245 lines
6.6 KiB
Fortran
245 lines
6.6 KiB
Fortran
*> \brief \b DGBT01
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*
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* =========== DOCUMENTATION ===========
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*
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* Online html documentation available at
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* http://www.netlib.org/lapack/explore-html/
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*
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* Definition:
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* ===========
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*
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* SUBROUTINE DGBT01( M, N, KL, KU, A, LDA, AFAC, LDAFAC, IPIV, WORK,
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* RESID )
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*
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* .. Scalar Arguments ..
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* INTEGER KL, KU, LDA, LDAFAC, M, N
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* DOUBLE PRECISION RESID
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* ..
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* .. Array Arguments ..
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* INTEGER IPIV( * )
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* DOUBLE PRECISION A( LDA, * ), AFAC( LDAFAC, * ), WORK( * )
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* ..
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*
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*
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*> \par Purpose:
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* =============
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*>
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*> \verbatim
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*>
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*> DGBT01 reconstructs a band matrix A from its L*U factorization and
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*> computes the residual:
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*> norm(L*U - A) / ( N * norm(A) * EPS ),
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*> where EPS is the machine epsilon.
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*>
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*> The expression L*U - A is computed one column at a time, so A and
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*> AFAC are not modified.
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*> \endverbatim
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*
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* Arguments:
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* ==========
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*
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*> \param[in] M
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*> \verbatim
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*> M is INTEGER
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*> The number of rows of the matrix A. M >= 0.
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*> \endverbatim
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*>
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*> \param[in] N
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*> \verbatim
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*> N is INTEGER
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*> The number of columns of the matrix A. N >= 0.
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*> \endverbatim
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*>
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*> \param[in] KL
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*> \verbatim
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*> KL is INTEGER
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*> The number of subdiagonals within the band of A. KL >= 0.
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*> \endverbatim
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*>
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*> \param[in] KU
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*> \verbatim
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*> KU is INTEGER
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*> The number of superdiagonals within the band of A. KU >= 0.
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*> \endverbatim
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*>
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*> \param[in,out] A
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*> \verbatim
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*> A is DOUBLE PRECISION array, dimension (LDA,N)
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*> The original matrix A in band storage, stored in rows 1 to
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*> KL+KU+1.
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*> \endverbatim
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*>
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*> \param[in] LDA
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*> \verbatim
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*> LDA is INTEGER.
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*> The leading dimension of the array A. LDA >= max(1,KL+KU+1).
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*> \endverbatim
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*>
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*> \param[in] AFAC
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*> \verbatim
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*> AFAC is DOUBLE PRECISION array, dimension (LDAFAC,N)
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*> The factored form of the matrix A. AFAC contains the banded
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*> factors L and U from the L*U factorization, as computed by
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*> DGBTRF. U is stored as an upper triangular band matrix with
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*> KL+KU superdiagonals in rows 1 to KL+KU+1, and the
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*> multipliers used during the factorization are stored in rows
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*> KL+KU+2 to 2*KL+KU+1. See DGBTRF for further details.
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*> \endverbatim
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*>
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*> \param[in] LDAFAC
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*> \verbatim
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*> LDAFAC is INTEGER
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*> The leading dimension of the array AFAC.
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*> LDAFAC >= max(1,2*KL*KU+1).
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*> \endverbatim
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*>
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*> \param[in] IPIV
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*> \verbatim
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*> IPIV is INTEGER array, dimension (min(M,N))
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*> The pivot indices from DGBTRF.
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*> \endverbatim
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*>
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*> \param[out] WORK
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*> \verbatim
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*> WORK is DOUBLE PRECISION array, dimension (2*KL+KU+1)
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*> \endverbatim
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*>
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*> \param[out] RESID
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*> \verbatim
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*> RESID is DOUBLE PRECISION
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*> norm(L*U - A) / ( N * norm(A) * EPS )
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*> \endverbatim
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*
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* Authors:
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* ========
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*
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*> \author Univ. of Tennessee
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*> \author Univ. of California Berkeley
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*> \author Univ. of Colorado Denver
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*> \author NAG Ltd.
