*> \brief \b DPPT01 * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * * Definition: * =========== * * SUBROUTINE DPPT01( UPLO, N, A, AFAC, RWORK, RESID ) * * .. Scalar Arguments .. * CHARACTER UPLO * INTEGER N * DOUBLE PRECISION RESID * .. * .. Array Arguments .. * DOUBLE PRECISION A( * ), AFAC( * ), RWORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DPPT01 reconstructs a symmetric positive definite packed matrix A *> from its L*L' or U'*U factorization and computes the residual *> norm( L*L' - A ) / ( N * norm(A) * EPS ) or *> norm( U'*U - A ) / ( N * norm(A) * EPS ), *> where EPS is the machine epsilon. *> \endverbatim * * Arguments: * ========== * *> \param[in] UPLO *> \verbatim *> UPLO is CHARACTER*1 *> Specifies whether the upper or lower triangular part of the *> symmetric matrix A is stored: *> = 'U': Upper triangular *> = 'L': Lower triangular *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The number of rows and columns of the matrix A. N >= 0. *> \endverbatim *> *> \param[in] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (N*(N+1)/2) *> The original symmetric matrix A, stored as a packed *> triangular matrix. *> \endverbatim *> *> \param[in,out] AFAC *> \verbatim *> AFAC is DOUBLE PRECISION array, dimension (N*(N+1)/2) *> On entry, the factor L or U from the L*L' or U'*U *> factorization of A, stored as a packed triangular matrix. *> Overwritten with the reconstructed matrix, and then with the *> difference L*L' - A (or U'*U - A). *> \endverbatim *> *> \param[out] RWORK *> \verbatim *> RWORK is DOUBLE PRECISION array, dimension (N) *> \endverbatim *> *> \param[out] RESID *> \verbatim *> RESID is DOUBLE PRECISION *> If UPLO = 'L', norm(L*L' - A) / ( N * norm(A) * EPS ) *> If UPLO = 'U', norm(U'*U - A) / ( N * norm(A) * EPS ) *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup double_lin * * ===================================================================== SUBROUTINE DPPT01( UPLO, N, A, AFAC, RWORK, RESID ) * * -- LAPACK test routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. CHARACTER UPLO INTEGER N DOUBLE PRECISION RESID * .. * .. Array Arguments .. DOUBLE PRECISION A( * ), AFAC( * ), RWORK( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) * .. * .. Local Scalars .. INTEGER I, K, KC, NPP DOUBLE PRECISION ANORM, EPS, T * .. * .. External Functions .. LOGICAL LSAME DOUBLE PRECISION DDOT, DLAMCH, DLANSP EXTERNAL LSAME, DDOT, DLAMCH, DLANSP * .. * .. External Subroutines .. EXTERNAL DSCAL, DSPR, DTPMV * .. * .. Intrinsic Functions .. INTRINSIC DBLE * .. * .. Executable Statements .. * * Quick exit if N = 0 * IF( N.LE.0 ) THEN RESID = ZERO RETURN END IF * * Exit with RESID = 1/EPS if ANORM = 0. * EPS = DLAMCH( 'Epsilon' ) ANORM = DLANSP( '1', UPLO, N, A, RWORK ) IF( ANORM.LE.ZERO ) THEN RESID = ONE / EPS RETURN END IF * * Compute the product U'*U, overwriting U. * IF( LSAME( UPLO, 'U' ) ) THEN KC = ( N*( N-1 ) ) / 2 + 1 DO 10 K = N, 1, -1 * * Compute the (K,K) element of the result. * T = DDOT( K, AFAC( KC ), 1, AFAC( KC ), 1 ) AFAC( KC+K-1 ) = T * * Compute the rest of column K. * IF( K.GT.1 ) THEN CALL DTPMV( 'Upper', 'Transpose', 'Non-unit', K-1, AFAC, $ AFAC( KC ), 1 ) KC = KC - ( K-1 ) END IF 10 CONTINUE * * Compute the product L*L', overwriting L. * ELSE KC = ( N*( N+1 ) ) / 2 DO 20 K = N, 1, -1 * * Add a multiple of column K of the factor L to each of * columns K+1 through N. * IF( K.LT.N ) $ CALL DSPR( 'Lower', N-K, ONE, AFAC( KC+1 ), 1, $ AFAC( KC+N-K+1 ) ) * * Scale column K by the diagonal element. * T = AFAC( KC ) CALL DSCAL( N-K+1, T, AFAC( KC ), 1 ) * KC = KC - ( N-K+2 ) 20 CONTINUE END IF * * Compute the difference L*L' - A (or U'*U - A). * NPP = N*( N+1 ) / 2 DO 30 I = 1, NPP AFAC( I ) = AFAC( I ) - A( I ) 30 CONTINUE * * Compute norm( L*U - A ) / ( N * norm(A) * EPS ) * RESID = DLANSP( '1', UPLO, N, AFAC, RWORK ) * RESID = ( ( RESID / DBLE( N ) ) / ANORM ) / EPS * RETURN * * End of DPPT01 * END