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ctpt03.f 8.1 kB

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  1. *> \brief \b CTPT03
  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 CTPT03( UPLO, TRANS, DIAG, N, NRHS, AP, SCALE, CNORM,
  12. * TSCAL, X, LDX, B, LDB, WORK, RESID )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER DIAG, TRANS, UPLO
  16. * INTEGER LDB, LDX, N, NRHS
  17. * REAL RESID, SCALE, TSCAL
  18. * ..
  19. * .. Array Arguments ..
  20. * REAL CNORM( * )
  21. * COMPLEX AP( * ), B( LDB, * ), WORK( * ), X( LDX, * )
  22. * ..
  23. *
  24. *
  25. *> \par Purpose:
  26. * =============
  27. *>
  28. *> \verbatim
  29. *>
  30. *> CTPT03 computes the residual for the solution to a scaled triangular
  31. *> system of equations A*x = s*b, A**T *x = s*b, or A**H *x = s*b,
  32. *> when the triangular matrix A is stored in packed format. Here A**T
  33. *> denotes the transpose of A, A**H denotes the conjugate transpose of
  34. *> A, s is a scalar, and x and b are N by NRHS matrices. The test ratio
  35. *> is the maximum over the number of right hand sides of
  36. *> norm(s*b - op(A)*x) / ( norm(op(A)) * norm(x) * EPS ),
  37. *> where op(A) denotes A, A**T, or A**H, and EPS is the machine epsilon.
  38. *> \endverbatim
  39. *
  40. * Arguments:
  41. * ==========
  42. *
  43. *> \param[in] UPLO
  44. *> \verbatim
  45. *> UPLO is CHARACTER*1
  46. *> Specifies whether the matrix A is upper or lower triangular.
  47. *> = 'U': Upper triangular
  48. *> = 'L': Lower triangular
  49. *> \endverbatim
  50. *>
  51. *> \param[in] TRANS
  52. *> \verbatim
  53. *> TRANS is CHARACTER*1
  54. *> Specifies the operation applied to A.
  55. *> = 'N': A *x = s*b (No transpose)
  56. *> = 'T': A**T *x = s*b (Transpose)
  57. *> = 'C': A**H *x = s*b (Conjugate transpose)
  58. *> \endverbatim
  59. *>
  60. *> \param[in] DIAG
  61. *> \verbatim
  62. *> DIAG is CHARACTER*1
  63. *> Specifies whether or not the matrix A is unit triangular.
  64. *> = 'N': Non-unit triangular
  65. *> = 'U': Unit triangular
  66. *> \endverbatim
  67. *>
  68. *> \param[in] N
  69. *> \verbatim
  70. *> N is INTEGER
  71. *> The order of the matrix A. N >= 0.
  72. *> \endverbatim
  73. *>
  74. *> \param[in] NRHS
  75. *> \verbatim
  76. *> NRHS is INTEGER
  77. *> The number of right hand sides, i.e., the number of columns
  78. *> of the matrices X and B. NRHS >= 0.
  79. *> \endverbatim
  80. *>
  81. *> \param[in] AP
  82. *> \verbatim
  83. *> AP is COMPLEX array, dimension (N*(N+1)/2)
  84. *> The upper or lower triangular matrix A, packed columnwise in
  85. *> a linear array. The j-th column of A is stored in the array
  86. *> AP as follows:
  87. *> if UPLO = 'U', AP((j-1)*j/2 + i) = A(i,j) for 1<=i<=j;
  88. *> if UPLO = 'L',
  89. *> AP((j-1)*(n-j) + j*(j+1)/2 + i-j) = A(i,j) for j<=i<=n.
  90. *> \endverbatim
  91. *>
  92. *> \param[in] SCALE
  93. *> \verbatim
  94. *> SCALE is REAL
  95. *> The scaling factor s used in solving the triangular system.
  96. *> \endverbatim
  97. *>
  98. *> \param[in] CNORM
  99. *> \verbatim
  100. *> CNORM is REAL array, dimension (N)
  101. *> The 1-norms of the columns of A, not counting the diagonal.
  102. *> \endverbatim
  103. *>
  104. *> \param[in] TSCAL
  105. *> \verbatim
  106. *> TSCAL is REAL
  107. *> The scaling factor used in computing the 1-norms in CNORM.
  108. *> CNORM actually contains the column norms of TSCAL*A.
  109. *> \endverbatim
  110. *>
  111. *> \param[in] X
  112. *> \verbatim
  113. *> X is COMPLEX array, dimension (LDX,NRHS)
  114. *> The computed solution vectors for the system of linear
  115. *> equations.
  116. *> \endverbatim
  117. *>
  118. *> \param[in] LDX
  119. *> \verbatim
  120. *> LDX is INTEGER
  121. *> The leading dimension of the array X. LDX >= max(1,N).
  122. *> \endverbatim
  123. *>
  124. *> \param[in] B
  125. *> \verbatim
  126. *> B is COMPLEX array, dimension (LDB,NRHS)
  127. *> The right hand side vectors for the system of linear
  128. *> equations.
  129. *> \endverbatim
  130. *>
  131. *> \param[in] LDB
  132. *> \verbatim
  133. *> LDB is INTEGER
  134. *> The leading dimension of the array B. LDB >= max(1,N).
  135. *> \endverbatim
  136. *>
  137. *> \param[out] WORK
  138. *> \verbatim
  139. *> WORK is COMPLEX array, dimension (N)
  140. *> \endverbatim
  141. *>
  142. *> \param[out] RESID
  143. *> \verbatim
  144. *> RESID is REAL
  145. *> The maximum over the number of right hand sides of
  146. *> norm(op(A)*x - s*b) / ( norm(op(A)) * norm(x) * EPS ).
