LAPACK 3.3.1
Linear Algebra PACKage
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00001 SUBROUTINE DPOT06( UPLO, N, NRHS, A, LDA, X, LDX, B, LDB, 00002 $ RWORK, RESID ) 00003 * 00004 * -- LAPACK test routine (version 3.1.2) -- 00005 * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. 00006 * April 2007 00007 * 00008 * .. Scalar Arguments .. 00009 CHARACTER UPLO 00010 INTEGER LDA, LDB, LDX, N, NRHS 00011 DOUBLE PRECISION RESID 00012 * .. 00013 * .. Array Arguments .. 00014 DOUBLE PRECISION A( LDA, * ), B( LDB, * ), RWORK( * ), 00015 $ X( LDX, * ) 00016 * .. 00017 * 00018 * Purpose 00019 * ======= 00020 * 00021 * DPOT06 computes the residual for a solution of a system of linear 00022 * equations A*x = b : 00023 * RESID = norm(B - A*X,inf) / ( norm(A,inf) * norm(X,inf) * EPS ), 00024 * where EPS is the machine epsilon. 00025 * 00026 * Arguments 00027 * ========= 00028 * 00029 * UPLO (input) CHARACTER*1 00030 * Specifies whether the upper or lower triangular part of the 00031 * symmetric matrix A is stored: 00032 * = 'U': Upper triangular 00033 * = 'L': Lower triangular 00034 * 00035 * N (input) INTEGER 00036 * The number of rows and columns of the matrix A. N >= 0. 00037 * 00038 * NRHS (input) INTEGER 00039 * The number of columns of B, the matrix of right hand sides. 00040 * NRHS >= 0. 00041 * 00042 * A (input) DOUBLE PRECISION array, dimension (LDA,N) 00043 * The original M x N matrix A. 00044 * 00045 * LDA (input) INTEGER 00046 * The leading dimension of the array A. LDA >= max(1,N). 00047 * 00048 * X (input) DOUBLE PRECISION array, dimension (LDX,NRHS) 00049 * The computed solution vectors for the system of linear 00050 * equations. 00051 * 00052 * LDX (input) INTEGER 00053 * The leading dimension of the array X. If TRANS = 'N', 00054 * LDX >= max(1,N); if TRANS = 'T' or 'C', LDX >= max(1,N). 00055 * 00056 * B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS) 00057 * On entry, the right hand side vectors for the system of 00058 * linear equations. 00059 * On exit, B is overwritten with the difference B - A*X. 00060 * 00061 * LDB (input) INTEGER 00062 * The leading dimension of the array B. IF TRANS = 'N', 00063 * LDB >= max(1,M); if TRANS = 'T' or 'C', LDB >= max(1,N). 00064 * 00065 * RWORK (workspace) DOUBLE PRECISION array, dimension (N) 00066 * 00067 * RESID (output) DOUBLE PRECISION 00068 * The maximum over the number of right hand sides of 00069 * norm(B - A*X) / ( norm(A) * norm(X) * EPS ). 00070 * 00071 * ===================================================================== 00072 * 00073 * .. Parameters .. 00074 DOUBLE PRECISION ZERO, ONE, NEGONE 00075 PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) 00076 PARAMETER ( NEGONE = -1.0D+0 ) 00077 * .. 00078 * .. Local Scalars .. 00079 INTEGER IFAIL, J 00080 DOUBLE PRECISION ANORM, BNORM, EPS, XNORM 00081 * .. 00082 * .. External Functions .. 00083 LOGICAL LSAME 00084 INTEGER IDAMAX 00085 DOUBLE PRECISION DLAMCH, DLANSY 00086 EXTERNAL LSAME, IDAMAX, DLAMCH, DLANSY 00087 * .. 00088 * .. External Subroutines .. 00089 EXTERNAL DSYMM 00090 * .. 00091 * .. Intrinsic Functions .. 00092 INTRINSIC MAX, ABS 00093 * .. 00094 * .. Executable Statements .. 00095 * 00096 * Quick exit if N = 0 or NRHS = 0 00097 * 00098 IF( N.LE.0 .OR. NRHS.EQ.0 ) THEN 00099 RESID = ZERO 00100 RETURN 00101 END IF 00102 * 00103 * Exit with RESID = 1/EPS if ANORM = 0. 00104 * 00105 EPS = DLAMCH( 'Epsilon' ) 00106 ANORM = DLANSY( 'I', UPLO, N, A, LDA, RWORK ) 00107 IF( ANORM.LE.ZERO ) THEN 00108 RESID = ONE / EPS 00109 RETURN 00110 END IF 00111 * 00112 * Compute B - A*X and store in B. 00113 IFAIL=0 00114 * 00115 CALL DSYMM( 'Left', UPLO, N, NRHS, NEGONE, A, LDA, X, 00116 $ LDX, ONE, B, LDB ) 00117 * 00118 * Compute the maximum over the number of right hand sides of 00119 * norm(B - A*X) / ( norm(A) * norm(X) * EPS ) . 00120 * 00121 RESID = ZERO 00122 DO 10 J = 1, NRHS 00123 BNORM = ABS(B(IDAMAX( N, B( 1, J ), 1 ),J)) 00124 XNORM = ABS(X(IDAMAX( N, X( 1, J ), 1 ),J)) 00125 IF( XNORM.LE.ZERO ) THEN 00126 RESID = ONE / EPS 00127 ELSE 00128 RESID = MAX( RESID, ( ( BNORM / ANORM ) / XNORM ) / EPS ) 00129 END IF 00130 10 CONTINUE 00131 * 00132 RETURN 00133 * 00134 * End of DPOT06 00135 * 00136 END