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*
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*> \date November 2011
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*
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*> \ingroup double_lin
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*
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* =====================================================================
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SUBROUTINE DGBT01( M, N, KL, KU, A, LDA, AFAC, LDAFAC, IPIV, WORK,
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$ RESID )
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*
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* -- LAPACK test routine (version 3.4.0) --
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* -- LAPACK is a software package provided by Univ. of Tennessee, --
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* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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* November 2011
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*
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* .. Scalar Arguments ..
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INTEGER KL, KU, LDA, LDAFAC, M, N
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DOUBLE PRECISION RESID
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* ..
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* .. Array Arguments ..
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INTEGER IPIV( * )
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DOUBLE PRECISION A( LDA, * ), AFAC( LDAFAC, * ), WORK( * )
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* ..
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*
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* =====================================================================
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*
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* .. Parameters ..
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DOUBLE PRECISION ZERO, ONE
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PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
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* ..
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* .. Local Scalars ..
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INTEGER I, I1, I2, IL, IP, IW, J, JL, JU, JUA, KD, LENJ
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DOUBLE PRECISION ANORM, EPS, T
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* ..
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* .. External Functions ..
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DOUBLE PRECISION DASUM, DLAMCH
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EXTERNAL DASUM, DLAMCH
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* ..
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* .. External Subroutines ..
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EXTERNAL DAXPY, DCOPY
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC DBLE, MAX, MIN
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* ..
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* .. Executable Statements ..
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*
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* Quick exit if M = 0 or N = 0.
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*
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RESID = ZERO
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IF( M.LE.0 .OR. N.LE.0 )
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$ RETURN
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*
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* Determine EPS and the norm of A.
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*
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EPS = DLAMCH( 'Epsilon' )
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KD = KU + 1
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ANORM = ZERO
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DO 10 J = 1, N
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I1 = MAX( KD+1-J, 1 )
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I2 = MIN( KD+M-J, KL+KD )
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IF( I2.GE.I1 )
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$ ANORM = MAX( ANORM, DASUM( I2-I1+1, A( I1, J ), 1 ) )
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10 CONTINUE
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*
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* Compute one column at a time of L*U - A.
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*
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KD = KL + KU + 1
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DO 40 J = 1, N
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*
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* Copy the J-th column of U to WORK.
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*
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JU = MIN( KL+KU, J-1 )
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JL = MIN( KL, M-J )
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LENJ = MIN( M, J ) - J + JU + 1
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IF( LENJ.GT.0 ) THEN
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CALL DCOPY( LENJ, AFAC( KD-JU, J ), 1, WORK, 1 )
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DO 20 I = LENJ + 1, JU + JL + 1
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WORK( I ) = ZERO
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20 CONTINUE
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*
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* Multiply by the unit lower triangular matrix L. Note that L
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* is stored as a product of transformations and permutations.
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*
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DO 30 I = MIN( M-1, J ), J - JU, -1
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IL = MIN( KL, M-I )
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IF( IL.GT.0 ) THEN
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IW = I - J + JU + 1
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T = WORK( IW )
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CALL DAXPY( IL, T, AFAC( KD+1, I ), 1, WORK( IW+1 ),
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$ 1 )
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IP = IPIV( I )
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IF( I.NE.IP ) THEN
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IP = IP - J + JU + 1
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WORK( IW ) = WORK( IP )
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WORK( IP ) = T
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END IF
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END IF
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30 CONTINUE
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*
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* Subtract the corresponding column of A.
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*
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JUA = MIN( JU, KU )
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IF( JUA+JL+1.GT.0 )
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$ CALL DAXPY( JUA+JL+1, -ONE, A( KU+1-JUA, J ), 1,
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$ WORK( JU+1-JUA ), 1 )
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*
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* Compute the 1-norm of the column.
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*
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RESID = MAX( RESID, DASUM( JU+JL+1, WORK, 1 ) )
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END IF
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40 CONTINUE
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*
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* Compute norm( L*U - A ) / ( N * norm(A) * EPS )
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*
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IF( ANORM.LE.ZERO ) THEN
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IF( RESID.NE.ZERO )
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$ RESID = ONE / EPS
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ELSE
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RESID = ( ( RESID / DBLE( N ) ) / ANORM ) / EPS
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END IF
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*
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RETURN
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*
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* End of DGBT01
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*
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END
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