LAPACK  3.10.1 LAPACK: Linear Algebra PACKage
dspt01.f
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1 *> \brief \b DSPT01
2 *
3 * =========== DOCUMENTATION ===========
4 *
5 * Online html documentation available at
6 * http://www.netlib.org/lapack/explore-html/
7 *
8 * Definition:
9 * ===========
10 *
11 * SUBROUTINE DSPT01( UPLO, N, A, AFAC, IPIV, C, LDC, RWORK, RESID )
12 *
13 * .. Scalar Arguments ..
14 * CHARACTER UPLO
15 * INTEGER LDC, N
16 * DOUBLE PRECISION RESID
17 * ..
18 * .. Array Arguments ..
19 * INTEGER IPIV( * )
20 * DOUBLE PRECISION A( * ), AFAC( * ), C( LDC, * ), RWORK( * )
21 * ..
22 *
23 *
24 *> \par Purpose:
25 * =============
26 *>
27 *> \verbatim
28 *>
29 *> DSPT01 reconstructs a symmetric indefinite packed matrix A from its
30 *> block L*D*L' or U*D*U' factorization and computes the residual
31 *> norm( C - A ) / ( N * norm(A) * EPS ),
32 *> where C is the reconstructed matrix and EPS is the machine epsilon.
33 *> \endverbatim
34 *
35 * Arguments:
36 * ==========
37 *
38 *> \param[in] UPLO
39 *> \verbatim
40 *> UPLO is CHARACTER*1
41 *> Specifies whether the upper or lower triangular part of the
42 *> symmetric matrix A is stored:
43 *> = 'U': Upper triangular
44 *> = 'L': Lower triangular
45 *> \endverbatim
46 *>
47 *> \param[in] N
48 *> \verbatim
49 *> N is INTEGER
50 *> The number of rows and columns of the matrix A. N >= 0.
51 *> \endverbatim
52 *>
53 *> \param[in] A
54 *> \verbatim
55 *> A is DOUBLE PRECISION array, dimension (N*(N+1)/2)
56 *> The original symmetric matrix A, stored as a packed
57 *> triangular matrix.
58 *> \endverbatim
59 *>
60 *> \param[in] AFAC
61 *> \verbatim
62 *> AFAC is DOUBLE PRECISION array, dimension (N*(N+1)/2)
63 *> The factored form of the matrix A, stored as a packed
64 *> triangular matrix. AFAC contains the block diagonal matrix D
65 *> and the multipliers used to obtain the factor L or U from the
66 *> block L*D*L' or U*D*U' factorization as computed by DSPTRF.
67 *> \endverbatim
68 *>
69 *> \param[in] IPIV
70 *> \verbatim
71 *> IPIV is INTEGER array, dimension (N)
72 *> The pivot indices from DSPTRF.
73 *> \endverbatim
74 *>
75 *> \param[out] C
76 *> \verbatim
77 *> C is DOUBLE PRECISION array, dimension (LDC,N)
78 *> \endverbatim
79 *>
80 *> \param[in] LDC
81 *> \verbatim
82 *> LDC is INTEGER
83 *> The leading dimension of the array C. LDC >= max(1,N).
84 *> \endverbatim
85 *>
86 *> \param[out] RWORK
87 *> \verbatim
88 *> RWORK is DOUBLE PRECISION array, dimension (N)
89 *> \endverbatim
90 *>
91 *> \param[out] RESID
92 *> \verbatim
93 *> RESID is DOUBLE PRECISION
94 *> If UPLO = 'L', norm(L*D*L' - A) / ( N * norm(A) * EPS )
95 *> If UPLO = 'U', norm(U*D*U' - A) / ( N * norm(A) * EPS )
96 *> \endverbatim
97 *
98 * Authors:
99 * ========
100 *
101 *> \author Univ. of Tennessee
102 *> \author Univ. of California Berkeley
103 *> \author Univ. of Colorado Denver
104 *> \author NAG Ltd.
