zpbt01.f
来自「famous linear algebra library (LAPACK) p」· F 代码 · 共 201 行
F
201 行
SUBROUTINE ZPBT01( UPLO, N, KD, A, LDA, AFAC, LDAFAC, RWORK,
$ RESID )
*
* -- LAPACK test routine (version 3.1) --
* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
* November 2006
*
* .. Scalar Arguments ..
CHARACTER UPLO
INTEGER KD, LDA, LDAFAC, N
DOUBLE PRECISION RESID
* ..
* .. Array Arguments ..
DOUBLE PRECISION RWORK( * )
COMPLEX*16 A( LDA, * ), AFAC( LDAFAC, * )
* ..
*
* Purpose
* =======
*
* ZPBT01 reconstructs a Hermitian positive definite band 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, L' is the conjugate transpose of
* L, and U' is the conjugate transpose of U.
*
* Arguments
* =========
*
* UPLO (input) CHARACTER*1
* Specifies whether the upper or lower triangular part of the
* Hermitian matrix A is stored:
* = 'U': Upper triangular
* = 'L': Lower triangular
*
* N (input) INTEGER
* The number of rows and columns of the matrix A. N >= 0.
*
* KD (input) INTEGER
* The number of super-diagonals of the matrix A if UPLO = 'U',
* or the number of sub-diagonals if UPLO = 'L'. KD >= 0.
*
* A (input) COMPLEX*16 array, dimension (LDA,N)
* The original Hermitian band matrix A. If UPLO = 'U', the
* upper triangular part of A is stored as a band matrix; if
* UPLO = 'L', the lower triangular part of A is stored. The
* columns of the appropriate triangle are stored in the columns
* of A and the diagonals of the triangle are stored in the rows
* of A. See ZPBTRF for further details.
*
* LDA (input) INTEGER.
* The leading dimension of the array A. LDA >= max(1,KD+1).
*
* AFAC (input) COMPLEX*16 array, dimension (LDAFAC,N)
* The factored form of the matrix A. AFAC contains the factor
* L or U from the L*L' or U'*U factorization in band storage
* format, as computed by ZPBTRF.
*
* LDAFAC (input) INTEGER
* The leading dimension of the array AFAC.
* LDAFAC >= max(1,KD+1).
*
* RWORK (workspace) DOUBLE PRECISION array, dimension (N)
*
* RESID (output) DOUBLE PRECISION
* If UPLO = 'L', norm(L*L' - A) / ( N * norm(A) * EPS )
* If UPLO = 'U', norm(U'*U - A) / ( N * norm(A) * EPS )
*
* =====================================================================
*
*
* .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
* ..
* .. Local Scalars ..
INTEGER I, J, K, KC, KLEN, ML, MU
DOUBLE PRECISION AKK, ANORM, EPS
* ..
* .. External Functions ..
LOGICAL LSAME
DOUBLE PRECISION DLAMCH, ZLANHB
COMPLEX*16 ZDOTC
EXTERNAL LSAME, DLAMCH, ZLANHB, ZDOTC
* ..
* .. External Subroutines ..
EXTERNAL ZDSCAL, ZHER, ZTRMV
* ..
* .. Intrinsic Functions ..
INTRINSIC DBLE, DIMAG, MAX, MIN
* ..
* .. 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 = ZLANHB( '1', UPLO, N, KD, A, LDA, RWORK )
IF( ANORM.LE.ZERO ) THEN
RESID = ONE / EPS
RETURN
END IF
*
* Check the imaginary parts of the diagonal elements and return with
* an error code if any are nonzero.
*
IF( LSAME( UPLO, 'U' ) ) THEN
DO 10 J = 1, N
IF( DIMAG( AFAC( KD+1, J ) ).NE.ZERO ) THEN
RESID = ONE / EPS
RETURN
END IF
10 CONTINUE
ELSE
DO 20 J = 1, N
IF( DIMAG( AFAC( 1, J ) ).NE.ZERO ) THEN
RESID = ONE / EPS
RETURN
END IF
20 CONTINUE
END IF
*
* Compute the product U'*U, overwriting U.
*
IF( LSAME( UPLO, 'U' ) ) THEN
DO 30 K = N, 1, -1
KC = MAX( 1, KD+2-K )
KLEN = KD + 1 - KC
*
* Compute the (K,K) element of the result.
*
AKK = ZDOTC( KLEN+1, AFAC( KC, K ), 1, AFAC( KC, K ), 1 )
AFAC( KD+1, K ) = AKK
*
* Compute the rest of column K.
*
IF( KLEN.GT.0 )
$ CALL ZTRMV( 'Upper', 'Conjugate', 'Non-unit', KLEN,
$ AFAC( KD+1, K-KLEN ), LDAFAC-1,
$ AFAC( KC, K ), 1 )
*
30 CONTINUE
*
* UPLO = 'L': Compute the product L*L', overwriting L.
*
ELSE
DO 40 K = N, 1, -1
KLEN = MIN( KD, N-K )
*
* Add a multiple of column K of the factor L to each of
* columns K+1 through N.
*
IF( KLEN.GT.0 )
$ CALL ZHER( 'Lower', KLEN, ONE, AFAC( 2, K ), 1,
$ AFAC( 1, K+1 ), LDAFAC-1 )
*
* Scale column K by the diagonal element.
*
AKK = AFAC( 1, K )
CALL ZDSCAL( KLEN+1, AKK, AFAC( 1, K ), 1 )
*
40 CONTINUE
END IF
*
* Compute the difference L*L' - A or U'*U - A.
*
IF( LSAME( UPLO, 'U' ) ) THEN
DO 60 J = 1, N
MU = MAX( 1, KD+2-J )
DO 50 I = MU, KD + 1
AFAC( I, J ) = AFAC( I, J ) - A( I, J )
50 CONTINUE
60 CONTINUE
ELSE
DO 80 J = 1, N
ML = MIN( KD+1, N-J+1 )
DO 70 I = 1, ML
AFAC( I, J ) = AFAC( I, J ) - A( I, J )
70 CONTINUE
80 CONTINUE
END IF
*
* Compute norm( L*L' - A ) / ( N * norm(A) * EPS )
*
RESID = ZLANHB( '1', UPLO, N, KD, AFAC, LDAFAC, RWORK )
*
RESID = ( ( RESID / DBLE( N ) ) / ANORM ) / EPS
*
RETURN
*
* End of ZPBT01
*
END
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