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|
*> \brief \b ZGTT01
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
* Definition:
* ===========
*
* SUBROUTINE ZGTT01( N, DL, D, DU, DLF, DF, DUF, DU2, IPIV, WORK,
* LDWORK, RWORK, RESID )
*
* .. Scalar Arguments ..
* INTEGER LDWORK, N
* DOUBLE PRECISION RESID
* ..
* .. Array Arguments ..
* INTEGER IPIV( * )
* DOUBLE PRECISION RWORK( * )
* COMPLEX*16 D( * ), DF( * ), DL( * ), DLF( * ), DU( * ),
* $ DU2( * ), DUF( * ), WORK( LDWORK, * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> ZGTT01 reconstructs a tridiagonal matrix A from its LU factorization
*> and computes the residual
*> norm(L*U - A) / ( norm(A) * EPS ),
*> where EPS is the machine epsilon.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The order of the matrix A. N >= 0.
*> \endverbatim
*>
*> \param[in] DL
*> \verbatim
*> DL is COMPLEX*16 array, dimension (N-1)
*> The (n-1) sub-diagonal elements of A.
*> \endverbatim
*>
*> \param[in] D
*> \verbatim
*> D is COMPLEX*16 array, dimension (N)
*> The diagonal elements of A.
*> \endverbatim
*>
*> \param[in] DU
*> \verbatim
*> DU is COMPLEX*16 array, dimension (N-1)
*> The (n-1) super-diagonal elements of A.
*> \endverbatim
*>
*> \param[in] DLF
*> \verbatim
*> DLF is COMPLEX*16 array, dimension (N-1)
*> The (n-1) multipliers that define the matrix L from the
*> LU factorization of A.
*> \endverbatim
*>
*> \param[in] DF
*> \verbatim
*> DF is COMPLEX*16 array, dimension (N)
*> The n diagonal elements of the upper triangular matrix U from
*> the LU factorization of A.
*> \endverbatim
*>
*> \param[in] DUF
*> \verbatim
*> DUF is COMPLEX*16 array, dimension (N-1)
*> The (n-1) elements of the first super-diagonal of U.
*> \endverbatim
*>
*> \param[in] DU2
*> \verbatim
*> DU2 is COMPLEX*16 array, dimension (N-2)
*> The (n-2) elements of the second super-diagonal of U.
*> \endverbatim
*>
*> \param[in] IPIV
*> \verbatim
*> IPIV is INTEGER array, dimension (N)
*> The pivot indices; for 1 <= i <= n, row i of the matrix was
*> interchanged with row IPIV(i). IPIV(i) will always be either
*> i or i+1; IPIV(i) = i indicates a row interchange was not
*> required.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*> WORK is COMPLEX*16 array, dimension (LDWORK,N)
*> \endverbatim
*>
*> \param[in] LDWORK
*> \verbatim
*> LDWORK is INTEGER
*> The leading dimension of the array WORK. LDWORK >= max(1,N).
*> \endverbatim
*>
*> \param[out] RWORK
*> \verbatim
*> RWORK is DOUBLE PRECISION array, dimension (N)
*> \endverbatim
*>
*> \param[out] RESID
*> \verbatim
*> RESID is DOUBLE PRECISION
*> The scaled residual: norm(L*U - A) / (norm(A) * EPS)
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup complex16_lin
*
* =====================================================================
SUBROUTINE ZGTT01( N, DL, D, DU, DLF, DF, DUF, DU2, IPIV, WORK,
$ LDWORK, RWORK, RESID )
*
* -- LAPACK test routine --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
* .. Scalar Arguments ..
INTEGER LDWORK, N
DOUBLE PRECISION RESID
* ..
* .. Array Arguments ..
INTEGER IPIV( * )
DOUBLE PRECISION RWORK( * )
COMPLEX*16 D( * ), DF( * ), DL( * ), DLF( * ), DU( * ),
$ DU2( * ), DUF( * ), WORK( LDWORK, * )
* ..
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ONE, ZERO
PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
* ..
* .. Local Scalars ..
INTEGER I, IP, J, LASTJ
DOUBLE PRECISION ANORM, EPS
COMPLEX*16 LI
* ..
* .. External Functions ..
DOUBLE PRECISION DLAMCH, ZLANGT, ZLANHS
EXTERNAL DLAMCH, ZLANGT, ZLANHS
* ..
* .. Intrinsic Functions ..
INTRINSIC MIN
* ..
* .. External Subroutines ..
EXTERNAL ZAXPY, ZSWAP
* ..
* .. Executable Statements ..
*
* Quick return if possible
*
IF( N.LE.0 ) THEN
RESID = ZERO
RETURN
END IF
*
EPS = DLAMCH( 'Epsilon' )
*
* Copy the matrix U to WORK.
*
DO 20 J = 1, N
DO 10 I = 1, N
WORK( I, J ) = ZERO
10 CONTINUE
20 CONTINUE
DO 30 I = 1, N
IF( I.EQ.1 ) THEN
WORK( I, I ) = DF( I )
IF( N.GE.2 )
$ WORK( I, I+1 ) = DUF( I )
IF( N.GE.3 )
$ WORK( I, I+2 ) = DU2( I )
ELSE IF( I.EQ.N ) THEN
WORK( I, I ) = DF( I )
ELSE
WORK( I, I ) = DF( I )
WORK( I, I+1 ) = DUF( I )
IF( I.LT.N-1 )
$ WORK( I, I+2 ) = DU2( I )
END IF
30 CONTINUE
*
* Multiply on the left by L.
*
LASTJ = N
DO 40 I = N - 1, 1, -1
LI = DLF( I )
CALL ZAXPY( LASTJ-I+1, LI, WORK( I, I ), LDWORK,
$ WORK( I+1, I ), LDWORK )
IP = IPIV( I )
IF( IP.EQ.I ) THEN
LASTJ = MIN( I+2, N )
ELSE
CALL ZSWAP( LASTJ-I+1, WORK( I, I ), LDWORK, WORK( I+1, I ),
$ LDWORK )
END IF
40 CONTINUE
*
* Subtract the matrix A.
*
WORK( 1, 1 ) = WORK( 1, 1 ) - D( 1 )
IF( N.GT.1 ) THEN
WORK( 1, 2 ) = WORK( 1, 2 ) - DU( 1 )
WORK( N, N-1 ) = WORK( N, N-1 ) - DL( N-1 )
WORK( N, N ) = WORK( N, N ) - D( N )
DO 50 I = 2, N - 1
WORK( I, I-1 ) = WORK( I, I-1 ) - DL( I-1 )
WORK( I, I ) = WORK( I, I ) - D( I )
WORK( I, I+1 ) = WORK( I, I+1 ) - DU( I )
50 CONTINUE
END IF
*
* Compute the 1-norm of the tridiagonal matrix A.
*
ANORM = ZLANGT( '1', N, DL, D, DU )
*
* Compute the 1-norm of WORK, which is only guaranteed to be
* upper Hessenberg.
*
RESID = ZLANHS( '1', N, WORK, LDWORK, RWORK )
*
* Compute norm(L*U - A) / (norm(A) * EPS)
*
IF( ANORM.LE.ZERO ) THEN
IF( RESID.NE.ZERO )
$ RESID = ONE / EPS
ELSE
RESID = ( RESID / ANORM ) / EPS
END IF
*
RETURN
*
* End of ZGTT01
*
END
|
