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strt01.f 6.1 kB

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  1. *> \brief \b STRT01
  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 STRT01( UPLO, DIAG, N, A, LDA, AINV, LDAINV, RCOND,
  12. * WORK, RESID )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER DIAG, UPLO
  16. * INTEGER LDA, LDAINV, N
  17. * REAL RCOND, RESID
  18. * ..
  19. * .. Array Arguments ..
  20. * REAL A( LDA, * ), AINV( LDAINV, * ), WORK( * )
  21. * ..
  22. *
  23. *
  24. *> \par Purpose:
  25. * =============
  26. *>
  27. *> \verbatim
  28. *>
  29. *> STRT01 computes the residual for a triangular matrix A times its
  30. *> inverse:
  31. *> RESID = norm( A*AINV - I ) / ( N * norm(A) * norm(AINV) * EPS ),
  32. *> where EPS is the machine epsilon.
  33. *> \endverbatim
  34. *
  35. * Arguments:
  36. * ==========
  37. *
  38. *> \param[in] UPLO
  39. *> \verbatim
  40. *> UPLO is CHARACTER*1
  41. *> Specifies whether the matrix A is upper or lower triangular.
  42. *> = 'U': Upper triangular
  43. *> = 'L': Lower triangular
  44. *> \endverbatim
  45. *>
  46. *> \param[in] DIAG
  47. *> \verbatim
  48. *> DIAG is CHARACTER*1
  49. *> Specifies whether or not the matrix A is unit triangular.
  50. *> = 'N': Non-unit triangular
  51. *> = 'U': Unit triangular
  52. *> \endverbatim
  53. *>
  54. *> \param[in] N
  55. *> \verbatim
  56. *> N is INTEGER
  57. *> The order of the matrix A. N >= 0.
  58. *> \endverbatim
  59. *>
  60. *> \param[in] A
  61. *> \verbatim
  62. *> A is REAL array, dimension (LDA,N)
  63. *> The triangular matrix A. If UPLO = 'U', the leading n by n
  64. *> upper triangular part of the array A contains the upper
  65. *> triangular matrix, and the strictly lower triangular part of
  66. *> A is not referenced. If UPLO = 'L', the leading n by n lower
  67. *> triangular part of the array A contains the lower triangular
  68. *> matrix, and the strictly upper triangular part of A is not
  69. *> referenced. If DIAG = 'U', the diagonal elements of A are
  70. *> also not referenced and are assumed to be 1.
  71. *> \endverbatim
  72. *>
  73. *> \param[in] LDA
  74. *> \verbatim
  75. *> LDA is INTEGER
  76. *> The leading dimension of the array A. LDA >= max(1,N).
  77. *> \endverbatim
  78. *>
  79. *> \param[in,out] AINV
  80. *> \verbatim
  81. *> AINV is REAL array, dimension (LDAINV,N)
  82. *> On entry, the (triangular) inverse of the matrix A, in the
  83. *> same storage format as A.
  84. *> On exit, the contents of AINV are destroyed.
  85. *> \endverbatim
  86. *>
  87. *> \param[in] LDAINV
  88. *> \verbatim
  89. *> LDAINV is INTEGER
  90. *> The leading dimension of the array AINV. LDAINV >= max(1,N).
  91. *> \endverbatim
  92. *>
  93. *> \param[out] RCOND
  94. *> \verbatim
  95. *> RCOND is REAL
  96. *> The reciprocal condition number of A, computed as
  97. *> 1/(norm(A) * norm(AINV)).
  98. *> \endverbatim
  99. *>
  100. *> \param[out] WORK
  101. *> \verbatim
  102. *> WORK is REAL array, dimension (N)
  103. *> \endverbatim
  104. *>
  105. *> \param[out] RESID
  106. *> \verbatim
  107. *> RESID is REAL
  108. *> norm(A*AINV - I) / ( N * norm(A) * norm(AINV) * EPS )
  109. *> \endverbatim
  110. *
  111. * Authors:
  112. * ========
  113. *
  114. *> \author Univ. of Tennessee
  115. *> \author Univ. of California Berkeley
  116. *> \author Univ. of Colorado Denver
  117. *> \author NAG Ltd.
