1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177
|
SUBROUTINE ZPOT01( UPLO, N, A, LDA, AFAC, LDAFAC, RWORK, RESID )
*
* -- LAPACK test routine (version 3.0) --
* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
* Courant Institute, Argonne National Lab, and Rice University
* September 30, 1994
*
* .. Scalar Arguments ..
CHARACTER UPLO
INTEGER LDA, LDAFAC, N
DOUBLE PRECISION RESID
* ..
* .. Array Arguments ..
DOUBLE PRECISION RWORK( * )
COMPLEX*16 A( LDA, * ), AFAC( LDAFAC, * )
* ..
*
* Purpose
* =======
*
* ZPOT01 reconstructs a Hermitian 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, L' is the conjugate transpose of L,
* and U' is the conjugate transpose of U.
*
* Arguments
* ==========
*
* UPLO (input) CHARACTER*1
* Specifies whether the upper or lower triangular part of the
* Hermitian matrix A is stored:
* = 'U': Upper triangular
* = 'L': Lower triangular
*
* N (input) INTEGER
* The number of rows and columns of the matrix A. N >= 0.
*
* A (input) COMPLEX*16 array, dimension (LDA,N)
* The original Hermitian matrix A.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,N)
*
* AFAC (input/output) COMPLEX*16 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).
*
* LDAFAC (input) INTEGER
* The leading dimension of the array AFAC. LDAFAC >= max(1,N).
*
* RWORK (workspace) DOUBLE PRECISION array, dimension (N)
*
* RESID (output) DOUBLE PRECISION
* If UPLO = 'L', norm(L*L' - A) / ( N * norm(A) * EPS )
* If UPLO = 'U', norm(U'*U - A) / ( N * norm(A) * EPS )
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
* ..
* .. Local Scalars ..
INTEGER I, J, K
DOUBLE PRECISION ANORM, EPS, TR
COMPLEX*16 TC
* ..
* .. External Functions ..
LOGICAL LSAME
DOUBLE PRECISION DLAMCH, ZLANHE
COMPLEX*16 ZDOTC
EXTERNAL LSAME, DLAMCH, ZLANHE, ZDOTC
* ..
* .. External Subroutines ..
EXTERNAL ZHER, ZSCAL, ZTRMV
* ..
* .. Intrinsic Functions ..
INTRINSIC DBLE, DIMAG
* ..
* .. 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 = ZLANHE( '1', UPLO, N, A, LDA, RWORK )
IF( ANORM.LE.ZERO ) THEN
RESID = ONE / EPS
RETURN
END IF
*
* Check the imaginary parts of the diagonal elements and return with
* an error code if any are nonzero.
*
DO 10 J = 1, N
IF( DIMAG( AFAC( J, J ) ).NE.ZERO ) THEN
RESID = ONE / EPS
RETURN
END IF
10 CONTINUE
*
* Compute the product U'*U, overwriting U.
*
IF( LSAME( UPLO, 'U' ) ) THEN
DO 20 K = N, 1, -1
*
* Compute the (K,K) element of the result.
*
TR = ZDOTC( K, AFAC( 1, K ), 1, AFAC( 1, K ), 1 )
AFAC( K, K ) = TR
*
* Compute the rest of column K.
*
CALL ZTRMV( 'Upper', 'Conjugate', 'Non-unit', K-1, AFAC,
$ LDAFAC, AFAC( 1, K ), 1 )
*
20 CONTINUE
*
* Compute the product L*L', overwriting L.
*
ELSE
DO 30 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 ZHER( 'Lower', N-K, ONE, AFAC( K+1, K ), 1,
$ AFAC( K+1, K+1 ), LDAFAC )
*
* Scale column K by the diagonal element.
*
TC = AFAC( K, K )
CALL ZSCAL( N-K+1, TC, AFAC( K, K ), 1 )
*
30 CONTINUE
END IF
*
* Compute the difference L*L' - A (or U'*U - A).
*
IF( LSAME( UPLO, 'U' ) ) THEN
DO 50 J = 1, N
DO 40 I = 1, J - 1
AFAC( I, J ) = AFAC( I, J ) - A( I, J )
40 CONTINUE
AFAC( J, J ) = AFAC( J, J ) - DBLE( A( J, J ) )
50 CONTINUE
ELSE
DO 70 J = 1, N
AFAC( J, J ) = AFAC( J, J ) - DBLE( A( J, J ) )
DO 60 I = J + 1, N
AFAC( I, J ) = AFAC( I, J ) - A( I, J )
60 CONTINUE
70 CONTINUE
END IF
*
* Compute norm( L*U - A ) / ( N * norm(A) * EPS )
*
RESID = ZLANHE( '1', UPLO, N, AFAC, LDAFAC, RWORK )
*
RESID = ( ( RESID / DBLE( N ) ) / ANORM ) / EPS
*
RETURN
*
* End of ZPOT01
*
END
|