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- *> \brief \b DPBT01
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE DPBT01( UPLO, N, KD, A, LDA, AFAC, LDAFAC, RWORK,
- * RESID )
- *
- * .. Scalar Arguments ..
- * CHARACTER UPLO
- * INTEGER KD, LDA, LDAFAC, N
- * DOUBLE PRECISION RESID
- * ..
- * .. Array Arguments ..
- * DOUBLE PRECISION A( LDA, * ), AFAC( LDAFAC, * ), RWORK( * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> DPBT01 reconstructs a symmetric positive definite band 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, L' is the conjugate transpose of
- *> L, and U' is the conjugate transpose of U.
- *> \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] KD
- *> \verbatim
- *> KD is INTEGER
- *> The number of super-diagonals of the matrix A if UPLO = 'U',
- *> or the number of sub-diagonals if UPLO = 'L'. KD >= 0.
- *> \endverbatim
- *>
- *> \param[in] A
- *> \verbatim
- *> A is DOUBLE PRECISION array, dimension (LDA,N)
- *> The original symmetric band matrix A. If UPLO = 'U', the
- *> upper triangular part of A is stored as a band matrix; if
- *> UPLO = 'L', the lower triangular part of A is stored. The
- *> columns of the appropriate triangle are stored in the columns
- *> of A and the diagonals of the triangle are stored in the rows
- *> of A. See DPBTRF for further details.
- *> \endverbatim
- *>
- *> \param[in] LDA
- *> \verbatim
- *> LDA is INTEGER.
- *> The leading dimension of the array A. LDA >= max(1,KD+1).
- *> \endverbatim
- *>
- *> \param[in] AFAC
- *> \verbatim
- *> AFAC is DOUBLE PRECISION array, dimension (LDAFAC,N)
- *> The factored form of the matrix A. AFAC contains the factor
- *> L or U from the L*L' or U'*U factorization in band storage
- *> format, as computed by DPBTRF.
- *> \endverbatim
- *>
- *> \param[in] LDAFAC
- *> \verbatim
- *> LDAFAC is INTEGER
- *> The leading dimension of the array AFAC.
- *> LDAFAC >= max(1,KD+1).
- *> \endverbatim
- *>
- *> \param[out] RWORK
- *> \verbatim
- *> RWORK is DOUBLE PRECISION array, dimension (N)
- *> \endverbatim
- *>
- *> \param[out] RESID
- *> \verbatim
- *> RESID is DOUBLE PRECISION
- *> 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.
- *
- *> \ingroup double_lin
- *
- * =====================================================================
- SUBROUTINE DPBT01( UPLO, N, KD, A, LDA, AFAC, LDAFAC, RWORK,
- $ RESID )
- *
- * -- LAPACK test routine --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- *
- * .. Scalar Arguments ..
- CHARACTER UPLO
- INTEGER KD, LDA, LDAFAC, N
- DOUBLE PRECISION RESID
- * ..
- * .. Array Arguments ..
- DOUBLE PRECISION A( LDA, * ), AFAC( LDAFAC, * ), RWORK( * )
- * ..
- *
- * =====================================================================
- *
- *
- * .. Parameters ..
- DOUBLE PRECISION ZERO, ONE
- PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
- * ..
- * .. Local Scalars ..
- INTEGER I, J, K, KC, KLEN, ML, MU
- DOUBLE PRECISION ANORM, EPS, T
- * ..
- * .. External Functions ..
- LOGICAL LSAME
- DOUBLE PRECISION DDOT, DLAMCH, DLANSB
- EXTERNAL LSAME, DDOT, DLAMCH, DLANSB
- * ..
- * .. External Subroutines ..
- EXTERNAL DSCAL, DSYR, DTRMV
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC DBLE, MAX, MIN
- * ..
- * .. 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 = DLAMCH( 'Epsilon' )
- ANORM = DLANSB( '1', UPLO, N, KD, A, LDA, RWORK )
- IF( ANORM.LE.ZERO ) THEN
- RESID = ONE / EPS
- RETURN
- END IF
- *
- * Compute the product U'*U, overwriting U.
- *
- IF( LSAME( UPLO, 'U' ) ) THEN
- DO 10 K = N, 1, -1
- KC = MAX( 1, KD+2-K )
- KLEN = KD + 1 - KC
- *
- * Compute the (K,K) element of the result.
- *
- T = DDOT( KLEN+1, AFAC( KC, K ), 1, AFAC( KC, K ), 1 )
- AFAC( KD+1, K ) = T
- *
- * Compute the rest of column K.
- *
- IF( KLEN.GT.0 )
- $ CALL DTRMV( 'Upper', 'Transpose', 'Non-unit', KLEN,
- $ AFAC( KD+1, K-KLEN ), LDAFAC-1,
- $ AFAC( KC, K ), 1 )
- *
- 10 CONTINUE
- *
- * UPLO = 'L': Compute the product L*L', overwriting L.
- *
- ELSE
- DO 20 K = N, 1, -1
- KLEN = MIN( KD, N-K )
- *
- * Add a multiple of column K of the factor L to each of
- * columns K+1 through N.
- *
- IF( KLEN.GT.0 )
- $ CALL DSYR( 'Lower', KLEN, ONE, AFAC( 2, K ), 1,
- $ AFAC( 1, K+1 ), LDAFAC-1 )
- *
- * Scale column K by the diagonal element.
- *
- T = AFAC( 1, K )
- CALL DSCAL( KLEN+1, T, AFAC( 1, K ), 1 )
- *
- 20 CONTINUE
- END IF
- *
- * Compute the difference L*L' - A or U'*U - A.
- *
- IF( LSAME( UPLO, 'U' ) ) THEN
- DO 40 J = 1, N
- MU = MAX( 1, KD+2-J )
- DO 30 I = MU, KD + 1
- AFAC( I, J ) = AFAC( I, J ) - A( I, J )
- 30 CONTINUE
- 40 CONTINUE
- ELSE
- DO 60 J = 1, N
- ML = MIN( KD+1, N-J+1 )
- DO 50 I = 1, ML
- AFAC( I, J ) = AFAC( I, J ) - A( I, J )
- 50 CONTINUE
- 60 CONTINUE
- END IF
- *
- * Compute norm( L*L' - A ) / ( N * norm(A) * EPS )
- *
- RESID = DLANSB( 'I', UPLO, N, KD, AFAC, LDAFAC, RWORK )
- *
- RESID = ( ( RESID / DBLE( N ) ) / ANORM ) / EPS
- *
- RETURN
- *
- * End of DPBT01
- *
- END
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