LAPACK 3.11.0
LAPACK: Linear Algebra PACKage
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dgbt01.f
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1*> \brief \b DGBT01
2*
3* =========== DOCUMENTATION ===========
4*
5* Online html documentation available at
6* http://www.netlib.org/lapack/explore-html/
7*
8* Definition:
9* ===========
10*
11* SUBROUTINE DGBT01( M, N, KL, KU, A, LDA, AFAC, LDAFAC, IPIV, WORK,
12* RESID )
13*
14* .. Scalar Arguments ..
15* INTEGER KL, KU, LDA, LDAFAC, M, N
16* DOUBLE PRECISION RESID
17* ..
18* .. Array Arguments ..
19* INTEGER IPIV( * )
20* DOUBLE PRECISION A( LDA, * ), AFAC( LDAFAC, * ), WORK( * )
21* ..
22*
23*
24*> \par Purpose:
25* =============
26*>
27*> \verbatim
28*>
29*> DGBT01 reconstructs a band matrix A from its L*U factorization and
30*> computes the residual:
31*> norm(L*U - A) / ( N * norm(A) * EPS ),
32*> where EPS is the machine epsilon.
33*>
34*> The expression L*U - A is computed one column at a time, so A and
35*> AFAC are not modified.
36*> \endverbatim
37*
38* Arguments:
39* ==========
40*
41*> \param[in] M
42*> \verbatim
43*> M is INTEGER
44*> The number of rows of the matrix A. M >= 0.
45*> \endverbatim
46*>
47*> \param[in] N
48*> \verbatim
49*> N is INTEGER
50*> The number of columns of the matrix A. N >= 0.
51*> \endverbatim
52*>
53*> \param[in] KL
54*> \verbatim
55*> KL is INTEGER
56*> The number of subdiagonals within the band of A. KL >= 0.
57*> \endverbatim
58*>
59*> \param[in] KU
60*> \verbatim
61*> KU is INTEGER
62*> The number of superdiagonals within the band of A. KU >= 0.
63*> \endverbatim
64*>
65*> \param[in,out] A
66*> \verbatim
67*> A is DOUBLE PRECISION array, dimension (LDA,N)
68*> The original matrix A in band storage, stored in rows 1 to
69*> KL+KU+1.
70*> \endverbatim
71*>
72*> \param[in] LDA
73*> \verbatim
74*> LDA is INTEGER.
75*> The leading dimension of the array A. LDA >= max(1,KL+KU+1).
76*> \endverbatim
77*>
78*> \param[in] AFAC
79*> \verbatim
80*> AFAC is DOUBLE PRECISION array, dimension (LDAFAC,N)
81*> The factored form of the matrix A. AFAC contains the banded
82*> factors L and U from the L*U factorization, as computed by
83*> DGBTRF. U is stored as an upper triangular band matrix with
84*> KL+KU superdiagonals in rows 1 to KL+KU+1, and the
85*> multipliers used during the factorization are stored in rows
86*> KL+KU+2 to 2*KL+KU+1. See DGBTRF for further details.
87*> \endverbatim
88*>
89*> \param[in] LDAFAC
90*> \verbatim
91*> LDAFAC is INTEGER
92*> The leading dimension of the array AFAC.
93*> LDAFAC >= max(1,2*KL*KU+1).
94*> \endverbatim
95*>
96*> \param[in] IPIV
97*> \verbatim
98*> IPIV is INTEGER array, dimension (min(M,N))
99*> The pivot indices from DGBTRF.
100*> \endverbatim
101*>
102*> \param[out] WORK
103*> \verbatim
104*> WORK is DOUBLE PRECISION array, dimension (2*KL+KU+1)
105*> \endverbatim
106*>
107*> \param[out] RESID
108*> \verbatim
109*> RESID is DOUBLE PRECISION
110*> norm(L*U - A) / ( N * norm(A) * EPS )
111*> \endverbatim
112*
113* Authors:
114* ========
115*
116*> \author Univ. of Tennessee
117*> \author Univ. of California Berkeley
118*> \author Univ. of Colorado Denver
119*> \author NAG Ltd.
120*
121*> \ingroup double_lin
122*
123* =====================================================================
124 SUBROUTINE dgbt01( M, N, KL, KU, A, LDA, AFAC, LDAFAC, IPIV, WORK,
125 $ RESID )
126*
127* -- LAPACK test routine --
128* -- LAPACK is a software package provided by Univ. of Tennessee, --
129* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
130*
131* .. Scalar Arguments ..
