cpot03.f

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*> \brief \b CPOT03
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at 
*            http://www.netlib.org/lapack/explore-html/ 
*
*  Definition:
*  ===========
*
*       SUBROUTINE CPOT03( UPLO, N, A, LDA, AINV, LDAINV, WORK, LDWORK,
*                          RWORK, RCOND, RESID )
* 
*       .. Scalar Arguments ..
*       CHARACTER          UPLO
*       INTEGER            LDA, LDAINV, LDWORK, N
*       REAL               RCOND, RESID
*       ..
*       .. Array Arguments ..
*       REAL               RWORK( * )
*       COMPLEX            A( LDA, * ), AINV( LDAINV, * ),
*      $                   WORK( LDWORK, * )
*       ..
*  
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> CPOT03 computes the residual for a Hermitian matrix times its
*> inverse:
*>    norm( I - A*AINV ) / ( N * norm(A) * norm(AINV) * EPS ),
*> where EPS is the machine epsilon.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] UPLO
*> \verbatim
*>          UPLO is CHARACTER*1
*>          Specifies whether the upper or lower triangular part of the
*>          Hermitian matrix A is stored:
*>          = 'U':  Upper triangular
*>          = 'L':  Lower triangular
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The number of rows and columns of the matrix A.  N >= 0.
*> \endverbatim
*>
*> \param[in] A
*> \verbatim
*>          A is COMPLEX array, dimension (LDA,N)
*>          The original Hermitian matrix A.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*>          LDA is INTEGER
*>          The leading dimension of the array A.  LDA >= max(1,N)
*> \endverbatim
*>
*> \param[in,out] AINV
*> \verbatim
*>          AINV is COMPLEX array, dimension (LDAINV,N)
*>          On entry, the inverse of the matrix A, stored as a Hermitian
*>          matrix in the same format as A.
*>          In this version, AINV is expanded into a full matrix and
*>          multiplied by A, so the opposing triangle of AINV will be
*>          changed; i.e., if the upper triangular part of AINV is
*>          stored, the lower triangular part will be used as work space.
*> \endverbatim
*>
*> \param[in] LDAINV
*> \verbatim
*>          LDAINV is INTEGER
*>          The leading dimension of the array AINV.  LDAINV >= max(1,N).
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*>          WORK is COMPLEX array, dimension (LDWORK,N)
*> \endverbatim
*>
*> \param[in] LDWORK
*> \verbatim
*>          LDWORK is INTEGER
*>          The leading dimension of the array WORK.  LDWORK >= max(1,N).
*> \endverbatim
*>
*> \param[out] RWORK
*> \verbatim
*>          RWORK is REAL array, dimension (N)
*> \endverbatim
*>
*> \param[out] RCOND
*> \verbatim
*>          RCOND is REAL
*>          The reciprocal of the condition number of A, computed as
*>          ( 1/norm(A) ) / norm(AINV).
*> \endverbatim
*>
*> \param[out] RESID
*> \verbatim
*>          RESID is REAL
*>          norm(I - A*AINV) / ( N * norm(A) * norm(AINV) * EPS )
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee 
*> \author Univ. of California Berkeley 
*> \author Univ. of Colorado Denver 
*> \author NAG Ltd. 
*
*> \date November 2011
*
*> \ingroup complex_lin
*
*  =====================================================================
      SUBROUTINE cpot03( UPLO, N, A, LDA, AINV, LDAINV, WORK, LDWORK,
     $                   rwork, rcond, resid )
*
*  -- LAPACK test routine (version 3.4.0) --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*     November 2011
*
*     .. Scalar Arguments ..
      CHARACTER          uplo
      INTEGER            lda, ldainv, ldwork, n
      REAL               rcond, resid
*     ..
*     .. Array Arguments ..
      REAL               rwork( * )
      COMPLEX            a( lda, * ), ainv( ldainv, * ),
     $                   work( ldwork, * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      REAL               zero, one
      parameter( zero = 0.0e+0, one = 1.0e+0 )
      COMPLEX            czero, cone
      parameter( czero = ( 0.0e+0, 0.0e+0 ),
     $                   cone = ( 1.0e+0, 0.0e+0 ) )
*     ..
*     .. Local Scalars ..
      INTEGER            i, j
      REAL               ainvnm, anorm, eps
*     ..
*     .. External Functions ..
      LOGICAL            lsame
      REAL               clange, clanhe, slamch
      EXTERNAL           lsame, clange, clanhe, slamch
*     ..
*     .. External Subroutines ..
      EXTERNAL           chemm
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          conjg, real
*     ..
*     .. Executable Statements ..
*
*     Quick exit if N = 0.
*
      IF( n.LE.0 ) THEN
         rcond = one
         resid = zero
         return
      END IF
*
*     Exit with RESID = 1/EPS if ANORM = 0 or AINVNM = 0.
*
      eps = slamch( 'Epsilon' )
      anorm = clanhe( '1', uplo, n, a, lda, rwork )
      ainvnm = clanhe( '1', uplo, n, ainv, ldainv, rwork )
      IF( anorm.LE.zero .OR. ainvnm.LE.zero ) THEN
         rcond = zero
         resid = one / eps
         return
      END IF
      rcond = ( one/anorm ) / ainvnm
*
*     Expand AINV into a full matrix and call CHEMM to multiply
*     AINV on the left by A.
*
      IF( lsame( uplo, 'U' ) ) THEN
         DO 20 j = 1, n
            DO 10 i = 1, j - 1
               ainv( j, i ) = conjg( ainv( i, j ) )
   10       continue
   20    continue
      ELSE
         DO 40 j = 1, n
            DO 30 i = j + 1, n
               ainv( j, i ) = conjg( ainv( i, j ) )
   30       continue
   40    continue
      END IF
      CALL chemm( 'Left', uplo, n, n, -cone, a, lda, ainv, ldainv,
     $            czero, work, ldwork )
*
*     Add the identity matrix to WORK .
*
      DO 50 i = 1, n
         work( i, i ) = work( i, i ) + cone
   50 continue
*
*     Compute norm(I - A*AINV) / (N * norm(A) * norm(AINV) * EPS)
*
      resid = clange( '1', n, n, work, ldwork, rwork )
*
      resid = ( ( resid*rcond )/eps ) / REAL( n )
*
      return
*
*     End of CPOT03
*
      END