LAPACK 3.3.1
Linear Algebra PACKage
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00001 SUBROUTINE ZPPT01( 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 DOUBLE PRECISION RESID 00011 * .. 00012 * .. Array Arguments .. 00013 DOUBLE PRECISION RWORK( * ) 00014 COMPLEX*16 A( * ), AFAC( * ) 00015 * .. 00016 * 00017 * Purpose 00018 * ======= 00019 * 00020 * ZPPT01 reconstructs a Hermitian positive definite packed matrix A 00021 * from its L*L' or U'*U factorization and computes the residual 00022 * norm( L*L' - A ) / ( N * norm(A) * EPS ) or 00023 * norm( U'*U - A ) / ( N * norm(A) * EPS ), 00024 * where EPS is the machine epsilon, L' is the conjugate transpose of 00025 * L, and U' is the conjugate transpose of U. 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 number of rows and columns of the matrix A. N >= 0. 00038 * 00039 * A (input) COMPLEX*16 array, dimension (N*(N+1)/2) 00040 * The original Hermitian matrix A, stored as a packed 00041 * triangular matrix. 00042 * 00043 * AFAC (input/output) COMPLEX*16 array, dimension (N*(N+1)/2) 00044 * On entry, the factor L or U from the L*L' or U'*U 00045 * factorization of A, stored as a packed triangular matrix. 00046 * Overwritten with the reconstructed matrix, and then with the 00047 * difference L*L' - A (or U'*U - A). 00048 * 00049 * RWORK (workspace) DOUBLE PRECISION array, dimension (N) 00050 * 00051 * RESID (output) DOUBLE PRECISION 00052 * If UPLO = 'L', norm(L*L' - A) / ( N * norm(A) * EPS ) 00053 * If UPLO = 'U', norm(U'*U - A) / ( N * norm(A) * EPS ) 00054 * 00055 * ===================================================================== 00056 * 00057 * .. Parameters .. 00058 DOUBLE PRECISION ZERO, ONE 00059 PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) 00060 * .. 00061 * .. Local Scalars .. 00062 INTEGER I, K, KC 00063 DOUBLE PRECISION ANORM, EPS, TR 00064 COMPLEX*16 TC 00065 * .. 00066 * .. External Functions .. 00067 LOGICAL LSAME 00068 DOUBLE PRECISION DLAMCH, ZLANHP 00069 COMPLEX*16 ZDOTC 00070 EXTERNAL LSAME, DLAMCH, ZLANHP, ZDOTC 00071 * .. 00072 * .. External Subroutines .. 00073 EXTERNAL ZHPR, ZSCAL, ZTPMV 00074 * .. 00075 * .. Intrinsic Functions .. 00076 INTRINSIC DBLE, DIMAG 00077 * .. 00078 * .. Executable Statements .. 00079 * 00080 * Quick exit if N = 0 00081 * 00082 IF( N.LE.0 ) THEN 00083 RESID = ZERO 00084 RETURN 00085 END IF 00086 * 00087 * Exit with RESID = 1/EPS if ANORM = 0. 00088 * 00089 EPS = DLAMCH( 'Epsilon' ) 00090 ANORM = ZLANHP( '1', UPLO, N, A, RWORK ) 00091 IF( ANORM.LE.ZERO ) THEN 00092 RESID = ONE / EPS 00093 RETURN 00094 END IF 00095 * 00096 * Check the imaginary parts of the diagonal elements and return with 00097 * an error code if any are nonzero. 00098 * 00099 KC = 1 00100 IF( LSAME( UPLO, 'U' ) ) THEN 00101 DO 10 K = 1, N 00102 IF( DIMAG( AFAC( KC ) ).NE.ZERO ) THEN 00103 RESID = ONE / EPS 00104 RETURN 00105 END IF 00106 KC = KC + K + 1 00107 10 CONTINUE 00108 ELSE 00109 DO 20 K = 1, N 00110 IF( DIMAG( AFAC( KC ) ).NE.ZERO ) THEN 00111 RESID = ONE / EPS 00112 RETURN 00113 END IF 00114 KC = KC + N - K + 1 00115 20 CONTINUE 00116 END IF 00117 * 00118 * Compute the product U'*U, overwriting U. 00119 * 00120 IF( LSAME( UPLO, 'U' ) ) THEN 00121 KC = ( N*( N-1 ) ) / 2 + 1 00122 DO 30 K = N, 1, -1 00123 * 00124 * Compute the (K,K) element of the result. 00125 * 00126 TR = ZDOTC( K, AFAC( KC ), 1, AFAC( KC ), 1 ) 00127 AFAC( KC+K-1 ) = TR 00128 * 00129 * Compute the rest of column K. 00130 * 00131 IF( K.GT.1 ) THEN 00132 CALL ZTPMV( 'Upper', 'Conjugate', 'Non-unit', K-1, AFAC, 00133 $ AFAC( KC ), 1 ) 00134 KC = KC - ( K-1 ) 00135 END IF 00136 30 CONTINUE 00137 * 00138 * Compute the difference L*L' - A 00139 * 00140 KC = 1 00141 DO 50 K = 1, N 00142 DO 40 I = 1, K - 1 00143 AFAC( KC+I-1 ) = AFAC( KC+I-1 ) - A( KC+I-1 ) 00144 40 CONTINUE 00145 AFAC( KC+K-1 ) = AFAC( KC+K-1 ) - DBLE( A( KC+K-1 ) ) 00146 KC = KC + K 00147 50 CONTINUE 00148 * 00149 * Compute the product L*L', overwriting L. 00150 * 00151 ELSE 00152 KC = ( N*( N+1 ) ) / 2 00153 DO 60 K = N, 1, -1 00154 * 00155 * Add a multiple of column K of the factor L to each of 00156 * columns K+1 through N. 00157 * 00158 IF( K.LT.N ) 00159 $ CALL ZHPR( 'Lower', N-K, ONE, AFAC( KC+1 ), 1, 00160 $ AFAC( KC+N-K+1 ) ) 00161 * 00162 * Scale column K by the diagonal element. 00163 * 00164 TC = AFAC( KC ) 00165 CALL ZSCAL( N-K+1, TC, AFAC( KC ), 1 ) 00166 * 00167 KC = KC - ( N-K+2 ) 00168 60 CONTINUE 00169 * 00170 * Compute the difference U'*U - A 00171 * 00172 KC = 1 00173 DO 80 K = 1, N 00174 AFAC( KC ) = AFAC( KC ) - DBLE( A( KC ) ) 00175 DO 70 I = K + 1, N 00176 AFAC( KC+I-K ) = AFAC( KC+I-K ) - A( KC+I-K ) 00177 70 CONTINUE 00178 KC = KC + N - K + 1 00179 80 CONTINUE 00180 END IF 00181 * 00182 * Compute norm( L*U - A ) / ( N * norm(A) * EPS ) 00183 * 00184 RESID = ZLANHP( '1', UPLO, N, AFAC, RWORK ) 00185 * 00186 RESID = ( ( RESID / DBLE( N ) ) / ANORM ) / EPS 00187 * 00188 RETURN 00189 * 00190 * End of ZPPT01 00191 * 00192 END