File: sget01.f

package info (click to toggle)
lapack 3.0.20000531a-28
  • links: PTS
  • area: main
  • in suites: sarge
  • size: 61,920 kB
  • ctags: 46,200
  • sloc: fortran: 584,835; perl: 8,226; makefile: 2,331; awk: 71; sh: 45
file content (149 lines) | stat: -rw-r--r-- 4,291 bytes parent folder | download | duplicates (6)
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
      SUBROUTINE SGET01( 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
      REAL               RESID
*     ..
*     .. Array Arguments ..
      INTEGER            IPIV( * )
      REAL               A( LDA, * ), AFAC( LDAFAC, * ), RWORK( * )
*     ..
*
*  Purpose
*  =======
*
*  SGET01 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) REAL 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) REAL 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 SGETRF.
*          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 SGETRF.
*
*  RWORK   (workspace) REAL array, dimension (M)
*
*  RESID   (output) REAL
*          norm(L*U - A) / ( N * norm(A) * EPS )
*
*  =====================================================================
*
*
*     .. Parameters ..
      REAL               ZERO, ONE
      PARAMETER          ( ZERO = 0.0E+0, ONE = 1.0E+0 )
*     ..
*     .. Local Scalars ..
      INTEGER            I, J, K
      REAL               ANORM, EPS, T
*     ..
*     .. External Functions ..
      REAL               SDOT, SLAMCH, SLANGE
      EXTERNAL           SDOT, SLAMCH, SLANGE
*     ..
*     .. External Subroutines ..
      EXTERNAL           SGEMV, SLASWP, SSCAL, STRMV
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          MIN, REAL
*     ..
*     .. 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 = SLAMCH( 'Epsilon' )
      ANORM = SLANGE( '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 STRMV( '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 SSCAL( M-K, T, AFAC( K+1, K ), 1 )
               CALL SGEMV( '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 + SDOT( K-1, AFAC( K, 1 ), LDAFAC,
     $                     AFAC( 1, K ), 1 )
*
*           Compute elements (1:K-1,K)
*
            CALL STRMV( 'Lower', 'No transpose', 'Unit', K-1, AFAC,
     $                  LDAFAC, AFAC( 1, K ), 1 )
         END IF
   10 CONTINUE
      CALL SLASWP( 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 = SLANGE( '1', M, N, AFAC, LDAFAC, RWORK )
*
      IF( ANORM.LE.ZERO ) THEN
         IF( RESID.NE.ZERO )
     $      RESID = ONE / EPS
      ELSE
         RESID = ( ( RESID / REAL( N ) ) / ANORM ) / EPS
      END IF
*
      RETURN
*
*     End of SGET01
*
      END