LAPACK 3.3.0
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00001 SUBROUTINE SPPT01( UPLO, N, A, AFAC, RWORK, RESID ) 00002 * 00003 * -- LAPACK test routine (version 3.1) -- 00004 * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. 00005 * November 2006 00006 * 00007 * .. Scalar Arguments .. 00008 CHARACTER UPLO 00009 INTEGER N 00010 REAL RESID 00011 * .. 00012 * .. Array Arguments .. 00013 REAL A( * ), AFAC( * ), RWORK( * ) 00014 * .. 00015 * 00016 * Purpose 00017 * ======= 00018 * 00019 * SPPT01 reconstructs a symmetric positive definite packed matrix A 00020 * from its L*L' or U'*U factorization and computes the residual 00021 * norm( L*L' - A ) / ( N * norm(A) * EPS ) or 00022 * norm( U'*U - A ) / ( N * norm(A) * EPS ), 00023 * where EPS is the machine epsilon. 00024 * 00025 * Arguments 00026 * ========== 00027 * 00028 * UPLO (input) CHARACTER*1 00029 * Specifies whether the upper or lower triangular part of the 00030 * symmetric matrix A is stored: 00031 * = 'U': Upper triangular 00032 * = 'L': Lower triangular 00033 * 00034 * N (input) INTEGER 00035 * The number of rows and columns of the matrix A. N >= 0. 00036 * 00037 * A (input) REAL array, dimension (N*(N+1)/2) 00038 * The original symmetric matrix A, stored as a packed 00039 * triangular matrix. 00040 * 00041 * AFAC (input/output) REAL array, dimension (N*(N+1)/2) 00042 * On entry, the factor L or U from the L*L' or U'*U 00043 * factorization of A, stored as a packed triangular matrix. 00044 * Overwritten with the reconstructed matrix, and then with the 00045 * difference L*L' - A (or U'*U - A). 00046 * 00047 * RWORK (workspace) REAL array, dimension (N) 00048 * 00049 * RESID (output) REAL 00050 * If UPLO = 'L', norm(L*L' - A) / ( N * norm(A) * EPS ) 00051 * If UPLO = 'U', norm(U'*U - A) / ( N * norm(A) * EPS ) 00052 * 00053 * ===================================================================== 00054 * 00055 * .. Parameters .. 00056 REAL ZERO, ONE 00057 PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 ) 00058 * .. 00059 * .. Local Scalars .. 00060 INTEGER I, K, KC, NPP 00061 REAL ANORM, EPS, T 00062 * .. 00063 * .. External Functions .. 00064 LOGICAL LSAME 00065 REAL SDOT, SLAMCH, SLANSP 00066 EXTERNAL LSAME, SDOT, SLAMCH, SLANSP 00067 * .. 00068 * .. External Subroutines .. 00069 EXTERNAL SSCAL, SSPR, STPMV 00070 * .. 00071 * .. Intrinsic Functions .. 00072 INTRINSIC REAL 00073 * .. 00074 * .. Executable Statements .. 00075 * 00076 * Quick exit if N = 0 00077 * 00078 IF( N.LE.0 ) THEN 00079 RESID = ZERO 00080 RETURN 00081 END IF 00082 * 00083 * Exit with RESID = 1/EPS if ANORM = 0. 00084 * 00085 EPS = SLAMCH( 'Epsilon' ) 00086 ANORM = SLANSP( '1', UPLO, N, A, RWORK ) 00087 IF( ANORM.LE.ZERO ) THEN 00088 RESID = ONE / EPS 00089 RETURN 00090 END IF 00091 * 00092 * Compute the product U'*U, overwriting U. 00093 * 00094 IF( LSAME( UPLO, 'U' ) ) THEN 00095 KC = ( N*( N-1 ) ) / 2 + 1 00096 DO 10 K = N, 1, -1 00097 * 00098 * Compute the (K,K) element of the result. 00099 * 00100 T = SDOT( K, AFAC( KC ), 1, AFAC( KC ), 1 ) 00101 AFAC( KC+K-1 ) = T 00102 * 00103 * Compute the rest of column K. 00104 * 00105 IF( K.GT.1 ) THEN 00106 CALL STPMV( 'Upper', 'Transpose', 'Non-unit', K-1, AFAC, 00107 $ AFAC( KC ), 1 ) 00108 KC = KC - ( K-1 ) 00109 END IF 00110 10 CONTINUE 00111 * 00112 * Compute the product L*L', overwriting L. 00113 * 00114 ELSE 00115 KC = ( N*( N+1 ) ) / 2 00116 DO 20 K = N, 1, -1 00117 * 00118 * Add a multiple of column K of the factor L to each of 00119 * columns K+1 through N. 00120 * 00121 IF( K.LT.N ) 00122 $ CALL SSPR( 'Lower', N-K, ONE, AFAC( KC+1 ), 1, 00123 $ AFAC( KC+N-K+1 ) ) 00124 * 00125 * Scale column K by the diagonal element. 00126 * 00127 T = AFAC( KC ) 00128 CALL SSCAL( N-K+1, T, AFAC( KC ), 1 ) 00129 * 00130 KC = KC - ( N-K+2 ) 00131 20 CONTINUE 00132 END IF 00133 * 00134 * Compute the difference L*L' - A (or U'*U - A). 00135 * 00136 NPP = N*( N+1 ) / 2 00137 DO 30 I = 1, NPP 00138 AFAC( I ) = AFAC( I ) - A( I ) 00139 30 CONTINUE 00140 * 00141 * Compute norm( L*U - A ) / ( N * norm(A) * EPS ) 00142 * 00143 RESID = SLANSP( '1', UPLO, N, AFAC, RWORK ) 00144 * 00145 RESID = ( ( RESID / REAL( N ) ) / ANORM ) / EPS 00146 * 00147 RETURN 00148 * 00149 * End of SPPT01 00150 * 00151 END