chet01.f

famous linear algebra library (LAPACK) ports to windows

      SUBROUTINE CHET01( UPLO, N, A, LDA, AFAC, LDAFAC, IPIV, C, LDC,
     $                   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            LDA, LDAFAC, LDC, N
      REAL               RESID
*     ..
*     .. Array Arguments ..
      INTEGER            IPIV( * )
      REAL               RWORK( * )
      COMPLEX            A( LDA, * ), AFAC( LDAFAC, * ), C( LDC, * )
*     ..
*
*  Purpose
*  =======
*
*  CHET01 reconstructs a Hermitian indefinite matrix A from its
*  block L*D*L' or U*D*U' factorization and computes the residual
*     norm( C - A ) / ( N * norm(A) * EPS ),
*  where C is the reconstructed matrix, 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.
*
*  A       (input) COMPLEX array, dimension (LDA,N)
*          The original Hermitian matrix A.
*
*  LDA     (input) INTEGER
*          The leading dimension of the array A.  LDA >= max(1,N)
*
*  AFAC    (input) COMPLEX array, dimension (LDAFAC,N)
*          The factored form of the matrix A.  AFAC contains the block
*          diagonal matrix D and the multipliers used to obtain the
*          factor L or U from the block L*D*L' or U*D*U' factorization
*          as computed by CHETRF.
*
*  LDAFAC  (input) INTEGER
*          The leading dimension of the array AFAC.  LDAFAC >= max(1,N).
*
*  IPIV    (input) INTEGER array, dimension (N)
*          The pivot indices from CHETRF.
*
*  C       (workspace) COMPLEX array, dimension (LDC,N)
*
*  LDC     (integer) INTEGER
*          The leading dimension of the array C.  LDC >= max(1,N).
*
*  RWORK   (workspace) REAL array, dimension (N)
*
*  RESID   (output) REAL
*          If UPLO = 'L', norm(L*D*L' - A) / ( N * norm(A) * EPS )
*          If UPLO = 'U', norm(U*D*U' - A) / ( N * norm(A) * EPS )
*
*  =====================================================================
*
*     .. Parameters ..
      REAL               ZERO, ONE
      PARAMETER          ( ZERO = 0.0E+0, ONE = 1.0E+0 )
      COMPLEX            CZERO, CONE
      PARAMETER          ( CZERO = ( 0.0E+0, 0.0E+0 ),
     $                   CONE = ( 1.0E+0, 0.0E+0 ) )
*     ..
*     .. Local Scalars ..
      INTEGER            I, INFO, J
      REAL               ANORM, EPS
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      REAL               CLANHE, SLAMCH
      EXTERNAL           LSAME, CLANHE, SLAMCH
*     ..
*     .. External Subroutines ..
      EXTERNAL           CLAVHE, CLASET
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          AIMAG, REAL
*     ..
*     .. Executable Statements ..
*
*     Quick exit if N = 0.
*
      IF( N.LE.0 ) THEN
         RESID = ZERO
         RETURN
      END IF
*
*     Determine EPS and the norm of A.
*
      EPS = SLAMCH( 'Epsilon' )
      ANORM = CLANHE( '1', UPLO, N, A, LDA, RWORK )
*
*     Check the imaginary parts of the diagonal elements and return with
*     an error code if any are nonzero.
*
      DO 10 J = 1, N
         IF( AIMAG( AFAC( J, J ) ).NE.ZERO ) THEN
            RESID = ONE / EPS
            RETURN
         END IF
   10 CONTINUE
*
*     Initialize C to the identity matrix.
*
      CALL CLASET( 'Full', N, N, CZERO, CONE, C, LDC )
*
*     Call CLAVHE to form the product D * U' (or D * L' ).
*
      CALL CLAVHE( UPLO, 'Conjugate', 'Non-unit', N, N, AFAC, LDAFAC,
     $             IPIV, C, LDC, INFO )
*
*     Call CLAVHE again to multiply by U (or L ).
*
      CALL CLAVHE( UPLO, 'No transpose', 'Unit', N, N, AFAC, LDAFAC,
     $             IPIV, C, LDC, INFO )
*
*     Compute the difference  C - A .
*
      IF( LSAME( UPLO, 'U' ) ) THEN
         DO 30 J = 1, N
            DO 20 I = 1, J - 1
               C( I, J ) = C( I, J ) - A( I, J )
   20       CONTINUE
            C( J, J ) = C( J, J ) - REAL( A( J, J ) )
   30    CONTINUE
      ELSE
         DO 50 J = 1, N
            C( J, J ) = C( J, J ) - REAL( A( J, J ) )
            DO 40 I = J + 1, N
               C( I, J ) = C( I, J ) - A( I, J )
   40       CONTINUE
   50    CONTINUE
      END IF
*
*     Compute norm( C - A ) / ( N * norm(A) * EPS )
*
      RESID = CLANHE( '1', UPLO, N, C, LDC, RWORK )
*
      IF( ANORM.LE.ZERO ) THEN
         IF( RESID.NE.ZERO )
     $      RESID = ONE / EPS
      ELSE
         RESID = ( ( RESID / REAL( N ) ) / ANORM ) / EPS
      END IF
*
      RETURN
*
*     End of CHET01
*
      END