105 *
106 *> \ingroup double_lin
107 *
108 * =====================================================================
109  SUBROUTINE dspt01( UPLO, N, A, AFAC, IPIV, C, LDC, RWORK, RESID )
110 *
111 * -- LAPACK test routine --
112 * -- LAPACK is a software package provided by Univ. of Tennessee, --
113 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
114 *
115 * .. Scalar Arguments ..
116  CHARACTER UPLO
117  INTEGER LDC, N
118  DOUBLE PRECISION RESID
119 * ..
120 * .. Array Arguments ..
121  INTEGER IPIV( * )
122  DOUBLE PRECISION A( * ), AFAC( * ), C( LDC, * ), RWORK( * )
123 * ..
124 *
125 * =====================================================================
126 *
127 * .. Parameters ..
128  DOUBLE PRECISION ZERO, ONE
129  parameter( zero = 0.0d+0, one = 1.0d+0 )
130 * ..
131 * .. Local Scalars ..
132  INTEGER I, INFO, J, JC
133  DOUBLE PRECISION ANORM, EPS
134 * ..
135 * .. External Functions ..
136  LOGICAL LSAME
137  DOUBLE PRECISION DLAMCH, DLANSP, DLANSY
138  EXTERNAL lsame, dlamch, dlansp, dlansy
139 * ..
140 * .. External Subroutines ..
141  EXTERNAL dlaset, dlavsp
142 * ..
143 * .. Intrinsic Functions ..
144  INTRINSIC dble
145 * ..
146 * .. Executable Statements ..
147 *
148 * Quick exit if N = 0.
149 *
150  IF( n.LE.0 ) THEN
151  resid = zero
152  RETURN
153  END IF
154 *
155 * Determine EPS and the norm of A.
156 *
157  eps = dlamch( 'Epsilon' )
158  anorm = dlansp( '1', uplo, n, a, rwork )
159 *
160 * Initialize C to the identity matrix.
161 *
162  CALL dlaset( 'Full', n, n, zero, one, c, ldc )
163 *
164 * Call DLAVSP to form the product D * U' (or D * L' ).
165 *
166  CALL dlavsp( uplo, 'Transpose', 'Non-unit', n, n, afac, ipiv, c,
167  \$ ldc, info )
168 *
169 * Call DLAVSP again to multiply by U ( or L ).
170 *
171  CALL dlavsp( uplo, 'No transpose', 'Unit', n, n, afac, ipiv, c,
172  \$ ldc, info )
173 *
174 * Compute the difference C - A .
175 *
176  IF( lsame( uplo, 'U' ) ) THEN
177  jc = 0
178  DO 20 j = 1, n
179  DO 10 i = 1, j
180  c( i, j ) = c( i, j ) - a( jc+i )
181  10 CONTINUE
182  jc = jc + j
183  20 CONTINUE
184  ELSE
185  jc = 1
186  DO 40 j = 1, n
187  DO 30 i = j, n
188  c( i, j ) = c( i, j ) - a( jc+i-j )
189  30 CONTINUE
190  jc = jc + n - j + 1
191  40 CONTINUE
192  END IF
193 *
194 * Compute norm( C - A ) / ( N * norm(A) * EPS )
195 *
196  resid = dlansy( '1', uplo, n, c, ldc, rwork )
197 *
198  IF( anorm.LE.zero ) THEN
199  IF( resid.NE.zero )
200  \$ resid = one / eps
201  ELSE
202  resid = ( ( resid / dble( n ) ) / anorm ) / eps
203  END IF
204 *
205  RETURN
206 *
207 * End of DSPT01
208 *
209  END
subroutine dlaset(UPLO, M, N, ALPHA, BETA, A, LDA)
DLASET initializes the off-diagonal elements and the diagonal elements of a matrix to given values.
Definition: dlaset.f:110
subroutine dspt01(UPLO, N, A, AFAC, IPIV, C, LDC, RWORK, RESID)
DSPT01
Definition: dspt01.f:110
subroutine dlavsp(UPLO, TRANS, DIAG, N, NRHS, A, IPIV, B, LDB, INFO)
DLAVSP
Definition: dlavsp.f:130