  118. *
  119. *> \ingroup single_lin
  120. *
  121. * =====================================================================
  122. SUBROUTINE STRT01( UPLO, DIAG, N, A, LDA, AINV, LDAINV, RCOND,
  123. $ WORK, RESID )
  124. *
  125. * -- LAPACK test routine --
  126. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  127. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  128. *
  129. * .. Scalar Arguments ..
  130. CHARACTER DIAG, UPLO
  131. INTEGER LDA, LDAINV, N
  132. REAL RCOND, RESID
  133. * ..
  134. * .. Array Arguments ..
  135. REAL A( LDA, * ), AINV( LDAINV, * ), WORK( * )
  136. * ..
  137. *
  138. * =====================================================================
  139. *
  140. * .. Parameters ..
  141. REAL ZERO, ONE
  142. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  143. * ..
  144. * .. Local Scalars ..
  145. INTEGER J
  146. REAL AINVNM, ANORM, EPS
  147. * ..
  148. * .. External Functions ..
  149. LOGICAL LSAME
  150. REAL SLAMCH, SLANTR
  151. EXTERNAL LSAME, SLAMCH, SLANTR
  152. * ..
  153. * .. External Subroutines ..
  154. EXTERNAL STRMV
  155. * ..
  156. * .. Intrinsic Functions ..
  157. INTRINSIC REAL
  158. * ..
  159. * .. Executable Statements ..
  160. *
  161. * Quick exit if N = 0
  162. *
  163. IF( N.LE.0 ) THEN
  164. RCOND = ONE
  165. RESID = ZERO
  166. RETURN
  167. END IF
  168. *
  169. * Exit with RESID = 1/EPS if ANORM = 0 or AINVNM = 0.
  170. *
  171. EPS = SLAMCH( 'Epsilon' )
  172. ANORM = SLANTR( '1', UPLO, DIAG, N, N, A, LDA, WORK )
  173. AINVNM = SLANTR( '1', UPLO, DIAG, N, N, AINV, LDAINV, WORK )
  174. IF( ANORM.LE.ZERO .OR. AINVNM.LE.ZERO ) THEN
  175. RCOND = ZERO
  176. RESID = ONE / EPS
  177. RETURN
  178. END IF
  179. RCOND = ( ONE / ANORM ) / AINVNM
  180. *
  181. * Set the diagonal of AINV to 1 if AINV has unit diagonal.
  182. *
  183. IF( LSAME( DIAG, 'U' ) ) THEN
  184. DO 10 J = 1, N
  185. AINV( J, J ) = ONE
  186. 10 CONTINUE
  187. END IF
  188. *
  189. * Compute A * AINV, overwriting AINV.
  190. *
  191. IF( LSAME( UPLO, 'U' ) ) THEN
  192. DO 20 J = 1, N
  193. CALL STRMV( 'Upper', 'No transpose', DIAG, J, A, LDA,
  194. $ AINV( 1, J ), 1 )
  195. 20 CONTINUE
  196. ELSE
  197. DO 30 J = 1, N
  198. CALL STRMV( 'Lower', 'No transpose', DIAG, N-J+1, A( J, J ),
  199. $ LDA, AINV( J, J ), 1 )
  200. 30 CONTINUE
  201. END IF
  202. *
  203. * Subtract 1 from each diagonal element to form A*AINV - I.
  204. *
  205. DO 40 J = 1, N
  206. AINV( J, J ) = AINV( J, J ) - ONE
  207. 40 CONTINUE
  208. *
  209. * Compute norm(A*AINV - I) / (N * norm(A) * norm(AINV) * EPS)
  210. *
  211. RESID = SLANTR( '1', UPLO, 'Non-unit', N, N, AINV, LDAINV, WORK )
  212. *
  213. RESID = ( ( RESID*RCOND ) / REAL( N ) ) / EPS
  214. *
  215. RETURN
  216. *
  217. * End of STRT01
  218. *
  219. END