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SUBROUTINE DPOT01( 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
* February 29, 1992
*
* .. Scalar Arguments ..
CHARACTER UPLO
INTEGER LDA, LDAFAC, N
DOUBLE PRECISION RESID
* ..
* .. Array Arguments ..
DOUBLE PRECISION A( LDA, * ), AFAC( LDAFAC, * ), RWORK( * )
* ..
*
* Purpose
* =======
*
* DPOT01 reconstructs a symmetric 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.
*
* Arguments
* ==========
*
* UPLO (input) CHARACTER*1
* Specifies whether the upper or lower triangular part of the
* symmetric 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) DOUBLE PRECISION array, dimension (LDA,N)
* The original symmetric matrix A.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,N)
*
* AFAC (input/output) DOUBLE PRECISION 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, T
* ..
* .. External Functions ..
LOGICAL LSAME
DOUBLE PRECISION DDOT, DLAMCH, DLANSY
EXTERNAL LSAME, DDOT, DLAMCH, DLANSY
* ..
* .. External Subroutines ..
EXTERNAL DSCAL, DSYR, DTRMV
* ..
* .. Intrinsic Functions ..
INTRINSIC DBLE
* ..
* .. 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 = DLANSY( '1', UPLO, N, A, LDA, RWORK )
IF( ANORM.LE.ZERO ) THEN
RESID = ONE / EPS
RETURN
END IF
*
* Compute the product U'*U, overwriting U.
*
IF( LSAME( UPLO, 'U' ) ) THEN
DO 10 K = N, 1, -1
*
* Compute the (K,K) element of the result.
*
T = DDOT( K, AFAC( 1, K ), 1, AFAC( 1, K ), 1 )
AFAC( K, K ) = T
*
* Compute the rest of column K.
*
CALL DTRMV( 'Upper', 'Transpose', 'Non-unit', K-1, AFAC,
$ LDAFAC, AFAC( 1, K ), 1 )
*
10 CONTINUE
*
* Compute the product L*L', overwriting L.
*
ELSE
DO 20 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 DSYR( 'Lower', N-K, ONE, AFAC( K+1, K ), 1,
$ AFAC( K+1, K+1 ), LDAFAC )
*
* Scale column K by the diagonal element.
*
T = AFAC( K, K )
CALL DSCAL( N-K+1, T, AFAC( K, K ), 1 )
*
20 CONTINUE
END IF
*
* Compute the difference L*L' - A (or U'*U - A).
*
IF( LSAME( UPLO, 'U' ) ) THEN
DO 40 J = 1, N
DO 30 I = 1, J
AFAC( I, J ) = AFAC( I, J ) - A( I, J )
30 CONTINUE
40 CONTINUE
ELSE
DO 60 J = 1, N
DO 50 I = J, N
AFAC( I, J ) = AFAC( I, J ) - A( I, J )
50 CONTINUE
60 CONTINUE
END IF
*
* Compute norm( L*U - A ) / ( N * norm(A) * EPS )
*
RESID = DLANSY( '1', UPLO, N, AFAC, LDAFAC, RWORK )
*
RESID = ( ( RESID / DBLE( N ) ) / ANORM ) / EPS
*
RETURN
*
* End of DPOT01
*
END
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