241 lines
6.3 KiB
Fortran
241 lines
6.3 KiB
Fortran
*> \brief \b ZPOT01
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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 ZPOT01( UPLO, N, A, LDA, AFAC, LDAFAC, RWORK, RESID )
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*
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* .. Scalar Arguments ..
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* CHARACTER UPLO
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* INTEGER LDA, LDAFAC, N
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* DOUBLE PRECISION RESID
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* ..
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* .. Array Arguments ..
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* DOUBLE PRECISION RWORK( * )
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* COMPLEX*16 A( LDA, * ), AFAC( LDAFAC, * )
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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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*> ZPOT01 reconstructs a Hermitian positive definite matrix A from
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*> its L*L' or U'*U factorization and computes the residual
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*> norm( L*L' - A ) / ( N * norm(A) * EPS ) or
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*> norm( U'*U - A ) / ( N * norm(A) * EPS ),
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*> where EPS is the machine epsilon, L' is the conjugate transpose of L,
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*> and U' is the conjugate transpose of U.
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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] UPLO
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*> \verbatim
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*> UPLO is CHARACTER*1
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*> Specifies whether the upper or lower triangular part of the
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*> Hermitian matrix A is stored:
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*> = 'U': Upper triangular
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*> = 'L': Lower triangular
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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 rows and columns of the matrix A. N >= 0.
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*> \endverbatim
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*>
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*> \param[in] A
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*> \verbatim
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*> A is COMPLEX*16 array, dimension (LDA,N)
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*> The original Hermitian matrix A.
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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,N)
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*> \endverbatim
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*>
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*> \param[in,out] AFAC
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*> \verbatim
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*> AFAC is COMPLEX*16 array, dimension (LDAFAC,N)
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*> On entry, the factor L or U from the L*L' or U'*U
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*> factorization of A.
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*> Overwritten with the reconstructed matrix, and then with the
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*> difference L*L' - A (or U'*U - A).
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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. LDAFAC >= max(1,N).
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*> \endverbatim
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*>
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*> \param[out] RWORK
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*> \verbatim
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*> RWORK is DOUBLE PRECISION array, dimension (N)
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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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*> If UPLO = 'L', norm(L*L' - A) / ( N * norm(A) * EPS )
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*> If UPLO = 'U', norm(U'*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 complex16_lin
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*
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* =====================================================================
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SUBROUTINE ZPOT01( UPLO, N, A, LDA, AFAC, LDAFAC, RWORK, 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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CHARACTER UPLO
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INTEGER LDA, LDAFAC, N
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DOUBLE PRECISION RESID
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* ..
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* .. Array Arguments ..
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DOUBLE PRECISION RWORK( * )
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COMPLEX*16 A( LDA, * ), AFAC( LDAFAC, * )
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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, J, K
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DOUBLE PRECISION ANORM, EPS, TR
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COMPLEX*16 TC
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* ..
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* .. External Functions ..
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LOGICAL LSAME
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DOUBLE PRECISION DLAMCH, ZLANHE
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COMPLEX*16 ZDOTC
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EXTERNAL LSAME, DLAMCH, ZLANHE, ZDOTC
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* ..
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* .. External Subroutines ..
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EXTERNAL ZHER, ZSCAL, ZTRMV
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC DBLE, DIMAG
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* ..
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* .. Executable Statements ..
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*
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* Quick exit if N = 0.
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*
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IF( N.LE.0 ) THEN
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RESID = ZERO
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RETURN
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END IF
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*
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* Exit with RESID = 1/EPS if ANORM = 0.
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*
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EPS = DLAMCH( 'Epsilon' )
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ANORM = ZLANHE( '1', UPLO, N, A, LDA, RWORK )
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IF( ANORM.LE.ZERO ) THEN
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RESID = ONE / EPS
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RETURN
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END IF
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*
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* Check the imaginary parts of the diagonal elements and return with
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* an error code if any are nonzero.
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*
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DO 10 J = 1, N
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IF( DIMAG( AFAC( J, J ) ).NE.ZERO ) THEN
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RESID = ONE / EPS
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RETURN
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END IF
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10 CONTINUE
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*
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* Compute the product U'*U, overwriting U.
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*
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IF( LSAME( UPLO, 'U' ) ) THEN
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DO 20 K = N, 1, -1
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*
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* Compute the (K,K) element of the result.
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*
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TR = ZDOTC( K, AFAC( 1, K ), 1, AFAC( 1, K ), 1 )
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AFAC( K, K ) = TR
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*
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* Compute the rest of column K.
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*
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CALL ZTRMV( 'Upper', 'Conjugate', 'Non-unit', K-1, AFAC,
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$ LDAFAC, AFAC( 1, K ), 1 )
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*
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20 CONTINUE
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*
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* Compute the product L*L', overwriting L.
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*
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ELSE
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DO 30 K = N, 1, -1
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*
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* Add a multiple of column K of the factor L to each of
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* columns K+1 through N.
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*
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IF( K+1.LE.N )
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$ CALL ZHER( 'Lower', N-K, ONE, AFAC( K+1, K ), 1,
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$ AFAC( K+1, K+1 ), LDAFAC )
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*
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* Scale column K by the diagonal element.
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*
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TC = AFAC( K, K )
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CALL ZSCAL( N-K+1, TC, AFAC( K, K ), 1 )
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*
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30 CONTINUE
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END IF
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*
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* Compute the difference L*L' - A (or U'*U - A).
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*
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IF( LSAME( UPLO, 'U' ) ) THEN
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DO 50 J = 1, N
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DO 40 I = 1, J - 1
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AFAC( I, J ) = AFAC( I, J ) - A( I, J )
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40 CONTINUE
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AFAC( J, J ) = AFAC( J, J ) - DBLE( A( J, J ) )
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50 CONTINUE
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ELSE
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DO 70 J = 1, N
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AFAC( J, J ) = AFAC( J, J ) - DBLE( A( J, J ) )
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DO 60 I = J + 1, N
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AFAC( I, J ) = AFAC( I, J ) - A( I, J )
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60 CONTINUE
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70 CONTINUE
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END IF
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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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RESID = ZLANHE( '1', UPLO, N, AFAC, LDAFAC, RWORK )
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*
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RESID = ( ( RESID / DBLE( N ) ) / ANORM ) / EPS
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*
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RETURN
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*
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* End of ZPOT01
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*
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END
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