LAPACK 3.3.1
Linear Algebra PACKage
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00001 SUBROUTINE STRT01( UPLO, DIAG, N, A, LDA, AINV, LDAINV, RCOND, 00002 $ WORK, RESID ) 00003 * 00004 * -- LAPACK test routine (version 3.1) -- 00005 * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. 00006 * November 2006 00007 * 00008 * .. Scalar Arguments .. 00009 CHARACTER DIAG, UPLO 00010 INTEGER LDA, LDAINV, N 00011 REAL RCOND, RESID 00012 * .. 00013 * .. Array Arguments .. 00014 REAL A( LDA, * ), AINV( LDAINV, * ), WORK( * ) 00015 * .. 00016 * 00017 * Purpose 00018 * ======= 00019 * 00020 * STRT01 computes the residual for a triangular matrix A times its 00021 * inverse: 00022 * RESID = norm( A*AINV - I ) / ( N * norm(A) * norm(AINV) * EPS ), 00023 * where EPS is the machine epsilon. 00024 * 00025 * Arguments 00026 * ========== 00027 * 00028 * UPLO (input) CHARACTER*1 00029 * Specifies whether the matrix A is upper or lower triangular. 00030 * = 'U': Upper triangular 00031 * = 'L': Lower triangular 00032 * 00033 * DIAG (input) CHARACTER*1 00034 * Specifies whether or not the matrix A is unit triangular. 00035 * = 'N': Non-unit triangular 00036 * = 'U': Unit triangular 00037 * 00038 * N (input) INTEGER 00039 * The order of the matrix A. N >= 0. 00040 * 00041 * A (input) REAL array, dimension (LDA,N) 00042 * The triangular matrix A. If UPLO = 'U', the leading n by n 00043 * upper triangular part of the array A contains the upper 00044 * triangular matrix, and the strictly lower triangular part of 00045 * A is not referenced. If UPLO = 'L', the leading n by n lower 00046 * triangular part of the array A contains the lower triangular 00047 * matrix, and the strictly upper triangular part of A is not 00048 * referenced. If DIAG = 'U', the diagonal elements of A are 00049 * also not referenced and are assumed to be 1. 00050 * 00051 * LDA (input) INTEGER 00052 * The leading dimension of the array A. LDA >= max(1,N). 00053 * 00054 * AINV (input/output) REAL array, dimension (LDAINV,N) 00055 * On entry, the (triangular) inverse of the matrix A, in the 00056 * same storage format as A. 00057 * On exit, the contents of AINV are destroyed. 00058 * 00059 * LDAINV (input) INTEGER 00060 * The leading dimension of the array AINV. LDAINV >= max(1,N). 00061 * 00062 * RCOND (output) REAL 00063 * The reciprocal condition number of A, computed as 00064 * 1/(norm(A) * norm(AINV)). 00065 * 00066 * WORK (workspace) REAL array, dimension (N) 00067 * 00068 * RESID (output) REAL 00069 * norm(A*AINV - I) / ( N * norm(A) * norm(AINV) * EPS ) 00070 * 00071 * ===================================================================== 00072 * 00073 * .. Parameters .. 00074 REAL ZERO, ONE 00075 PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 ) 00076 * .. 00077 * .. Local Scalars .. 00078 INTEGER J 00079 REAL AINVNM, ANORM, EPS 00080 * .. 00081 * .. External Functions .. 00082 LOGICAL LSAME 00083 REAL SLAMCH, SLANTR 00084 EXTERNAL LSAME, SLAMCH, SLANTR 00085 * .. 00086 * .. External Subroutines .. 00087 EXTERNAL STRMV 00088 * .. 00089 * .. Intrinsic Functions .. 00090 INTRINSIC REAL 00091 * .. 00092 * .. Executable Statements .. 00093 * 00094 * Quick exit if N = 0 00095 * 00096 IF( N.LE.0 ) THEN 00097 RCOND = ONE 00098 RESID = ZERO 00099 RETURN 00100 END IF 00101 * 00102 * Exit with RESID = 1/EPS if ANORM = 0 or AINVNM = 0. 00103 * 00104 EPS = SLAMCH( 'Epsilon' ) 00105 ANORM = SLANTR( '1', UPLO, DIAG, N, N, A, LDA, WORK ) 00106 AINVNM = SLANTR( '1', UPLO, DIAG, N, N, AINV, LDAINV, WORK ) 00107 IF( ANORM.LE.ZERO .OR. AINVNM.LE.ZERO ) THEN 00108 RCOND = ZERO 00109 RESID = ONE / EPS 00110 RETURN 00111 END IF 00112 RCOND = ( ONE / ANORM ) / AINVNM 00113 * 00114 * Set the diagonal of AINV to 1 if AINV has unit diagonal. 00115 * 00116 IF( LSAME( DIAG, 'U' ) ) THEN 00117 DO 10 J = 1, N 00118 AINV( J, J ) = ONE 00119 10 CONTINUE 00120 END IF 00121 * 00122 * Compute A * AINV, overwriting AINV. 00123 * 00124 IF( LSAME( UPLO, 'U' ) ) THEN 00125 DO 20 J = 1, N 00126 CALL STRMV( 'Upper', 'No transpose', DIAG, J, A, LDA, 00127 $ AINV( 1, J ), 1 ) 00128 20 CONTINUE 00129 ELSE 00130 DO 30 J = 1, N 00131 CALL STRMV( 'Lower', 'No transpose', DIAG, N-J+1, A( J, J ), 00132 $ LDA, AINV( J, J ), 1 ) 00133 30 CONTINUE 00134 END IF 00135 * 00136 * Subtract 1 from each diagonal element to form A*AINV - I. 00137 * 00138 DO 40 J = 1, N 00139 AINV( J, J ) = AINV( J, J ) - ONE 00140 40 CONTINUE 00141 * 00142 * Compute norm(A*AINV - I) / (N * norm(A) * norm(AINV) * EPS) 00143 * 00144 RESID = SLANTR( '1', UPLO, 'Non-unit', N, N, AINV, LDAINV, WORK ) 00145 * 00146 RESID = ( ( RESID*RCOND ) / REAL( N ) ) / EPS 00147 * 00148 RETURN 00149 * 00150 * End of STRT01 00151 * 00152 END