LAPACK  3.10.0
LAPACK: Linear Algebra PACKage
spot02.f
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1 *> \brief \b SPOT02
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 SPOT02( UPLO, N, NRHS, A, LDA, X, LDX, B, LDB, RWORK,
12 * RESID )
13 *
14 * .. Scalar Arguments ..
15 * CHARACTER UPLO
16 * INTEGER LDA, LDB, LDX, N, NRHS
17 * REAL RESID
18 * ..
19 * .. Array Arguments ..
20 * REAL A( LDA, * ), B( LDB, * ), RWORK( * ),
21 * $ X( LDX, * )
22 * ..
23 *
24 *
25 *> \par Purpose:
26 * =============
27 *>
28 *> \verbatim
29 *>
30 *> SPOT02 computes the residual for the solution of a symmetric system
31 *> of linear equations A*x = b:
32 *>
33 *> RESID = norm(B - A*X) / ( norm(A) * norm(X) * EPS ),
34 *>
35 *> where EPS is the machine epsilon.
36 *> \endverbatim
37 *
38 * Arguments:
39 * ==========
40 *
41 *> \param[in] UPLO
42 *> \verbatim
43 *> UPLO is CHARACTER*1
44 *> Specifies whether the upper or lower triangular part of the
45 *> symmetric matrix A is stored:
46 *> = 'U': Upper triangular
47 *> = 'L': Lower triangular
48 *> \endverbatim
49 *>
50 *> \param[in] N
51 *> \verbatim
52 *> N is INTEGER
53 *> The number of rows and columns of the matrix A. N >= 0.
54 *> \endverbatim
55 *>
56 *> \param[in] NRHS
57 *> \verbatim
58 *> NRHS is INTEGER
59 *> The number of columns of B, the matrix of right hand sides.
60 *> NRHS >= 0.
61 *> \endverbatim
62 *>
63 *> \param[in] A
64 *> \verbatim
65 *> A is REAL array, dimension (LDA,N)
66 *> The original symmetric matrix A.
67 *> \endverbatim
68 *>
69 *> \param[in] LDA
70 *> \verbatim
71 *> LDA is INTEGER
72 *> The leading dimension of the array A. LDA >= max(1,N)
73 *> \endverbatim
74 *>
75 *> \param[in] X
76 *> \verbatim
77 *> X is REAL array, dimension (LDX,NRHS)
78 *> The computed solution vectors for the system of linear
79 *> equations.
80 *> \endverbatim
81 *>
82 *> \param[in] LDX
83 *> \verbatim
84 *> LDX is INTEGER
85 *> The leading dimension of the array X. LDX >= max(1,N).
86 *> \endverbatim
87 *>
88 *> \param[in,out] B
89 *> \verbatim
90 *> B is REAL array, dimension (LDB,NRHS)
91 *> On entry, the right hand side vectors for the system of
92 *> linear equations.
93 *> On exit, B is overwritten with the difference B - A*X.
94 *> \endverbatim
95 *>
96 *> \param[in] LDB
97 *> \verbatim
98 *> LDB is INTEGER
99 *> The leading dimension of the array B. LDB >= max(1,N).
100 *> \endverbatim
101 *>
102 *> \param[out] RWORK
103 *> \verbatim
104 *> RWORK is REAL array, dimension (N)
105 *> \endverbatim
106 *>
107 *> \param[out] RESID
108 *> \verbatim
109 *> RESID is REAL
110 *> The maximum over the number of right hand sides of
111 *> norm(B - A*X) / ( norm(A) * norm(X) * EPS ).
112 *> \endverbatim
113 *
114 * Authors:
115 * ========
116 *
117 *> \author Univ. of Tennessee
118 *> \author Univ. of California Berkeley
119 *> \author Univ. of Colorado Denver
120 *> \author NAG Ltd.
121 *
122 *> \ingroup single_lin
123 *
124 * =====================================================================
125  SUBROUTINE spot02( UPLO, N, NRHS, A, LDA, X, LDX, B, LDB, RWORK,
126  $ RESID )
127 *
128 * -- LAPACK test routine --
129 * -- LAPACK is a software package provided by Univ. of Tennessee, --
130 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
131 *
132 * .. Scalar Arguments ..
133  CHARACTER UPLO
134  INTEGER LDA, LDB, LDX, N, NRHS
135  REAL RESID
136 * ..
137 * .. Array Arguments ..
138  REAL A( LDA, * ), B( LDB, * ), RWORK( * ),
139  $ x( ldx, * )
140 * ..
141 *
142 * =====================================================================
143 *
144 * .. Parameters ..
145  REAL ZERO, ONE
146  parameter( zero = 0.0e+0, one = 1.0e+0 )
147 * ..
148 * .. Local Scalars ..
149  INTEGER J
150  REAL ANORM, BNORM, EPS, XNORM
151 * ..
152 * .. External Functions ..
153  REAL SASUM, SLAMCH, SLANSY
154  EXTERNAL sasum, slamch, slansy
155 * ..
156 * .. External Subroutines ..
157  EXTERNAL ssymm
158 * ..
159 * .. Intrinsic Functions ..
160  INTRINSIC max
161 * ..
162 * .. Executable Statements ..
163 *
164 * Quick exit if N = 0 or NRHS = 0.
165 *
166  IF( n.LE.0 .OR. nrhs.LE.0 ) THEN
167  resid = zero
168  RETURN
169  END IF
170 *
171 * Exit with RESID = 1/EPS if ANORM = 0.
172 *
173  eps = slamch( 'Epsilon' )
174  anorm = slansy( '1', uplo, n, a, lda, rwork )
175  IF( anorm.LE.zero ) THEN
176  resid = one / eps
177  RETURN
178  END IF
179 *
180 * Compute B - A*X
181 *
182  CALL ssymm( 'Left', uplo, n, nrhs, -one, a, lda, x, ldx, one, b,
183  $ ldb )
184 *
185 * Compute the maximum over the number of right hand sides of
186 * norm( B - A*X ) / ( norm(A) * norm(X) * EPS ) .
187 *
188  resid = zero
189  DO 10 j = 1, nrhs
190  bnorm = sasum( n, b( 1, j ), 1 )
191  xnorm = sasum( n, x( 1, j ), 1 )
192  IF( xnorm.LE.zero ) THEN
193  resid = one / eps
194  ELSE
195  resid = max( resid, ( ( bnorm / anorm ) / xnorm ) / eps )
196  END IF
197  10 CONTINUE
198 *
199  RETURN
200 *
201 * End of SPOT02
202 *
203  END
subroutine ssymm(SIDE, UPLO, M, N, ALPHA, A, LDA, B, LDB, BETA, C, LDC)
SSYMM
Definition: ssymm.f:189
subroutine spot02(UPLO, N, NRHS, A, LDA, X, LDX, B, LDB, RWORK, RESID)
SPOT02
Definition: spot02.f:127