132 INTEGER KL, KU, LDA, LDAFAC, M, N
133 DOUBLE PRECISION RESID
134* ..
135* .. Array Arguments ..
136 INTEGER IPIV( * )
137 DOUBLE PRECISION A( LDA, * ), AFAC( LDAFAC, * ), WORK( * )
138* ..
139*
140* =====================================================================
141*
142* .. Parameters ..
143 DOUBLE PRECISION ZERO, ONE
144 parameter( zero = 0.0d+0, one = 1.0d+0 )
145* ..
146* .. Local Scalars ..
147 INTEGER I, I1, I2, IL, IP, IW, J, JL, JU, JUA, KD, LENJ
148 DOUBLE PRECISION ANORM, EPS, T
149* ..
150* .. External Functions ..
151 DOUBLE PRECISION DASUM, DLAMCH
152 EXTERNAL dasum, dlamch
153* ..
154* .. External Subroutines ..
155 EXTERNAL daxpy, dcopy
156* ..
157* .. Intrinsic Functions ..
158 INTRINSIC dble, max, min
159* ..
160* .. Executable Statements ..
161*
162* Quick exit if M = 0 or N = 0.
163*
164 resid = zero
165 IF( m.LE.0 .OR. n.LE.0 )
166 $ RETURN
167*
168* Determine EPS and the norm of A.
169*
170 eps = dlamch( 'Epsilon' )
171 kd = ku + 1
172 anorm = zero
173 DO 10 j = 1, n
174 i1 = max( kd+1-j, 1 )
175 i2 = min( kd+m-j, kl+kd )
176 IF( i2.GE.i1 )
177 $ anorm = max( anorm, dasum( i2-i1+1, a( i1, j ), 1 ) )
178 10 CONTINUE
179*
180* Compute one column at a time of L*U - A.
181*
182 kd = kl + ku + 1
183 DO 40 j = 1, n
184*
185* Copy the J-th column of U to WORK.
186*
187 ju = min( kl+ku, j-1 )
188 jl = min( kl, m-j )
189 lenj = min( m, j ) - j + ju + 1
190 IF( lenj.GT.0 ) THEN
191 CALL dcopy( lenj, afac( kd-ju, j ), 1, work, 1 )
192 DO 20 i = lenj + 1, ju + jl + 1
193 work( i ) = zero
194 20 CONTINUE
195*
196* Multiply by the unit lower triangular matrix L. Note that L
197* is stored as a product of transformations and permutations.
198*
199 DO 30 i = min( m-1, j ), j - ju, -1
200 il = min( kl, m-i )
201 IF( il.GT.0 ) THEN
202 iw = i - j + ju + 1
203 t = work( iw )
204 CALL daxpy( il, t, afac( kd+1, i ), 1, work( iw+1 ),
205 $ 1 )
206 ip = ipiv( i )
207 IF( i.NE.ip ) THEN
208 ip = ip - j + ju + 1
209 work( iw ) = work( ip )
210 work( ip ) = t
211 END IF
212 END IF
213 30 CONTINUE
214*
215* Subtract the corresponding column of A.
216*
217 jua = min( ju, ku )
218 IF( jua+jl+1.GT.0 )
219 $ CALL daxpy( jua+jl+1, -one, a( ku+1-jua, j ), 1,
220 $ work( ju+1-jua ), 1 )
221*
222* Compute the 1-norm of the column.
223*
224 resid = max( resid, dasum( ju+jl+1, work, 1 ) )
225 END IF
226 40 CONTINUE
227*
228* Compute norm(L*U - A) / ( N * norm(A) * EPS )
229*
230 IF( anorm.LE.zero ) THEN
231 IF( resid.NE.zero )
232 $ resid = one / eps
233 ELSE
234 resid = ( ( resid / dble( n ) ) / anorm ) / eps
235 END IF
236*
237 RETURN
238*
239* End of DGBT01
240*
241 END
subroutine dcopy(N, DX, INCX, DY, INCY)
DCOPY
Definition: dcopy.f:82
subroutine daxpy(N, DA, DX, INCX, DY, INCY)
DAXPY
Definition: daxpy.f:89
subroutine dgbt01(M, N, KL, KU, A, LDA, AFAC, LDAFAC, IPIV, WORK, RESID)
DGBT01
Definition: dgbt01.f:126