LAPACK  3.10.0
LAPACK: Linear Algebra PACKage
cpot03.f
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1 *> \brief \b CPOT03
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 CPOT03( UPLO, N, A, LDA, AINV, LDAINV, WORK, LDWORK,
12 * RWORK, RCOND, RESID )
13 *
14 * .. Scalar Arguments ..
15 * CHARACTER UPLO
16 * INTEGER LDA, LDAINV, LDWORK, N
17 * REAL RCOND, RESID
18 * ..
19 * .. Array Arguments ..
20 * REAL RWORK( * )
21 * COMPLEX A( LDA, * ), AINV( LDAINV, * ),
22 * $ WORK( LDWORK, * )
23 * ..
24 *
25 *
26 *> \par Purpose:
27 * =============
28 *>
29 *> \verbatim
30 *>
31 *> CPOT03 computes the residual for a Hermitian matrix times its
32 *> inverse:
33 *> norm( I - A*AINV ) / ( N * norm(A) * norm(AINV) * EPS ),
34 *> where EPS is the machine epsilon.
35 *> \endverbatim
36 *
37 * Arguments:
38 * ==========
39 *
40 *> \param[in] UPLO
41 *> \verbatim
42 *> UPLO is CHARACTER*1
43 *> Specifies whether the upper or lower triangular part of the
44 *> Hermitian matrix A is stored:
45 *> = 'U': Upper triangular
46 *> = 'L': Lower triangular
47 *> \endverbatim
48 *>
49 *> \param[in] N
50 *> \verbatim
51 *> N is INTEGER
52 *> The number of rows and columns of the matrix A. N >= 0.
53 *> \endverbatim
54 *>
55 *> \param[in] A
56 *> \verbatim
57 *> A is COMPLEX array, dimension (LDA,N)
58 *> The original Hermitian matrix A.
59 *> \endverbatim
60 *>
61 *> \param[in] LDA
62 *> \verbatim
63 *> LDA is INTEGER
64 *> The leading dimension of the array A. LDA >= max(1,N)
65 *> \endverbatim
66 *>
67 *> \param[in,out] AINV
68 *> \verbatim
69 *> AINV is COMPLEX array, dimension (LDAINV,N)
70 *> On entry, the inverse of the matrix A, stored as a Hermitian
71 *> matrix in the same format as A.
72 *> In this version, AINV is expanded into a full matrix and
73 *> multiplied by A, so the opposing triangle of AINV will be
74 *> changed; i.e., if the upper triangular part of AINV is
75 *> stored, the lower triangular part will be used as work space.
76 *> \endverbatim
77 *>
78 *> \param[in] LDAINV
79 *> \verbatim
80 *> LDAINV is INTEGER
81 *> The leading dimension of the array AINV. LDAINV >= max(1,N).
82 *> \endverbatim
83 *>
84 *> \param[out] WORK
85 *> \verbatim
86 *> WORK is COMPLEX array, dimension (LDWORK,N)
87 *> \endverbatim
88 *>
89 *> \param[in] LDWORK
90 *> \verbatim
91 *> LDWORK is INTEGER
92 *> The leading dimension of the array WORK. LDWORK >= max(1,N).
93 *> \endverbatim
94 *>
95 *> \param[out] RWORK
96 *> \verbatim
97 *> RWORK is REAL array, dimension (N)
98 *> \endverbatim
99 *>
100 *> \param[out] RCOND
101 *> \verbatim
102 *> RCOND is REAL
103 *> The reciprocal of the condition number of A, computed as
104 *> ( 1/norm(A) ) / norm(AINV).
105 *> \endverbatim
106 *>
107 *> \param[out] RESID
108 *> \verbatim
109 *> RESID is REAL
110 *> norm(I - A*AINV) / ( N * norm(A) * norm(AINV) * EPS )
111 *> \endverbatim
112 *
113 * Authors:
114 * ========
115 *
116 *> \author Univ. of Tennessee
117 *> \author Univ. of California Berkeley
118 *> \author Univ. of Colorado Denver
119 *> \author NAG Ltd.
