LAPACK 3.3.1
Linear Algebra PACKage
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00001 SUBROUTINE DTRT02( UPLO, TRANS, DIAG, N, NRHS, A, LDA, X, LDX, B, 00002 $ LDB, 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, TRANS, UPLO 00010 INTEGER LDA, LDB, LDX, N, NRHS 00011 DOUBLE PRECISION RESID 00012 * .. 00013 * .. Array Arguments .. 00014 DOUBLE PRECISION A( LDA, * ), B( LDB, * ), WORK( * ), 00015 $ X( LDX, * ) 00016 * .. 00017 * 00018 * Purpose 00019 * ======= 00020 * 00021 * DTRT02 computes the residual for the computed solution to a 00022 * triangular system of linear equations A*x = b or A'*x = b. 00023 * Here A is a triangular matrix, A' is the transpose of A, and x and b 00024 * are N by NRHS matrices. The test ratio is the maximum over the 00025 * number of right hand sides of 00026 * norm(b - op(A)*x) / ( norm(op(A)) * norm(x) * EPS ), 00027 * where op(A) denotes A or A' and EPS is the machine epsilon. 00028 * 00029 * Arguments 00030 * ========= 00031 * 00032 * UPLO (input) CHARACTER*1 00033 * Specifies whether the matrix A is upper or lower triangular. 00034 * = 'U': Upper triangular 00035 * = 'L': Lower triangular 00036 * 00037 * TRANS (input) CHARACTER*1 00038 * Specifies the operation applied to A. 00039 * = 'N': A *x = b (No transpose) 00040 * = 'T': A'*x = b (Transpose) 00041 * = 'C': A'*x = b (Conjugate transpose = Transpose) 00042 * 00043 * DIAG (input) CHARACTER*1 00044 * Specifies whether or not the matrix A is unit triangular. 00045 * = 'N': Non-unit triangular 00046 * = 'U': Unit triangular 00047 * 00048 * N (input) INTEGER 00049 * The order of the matrix A. N >= 0. 00050 * 00051 * NRHS (input) INTEGER 00052 * The number of right hand sides, i.e., the number of columns 00053 * of the matrices X and B. NRHS >= 0. 00054 * 00055 * A (input) DOUBLE PRECISION array, dimension (LDA,N) 00056 * The triangular matrix A. If UPLO = 'U', the leading n by n 00057 * upper triangular part of the array A contains the upper 00058 * triangular matrix, and the strictly lower triangular part of 00059 * A is not referenced. If UPLO = 'L', the leading n by n lower 00060 * triangular part of the array A contains the lower triangular 00061 * matrix, and the strictly upper triangular part of A is not 00062 * referenced. If DIAG = 'U', the diagonal elements of A are 00063 * also not referenced and are assumed to be 1. 00064 * 00065 * LDA (input) INTEGER 00066 * The leading dimension of the array A. LDA >= max(1,N). 00067 * 00068 * X (input) DOUBLE PRECISION array, dimension (LDX,NRHS) 00069 * The computed solution vectors for the system of linear 00070 * equations. 00071 * 00072 * LDX (input) INTEGER 00073 * The leading dimension of the array X. LDX >= max(1,N). 00074 * 00075 * B (input) DOUBLE PRECISION array, dimension (LDB,NRHS) 00076 * The right hand side vectors for the system of linear 00077 * equations. 00078 * 00079 * LDB (input) INTEGER 00080 * The leading dimension of the array B. LDB >= max(1,N). 00081 * 00082 * WORK (workspace) DOUBLE PRECISION array, dimension (N) 00083 * 00084 * RESID (output) DOUBLE PRECISION 00085 * The maximum over the number of right hand sides of 00086 * norm(op(A)*x - b) / ( norm(op(A)) * norm(x) * EPS ). 00087 * 00088 * ===================================================================== 00089 * 00090 * .. Parameters .. 00091 DOUBLE PRECISION ZERO, ONE 00092 PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) 00093 * .. 00094 * .. Local Scalars .. 00095 INTEGER J 00096 DOUBLE PRECISION ANORM, BNORM, EPS, XNORM 00097 * .. 00098 * .. External Functions .. 00099 LOGICAL LSAME 00100 DOUBLE PRECISION DASUM, DLAMCH, DLANTR 00101 EXTERNAL LSAME, DASUM, DLAMCH, DLANTR 00102 * .. 00103 * .. External Subroutines .. 00104 EXTERNAL DAXPY, DCOPY, DTRMV 00105 * .. 00106 * .. Intrinsic Functions .. 00107 INTRINSIC MAX 00108 * .. 00109 * .. Executable Statements .. 00110 * 00111 * Quick exit if N = 0 or NRHS = 0 00112 * 00113 IF( N.LE.0 .OR. NRHS.LE.0 ) THEN 00114 RESID = ZERO 00115 RETURN 00116 END IF 00117 * 00118 * Compute the 1-norm of A or A'. 00119 * 00120 IF( LSAME( TRANS, 'N' ) ) THEN 00121 ANORM = DLANTR( '1', UPLO, DIAG, N, N, A, LDA, WORK ) 00122 ELSE 00123 ANORM = DLANTR( 'I', UPLO, DIAG, N, N, A, LDA, WORK ) 00124 END IF 00125 * 00126 * Exit with RESID = 1/EPS if ANORM = 0. 00127 * 00128 EPS = DLAMCH( 'Epsilon' ) 00129 IF( ANORM.LE.ZERO ) THEN 00130 RESID = ONE / EPS 00131 RETURN 00132 END IF 00133 * 00134 * Compute the maximum over the number of right hand sides of 00135 * norm(op(A)*x - b) / ( norm(op(A)) * norm(x) * EPS ) 00136 * 00137 RESID = ZERO 00138 DO 10 J = 1, NRHS 00139 CALL DCOPY( N, X( 1, J ), 1, WORK, 1 ) 00140 CALL DTRMV( UPLO, TRANS, DIAG, N, A, LDA, WORK, 1 ) 00141 CALL DAXPY( N, -ONE, B( 1, J ), 1, WORK, 1 ) 00142 BNORM = DASUM( N, WORK, 1 ) 00143 XNORM = DASUM( N, X( 1, J ), 1 ) 00144 IF( XNORM.LE.ZERO ) THEN 00145 RESID = ONE / EPS 00146 ELSE 00147 RESID = MAX( RESID, ( ( BNORM / ANORM ) / XNORM ) / EPS ) 00148 END IF 00149 10 CONTINUE 00150 * 00151 RETURN 00152 * 00153 * End of DTRT02 00154 * 00155 END