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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193
|
SUBROUTINE CPPT01( UPLO, N, A, AFAC, 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 N
REAL RESID
* ..
* .. Array Arguments ..
REAL RWORK( * )
COMPLEX A( * ), AFAC( * )
* ..
*
* Purpose
* =======
*
* CPPT01 reconstructs a Hermitian positive definite packed 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 array, dimension (N*(N+1)/2)
* The original Hermitian matrix A, stored as a packed
* triangular matrix.
*
* AFAC (input/output) COMPLEX array, dimension (N*(N+1)/2)
* On entry, the factor L or U from the L*L' or U'*U
* factorization of A, stored as a packed triangular matrix.
* Overwritten with the reconstructed matrix, and then with the
* difference L*L' - A (or U'*U - A).
*
* RWORK (workspace) REAL array, dimension (N)
*
* RESID (output) REAL
* If UPLO = 'L', norm(L*L' - A) / ( N * norm(A) * EPS )
* If UPLO = 'U', norm(U'*U - A) / ( N * norm(A) * EPS )
*
* =====================================================================
*
* .. Parameters ..
REAL ZERO, ONE
PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
* ..
* .. Local Scalars ..
INTEGER I, K, KC
REAL ANORM, EPS, TR
COMPLEX TC
* ..
* .. External Functions ..
LOGICAL LSAME
REAL CLANHP, SLAMCH
COMPLEX CDOTC
EXTERNAL LSAME, CLANHP, SLAMCH, CDOTC
* ..
* .. External Subroutines ..
EXTERNAL CHPR, CSCAL, CTPMV
* ..
* .. Intrinsic Functions ..
INTRINSIC AIMAG, REAL
* ..
* .. 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 = SLAMCH( 'Epsilon' )
ANORM = CLANHP( '1', UPLO, N, A, 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.
*
KC = 1
IF( LSAME( UPLO, 'U' ) ) THEN
DO 10 K = 1, N
IF( AIMAG( AFAC( KC ) ).NE.ZERO ) THEN
RESID = ONE / EPS
RETURN
END IF
KC = KC + K + 1
10 CONTINUE
ELSE
DO 20 K = 1, N
IF( AIMAG( AFAC( KC ) ).NE.ZERO ) THEN
RESID = ONE / EPS
RETURN
END IF
KC = KC + N - K + 1
20 CONTINUE
END IF
*
* Compute the product U'*U, overwriting U.
*
IF( LSAME( UPLO, 'U' ) ) THEN
KC = ( N*( N-1 ) ) / 2 + 1
DO 30 K = N, 1, -1
*
* Compute the (K,K) element of the result.
*
TR = CDOTC( K, AFAC( KC ), 1, AFAC( KC ), 1 )
AFAC( KC+K-1 ) = TR
*
* Compute the rest of column K.
*
IF( K.GT.1 ) THEN
CALL CTPMV( 'Upper', 'Conjugate', 'Non-unit', K-1, AFAC,
$ AFAC( KC ), 1 )
KC = KC - ( K-1 )
END IF
30 CONTINUE
*
* Compute the difference L*L' - A
*
KC = 1
DO 50 K = 1, N
DO 40 I = 1, K - 1
AFAC( KC+I-1 ) = AFAC( KC+I-1 ) - A( KC+I-1 )
40 CONTINUE
AFAC( KC+K-1 ) = AFAC( KC+K-1 ) - REAL( A( KC+K-1 ) )
KC = KC + K
50 CONTINUE
*
* Compute the product L*L', overwriting L.
*
ELSE
KC = ( N*( N+1 ) ) / 2
DO 60 K = N, 1, -1
*
* Add a multiple of column K of the factor L to each of
* columns K+1 through N.
*
IF( K.LT.N )
$ CALL CHPR( 'Lower', N-K, ONE, AFAC( KC+1 ), 1,
$ AFAC( KC+N-K+1 ) )
*
* Scale column K by the diagonal element.
*
TC = AFAC( KC )
CALL CSCAL( N-K+1, TC, AFAC( KC ), 1 )
*
KC = KC - ( N-K+2 )
60 CONTINUE
*
* Compute the difference U'*U - A
*
KC = 1
DO 80 K = 1, N
AFAC( KC ) = AFAC( KC ) - REAL( A( KC ) )
DO 70 I = K + 1, N
AFAC( KC+I-K ) = AFAC( KC+I-K ) - A( KC+I-K )
70 CONTINUE
KC = KC + N - K + 1
80 CONTINUE
END IF
*
* Compute norm( L*U - A ) / ( N * norm(A) * EPS )
*
RESID = CLANHP( '1', UPLO, N, AFAC, RWORK )
*
RESID = ( ( RESID / REAL( N ) ) / ANORM ) / EPS
*
RETURN
*
* End of CPPT01
*
END
|