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- *> \brief \b SPPT01
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE SPPT01( UPLO, N, A, AFAC, RWORK, RESID )
- *
- * .. Scalar Arguments ..
- * CHARACTER UPLO
- * INTEGER N
- * REAL RESID
- * ..
- * .. Array Arguments ..
- * REAL A( * ), AFAC( * ), RWORK( * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> SPPT01 reconstructs a symmetric positive definite packed matrix A
- *> from its L*L' or U'*U factorization and computes the residual
- *> norm( L*L' - A ) / ( N * norm(A) * EPS ) or
- *> norm( U'*U - A ) / ( N * norm(A) * EPS ),
- *> where EPS is the machine epsilon.
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] UPLO
- *> \verbatim
- *> UPLO is CHARACTER*1
- *> Specifies whether the upper or lower triangular part of the
- *> symmetric matrix A is stored:
- *> = 'U': Upper triangular
- *> = 'L': Lower triangular
- *> \endverbatim
- *>
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The number of rows and columns of the matrix A. N >= 0.
- *> \endverbatim
- *>
- *> \param[in] A
- *> \verbatim
- *> A is REAL array, dimension (N*(N+1)/2)
- *> The original symmetric matrix A, stored as a packed
- *> triangular matrix.
- *> \endverbatim
- *>
- *> \param[in,out] AFAC
- *> \verbatim
- *> AFAC is REAL array, dimension (N*(N+1)/2)
- *> On entry, the factor L or U from the L*L' or U'*U
- *> factorization of A, stored as a packed triangular matrix.
- *> Overwritten with the reconstructed matrix, and then with the
- *> difference L*L' - A (or U'*U - A).
- *> \endverbatim
- *>
- *> \param[out] RWORK
- *> \verbatim
- *> RWORK is REAL array, dimension (N)
- *> \endverbatim
- *>
- *> \param[out] RESID
- *> \verbatim
- *> RESID is REAL
- *> If UPLO = 'L', norm(L*L' - A) / ( N * norm(A) * EPS )
- *> If UPLO = 'U', norm(U'*U - A) / ( N * norm(A) * EPS )
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \date November 2011
- *
- *> \ingroup single_lin
- *
- * =====================================================================
- SUBROUTINE SPPT01( UPLO, N, A, AFAC, RWORK, RESID )
- *
- * -- LAPACK test routine (version 3.4.0) --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- * November 2011
- *
- * .. Scalar Arguments ..
- CHARACTER UPLO
- INTEGER N
- REAL RESID
- * ..
- * .. Array Arguments ..
- REAL A( * ), AFAC( * ), RWORK( * )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- REAL ZERO, ONE
- PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
- * ..
- * .. Local Scalars ..
- INTEGER I, K, KC, NPP
- REAL ANORM, EPS, T
- * ..
- * .. External Functions ..
- LOGICAL LSAME
- REAL SDOT, SLAMCH, SLANSP
- EXTERNAL LSAME, SDOT, SLAMCH, SLANSP
- * ..
- * .. External Subroutines ..
- EXTERNAL SSCAL, SSPR, STPMV
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC REAL
- * ..
- * .. Executable Statements ..
- *
- * Quick exit if N = 0
- *
- IF( N.LE.0 ) THEN
- RESID = ZERO
- RETURN
- END IF
- *
- * Exit with RESID = 1/EPS if ANORM = 0.
- *
- EPS = SLAMCH( 'Epsilon' )
- ANORM = SLANSP( '1', UPLO, N, A, RWORK )
- IF( ANORM.LE.ZERO ) THEN
- RESID = ONE / EPS
- RETURN
- END IF
- *
- * Compute the product U'*U, overwriting U.
- *
- IF( LSAME( UPLO, 'U' ) ) THEN
- KC = ( N*( N-1 ) ) / 2 + 1
- DO 10 K = N, 1, -1
- *
- * Compute the (K,K) element of the result.
- *
- T = SDOT( K, AFAC( KC ), 1, AFAC( KC ), 1 )
- AFAC( KC+K-1 ) = T
- *
- * Compute the rest of column K.
- *
- IF( K.GT.1 ) THEN
- CALL STPMV( 'Upper', 'Transpose', 'Non-unit', K-1, AFAC,
- $ AFAC( KC ), 1 )
- KC = KC - ( K-1 )
- END IF
- 10 CONTINUE
- *
- * Compute the product L*L', overwriting L.
- *
- ELSE
- KC = ( N*( N+1 ) ) / 2
- DO 20 K = N, 1, -1
- *
- * Add a multiple of column K of the factor L to each of
- * columns K+1 through N.
- *
- IF( K.LT.N )
- $ CALL SSPR( 'Lower', N-K, ONE, AFAC( KC+1 ), 1,
- $ AFAC( KC+N-K+1 ) )
- *
- * Scale column K by the diagonal element.
- *
- T = AFAC( KC )
- CALL SSCAL( N-K+1, T, AFAC( KC ), 1 )
- *
- KC = KC - ( N-K+2 )
- 20 CONTINUE
- END IF
- *
- * Compute the difference L*L' - A (or U'*U - A).
- *
- NPP = N*( N+1 ) / 2
- DO 30 I = 1, NPP
- AFAC( I ) = AFAC( I ) - A( I )
- 30 CONTINUE
- *
- * Compute norm( L*U - A ) / ( N * norm(A) * EPS )
- *
- RESID = SLANSP( '1', UPLO, N, AFAC, RWORK )
- *
- RESID = ( ( RESID / REAL( N ) ) / ANORM ) / EPS
- *
- RETURN
- *
- * End of SPPT01
- *
- END
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