LAPACK 3.3.0
|
00001 SUBROUTINE ZSPT01( UPLO, N, A, AFAC, IPIV, C, LDC, 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 LDC, N 00010 DOUBLE PRECISION RESID 00011 * .. 00012 * .. Array Arguments .. 00013 INTEGER IPIV( * ) 00014 DOUBLE PRECISION RWORK( * ) 00015 COMPLEX*16 A( * ), AFAC( * ), C( LDC, * ) 00016 * .. 00017 * 00018 * Purpose 00019 * ======= 00020 * 00021 * ZSPT01 reconstructs a symmetric indefinite packed matrix A from its 00022 * diagonal pivoting factorization A = U*D*U' or A = L*D*L' and computes 00023 * the residual 00024 * norm( C - A ) / ( N * norm(A) * EPS ), 00025 * where C is the reconstructed matrix and EPS is the machine epsilon. 00026 * 00027 * Arguments 00028 * ========== 00029 * 00030 * UPLO (input) CHARACTER*1 00031 * Specifies whether the upper or lower triangular part of the 00032 * Hermitian matrix A is stored: 00033 * = 'U': Upper triangular 00034 * = 'L': Lower triangular 00035 * 00036 * N (input) INTEGER 00037 * The order of the matrix A. N >= 0. 00038 * 00039 * A (input) COMPLEX*16 array, dimension (N*(N+1)/2) 00040 * The original symmetric matrix A, stored as a packed 00041 * triangular matrix. 00042 * 00043 * AFAC (input) COMPLEX*16 array, dimension (N*(N+1)/2) 00044 * The factored form of the matrix A, stored as a packed 00045 * triangular matrix. AFAC contains the block diagonal matrix D 00046 * and the multipliers used to obtain the factor L or U from the 00047 * L*D*L' or U*D*U' factorization as computed by ZSPTRF. 00048 * 00049 * IPIV (input) INTEGER array, dimension (N) 00050 * The pivot indices from ZSPTRF. 00051 * 00052 * C (workspace) COMPLEX*16 array, dimension (LDC,N) 00053 * 00054 * LDC (integer) INTEGER 00055 * The leading dimension of the array C. LDC >= max(1,N). 00056 * 00057 * RWORK (workspace) DOUBLE PRECISION array, dimension (N) 00058 * 00059 * RESID (output) DOUBLE PRECISION 00060 * If UPLO = 'L', norm(L*D*L' - A) / ( N * norm(A) * EPS ) 00061 * If UPLO = 'U', norm(U*D*U' - A) / ( N * norm(A) * EPS ) 00062 * 00063 * ===================================================================== 00064 * 00065 * .. Parameters .. 00066 DOUBLE PRECISION ZERO, ONE 00067 PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) 00068 COMPLEX*16 CZERO, CONE 00069 PARAMETER ( CZERO = ( 0.0D+0, 0.0D+0 ), 00070 $ CONE = ( 1.0D+0, 0.0D+0 ) ) 00071 * .. 00072 * .. Local Scalars .. 00073 INTEGER I, INFO, J, JC 00074 DOUBLE PRECISION ANORM, EPS 00075 * .. 00076 * .. External Functions .. 00077 LOGICAL LSAME 00078 DOUBLE PRECISION DLAMCH, ZLANSP, ZLANSY 00079 EXTERNAL LSAME, DLAMCH, ZLANSP, ZLANSY 00080 * .. 00081 * .. External Subroutines .. 00082 EXTERNAL ZLASET, ZLAVSP 00083 * .. 00084 * .. Intrinsic Functions .. 00085 INTRINSIC DBLE 00086 * .. 00087 * .. Executable Statements .. 00088 * 00089 * Quick exit if N = 0. 00090 * 00091 IF( N.LE.0 ) THEN 00092 RESID = ZERO 00093 RETURN 00094 END IF 00095 * 00096 * Determine EPS and the norm of A. 00097 * 00098 EPS = DLAMCH( 'Epsilon' ) 00099 ANORM = ZLANSP( '1', UPLO, N, A, RWORK ) 00100 * 00101 * Initialize C to the identity matrix. 00102 * 00103 CALL ZLASET( 'Full', N, N, CZERO, CONE, C, LDC ) 00104 * 00105 * Call ZLAVSP to form the product D * U' (or D * L' ). 00106 * 00107 CALL ZLAVSP( UPLO, 'Transpose', 'Non-unit', N, N, AFAC, IPIV, C, 00108 $ LDC, INFO ) 00109 * 00110 * Call ZLAVSP again to multiply by U ( or L ). 00111 * 00112 CALL ZLAVSP( UPLO, 'No transpose', 'Unit', N, N, AFAC, IPIV, C, 00113 $ LDC, INFO ) 00114 * 00115 * Compute the difference C - A . 00116 * 00117 IF( LSAME( UPLO, 'U' ) ) THEN 00118 JC = 0 00119 DO 20 J = 1, N 00120 DO 10 I = 1, J 00121 C( I, J ) = C( I, J ) - A( JC+I ) 00122 10 CONTINUE 00123 JC = JC + J 00124 20 CONTINUE 00125 ELSE 00126 JC = 1 00127 DO 40 J = 1, N 00128 DO 30 I = J, N 00129 C( I, J ) = C( I, J ) - A( JC+I-J ) 00130 30 CONTINUE 00131 JC = JC + N - J + 1 00132 40 CONTINUE 00133 END IF 00134 * 00135 * Compute norm( C - A ) / ( N * norm(A) * EPS ) 00136 * 00137 RESID = ZLANSY( '1', UPLO, N, C, LDC, RWORK ) 00138 * 00139 IF( ANORM.LE.ZERO ) THEN 00140 IF( RESID.NE.ZERO ) 00141 $ RESID = ONE / EPS 00142 ELSE 00143 RESID = ( ( RESID / DBLE( N ) ) / ANORM ) / EPS 00144 END IF 00145 * 00146 RETURN 00147 * 00148 * End of ZSPT01 00149 * 00150 END