LAPACK 3.3.1
Linear Algebra PACKage
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00001 SUBROUTINE SGET01( M, N, A, LDA, AFAC, LDAFAC, IPIV, RWORK, 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 LDA, LDAFAC, M, N 00010 REAL RESID 00011 * .. 00012 * .. Array Arguments .. 00013 INTEGER IPIV( * ) 00014 REAL A( LDA, * ), AFAC( LDAFAC, * ), RWORK( * ) 00015 * .. 00016 * 00017 * Purpose 00018 * ======= 00019 * 00020 * SGET01 reconstructs a 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 * Arguments 00026 * ========== 00027 * 00028 * M (input) INTEGER 00029 * The number of rows of the matrix A. M >= 0. 00030 * 00031 * N (input) INTEGER 00032 * The number of columns of the matrix A. N >= 0. 00033 * 00034 * A (input) REAL array, dimension (LDA,N) 00035 * The original M x N matrix A. 00036 * 00037 * LDA (input) INTEGER 00038 * The leading dimension of the array A. LDA >= max(1,M). 00039 * 00040 * AFAC (input/output) REAL array, dimension (LDAFAC,N) 00041 * The factored form of the matrix A. AFAC contains the factors 00042 * L and U from the L*U factorization as computed by SGETRF. 00043 * Overwritten with the reconstructed matrix, and then with the 00044 * difference L*U - A. 00045 * 00046 * LDAFAC (input) INTEGER 00047 * The leading dimension of the array AFAC. LDAFAC >= max(1,M). 00048 * 00049 * IPIV (input) INTEGER array, dimension (N) 00050 * The pivot indices from SGETRF. 00051 * 00052 * RWORK (workspace) REAL array, dimension (M) 00053 * 00054 * RESID (output) REAL 00055 * norm(L*U - A) / ( N * norm(A) * EPS ) 00056 * 00057 * ===================================================================== 00058 * 00059 * 00060 * .. Parameters .. 00061 REAL ZERO, ONE 00062 PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 ) 00063 * .. 00064 * .. Local Scalars .. 00065 INTEGER I, J, K 00066 REAL ANORM, EPS, T 00067 * .. 00068 * .. External Functions .. 00069 REAL SDOT, SLAMCH, SLANGE 00070 EXTERNAL SDOT, SLAMCH, SLANGE 00071 * .. 00072 * .. External Subroutines .. 00073 EXTERNAL SGEMV, SLASWP, SSCAL, STRMV 00074 * .. 00075 * .. Intrinsic Functions .. 00076 INTRINSIC MIN, REAL 00077 * .. 00078 * .. Executable Statements .. 00079 * 00080 * Quick exit if M = 0 or N = 0. 00081 * 00082 IF( M.LE.0 .OR. N.LE.0 ) THEN 00083 RESID = ZERO 00084 RETURN 00085 END IF 00086 * 00087 * Determine EPS and the norm of A. 00088 * 00089 EPS = SLAMCH( 'Epsilon' ) 00090 ANORM = SLANGE( '1', M, N, A, LDA, RWORK ) 00091 * 00092 * Compute the product L*U and overwrite AFAC with the result. 00093 * A column at a time of the product is obtained, starting with 00094 * column N. 00095 * 00096 DO 10 K = N, 1, -1 00097 IF( K.GT.M ) THEN 00098 CALL STRMV( 'Lower', 'No transpose', 'Unit', M, AFAC, 00099 $ LDAFAC, AFAC( 1, K ), 1 ) 00100 ELSE 00101 * 00102 * Compute elements (K+1:M,K) 00103 * 00104 T = AFAC( K, K ) 00105 IF( K+1.LE.M ) THEN 00106 CALL SSCAL( M-K, T, AFAC( K+1, K ), 1 ) 00107 CALL SGEMV( 'No transpose', M-K, K-1, ONE, 00108 $ AFAC( K+1, 1 ), LDAFAC, AFAC( 1, K ), 1, ONE, 00109 $ AFAC( K+1, K ), 1 ) 00110 END IF 00111 * 00112 * Compute the (K,K) element 00113 * 00114 AFAC( K, K ) = T + SDOT( K-1, AFAC( K, 1 ), LDAFAC, 00115 $ AFAC( 1, K ), 1 ) 00116 * 00117 * Compute elements (1:K-1,K) 00118 * 00119 CALL STRMV( 'Lower', 'No transpose', 'Unit', K-1, AFAC, 00120 $ LDAFAC, AFAC( 1, K ), 1 ) 00121 END IF 00122 10 CONTINUE 00123 CALL SLASWP( N, AFAC, LDAFAC, 1, MIN( M, N ), IPIV, -1 ) 00124 * 00125 * Compute the difference L*U - A and store in AFAC. 00126 * 00127 DO 30 J = 1, N 00128 DO 20 I = 1, M 00129 AFAC( I, J ) = AFAC( I, J ) - A( I, J ) 00130 20 CONTINUE 00131 30 CONTINUE 00132 * 00133 * Compute norm( L*U - A ) / ( N * norm(A) * EPS ) 00134 * 00135 RESID = SLANGE( '1', M, N, AFAC, LDAFAC, RWORK ) 00136 * 00137 IF( ANORM.LE.ZERO ) THEN 00138 IF( RESID.NE.ZERO ) 00139 $ RESID = ONE / EPS 00140 ELSE 00141 RESID = ( ( RESID / REAL( N ) ) / ANORM ) / EPS 00142 END IF 00143 * 00144 RETURN 00145 * 00146 * End of SGET01 00147 * 00148 END