL SSPMV( 'Lower', N, -ONE, A, AINV( 1 ), 1, ZERO,
  218. $ WORK( 1, 1 ), 1 )
  219. *
  220. END IF
  221. *
  222. * Add the identity matrix to WORK .
  223. *
  224. DO 50 I = 1, N
  225. WORK( I, I ) = WORK( I, I ) + ONE
  226. 50 CONTINUE
  227. *
  228. * Compute norm(I - A*AINV) / (N * norm(A) * norm(AINV) * EPS)
  229. *
  230. RESID = SLANGE( '1', N, N, WORK, LDWORK, RWORK )
  231. *
  232. RESID = ( ( RESID*RCOND ) / EPS ) / REAL( N )
  233. *
  234. RETURN
  235. *
  236. * End of SPPT03
  237. *
  238. END