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SUBROUTINE DGET01( M, N, A, LDA, AFAC, LDAFAC, IPIV, 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
* February 29, 1992
*
* .. Scalar Arguments ..
INTEGER LDA, LDAFAC, M, N
DOUBLE PRECISION RESID
* ..
* .. Array Arguments ..
INTEGER IPIV( * )
DOUBLE PRECISION A( LDA, * ), AFAC( LDAFAC, * ), RWORK( * )
* ..
*
* Purpose
* =======
*
* DGET01 reconstructs a matrix A from its L*U factorization and
* computes the residual
* norm(L*U - A) / ( N * norm(A) * EPS ),
* where EPS is the machine epsilon.
*
* Arguments
* ==========
*
* M (input) INTEGER
* The number of rows of the matrix A. M >= 0.
*
* N (input) INTEGER
* The number of columns of the matrix A. N >= 0.
*
* A (input) DOUBLE PRECISION array, dimension (LDA,N)
* The original M x N matrix A.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,M).
*
* AFAC (input/output) DOUBLE PRECISION array, dimension (LDAFAC,N)
* The factored form of the matrix A. AFAC contains the factors
* L and U from the L*U factorization as computed by DGETRF.
* Overwritten with the reconstructed matrix, and then with the
* difference L*U - A.
*
* LDAFAC (input) INTEGER
* The leading dimension of the array AFAC. LDAFAC >= max(1,M).
*
* IPIV (input) INTEGER array, dimension (N)
* The pivot indices from DGETRF.
*
* RWORK (workspace) DOUBLE PRECISION array, dimension (M)
*
* RESID (output) DOUBLE PRECISION
* norm(L*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, T
* ..
* .. External Functions ..
DOUBLE PRECISION DDOT, DLAMCH, DLANGE
EXTERNAL DDOT, DLAMCH, DLANGE
* ..
* .. External Subroutines ..
EXTERNAL DGEMV, DLASWP, DSCAL, DTRMV
* ..
* .. Intrinsic Functions ..
INTRINSIC DBLE, MIN
* ..
* .. Executable Statements ..
*
* Quick exit if M = 0 or N = 0.
*
IF( M.LE.0 .OR. N.LE.0 ) THEN
RESID = ZERO
RETURN
END IF
*
* Determine EPS and the norm of A.
*
EPS = DLAMCH( 'Epsilon' )
ANORM = DLANGE( '1', M, N, A, LDA, RWORK )
*
* Compute the product L*U and overwrite AFAC with the result.
* A column at a time of the product is obtained, starting with
* column N.
*
DO 10 K = N, 1, -1
IF( K.GT.M ) THEN
CALL DTRMV( 'Lower', 'No transpose', 'Unit', M, AFAC,
$ LDAFAC, AFAC( 1, K ), 1 )
ELSE
*
* Compute elements (K+1:M,K)
*
T = AFAC( K, K )
IF( K+1.LE.M ) THEN
CALL DSCAL( M-K, T, AFAC( K+1, K ), 1 )
CALL DGEMV( 'No transpose', M-K, K-1, ONE,
$ AFAC( K+1, 1 ), LDAFAC, AFAC( 1, K ), 1, ONE,
$ AFAC( K+1, K ), 1 )
END IF
*
* Compute the (K,K) element
*
AFAC( K, K ) = T + DDOT( K-1, AFAC( K, 1 ), LDAFAC,
$ AFAC( 1, K ), 1 )
*
* Compute elements (1:K-1,K)
*
CALL DTRMV( 'Lower', 'No transpose', 'Unit', K-1, AFAC,
$ LDAFAC, AFAC( 1, K ), 1 )
END IF
10 CONTINUE
CALL DLASWP( N, AFAC, LDAFAC, 1, MIN( M, N ), IPIV, -1 )
*
* Compute the difference L*U - A and store in AFAC.
*
DO 30 J = 1, N
DO 20 I = 1, M
AFAC( I, J ) = AFAC( I, J ) - A( I, J )
20 CONTINUE
30 CONTINUE
*
* Compute norm( L*U - A ) / ( N * norm(A) * EPS )
*
RESID = DLANGE( '1', M, N, AFAC, LDAFAC, RWORK )
*
IF( ANORM.LE.ZERO ) THEN
IF( RESID.NE.ZERO )
$ RESID = ONE / EPS
ELSE
RESID = ( ( RESID / DBLE( N ) ) / ANORM ) / EPS
END IF
*
RETURN
*
* End of DGET01
*
END
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