LAPACK 3.3.1
Linear Algebra PACKage
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00001 SUBROUTINE SPPT03( UPLO, N, A, AINV, WORK, LDWORK, RWORK, RCOND, 00002 $ 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 LDWORK, N 00011 REAL RCOND, RESID 00012 * .. 00013 * .. Array Arguments .. 00014 REAL A( * ), AINV( * ), RWORK( * ), 00015 $ WORK( LDWORK, * ) 00016 * .. 00017 * 00018 * Purpose 00019 * ======= 00020 * 00021 * SPPT03 computes the residual for a symmetric packed matrix times its 00022 * inverse: 00023 * norm( I - A*AINV ) / ( N * norm(A) * norm(AINV) * 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 * A (input) REAL array, dimension (N*(N+1)/2) 00039 * The original symmetric matrix A, stored as a packed 00040 * triangular matrix. 00041 * 00042 * AINV (input) REAL array, dimension (N*(N+1)/2) 00043 * The (symmetric) inverse of the matrix A, stored as a packed 00044 * triangular matrix. 00045 * 00046 * WORK (workspace) REAL array, dimension (LDWORK,N) 00047 * 00048 * LDWORK (input) INTEGER 00049 * The leading dimension of the array WORK. LDWORK >= max(1,N). 00050 * 00051 * RWORK (workspace) REAL array, dimension (N) 00052 * 00053 * RCOND (output) REAL 00054 * The reciprocal of the condition number of A, computed as 00055 * ( 1/norm(A) ) / norm(AINV). 00056 * 00057 * RESID (output) REAL 00058 * norm(I - A*AINV) / ( N * norm(A) * norm(AINV) * EPS ) 00059 * 00060 * ===================================================================== 00061 * 00062 * .. Parameters .. 00063 REAL ZERO, ONE 00064 PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 ) 00065 * .. 00066 * .. Local Scalars .. 00067 INTEGER I, J, JJ 00068 REAL AINVNM, ANORM, EPS 00069 * .. 00070 * .. External Functions .. 00071 LOGICAL LSAME 00072 REAL SLAMCH, SLANGE, SLANSP 00073 EXTERNAL LSAME, SLAMCH, SLANGE, SLANSP 00074 * .. 00075 * .. Intrinsic Functions .. 00076 INTRINSIC REAL 00077 * .. 00078 * .. External Subroutines .. 00079 EXTERNAL SCOPY, SSPMV 00080 * .. 00081 * .. Executable Statements .. 00082 * 00083 * Quick exit if N = 0. 00084 * 00085 IF( N.LE.0 ) THEN 00086 RCOND = ONE 00087 RESID = ZERO 00088 RETURN 00089 END IF 00090 * 00091 * Exit with RESID = 1/EPS if ANORM = 0 or AINVNM = 0. 00092 * 00093 EPS = SLAMCH( 'Epsilon' ) 00094 ANORM = SLANSP( '1', UPLO, N, A, RWORK ) 00095 AINVNM = SLANSP( '1', UPLO, N, AINV, RWORK ) 00096 IF( ANORM.LE.ZERO .OR. AINVNM.EQ.ZERO ) THEN 00097 RCOND = ZERO 00098 RESID = ONE / EPS 00099 RETURN 00100 END IF 00101 RCOND = ( ONE / ANORM ) / AINVNM 00102 * 00103 * UPLO = 'U': 00104 * Copy the leading N-1 x N-1 submatrix of AINV to WORK(1:N,2:N) and 00105 * expand it to a full matrix, then multiply by A one column at a 00106 * time, moving the result one column to the left. 00107 * 00108 IF( LSAME( UPLO, 'U' ) ) THEN 00109 * 00110 * Copy AINV 00111 * 00112 JJ = 1 00113 DO 10 J = 1, N - 1 00114 CALL SCOPY( J, AINV( JJ ), 1, WORK( 1, J+1 ), 1 ) 00115 CALL SCOPY( J-1, AINV( JJ ), 1, WORK( J, 2 ), LDWORK ) 00116 JJ = JJ + J 00117 10 CONTINUE 00118 JJ = ( ( N-1 )*N ) / 2 + 1 00119 CALL SCOPY( N-1, AINV( JJ ), 1, WORK( N, 2 ), LDWORK ) 00120 * 00121 * Multiply by A 00122 * 00123 DO 20 J = 1, N - 1 00124 CALL SSPMV( 'Upper', N, -ONE, A, WORK( 1, J+1 ), 1, ZERO, 00125 $ WORK( 1, J ), 1 ) 00126 20 CONTINUE 00127 CALL SSPMV( 'Upper', N, -ONE, A, AINV( JJ ), 1, ZERO, 00128 $ WORK( 1, N ), 1 ) 00129 * 00130 * UPLO = 'L': 00131 * Copy the trailing N-1 x N-1 submatrix of AINV to WORK(1:N,1:N-1) 00132 * and multiply by A, moving each column to the right. 00133 * 00134 ELSE 00135 * 00136 * Copy AINV 00137 * 00138 CALL SCOPY( N-1, AINV( 2 ), 1, WORK( 1, 1 ), LDWORK ) 00139 JJ = N + 1 00140 DO 30 J = 2, N 00141 CALL SCOPY( N-J+1, AINV( JJ ), 1, WORK( J, J-1 ), 1 ) 00142 CALL SCOPY( N-J, AINV( JJ+1 ), 1, WORK( J, J ), LDWORK ) 00143 JJ = JJ + N - J + 1 00144 30 CONTINUE 00145 * 00146 * Multiply by A 00147 * 00148 DO 40 J = N, 2, -1 00149 CALL SSPMV( 'Lower', N, -ONE, A, WORK( 1, J-1 ), 1, ZERO, 00150 $ WORK( 1, J ), 1 ) 00151 40 CONTINUE 00152 CALL SSPMV( 'Lower', N, -ONE, A, AINV( 1 ), 1, ZERO, 00153 $ WORK( 1, 1 ), 1 ) 00154 * 00155 END IF 00156 * 00157 * Add the identity matrix to WORK . 00158 * 00159 DO 50 I = 1, N 00160 WORK( I, I ) = WORK( I, I ) + ONE 00161 50 CONTINUE 00162 * 00163 * Compute norm(I - A*AINV) / (N * norm(A) * norm(AINV) * EPS) 00164 * 00165 RESID = SLANGE( '1', N, N, WORK, LDWORK, RWORK ) 00166 * 00167 RESID = ( ( RESID*RCOND ) / EPS ) / REAL( N ) 00168 * 00169 RETURN 00170 * 00171 * End of SPPT03 00172 * 00173 END