  147. *> \endverbatim
  148. *
  149. * Authors:
  150. * ========
  151. *
  152. *> \author Univ. of Tennessee
  153. *> \author Univ. of California Berkeley
  154. *> \author Univ. of Colorado Denver
  155. *> \author NAG Ltd.
  156. *
  157. *> \date November 2011
  158. *
  159. *> \ingroup complex_lin
  160. *
  161. * =====================================================================
  162. SUBROUTINE CTPT03( UPLO, TRANS, DIAG, N, NRHS, AP, SCALE, CNORM,
  163. $ TSCAL, X, LDX, B, LDB, WORK, RESID )
  164. *
  165. * -- LAPACK test routine (version 3.4.0) --
  166. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  167. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  168. * November 2011
  169. *
  170. * .. Scalar Arguments ..
  171. CHARACTER DIAG, TRANS, UPLO
  172. INTEGER LDB, LDX, N, NRHS
  173. REAL RESID, SCALE, TSCAL
  174. * ..
  175. * .. Array Arguments ..
  176. REAL CNORM( * )
  177. COMPLEX AP( * ), B( LDB, * ), WORK( * ), X( LDX, * )
  178. * ..
  179. *
  180. * =====================================================================
  181. *
  182. * .. Parameters ..
  183. REAL ONE, ZERO
  184. PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 )
  185. * ..
  186. * .. Local Scalars ..
  187. INTEGER IX, J, JJ
  188. REAL EPS, ERR, SMLNUM, TNORM, XNORM, XSCAL
  189. * ..
  190. * .. External Functions ..
  191. LOGICAL LSAME
  192. INTEGER ICAMAX
  193. REAL SLAMCH
  194. EXTERNAL LSAME, ICAMAX, SLAMCH
  195. * ..
  196. * .. External Subroutines ..
  197. EXTERNAL CAXPY, CCOPY, CSSCAL, CTPMV
  198. * ..
  199. * .. Intrinsic Functions ..
  200. INTRINSIC ABS, CMPLX, MAX, REAL
  201. * ..
  202. * .. Executable Statements ..
  203. *
  204. * Quick exit if N = 0.
  205. *
  206. IF( N.LE.0 .OR. NRHS.LE.0 ) THEN
  207. RESID = ZERO
  208. RETURN
  209. END IF
  210. EPS = SLAMCH( 'Epsilon' )
  211. SMLNUM = SLAMCH( 'Safe minimum' )
  212. *
  213. * Compute the norm of the triangular matrix A using the column
  214. * norms already computed by CLATPS.
  215. *
  216. TNORM = 0.
  217. IF( LSAME( DIAG, 'N' ) ) THEN
  218. IF( LSAME( UPLO, 'U' ) ) THEN
  219. JJ = 1
  220. DO 10 J = 1, N
  221. TNORM = MAX( TNORM, TSCAL*ABS( AP( JJ ) )+CNORM( J ) )
  222. JJ = JJ + J + 1
  223. 10 CONTINUE
  224. ELSE
  225. JJ = 1
  226. DO 20 J = 1, N
  227. TNORM = MAX( TNORM, TSCAL*ABS( AP( JJ ) )+CNORM( J ) )
  228. JJ = JJ + N - J + 1
  229. 20 CONTINUE
  230. END IF
  231. ELSE
  232. DO 30 J = 1, N
  233. TNORM = MAX( TNORM, TSCAL+CNORM( J ) )
  234. 30 CONTINUE
  235. END IF
  236. *
  237. * Compute the maximum over the number of right hand sides of
  238. * norm(op(A)*x - s*b) / ( norm(A) * norm(x) * EPS ).
  239. *
  240. RESID = ZERO
  241. DO 40 J = 1, NRHS
  242. CALL CCOPY( N, X( 1, J ), 1, WORK, 1 )
  243. IX = ICAMAX( N, WORK, 1 )
  244. XNORM = MAX( ONE, ABS( X( IX, J ) ) )
  245. XSCAL = ( ONE / XNORM ) / REAL( N )
  246. CALL CSSCAL( N, XSCAL, WORK, 1 )
  247. CALL CTPMV( UPLO, TRANS, DIAG, N, AP, WORK, 1 )
  248. CALL CAXPY( N, CMPLX( -SCALE*XSCAL ), B( 1, J ), 1, WORK, 1 )
  249. IX = ICAMAX( N, WORK, 1 )
  250. ERR = TSCAL*ABS( WORK( IX ) )
  251. IX = ICAMAX( N, X( 1, J ), 1 )
  252. XNORM = ABS( X( IX, J ) )
  253. IF( ERR*SMLNUM.LE.XNORM ) THEN
  254. IF( XNORM.GT.ZERO )
  255. $ ERR = ERR / XNORM
  256. ELSE
  257. IF( ERR.GT.ZERO )
  258. $ ERR = ONE / EPS
  259. END IF
  260. IF( ERR*SMLNUM.LE.TNORM ) THEN
  261. IF( TNORM.GT.ZERO )
  262. $ ERR = ERR / TNORM
  263. ELSE
  264. IF( ERR.GT.ZERO )
  265. $ ERR = ONE / EPS
  266. END IF
  267. RESID = MAX( RESID, ERR )
  268. 40 CONTINUE
  269. *
  270. RETURN
  271. *
  272. * End of CTPT03
  273. *
  274. END