dpot01.f

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*> \brief \b DPOT01
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at 
*            http://www.netlib.org/lapack/explore-html/ 
*
*  Definition:
*  ===========
*
*       SUBROUTINE DPOT01( UPLO, N, A, LDA, AFAC, LDAFAC, RWORK, RESID )
* 
*       .. Scalar Arguments ..
*       CHARACTER          UPLO
*       INTEGER            LDA, LDAFAC, N
*       DOUBLE PRECISION   RESID
*       ..
*       .. Array Arguments ..
*       DOUBLE PRECISION   A( LDA, * ), AFAC( LDAFAC, * ), RWORK( * )
*       ..
*  
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> DPOT01 reconstructs a symmetric positive definite matrix  A  from
*> its L*L' or U'*U factorization and computes the residual
*>    norm( L*L' - A ) / ( N * norm(A) * EPS ) or
*>    norm( U'*U - A ) / ( N * norm(A) * 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
*>          symmetric 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 DOUBLE PRECISION array, dimension (LDA,N)
*>          The original symmetric 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] AFAC
*> \verbatim
*>          AFAC is DOUBLE PRECISION array, dimension (LDAFAC,N)
*>          On entry, the factor L or U from the L*L' or U'*U
*>          factorization of A.
*>          Overwritten with the reconstructed matrix, and then with the
*>          difference L*L' - A (or U'*U - A).
*> \endverbatim
*>
*> \param[in] LDAFAC
*> \verbatim
*>          LDAFAC is INTEGER
*>          The leading dimension of the array AFAC.  LDAFAC >= max(1,N).
*> \endverbatim
*>
*> \param[out] RWORK
*> \verbatim
*>          RWORK is DOUBLE PRECISION array, dimension (N)
*> \endverbatim
*>
*> \param[out] RESID
*> \verbatim
*>          RESID is DOUBLE PRECISION
*>          If UPLO = 'L', norm(L*L' - A) / ( N * norm(A) * EPS )
*>          If UPLO = 'U', norm(U'*U - A) / ( N * norm(A) * EPS )
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee 
*> \author Univ. of California Berkeley 
*> \author Univ. of Colorado Denver 
*> \author NAG Ltd. 
*
*> \date November 2011
*
*> \ingroup double_lin
*
*  =====================================================================
      SUBROUTINE dpot01( UPLO, N, A, LDA, AFAC, LDAFAC, RWORK, 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, ldafac, n
      DOUBLE PRECISION   resid
*     ..
*     .. Array Arguments ..
      DOUBLE PRECISION   a( lda, * ), afac( ldafac, * ), rwork( * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   zero, one
      parameter( zero = 0.0d+0, one = 1.0d+0 )
*     ..
*     .. Local Scalars ..
      INTEGER            i, j, k
      DOUBLE PRECISION   anorm, eps, t
*     ..
*     .. External Functions ..
      LOGICAL            lsame
      DOUBLE PRECISION   ddot, dlamch, dlansy
      EXTERNAL           lsame, ddot, dlamch, dlansy
*     ..
*     .. External Subroutines ..
      EXTERNAL           dscal, dsyr, dtrmv
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          dble
*     ..
*     .. Executable Statements ..
*
*     Quick exit if N = 0.
*
      IF( n.LE.0 ) THEN
         resid = zero
         return
      END IF
*
*     Exit with RESID = 1/EPS if ANORM = 0.
*
      eps = dlamch( 'Epsilon' )
      anorm = dlansy( '1', uplo, n, a, lda, rwork )
      IF( anorm.LE.zero ) THEN
         resid = one / eps
         return
      END IF
*
*     Compute the product U'*U, overwriting U.
*
      IF( lsame( uplo, 'U' ) ) THEN
         DO 10 k = n, 1, -1
*
*           Compute the (K,K) element of the result.
*
            t = ddot( k, afac( 1, k ), 1, afac( 1, k ), 1 )
            afac( k, k ) = t
*
*           Compute the rest of column K.
*
            CALL dtrmv( 'Upper', 'Transpose', 'Non-unit', k-1, afac,
     $                  ldafac, afac( 1, k ), 1 )
*
   10    continue
*
*     Compute the product L*L', overwriting L.
*
      ELSE
         DO 20 k = n, 1, -1
*
*           Add a multiple of column K of the factor L to each of
*           columns K+1 through N.
*
            IF( k+1.LE.n )
     $         CALL dsyr( 'Lower', n-k, one, afac( k+1, k ), 1,
     $                    afac( k+1, k+1 ), ldafac )
*
*           Scale column K by the diagonal element.
*
            t = afac( k, k )
            CALL dscal( n-k+1, t, afac( k, k ), 1 )
*
   20    continue
      END IF
*
*     Compute the difference  L*L' - A (or U'*U - A).
*
      IF( lsame( uplo, 'U' ) ) THEN
         DO 40 j = 1, n
            DO 30 i = 1, j
               afac( i, j ) = afac( i, j ) - a( i, j )
   30       continue
   40    continue
      ELSE
         DO 60 j = 1, n
            DO 50 i = j, n
               afac( i, j ) = afac( i, j ) - a( i, j )
   50       continue
   60    continue
      END IF
*
*     Compute norm( L*U - A ) / ( N * norm(A) * EPS )
*
      resid = dlansy( '1', uplo, n, afac, ldafac, rwork )
*
      resid = ( ( resid / dble( n ) ) / anorm ) / eps
*
      return
*
*     End of DPOT01
*
      END