120 *
121 *> \ingroup complex_lin
122 *
123 * =====================================================================
124  SUBROUTINE cpot03( UPLO, N, A, LDA, AINV, LDAINV, WORK, LDWORK,
125  $ RWORK, RCOND, RESID )
126 *
127 * -- LAPACK test routine --
128 * -- LAPACK is a software package provided by Univ. of Tennessee, --
129 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
130 *
131 * .. Scalar Arguments ..
132  CHARACTER UPLO
133  INTEGER LDA, LDAINV, LDWORK, N
134  REAL RCOND, RESID
135 * ..
136 * .. Array Arguments ..
137  REAL RWORK( * )
138  COMPLEX A( LDA, * ), AINV( LDAINV, * ),
139  $ work( ldwork, * )
140 * ..
141 *
142 * =====================================================================
143 *
144 * .. Parameters ..
145  REAL ZERO, ONE
146  parameter( zero = 0.0e+0, one = 1.0e+0 )
147  COMPLEX CZERO, CONE
148  parameter( czero = ( 0.0e+0, 0.0e+0 ),
149  $ cone = ( 1.0e+0, 0.0e+0 ) )
150 * ..
151 * .. Local Scalars ..
152  INTEGER I, J
153  REAL AINVNM, ANORM, EPS
154 * ..
155 * .. External Functions ..
156  LOGICAL LSAME
157  REAL CLANGE, CLANHE, SLAMCH
158  EXTERNAL lsame, clange, clanhe, slamch
159 * ..
160 * .. External Subroutines ..
161  EXTERNAL chemm
162 * ..
163 * .. Intrinsic Functions ..
164  INTRINSIC conjg, real
165 * ..
166 * .. Executable Statements ..
167 *
168 * Quick exit if N = 0.
169 *
170  IF( n.LE.0 ) THEN
171  rcond = one
172  resid = zero
173  RETURN
174  END IF
175 *
176 * Exit with RESID = 1/EPS if ANORM = 0 or AINVNM = 0.
177 *
178  eps = slamch( 'Epsilon' )
179  anorm = clanhe( '1', uplo, n, a, lda, rwork )
180  ainvnm = clanhe( '1', uplo, n, ainv, ldainv, rwork )
181  IF( anorm.LE.zero .OR. ainvnm.LE.zero ) THEN
182  rcond = zero
183  resid = one / eps
184  RETURN
185  END IF
186  rcond = ( one/anorm ) / ainvnm
187 *
188 * Expand AINV into a full matrix and call CHEMM to multiply
189 * AINV on the left by A.
190 *
191  IF( lsame( uplo, 'U' ) ) THEN
192  DO 20 j = 1, n
193  DO 10 i = 1, j - 1
194  ainv( j, i ) = conjg( ainv( i, j ) )
195  10 CONTINUE
196  20 CONTINUE
197  ELSE
198  DO 40 j = 1, n
199  DO 30 i = j + 1, n
200  ainv( j, i ) = conjg( ainv( i, j ) )
201  30 CONTINUE
202  40 CONTINUE
203  END IF
204  CALL chemm( 'Left', uplo, n, n, -cone, a, lda, ainv, ldainv,
205  $ czero, work, ldwork )
206 *
207 * Add the identity matrix to WORK .
208 *
209  DO 50 i = 1, n
210  work( i, i ) = work( i, i ) + cone
211  50 CONTINUE
212 *
213 * Compute norm(I - A*AINV) / (N * norm(A) * norm(AINV) * EPS)
214 *
215  resid = clange( '1', n, n, work, ldwork, rwork )
216 *
217  resid = ( ( resid*rcond )/eps ) / real( n )
218 *
219  RETURN
220 *
221 * End of CPOT03
222 *
223  END
subroutine chemm(SIDE, UPLO, M, N, ALPHA, A, LDA, B, LDB, BETA, C, LDC)
CHEMM
Definition: chemm.f:191
subroutine cpot03(UPLO, N, A, LDA, AINV, LDAINV, WORK, LDWORK, RWORK, RCOND, RESID)
CPOT03
Definition: cpot03.f:126