LAPACK 3.3.1
Linear Algebra PACKage
|
00001 SUBROUTINE ZPBT01( UPLO, N, KD, A, LDA, AFAC, LDAFAC, 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 CHARACTER UPLO 00010 INTEGER KD, LDA, LDAFAC, N 00011 DOUBLE PRECISION RESID 00012 * .. 00013 * .. Array Arguments .. 00014 DOUBLE PRECISION RWORK( * ) 00015 COMPLEX*16 A( LDA, * ), AFAC( LDAFAC, * ) 00016 * .. 00017 * 00018 * Purpose 00019 * ======= 00020 * 00021 * ZPBT01 reconstructs a Hermitian positive definite band matrix A from 00022 * its L*L' or U'*U factorization and computes the residual 00023 * norm( L*L' - A ) / ( N * norm(A) * EPS ) or 00024 * norm( U'*U - A ) / ( N * norm(A) * EPS ), 00025 * where EPS is the machine epsilon, L' is the conjugate transpose of 00026 * L, and U' is the conjugate transpose of U. 00027 * 00028 * Arguments 00029 * ========= 00030 * 00031 * UPLO (input) CHARACTER*1 00032 * Specifies whether the upper or lower triangular part of the 00033 * Hermitian matrix A is stored: 00034 * = 'U': Upper triangular 00035 * = 'L': Lower triangular 00036 * 00037 * N (input) INTEGER 00038 * The number of rows and columns of the matrix A. N >= 0. 00039 * 00040 * KD (input) INTEGER 00041 * The number of super-diagonals of the matrix A if UPLO = 'U', 00042 * or the number of sub-diagonals if UPLO = 'L'. KD >= 0. 00043 * 00044 * A (input) COMPLEX*16 array, dimension (LDA,N) 00045 * The original Hermitian band matrix A. If UPLO = 'U', the 00046 * upper triangular part of A is stored as a band matrix; if 00047 * UPLO = 'L', the lower triangular part of A is stored. The 00048 * columns of the appropriate triangle are stored in the columns 00049 * of A and the diagonals of the triangle are stored in the rows 00050 * of A. See ZPBTRF for further details. 00051 * 00052 * LDA (input) INTEGER. 00053 * The leading dimension of the array A. LDA >= max(1,KD+1). 00054 * 00055 * AFAC (input) COMPLEX*16 array, dimension (LDAFAC,N) 00056 * The factored form of the matrix A. AFAC contains the factor 00057 * L or U from the L*L' or U'*U factorization in band storage 00058 * format, as computed by ZPBTRF. 00059 * 00060 * LDAFAC (input) INTEGER 00061 * The leading dimension of the array AFAC. 00062 * LDAFAC >= max(1,KD+1). 00063 * 00064 * RWORK (workspace) DOUBLE PRECISION array, dimension (N) 00065 * 00066 * RESID (output) DOUBLE PRECISION 00067 * If UPLO = 'L', norm(L*L' - A) / ( N * norm(A) * EPS ) 00068 * If UPLO = 'U', norm(U'*U - A) / ( N * norm(A) * EPS ) 00069 * 00070 * ===================================================================== 00071 * 00072 * 00073 * .. Parameters .. 00074 DOUBLE PRECISION ZERO, ONE 00075 PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) 00076 * .. 00077 * .. Local Scalars .. 00078 INTEGER I, J, K, KC, KLEN, ML, MU 00079 DOUBLE PRECISION AKK, ANORM, EPS 00080 * .. 00081 * .. External Functions .. 