LAPACK 3.3.0

dtbt02.f

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00001       SUBROUTINE DTBT02( UPLO, TRANS, DIAG, N, KD, NRHS, AB, LDAB, X,
00002      $                   LDX, B, LDB, WORK, RESID )
00003 *
00004 *  -- LAPACK test routine (version 3.1) --
00005 *     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
00006 *     November 2006
00007 *
00008 *     .. Scalar Arguments ..
00009       CHARACTER          DIAG, TRANS, UPLO
00010       INTEGER            KD, LDAB, LDB, LDX, N, NRHS
00011       DOUBLE PRECISION   RESID
00012 *     ..
00013 *     .. Array Arguments ..
00014       DOUBLE PRECISION   AB( LDAB, * ), B( LDB, * ), WORK( * ),
00015      $                   X( LDX, * )
00016 *     ..
00017 *
00018 *  Purpose
00019 *  =======
00020 *
00021 *  DTBT02 computes the residual for the computed solution to a
00022 *  triangular system of linear equations  A*x = b  or  A' *x = b when
00023 *  A is a triangular band matrix.  Here A' is the transpose of A and
00024 *  x and b are N by NRHS matrices.  The test ratio is the maximum over
00025 *  the number of right hand sides of
00026 *     norm(b - op(A)*x) / ( norm(op(A)) * norm(x) * EPS ),
00027 *  where op(A) denotes A or A' and EPS is the machine epsilon.
00028 *
00029 *  Arguments
00030 *  =========
00031 *
00032 *  UPLO    (input) CHARACTER*1
00033 *          Specifies whether the matrix A is upper or lower triangular.
00034 *          = 'U':  Upper triangular
00035 *          = 'L':  Lower triangular
00036 *
00037 *  TRANS   (input) CHARACTER*1
00038 *          Specifies the operation applied to A.
00039 *          = 'N':  A *x = b  (No transpose)
00040 *          = 'T':  A'*x = b  (Transpose)
00041 *          = 'C':  A'*x = b  (Conjugate transpose = Transpose)
00042 *
00043 *  DIAG    (input) CHARACTER*1
00044 *          Specifies whether or not the matrix A is unit triangular.
00045 *          = 'N':  Non-unit triangular
00046 *          = 'U':  Unit triangular
00047 *
00048 *  N       (input) INTEGER
00049 *          The order of the matrix A.  N >= 0.
00050 *
00051 *  KD      (input) INTEGER
00052 *          The number of superdiagonals or subdiagonals of the
00053 *          triangular band matrix A.  KD >= 0.
00054 *
00055 *  NRHS    (input) INTEGER
00056 *          The number of right hand sides, i.e., the number of columns
00057 *          of the matrices X and B.  NRHS >= 0.
00058 *
00059 *  AB      (input) DOUBLE PRECISION array, dimension (LDAB,N)
00060 *          The upper or lower triangular band matrix A, stored in the
00061 *          first kd+1 rows of the array. The j-th column of A is stored
00062 *          in the j-th column of the array AB as follows:
00063 *          if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
00064 *          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+kd).
00065 *
00066 *  LDAB    (input) INTEGER
00067 *          The leading dimension of the array AB.  LDAB >= KD+1.
00068 *
00069 *  X       (input) DOUBLE PRECISION array, dimension (LDX,NRHS)
00070 *          The computed solution vectors for the system of linear
00071 *          equations.
00072 *
00073 *  LDX     (input) INTEGER
00074 *          The leading dimension of the array X.  LDX >= max(1,N).
00075 *
00076 *  B       (input) DOUBLE PRECISION array, dimension (LDB,NRHS)
00077 *          The right hand side vectors for the system of linear
00078 *          equations.
00079 *
00080 *  LDB     (input) INTEGER
00081 *          The leading dimension of the array B.  LDB >= max(1,N).
00082 *
00083 *  WORK    (workspace) DOUBLE PRECISION array, dimension (N)
00084 *
00085 *  RESID   (output) DOUBLE PRECISION
00086 *          The maximum over the number of right hand sides of
00087 *          norm(op(A)*x - b) / ( norm(op(A)) * norm(x) * EPS ).
00088 *
00089 *  =====================================================================
00090 *
00091 *     .. Parameters ..
00092       DOUBLE PRECISION   ZERO, ONE
00093       PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
00094 *     ..
00095 *     .. Local Scalars ..
00096       INTEGER            J
00097       DOUBLE PRECISION   ANORM, BNORM, EPS, XNORM
00098 *     ..
00099 *     .. External Functions ..
00100       LOGICAL            LSAME
00101       DOUBLE PRECISION   DASUM, DLAMCH, DLANTB
00102       EXTERNAL           LSAME, DASUM, DLAMCH, DLANTB
00103 *     ..
00104 *     .. External Subroutines ..
00105       EXTERNAL           DAXPY, DCOPY, DTBMV
00106 *     ..
00107 *     .. Intrinsic Functions ..
00108       INTRINSIC          MAX
00109 *     ..
00110 *     .. Executable Statements ..
00111 *
00112 *     Quick exit if N = 0 or NRHS = 0
00113 *
00114       IF( N.LE.0 .OR. NRHS.LE.0 ) THEN
00115          RESID = ZERO
00116          RETURN
00117       END IF
00118 *
00119 *     Compute the 1-norm of A or A'.
00120 *
00121       IF( LSAME( TRANS, 'N' ) ) THEN
00122          ANORM = DLANTB( '1', UPLO, DIAG, N, KD, AB, LDAB, WORK )
00123       ELSE
00124          ANORM = DLANTB( 'I', UPLO, DIAG, N, KD, AB, LDAB, WORK )
00125       END IF
00126 *
00127 *     Exit with RESID = 1/EPS if ANORM = 0.
00128 *
00129       EPS = DLAMCH( 'Epsilon' )
00130       IF( ANORM.LE.ZERO ) THEN
00131          RESID = ONE / EPS
00132          RETURN
00133       END IF
00134 *
00135 *     Compute the maximum over the number of right hand sides of
00136 *        norm(op(A)*x - b) / ( norm(op(A)) * norm(x) * EPS ).
00137 *
00138       RESID = ZERO
00139       DO 10 J = 1, NRHS
00140          CALL DCOPY( N, X( 1, J ), 1, WORK, 1 )
00141          CALL DTBMV( UPLO, TRANS, DIAG, N, KD, AB, LDAB, WORK, 1 )
00142          CALL DAXPY( N, -ONE, B( 1, J ), 1, WORK, 1 )
00143          BNORM = DASUM( N, WORK, 1 )
00144          XNORM = DASUM( N, X( 1, J ), 1 )
00145          IF( XNORM.LE.ZERO ) THEN
00146             RESID = ONE / EPS
00147          ELSE
00148             RESID = MAX( RESID, ( ( BNORM / ANORM ) / XNORM ) / EPS )
00149          END IF
00150    10 CONTINUE
00151 *
00152       RETURN
00153 *
00154 *     End of DTBT02
00155 *
00156       END
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