LAPACK 3.3.1
Linear Algebra PACKage
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00001 SUBROUTINE DGBT01( M, N, KL, KU, A, LDA, AFAC, LDAFAC, IPIV, WORK, 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 INTEGER KL, KU, LDA, LDAFAC, M, N 00010 DOUBLE PRECISION RESID 00011 * .. 00012 * .. Array Arguments .. 00013 INTEGER IPIV( * ) 00014 DOUBLE PRECISION A( LDA, * ), AFAC( LDAFAC, * ), WORK( * ) 00015 * .. 00016 * 00017 * Purpose 00018 * ======= 00019 * 00020 * DGBT01 reconstructs a band matrix A from its L*U factorization and 00021 * computes the residual: 00022 * norm(L*U - A) / ( N * norm(A) * EPS ), 00023 * where EPS is the machine epsilon. 00024 * 00025 * The expression L*U - A is computed one column at a time, so A and 00026 * AFAC are not modified. 00027 * 00028 * Arguments 00029 * ========= 00030 * 00031 * M (input) INTEGER 00032 * The number of rows of the matrix A. M >= 0. 00033 * 00034 * N (input) INTEGER 00035 * The number of columns of the matrix A. N >= 0. 00036 * 00037 * KL (input) INTEGER 00038 * The number of subdiagonals within the band of A. KL >= 0. 00039 * 00040 * KU (input) INTEGER 00041 * The number of superdiagonals within the band of A. KU >= 0. 00042 * 00043 * A (input/output) DOUBLE PRECISION array, dimension (LDA,N) 00044 * The original matrix A in band storage, stored in rows 1 to 00045 * KL+KU+1. 00046 * 00047 * LDA (input) INTEGER. 00048 * The leading dimension of the array A. LDA >= max(1,KL+KU+1). 00049 * 00050 * AFAC (input) DOUBLE PRECISION array, dimension (LDAFAC,N) 00051 * The factored form of the matrix A. AFAC contains the banded 00052 * factors L and U from the L*U factorization, as computed by 00053 * DGBTRF. U is stored as an upper triangular band matrix with 00054 * KL+KU superdiagonals in rows 1 to KL+KU+1, and the 00055 * multipliers used during the factorization are stored in rows 00056 * KL+KU+2 to 2*KL+KU+1. See DGBTRF for further details. 00057 * 00058 * LDAFAC (input) INTEGER 00059 * The leading dimension of the array AFAC. 00060 * LDAFAC >= max(1,2*KL*KU+1). 00061 * 00062 * IPIV (input) INTEGER array, dimension (min(M,N)) 00063 * The pivot indices from DGBTRF. 00064 * 00065 * WORK (workspace) DOUBLE PRECISION array, dimension (2*KL+KU+1) 00066 * 00067 * RESID (output) DOUBLE PRECISION 00068 * norm(L*U - A) / ( N * norm(A) * EPS ) 00069 * 00070 * ===================================================================== 00071 * 00072 * .. Parameters .. 00073 DOUBLE PRECISION ZERO, ONE 00074 PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) 00075 * .. 00076 * .. Local Scalars .. 00077 INTEGER I, I1, I2, IL, IP, IW, J, JL, JU, JUA, KD, LENJ 00078 DOUBLE PRECISION ANORM, EPS, T 00079 * .. 00080 * .. External Functions .. 00081 DOUBLE PRECISION DASUM, DLAMCH 00082 EXTERNAL DASUM, DLAMCH 00083 * .. 00084 * .. External Subroutines .. 00085 EXTERNAL DAXPY, DCOPY 00086 * .. 00087 * .. Intrinsic Functions .. 00088 INTRINSIC DBLE, MAX, MIN 00089 * .. 00090 * .. Executable Statements .. 00091 * 00092 * Quick exit if M = 0 or N = 0. 00093 * 00094 RESID = ZERO 00095 IF( M.LE.0 .OR. N.LE.0 ) 00096 $ RETURN 00097 * 00098 * Determine EPS and the norm of A. 00099 * 00100 EPS = DLAMCH( 'Epsilon' ) 00101 KD = KU + 1 00102 ANORM = ZERO 00103 DO 10 J = 1, N 00104 I1 = MAX( KD+1-J, 1 ) 00105 I2 = MIN( KD+M-J, KL+KD ) 00106 IF( I2.GE.I1 ) 00107 $ ANORM = MAX( ANORM, DASUM( I2-I1+1, A( I1, J ), 1 ) ) 00108 10 CONTINUE 00109 * 00110 * Compute one column at a time of L*U - A. 00111 * 00112 KD = KL + KU + 1 00113 DO 40 J = 1, N 00114 * 00115 * Copy the J-th column of U to WORK. 00116 * 00117 JU = MIN( KL+KU, J-1 ) 00118 JL = MIN( KL, M-J ) 00119 LENJ = MIN( M, J ) - J + JU + 1 00120 IF( LENJ.GT.0 ) THEN 00121 CALL DCOPY( LENJ, AFAC( KD-JU, J ), 1, WORK, 1 ) 00122 DO 20 I = LENJ + 1, JU + JL + 1 00123 WORK( I ) = ZERO 00124 20 CONTINUE 00125 * 00126 * Multiply by the unit lower triangular matrix L. Note that L 00127 * is stored as a product of transformations and permutations. 00128 * 00129 DO 30 I = MIN( M-1, J ), J - JU, -1 00130 IL = MIN( KL, M-I ) 00131 IF( IL.GT.0 ) THEN 00132 IW = I - J + JU + 1 00133 T = WORK( IW ) 00134 CALL DAXPY( IL, T, AFAC( KD+1, I ), 1, WORK( IW+1 ), 00135 $ 1 ) 00136 IP = IPIV( I ) 00137 IF( I.NE.IP ) THEN 00138 IP = IP - J + JU + 1 00139 WORK( IW ) = WORK( IP ) 00140 WORK( IP ) = T 00141 END IF 00142 END IF 00143 30 CONTINUE 00144 * 00145 * Subtract the corresponding column of A. 00146 * 00147 JUA = MIN( JU, KU ) 00148 IF( JUA+JL+1.GT.0 ) 00149 $ CALL DAXPY( JUA+JL+1, -ONE, A( KU+1-JUA, J ), 1, 00150 $ WORK( JU+1-JUA ), 1 ) 00151 * 00152 * Compute the 1-norm of the column. 00153 * 00154 RESID = MAX( RESID, DASUM( JU+JL+1, WORK, 1 ) ) 00155 END IF 00156 40 CONTINUE 00157 * 00158 * Compute norm( L*U - A ) / ( N * norm(A) * EPS ) 00159 * 00160 IF( ANORM.LE.ZERO ) THEN 00161 IF( RESID.NE.ZERO ) 00162 $ RESID = ONE / EPS 00163 ELSE 00164 RESID = ( ( RESID / DBLE( N ) ) / ANORM ) / EPS 00165 END IF 00166 * 00167 RETURN 00168 * 00169 * End of DGBT01 00170 * 00171 END