00082 LOGICAL LSAME 00083 DOUBLE PRECISION DLAMCH, ZLANHB 00084 COMPLEX*16 ZDOTC 00085 EXTERNAL LSAME, DLAMCH, ZLANHB, ZDOTC 00086 * .. 00087 * .. External Subroutines .. 00088 EXTERNAL ZDSCAL, ZHER, ZTRMV 00089 * .. 00090 * .. Intrinsic Functions .. 00091 INTRINSIC DBLE, DIMAG, MAX, MIN 00092 * .. 00093 * .. Executable Statements .. 00094 * 00095 * Quick exit if N = 0. 00096 * 00097 IF( N.LE.0 ) THEN 00098 RESID = ZERO 00099 RETURN 00100 END IF 00101 * 00102 * Exit with RESID = 1/EPS if ANORM = 0. 00103 * 00104 EPS = DLAMCH( 'Epsilon' ) 00105 ANORM = ZLANHB( '1', UPLO, N, KD, A, LDA, RWORK ) 00106 IF( ANORM.LE.ZERO ) THEN 00107 RESID = ONE / EPS 00108 RETURN 00109 END IF 00110 * 00111 * Check the imaginary parts of the diagonal elements and return with 00112 * an error code if any are nonzero. 00113 * 00114 IF( LSAME( UPLO, 'U' ) ) THEN 00115 DO 10 J = 1, N 00116 IF( DIMAG( AFAC( KD+1, J ) ).NE.ZERO ) THEN 00117 RESID = ONE / EPS 00118 RETURN 00119 END IF 00120 10 CONTINUE 00121 ELSE 00122 DO 20 J = 1, N 00123 IF( DIMAG( AFAC( 1, J ) ).NE.ZERO ) THEN 00124 RESID = ONE / EPS 00125 RETURN 00126 END IF 00127 20 CONTINUE 00128 END IF 00129 * 00130 * Compute the product U'*U, overwriting U. 00131 * 00132 IF( LSAME( UPLO, 'U' ) ) THEN 00133 DO 30 K = N, 1, -1 00134 KC = MAX( 1, KD+2-K ) 00135 KLEN = KD + 1 - KC 00136 * 00137 * Compute the (K,K) element of the result. 00138 * 00139 AKK = ZDOTC( KLEN+1, AFAC( KC, K ), 1, AFAC( KC, K ), 1 ) 00140 AFAC( KD+1, K ) = AKK 00141 * 00142 * Compute the rest of column K. 00143 * 00144 IF( KLEN.GT.0 ) 00145 $ CALL ZTRMV( 'Upper', 'Conjugate', 'Non-unit', KLEN, 00146 $ AFAC( KD+1, K-KLEN ), LDAFAC-1, 00147 $ AFAC( KC, K ), 1 ) 00148 * 00149 30 CONTINUE 00150 * 00151 * UPLO = 'L': Compute the product L*L', overwriting L. 00152 * 00153 ELSE 00154 DO 40 K = N, 1, -1 00155 KLEN = MIN( KD, N-K ) 00156 * 00157 * Add a multiple of column K of the factor L to each of 00158 * columns K+1 through N. 00159 * 00160 IF( KLEN.GT.0 ) 00161 $ CALL ZHER( 'Lower', KLEN, ONE, AFAC( 2, K ), 1, 00162 $ AFAC( 1, K+1 ), LDAFAC-1 ) 00163 * 00164 * Scale column K by the diagonal element. 00165 * 00166 AKK = AFAC( 1, K ) 00167 CALL ZDSCAL( KLEN+1, AKK, AFAC( 1, K ), 1 ) 00168 * 00169 40 CONTINUE 00170 END IF 00171 * 00172 * Compute the difference L*L' - A or U'*U - A. 00173 * 00174 IF( LSAME( UPLO, 'U' ) ) THEN 00175 DO 60 J = 1, N 00176 MU = MAX( 1, KD+2-J ) 00177 DO 50 I = MU, KD + 1 00178 AFAC( I, J ) = AFAC( I, J ) - A( I, J ) 00179 50 CONTINUE 00180 60 CONTINUE 00181 ELSE 00182 DO 80 J = 1, N 00183 ML = MIN( KD+1, N-J+1 ) 00184 DO 70 I = 1, ML 00185 AFAC( I, J ) = AFAC( I, J ) - A( I, J ) 00186 70 CONTINUE 00187 80 CONTINUE 00188 END IF 00189 * 00190 * Compute norm( L*L' - A ) / ( N * norm(A) * EPS ) 00191 * 00192 RESID = ZLANHB( '1', UPLO, N, KD, AFAC, LDAFAC, RWORK ) 00193 * 00194 RESID = ( ( RESID / DBLE( N ) ) / ANORM ) / EPS 00195 * 00196 RETURN 00197 * 00198 * End of ZPBT01 00199 * 00200 END