LAPACK  3.10.1
LAPACK: Linear Algebra PACKage

◆ dpbt01()

subroutine dpbt01 ( character  UPLO,
integer  N,
integer  KD,
double precision, dimension( lda, * )  A,
integer  LDA,
double precision, dimension( ldafac, * )  AFAC,
integer  LDAFAC,
double precision, dimension( * )  RWORK,
double precision  RESID 
)

DPBT01

Purpose:
 DPBT01 reconstructs a symmetric positive definite band 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, L' is the conjugate transpose of
 L, and U' is the conjugate transpose of U.
Parameters
[in]UPLO
          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
[in]N
          N is INTEGER
          The number of rows and columns of the matrix A.  N >= 0.
[in]KD
          KD is INTEGER
          The number of super-diagonals of the matrix A if UPLO = 'U',
          or the number of sub-diagonals if UPLO = 'L'.  KD >= 0.
[in]A
          A is DOUBLE PRECISION array, dimension (LDA,N)
          The original symmetric band matrix A.  If UPLO = 'U', the
          upper triangular part of A is stored as a band matrix; if
          UPLO = 'L', the lower triangular part of A is stored.  The
          columns of the appropriate triangle are stored in the columns
          of A and the diagonals of the triangle are stored in the rows
          of A.  See DPBTRF for further details.
[in]LDA
          LDA is INTEGER.
          The leading dimension of the array A.  LDA >= max(1,KD+1).
[in]AFAC
          AFAC is DOUBLE PRECISION array, dimension (LDAFAC,N)
          The factored form of the matrix A.  AFAC contains the factor
          L or U from the L*L' or U'*U factorization in band storage
          format, as computed by DPBTRF.
[in]LDAFAC
          LDAFAC is INTEGER
          The leading dimension of the array AFAC.
          LDAFAC >= max(1,KD+1).
[out]RWORK
          RWORK is DOUBLE PRECISION array, dimension (N)
[out]RESID
          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 )
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.

Definition at line 117 of file dpbt01.f.

119 *
120 * -- LAPACK test routine --
121 * -- LAPACK is a software package provided by Univ. of Tennessee, --
122 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
123 *
124 * .. Scalar Arguments ..
125  CHARACTER UPLO
126  INTEGER KD, LDA, LDAFAC, N
127  DOUBLE PRECISION RESID
128 * ..
129 * .. Array Arguments ..
130  DOUBLE PRECISION A( LDA, * ), AFAC( LDAFAC, * ), RWORK( * )
131 * ..
132 *
133 * =====================================================================
134 *
135 *
136 * .. Parameters ..
137  DOUBLE PRECISION ZERO, ONE
138  parameter( zero = 0.0d+0, one = 1.0d+0 )
139 * ..
140 * .. Local Scalars ..
141  INTEGER I, J, K, KC, KLEN, ML, MU
142  DOUBLE PRECISION ANORM, EPS, T
143 * ..
144 * .. External Functions ..
145  LOGICAL LSAME
146  DOUBLE PRECISION DDOT, DLAMCH, DLANSB
147  EXTERNAL lsame, ddot, dlamch, dlansb
148 * ..
149 * .. External Subroutines ..
150  EXTERNAL dscal, dsyr, dtrmv
151 * ..
152 * .. Intrinsic Functions ..
153  INTRINSIC dble, max, min
154 * ..
155 * .. Executable Statements ..
156 *
157 * Quick exit if N = 0.
158 *
159  IF( n.LE.0 ) THEN
160  resid = zero
161  RETURN
162  END IF
163 *
164 * Exit with RESID = 1/EPS if ANORM = 0.
165 *
166  eps = dlamch( 'Epsilon' )
167  anorm = dlansb( '1', uplo, n, kd, a, lda, rwork )
168  IF( anorm.LE.zero ) THEN
169  resid = one / eps
170  RETURN
171  END IF
172 *
173 * Compute the product U'*U, overwriting U.
174 *
175  IF( lsame( uplo, 'U' ) ) THEN
176  DO 10 k = n, 1, -1
177  kc = max( 1, kd+2-k )
178  klen = kd + 1 - kc
179 *
180 * Compute the (K,K) element of the result.
181 *
182  t = ddot( klen+1, afac( kc, k ), 1, afac( kc, k ), 1 )
183  afac( kd+1, k ) = t
184 *
185 * Compute the rest of column K.
186 *
187  IF( klen.GT.0 )
188  $ CALL dtrmv( 'Upper', 'Transpose', 'Non-unit', klen,
189  $ afac( kd+1, k-klen ), ldafac-1,
190  $ afac( kc, k ), 1 )
191 *
192  10 CONTINUE
193 *
194 * UPLO = 'L': Compute the product L*L', overwriting L.
195 *
196  ELSE
197  DO 20 k = n, 1, -1
198  klen = min( kd, n-k )
199 *
200 * Add a multiple of column K of the factor L to each of
201 * columns K+1 through N.
202 *
203  IF( klen.GT.0 )
204  $ CALL dsyr( 'Lower', klen, one, afac( 2, k ), 1,
205  $ afac( 1, k+1 ), ldafac-1 )
206 *
207 * Scale column K by the diagonal element.
208 *
209  t = afac( 1, k )
210  CALL dscal( klen+1, t, afac( 1, k ), 1 )
211 *
212  20 CONTINUE
213  END IF
214 *
215 * Compute the difference L*L' - A or U'*U - A.
216 *
217  IF( lsame( uplo, 'U' ) ) THEN
218  DO 40 j = 1, n
219  mu = max( 1, kd+2-j )
220  DO 30 i = mu, kd + 1
221  afac( i, j ) = afac( i, j ) - a( i, j )
222  30 CONTINUE
223  40 CONTINUE
224  ELSE
225  DO 60 j = 1, n
226  ml = min( kd+1, n-j+1 )
227  DO 50 i = 1, ml
228  afac( i, j ) = afac( i, j ) - a( i, j )
229  50 CONTINUE
230  60 CONTINUE
231  END IF
232 *
233 * Compute norm( L*L' - A ) / ( N * norm(A) * EPS )
234 *
235  resid = dlansb( 'I', uplo, n, kd, afac, ldafac, rwork )
236 *
237  resid = ( ( resid / dble( n ) ) / anorm ) / eps
238 *
239  RETURN
240 *
241 * End of DPBT01
242 *
double precision function dlamch(CMACH)
DLAMCH
Definition: dlamch.f:69
logical function lsame(CA, CB)
LSAME
Definition: lsame.f:53
double precision function ddot(N, DX, INCX, DY, INCY)
DDOT
Definition: ddot.f:82
subroutine dscal(N, DA, DX, INCX)
DSCAL
Definition: dscal.f:79
subroutine dsyr(UPLO, N, ALPHA, X, INCX, A, LDA)
DSYR
Definition: dsyr.f:132
subroutine dtrmv(UPLO, TRANS, DIAG, N, A, LDA, X, INCX)
DTRMV
Definition: dtrmv.f:147
double precision function dlansb(NORM, UPLO, N, K, AB, LDAB, WORK)
DLANSB returns the value of the 1-norm, or the Frobenius norm, or the infinity norm,...
Definition: dlansb.f:129
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