dtrt03()

subroutine dtrt03	(	character	uplo,
		character	trans,
		character	diag,
		integer	n,
		integer	nrhs,
		double precision, dimension( lda, * )	a,
		integer	lda,
		double precision	scale,
		double precision, dimension( * )	cnorm,
		double precision	tscal,
		double precision, dimension( ldx, * )	x,
		integer	ldx,
		double precision, dimension( ldb, * )	b,
		integer	ldb,
		double precision, dimension( * )	work,
		double precision	resid
	)

DTRT03

Purpose:

 DTRT03 computes the residual for the solution to a scaled triangular
 system of equations A*x = s*b  or  A'*x = s*b.
 Here A is a triangular matrix, 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.

Parameters

[in]	UPLO	UPLO is CHARACTER*1 Specifies whether the matrix A is upper or lower triangular. = 'U': Upper triangular = 'L': Lower triangular
[in]	TRANS	TRANS is 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)
[in]	DIAG	DIAG is CHARACTER*1 Specifies whether or not the matrix A is unit triangular. = 'N': Non-unit triangular = 'U': Unit triangular
[in]	N	N is INTEGER The order of the matrix A. N >= 0.
[in]	NRHS	NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrices X and B. NRHS >= 0.
[in]	A	A is DOUBLE PRECISION array, dimension (LDA,N) The triangular matrix A. If UPLO = 'U', the leading n by n upper triangular part of the array A contains the upper triangular matrix, and the strictly lower triangular part of A is not referenced. If UPLO = 'L', the leading n by n lower triangular part of the array A contains the lower triangular matrix, and the strictly upper triangular part of A is not referenced. If DIAG = 'U', the diagonal elements of A are also not referenced and are assumed to be 1.
[in]	LDA	LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
[in]	SCALE	SCALE is DOUBLE PRECISION The scaling factor s used in solving the triangular system.
[in]	CNORM	CNORM is DOUBLE PRECISION array, dimension (N) The 1-norms of the columns of A, not counting the diagonal.
[in]	TSCAL	TSCAL is DOUBLE PRECISION The scaling factor used in computing the 1-norms in CNORM. CNORM actually contains the column norms of TSCAL*A.
[in]	X	X is DOUBLE PRECISION array, dimension (LDX,NRHS) The computed solution vectors for the system of linear equations.
[in]	LDX	LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N).
[in]	B	B is DOUBLE PRECISION array, dimension (LDB,NRHS) The right hand side vectors for the system of linear equations.
[in]	LDB	LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).
[out]	WORK	WORK is DOUBLE PRECISION array, dimension (N)
[out]	RESID	RESID is DOUBLE PRECISION The maximum over the number of right hand sides of norm(op(A)*x - s*b) / ( norm(op(A)) * norm(x) * EPS ).

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 167 of file dtrt03.f.

*
*  -- 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 ..
      CHARACTER          DIAG, TRANS, UPLO
      INTEGER            LDA, LDB, LDX, N, NRHS
      DOUBLE PRECISION   RESID, SCALE, TSCAL
*     ..
*     .. Array Arguments ..
      DOUBLE PRECISION   A( LDA, * ), B( LDB, * ), CNORM( * ),
     $                   WORK( * ), X( LDX, * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ONE, ZERO
      parameter( one = 1.0d+0, zero = 0.0d+0 )
*     ..
*     .. Local Scalars ..
      INTEGER            IX, J
      DOUBLE PRECISION   BIGNUM, EPS, ERR, SMLNUM, TNORM, XNORM, XSCAL
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      INTEGER            IDAMAX
      DOUBLE PRECISION   DLAMCH
      EXTERNAL           lsame, idamax, dlamch
*     ..
*     .. External Subroutines ..
      EXTERNAL           daxpy, dcopy, dscal, dtrmv
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          abs, dble, max
*     ..
*     .. Executable Statements ..
*
*     Quick exit if N = 0
*
      IF( n.LE.0 .OR. nrhs.LE.0 ) THEN
         resid = zero
         RETURN
      END IF
      eps = dlamch( 'Epsilon' )
      smlnum = dlamch( 'Safe minimum' )
      bignum = one / smlnum
*
*     Compute the norm of the triangular matrix A using the column
*     norms already computed by DLATRS.
*
      tnorm = zero
      IF( lsame( diag, 'N' ) ) THEN
         DO 10 j = 1, n
            tnorm = max( tnorm, tscal*abs( a( j, j ) )+cnorm( j ) )
   10    CONTINUE
      ELSE
         DO 20 j = 1, n
            tnorm = max( tnorm, tscal+cnorm( j ) )
   20    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 30 j = 1, nrhs
         CALL dcopy( n, x( 1, j ), 1, work, 1 )
         ix = idamax( n, work, 1 )
         xnorm = max( one, abs( x( ix, j ) ) )
         xscal = ( one / xnorm ) / dble( n )
         CALL dscal( n, xscal, work, 1 )
         CALL dtrmv( uplo, trans, diag, n, a, lda, work, 1 )
         CALL daxpy( n, -scale*xscal, b( 1, j ), 1, work, 1 )
         ix = idamax( n, work, 1 )
         err = tscal*abs( work( ix ) )
         ix = idamax( 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 )
   30 CONTINUE
*
      RETURN
*
*     End of DTRT03
*

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