LAPACK 3.3.1
Linear Algebra PACKage
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00001 SUBROUTINE CHET01( UPLO, N, A, LDA, AFAC, LDAFAC, IPIV, C, LDC, 00002 $ RWORK, 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 UPLO 00010 INTEGER LDA, LDAFAC, LDC, N 00011 REAL RESID 00012 * .. 00013 * .. Array Arguments .. 00014 INTEGER IPIV( * ) 00015 REAL RWORK( * ) 00016 COMPLEX A( LDA, * ), AFAC( LDAFAC, * ), C( LDC, * ) 00017 * .. 00018 * 00019 * Purpose 00020 * ======= 00021 * 00022 * CHET01 reconstructs a Hermitian indefinite matrix A from its 00023 * block L*D*L' or U*D*U' factorization and computes the residual 00024 * norm( C - A ) / ( N * norm(A) * EPS ), 00025 * where C is the reconstructed matrix, EPS is the machine epsilon, 00026 * L' is the conjugate transpose of L, and U' is the conjugate transpose 00027 * of U. 00028 * 00029 * Arguments 00030 * ========== 00031 * 00032 * UPLO (input) CHARACTER*1 00033 * Specifies whether the upper or lower triangular part of the 00034 * Hermitian matrix A is stored: 00035 * = 'U': Upper triangular 00036 * = 'L': Lower triangular 00037 * 00038 * N (input) INTEGER 00039 * The number of rows and columns of the matrix A. N >= 0. 00040 * 00041 * A (input) COMPLEX array, dimension (LDA,N) 00042 * The original Hermitian matrix A. 00043 * 00044 * LDA (input) INTEGER 00045 * The leading dimension of the array A. LDA >= max(1,N) 00046 * 00047 * AFAC (input) COMPLEX array, dimension (LDAFAC,N) 00048 * The factored form of the matrix A. AFAC contains the block 00049 * diagonal matrix D and the multipliers used to obtain the 00050 * factor L or U from the block L*D*L' or U*D*U' factorization 00051 * as computed by CHETRF. 00052 * 00053 * LDAFAC (input) INTEGER 00054 * The leading dimension of the array AFAC. LDAFAC >= max(1,N). 00055 * 00056 * IPIV (input) INTEGER array, dimension (N) 00057 * The pivot indices from CHETRF. 00058 * 00059 * C (workspace) COMPLEX array, dimension (LDC,N) 00060 * 00061 * LDC (integer) INTEGER 00062 * The leading dimension of the array C. LDC >= max(1,N). 00063 * 00064 * RWORK (workspace) REAL array, dimension (N) 00065 * 00066 * RESID (output) REAL 00067 * If UPLO = 'L', norm(L*D*L' - A) / ( N * norm(A) * EPS ) 00068 * If UPLO = 'U', norm(U*D*U' - A) / ( N * norm(A) * EPS ) 00069 * 00070 * ===================================================================== 00071 * 00072 * .. Parameters .. 00073 REAL ZERO, ONE 00074 PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 ) 00075 COMPLEX CZERO, CONE 00076 PARAMETER ( CZERO = ( 0.0E+0, 0.0E+0 ), 00077 $ CONE = ( 1.0E+0, 0.0E+0 ) ) 00078 * .. 00079 * .. Local Scalars .. 00080 INTEGER I, INFO, J 00081 REAL ANORM, EPS 00082 * .. 00083 * .. External Functions .. 00084 LOGICAL LSAME 00085 REAL CLANHE, SLAMCH 00086 EXTERNAL LSAME, CLANHE, SLAMCH 00087 * .. 00088 * .. External Subroutines .. 00089 EXTERNAL CLAVHE, CLASET 00090 * .. 00091 * .. Intrinsic Functions .. 00092 INTRINSIC AIMAG, REAL 00093 * .. 00094 * .. Executable Statements .. 00095 * 00096 * Quick exit if N = 0. 00097 * 00098 IF( N.LE.0 ) THEN 00099 RESID = ZERO 00100 RETURN 00101 END IF 00102 * 00103 * Determine EPS and the norm of A. 00104 * 00105 EPS = SLAMCH( 'Epsilon' ) 00106 ANORM = CLANHE( '1', UPLO, N, A, LDA, RWORK ) 00107 * 00108 * Check the imaginary parts of the diagonal elements and return with 00109 * an error code if any are nonzero. 00110 * 00111 DO 10 J = 1, N 00112 IF( AIMAG( AFAC( J, J ) ).NE.ZERO ) THEN 00113 RESID = ONE / EPS 00114 RETURN 00115 END IF 00116 10 CONTINUE 00117 * 00118 * Initialize C to the identity matrix. 00119 * 00120 CALL CLASET( 'Full', N, N, CZERO, CONE, C, LDC ) 00121 * 00122 * Call CLAVHE to form the product D * U' (or D * L' ). 00123 * 00124 CALL CLAVHE( UPLO, 'Conjugate', 'Non-unit', N, N, AFAC, LDAFAC, 00125 $ IPIV, C, LDC, INFO ) 00126 * 00127 * Call CLAVHE again to multiply by U (or L ). 00128 * 00129 CALL CLAVHE( UPLO, 'No transpose', 'Unit', N, N, AFAC, LDAFAC, 00130 $ IPIV, C, LDC, INFO ) 00131 * 00132 * Compute the difference C - A . 00133 * 00134 IF( LSAME( UPLO, 'U' ) ) THEN 00135 DO 30 J = 1, N 00136 DO 20 I = 1, J - 1 00137 C( I, J ) = C( I, J ) - A( I, J ) 00138 20 CONTINUE 00139 C( J, J ) = C( J, J ) - REAL( A( J, J ) ) 00140 30 CONTINUE 00141 ELSE 00142 DO 50 J = 1, N 00143 C( J, J ) = C( J, J ) - REAL( A( J, J ) ) 00144 DO 40 I = J + 1, N 00145 C( I, J ) = C( I, J ) - A( I, J ) 00146 40 CONTINUE 00147 50 CONTINUE 00148 END IF 00149 * 00150 * Compute norm( C - A ) / ( N * norm(A) * EPS ) 00151 * 00152 RESID = CLANHE( '1', UPLO, N, C, LDC, RWORK ) 00153 * 00154 IF( ANORM.LE.ZERO ) THEN 00155 IF( RESID.NE.ZERO ) 00156 $ RESID = ONE / EPS 00157 ELSE 00158 RESID = ( ( RESID / REAL( N ) ) / ANORM ) / EPS 00159 END IF 00160 * 00161 RETURN 00162 * 00163 * End of CHET01 00164 * 00165 END