LAPACK 3.3.0

cpot02.f

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00001       SUBROUTINE CPOT02( UPLO, N, NRHS, A, LDA, X, LDX, B, LDB, RWORK,
00002      $                   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          UPLO
00010       INTEGER            LDA, LDB, LDX, N, NRHS
00011       REAL               RESID
00012 *     ..
00013 *     .. Array Arguments ..
00014       REAL               RWORK( * )
00015       COMPLEX            A( LDA, * ), B( LDB, * ), X( LDX, * )
00016 *     ..
00017 *
00018 *  Purpose
00019 *  =======
00020 *
00021 *  CPOT02 computes the residual for the solution of a Hermitian system
00022 *  of linear equations  A*x = b:
00023 *
00024 *     RESID = norm(B - A*X) / ( norm(A) * norm(X) * EPS ),
00025 *
00026 *  where EPS is the machine epsilon.
00027 *
00028 *  Arguments
00029 *  =========
00030 *
00031 *  UPLO    (input) CHARACTER*1
00032 *          Specifies whether the upper or lower triangular part of the
00033 *          Hermitian matrix A is stored:
00034 *          = 'U':  Upper triangular
00035 *          = 'L':  Lower triangular
00036 *
00037 *  N       (input) INTEGER
00038 *          The number of rows and columns of the matrix A.  N >= 0.
00039 *
00040 *  NRHS    (input) INTEGER
00041 *          The number of columns of B, the matrix of right hand sides.
00042 *          NRHS >= 0.
00043 *
00044 *  A       (input) COMPLEX array, dimension (LDA,N)
00045 *          The original Hermitian matrix A.
00046 *
00047 *  LDA     (input) INTEGER
00048 *          The leading dimension of the array A.  LDA >= max(1,N)
00049 *
00050 *  X       (input) COMPLEX array, dimension (LDX,NRHS)
00051 *          The computed solution vectors for the system of linear
00052 *          equations.
00053 *
00054 *  LDX     (input) INTEGER
00055 *          The leading dimension of the array X.   LDX >= max(1,N).
00056 *
00057 *  B       (input/output) COMPLEX array, dimension (LDB,NRHS)
00058 *          On entry, the right hand side vectors for the system of
00059 *          linear equations.
00060 *          On exit, B is overwritten with the difference B - A*X.
00061 *
00062 *  LDB     (input) INTEGER
00063 *          The leading dimension of the array B.  LDB >= max(1,N).
00064 *
00065 *  RWORK   (workspace) REAL array, dimension (N)
00066 *
00067 *  RESID   (output) REAL
00068 *          The maximum over the number of right hand sides of
00069 *          norm(B - A*X) / ( norm(A) * norm(X) * EPS ).
00070 *
00071 *  =====================================================================
00072 *
00073 *     .. Parameters ..
00074       REAL               ZERO, ONE
00075       PARAMETER          ( ZERO = 0.0E+0, ONE = 1.0E+0 )
00076       COMPLEX            CONE
00077       PARAMETER          ( CONE = ( 1.0E+0, 0.0E+0 ) )
00078 *     ..
00079 *     .. Local Scalars ..
00080       INTEGER            J
00081       REAL               ANORM, BNORM, EPS, XNORM
00082 *     ..
00083 *     .. External Functions ..
00084       REAL               CLANHE, SCASUM, SLAMCH
00085       EXTERNAL           CLANHE, SCASUM, SLAMCH
00086 *     ..
00087 *     .. External Subroutines ..
00088       EXTERNAL           CHEMM
00089 *     ..
00090 *     .. Intrinsic Functions ..
00091       INTRINSIC          MAX
00092 *     ..
00093 *     .. Executable Statements ..
00094 *
00095 *     Quick exit if N = 0 or NRHS = 0.
00096 *
00097       IF( N.LE.0 .OR. NRHS.LE.0 ) THEN
00098          RESID = ZERO
00099          RETURN
00100       END IF
00101 *
00102 *     Exit with RESID = 1/EPS if ANORM = 0.
00103 *
00104       EPS = SLAMCH( 'Epsilon' )
00105       ANORM = CLANHE( '1', UPLO, N, A, LDA, RWORK )
00106       IF( ANORM.LE.ZERO ) THEN
00107          RESID = ONE / EPS
00108          RETURN
00109       END IF
00110 *
00111 *     Compute  B - A*X
00112 *
00113       CALL CHEMM( 'Left', UPLO, N, NRHS, -CONE, A, LDA, X, LDX, CONE, B,
00114      $            LDB )
00115 *
00116 *     Compute the maximum over the number of right hand sides of
00117 *        norm( B - A*X ) / ( norm(A) * norm(X) * EPS ) .
00118 *
00119       RESID = ZERO
00120       DO 10 J = 1, NRHS
00121          BNORM = SCASUM( N, B( 1, J ), 1 )
00122          XNORM = SCASUM( N, X( 1, J ), 1 )
00123          IF( XNORM.LE.ZERO ) THEN
00124             RESID = ONE / EPS
00125          ELSE
00126             RESID = MAX( RESID, ( ( BNORM/ANORM )/XNORM )/EPS )
00127          END IF
00128    10 CONTINUE
00129 *
00130       RETURN
00131 *
00132 *     End of CPOT02
00133 *
00134       END
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