LAPACK 3.3.1
Linear Algebra PACKage
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00001 SUBROUTINE ZTRT02( UPLO, TRANS, DIAG, N, NRHS, A, LDA, X, LDX, B, 00002 $ LDB, WORK, 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 DIAG, TRANS, UPLO 00010 INTEGER LDA, LDB, LDX, N, NRHS 00011 DOUBLE PRECISION RESID 00012 * .. 00013 * .. Array Arguments .. 00014 DOUBLE PRECISION RWORK( * ) 00015 COMPLEX*16 A( LDA, * ), B( LDB, * ), WORK( * ), 00016 $ X( LDX, * ) 00017 * .. 00018 * 00019 * Purpose 00020 * ======= 00021 * 00022 * ZTRT02 computes the residual for the computed solution to a 00023 * triangular system of linear equations A*x = b, A**T *x = b, 00024 * or A**H *x = b. Here A is a triangular matrix, A**T is the transpose 00025 * of A, A**H is the conjugate transpose of A, and x and b are N by NRHS 00026 * matrices. The test ratio is the maximum over the number of right 00027 * hand sides of 00028 * norm(b - op(A)*x) / ( norm(op(A)) * norm(x) * EPS ), 00029 * where op(A) denotes A, A**T, or A**H, and EPS is the machine epsilon. 00030 * 00031 * Arguments 00032 * ========= 00033 * 00034 * UPLO (input) CHARACTER*1 00035 * Specifies whether the matrix A is upper or lower triangular. 00036 * = 'U': Upper triangular 00037 * = 'L': Lower triangular 00038 * 00039 * TRANS (input) CHARACTER*1 00040 * Specifies the operation applied to A. 00041 * = 'N': A *x = b (No transpose) 00042 * = 'T': A**T *x = b (Transpose) 00043 * = 'C': A**H *x = b (Conjugate transpose) 00044 * 00045 * DIAG (input) CHARACTER*1 00046 * Specifies whether or not the matrix A is unit triangular. 00047 * = 'N': Non-unit triangular 00048 * = 'U': Unit triangular 00049 * 00050 * N (input) INTEGER 00051 * The order of the matrix A. N >= 0. 00052 * 00053 * NRHS (input) INTEGER 00054 * The number of right hand sides, i.e., the number of columns 00055 * of the matrices X and B. NRHS >= 0. 00056 * 00057 * A (input) COMPLEX*16 array, dimension (LDA,N) 00058 * The triangular matrix A. If UPLO = 'U', the leading n by n 00059 * upper triangular part of the array A contains the upper 00060 * triangular matrix, and the strictly lower triangular part of 00061 * A is not referenced. If UPLO = 'L', the leading n by n lower 00062 * triangular part of the array A contains the lower triangular 00063 * matrix, and the strictly upper triangular part of A is not 00064 * referenced. If DIAG = 'U', the diagonal elements of A are 00065 * also not referenced and are assumed to be 1. 00066 * 00067 * LDA (input) INTEGER 00068 * The leading dimension of the array A. LDA >= max(1,N). 00069 * 00070 * X (input) COMPLEX*16 array, dimension (LDX,NRHS) 00071 * The computed solution vectors for the system of linear 00072 * equations. 00073 * 00074 * LDX (input) INTEGER 00075 * The leading dimension of the array X. LDX >= max(1,N). 00076 * 00077 * B (input) COMPLEX*16 array, dimension (LDB,NRHS) 00078 * The right hand side vectors for the system of linear 00079 * equations. 00080 * 00081 * LDB (input) INTEGER 00082 * The leading dimension of the array B. LDB >= max(1,N). 00083 * 00084 * WORK (workspace) COMPLEX*16 array, dimension (N) 00085 * 00086 * RWORK (workspace) DOUBLE PRECISION array, dimension (N) 00087 * 00088 * RESID (output) DOUBLE PRECISION 00089 * The maximum over the number of right hand sides of 00090 * norm(op(A)*x - b) / ( norm(op(A)) * norm(x) * EPS ). 00091 * 00092 * ===================================================================== 00093 * 00094 * .. Parameters .. 00095 DOUBLE PRECISION ZERO, ONE 00096 PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) 00097 * .. 00098 * .. Local Scalars .. 00099 INTEGER J 00100 DOUBLE PRECISION ANORM, BNORM, EPS, XNORM 00101 * .. 00102 * .. External Functions .. 00103 LOGICAL LSAME 00104 DOUBLE PRECISION DLAMCH, DZASUM, ZLANTR 00105 EXTERNAL LSAME, DLAMCH, DZASUM, ZLANTR 00106 * .. 00107 * .. External Subroutines .. 00108 EXTERNAL ZAXPY, ZCOPY, ZTRMV 00109 * .. 00110 * .. Intrinsic Functions .. 00111 INTRINSIC DCMPLX, MAX 00112 * .. 00113 * .. Executable Statements .. 00114 * 00115 * Quick exit if N = 0 or NRHS = 0 00116 * 00117 IF( N.LE.0 .OR. NRHS.LE.0 ) THEN 00118 RESID = ZERO 00119 RETURN 00120 END IF 00121 * 00122 * Compute the 1-norm of A or A**H. 00123 * 00124 IF( LSAME( TRANS, 'N' ) ) THEN 00125 ANORM = ZLANTR( '1', UPLO, DIAG, N, N, A, LDA, RWORK ) 00126 ELSE 00127 ANORM = ZLANTR( 'I', UPLO, DIAG, N, N, A, LDA, RWORK ) 00128 END IF 00129 * 00130 * Exit with RESID = 1/EPS if ANORM = 0. 00131 * 00132 EPS = DLAMCH( 'Epsilon' ) 00133 IF( ANORM.LE.ZERO ) THEN 00134 RESID = ONE / EPS 00135 RETURN 00136 END IF 00137 * 00138 * Compute the maximum over the number of right hand sides of 00139 * norm(op(A)*x - b) / ( norm(op(A)) * norm(x) * EPS ) 00140 * 00141 RESID = ZERO 00142 DO 10 J = 1, NRHS 00143 CALL ZCOPY( N, X( 1, J ), 1, WORK, 1 ) 00144 CALL ZTRMV( UPLO, TRANS, DIAG, N, A, LDA, WORK, 1 ) 00145 CALL ZAXPY( N, DCMPLX( -ONE ), B( 1, J ), 1, WORK, 1 ) 00146 BNORM = DZASUM( N, WORK, 1 ) 00147 XNORM = DZASUM( N, X( 1, J ), 1 ) 00148 IF( XNORM.LE.ZERO ) THEN 00149 RESID = ONE / EPS 00150 ELSE 00151 RESID = MAX( RESID, ( ( BNORM / ANORM ) / XNORM ) / EPS ) 00152 END IF 00153 10 CONTINUE 00154 * 00155 RETURN 00156 * 00157 * End of ZTRT02 00158 * 00159 END