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
|
SUBROUTINE STPT03( UPLO, TRANS, DIAG, N, NRHS, AP, SCALE, CNORM,
$ TSCAL, X, LDX, B, LDB, WORK, 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 DIAG, TRANS, UPLO
INTEGER LDB, LDX, N, NRHS
REAL RESID, SCALE, TSCAL
* ..
* .. Array Arguments ..
REAL AP( * ), B( LDB, * ), CNORM( * ), WORK( * ),
$ X( LDX, * )
* ..
*
* Purpose
* =======
*
* STPT03 computes the residual for the solution to a scaled triangular
* system of equations A*x = s*b or A'*x = s*b when the triangular
* matrix A is stored in packed format. Here A' is the transpose of A,
* s is a scalar, and x and b are N by NRHS matrices. The test ratio is
* the maximum over the number of right hand sides of
* norm(s*b - op(A)*x) / ( norm(op(A)) * norm(x) * EPS ),
* where op(A) denotes A or A' and EPS is the machine epsilon.
*
* Arguments
* =========
*
* UPLO (input) CHARACTER*1
* Specifies whether the matrix A is upper or lower triangular.
* = 'U': Upper triangular
* = 'L': Lower triangular
*
* TRANS (input) CHARACTER*1
* Specifies the operation applied to A.
* = 'N': A *x = s*b (No transpose)
* = 'T': A'*x = s*b (Transpose)
* = 'C': A'*x = s*b (Conjugate transpose = Transpose)
*
* DIAG (input) CHARACTER*1
* Specifies whether or not the matrix A is unit triangular.
* = 'N': Non-unit triangular
* = 'U': Unit triangular
*
* N (input) INTEGER
* The order of the matrix A. N >= 0.
*
* NRHS (input) INTEGER
* The number of right hand sides, i.e., the number of columns
* of the matrices X and B. NRHS >= 0.
*
* AP (input) REAL array, dimension (N*(N+1)/2)
* The upper or lower triangular matrix A, packed columnwise in
* a linear array. The j-th column of A is stored in the array
* AP as follows:
* if UPLO = 'U', AP((j-1)*j/2 + i) = A(i,j) for 1<=i<=j;
* if UPLO = 'L',
* AP((j-1)*(n-j) + j*(j+1)/2 + i-j) = A(i,j) for j<=i<=n.
*
* SCALE (input) REAL
* The scaling factor s used in solving the triangular system.
*
* CNORM (input) REAL array, dimension (N)
* The 1-norms of the columns of A, not counting the diagonal.
*
* TSCAL (input) REAL
* The scaling factor used in computing the 1-norms in CNORM.
* CNORM actually contains the column norms of TSCAL*A.
*
* X (input) REAL array, dimension (LDX,NRHS)
* The computed solution vectors for the system of linear
* equations.
*
* LDX (input) INTEGER
* The leading dimension of the array X. LDX >= max(1,N).
*
* B (input) REAL array, dimension (LDB,NRHS)
* The right hand side vectors for the system of linear
* equations.
*
* LDB (input) INTEGER
* The leading dimension of the array B. LDB >= max(1,N).
*
* WORK (workspace) REAL array, dimension (N)
*
* RESID (output) REAL
* The maximum over the number of right hand sides of
* norm(op(A)*x - s*b) / ( norm(op(A)) * norm(x) * EPS ).
*
* =====================================================================
*
* .. Parameters ..
REAL ONE, ZERO
PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 )
* ..
* .. Local Scalars ..
INTEGER IX, J, JJ
REAL BIGNUM, EPS, ERR, SMLNUM, TNORM, XNORM, XSCAL
* ..
* .. External Functions ..
LOGICAL LSAME
INTEGER ISAMAX
REAL SLAMCH
EXTERNAL LSAME, ISAMAX, SLAMCH
* ..
* .. External Subroutines ..
EXTERNAL SAXPY, SCOPY, SLABAD, SSCAL, STPMV
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, MAX, REAL
* ..
* .. Executable Statements ..
*
* Quick exit if N = 0.
*
IF( N.LE.0 .OR. NRHS.LE.0 ) THEN
RESID = ZERO
RETURN
END IF
EPS = SLAMCH( 'Epsilon' )
SMLNUM = SLAMCH( 'Safe minimum' )
BIGNUM = ONE / SMLNUM
CALL SLABAD( SMLNUM, BIGNUM )
*
* Compute the norm of the triangular matrix A using the column
* norms already computed by SLATPS.
*
TNORM = ZERO
IF( LSAME( DIAG, 'N' ) ) THEN
IF( LSAME( UPLO, 'U' ) ) THEN
JJ = 1
DO 10 J = 1, N
TNORM = MAX( TNORM, TSCAL*ABS( AP( JJ ) )+CNORM( J ) )
JJ = JJ + J + 1
10 CONTINUE
ELSE
JJ = 1
DO 20 J = 1, N
TNORM = MAX( TNORM, TSCAL*ABS( AP( JJ ) )+CNORM( J ) )
JJ = JJ + N - J + 1
20 CONTINUE
END IF
ELSE
DO 30 J = 1, N
TNORM = MAX( TNORM, TSCAL+CNORM( J ) )
30 CONTINUE
END IF
*
* Compute the maximum over the number of right hand sides of
* norm(op(A)*x - s*b) / ( norm(op(A)) * norm(x) * EPS ).
*
RESID = ZERO
DO 40 J = 1, NRHS
CALL SCOPY( N, X( 1, J ), 1, WORK, 1 )
IX = ISAMAX( N, WORK, 1 )
XNORM = MAX( ONE, ABS( X( IX, J ) ) )
XSCAL = ( ONE / XNORM ) / REAL( N )
CALL SSCAL( N, XSCAL, WORK, 1 )
CALL STPMV( UPLO, TRANS, DIAG, N, AP, WORK, 1 )
CALL SAXPY( N, -SCALE*XSCAL, B( 1, J ), 1, WORK, 1 )
IX = ISAMAX( N, WORK, 1 )
ERR = TSCAL*ABS( WORK( IX ) )
IX = ISAMAX( N, X( 1, J ), 1 )
XNORM = ABS( X( IX, J ) )
IF( ERR*SMLNUM.LE.XNORM ) THEN
IF( XNORM.GT.ZERO )
$ ERR = ERR / XNORM
ELSE
IF( ERR.GT.ZERO )
$ ERR = ONE / EPS
END IF
IF( ERR*SMLNUM.LE.TNORM ) THEN
IF( TNORM.GT.ZERO )
$ ERR = ERR / TNORM
ELSE
IF( ERR.GT.ZERO )
$ ERR = ONE / EPS
END IF
RESID = MAX( RESID, ERR )
40 CONTINUE
*
RETURN
*
* End of STPT03
*
END
|