233 lines
		
	
	
		
			6.6 KiB
		
	
	
	
		
			Fortran
		
	
	
	
			
		
		
	
	
			233 lines
		
	
	
		
			6.6 KiB
		
	
	
	
		
			Fortran
		
	
	
	
| *> \brief \b DTRT02
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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 DTRT02( UPLO, TRANS, DIAG, N, NRHS, A, LDA, X, LDX, B,
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| *                          LDB, WORK, RESID )
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| *
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| *       .. Scalar Arguments ..
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| *       CHARACTER          DIAG, TRANS, UPLO
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| *       INTEGER            LDA, LDB, LDX, N, NRHS
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| *       DOUBLE PRECISION   RESID
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| *       ..
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| *       .. Array Arguments ..
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| *       DOUBLE PRECISION   A( LDA, * ), B( LDB, * ), WORK( * ),
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| *      $                   X( LDX, * )
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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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| *> DTRT02 computes the residual for the computed solution to a
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| *> triangular system of linear equations op(A)*X = B, where A is a
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| *> triangular matrix. The test ratio is the maximum over
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| *>    norm(b - op(A)*x) / ( ||op(A)||_1 * norm(x) * EPS ),
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| *> where op(A) = A or A**T, b is the column of B, x is the solution
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| *> vector, and EPS is the machine epsilon.
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| *> The norm used is the 1-norm.
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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 matrix A is upper or lower triangular.
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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] TRANS
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| *> \verbatim
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| *>          TRANS is CHARACTER*1
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| *>          Specifies the operation applied to A.
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| *>          = 'N':  A    * X = B  (No transpose)
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| *>          = 'T':  A**T * X = B  (Transpose)
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| *>          = 'C':  A**H * X = B  (Conjugate transpose = Transpose)
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| *> \endverbatim
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| *>
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| *> \param[in] DIAG
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| *> \verbatim
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| *>          DIAG is CHARACTER*1
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| *>          Specifies whether or not the matrix A is unit triangular.
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| *>          = 'N':  Non-unit triangular
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| *>          = 'U':  Unit 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 order of the matrix A.  N >= 0.
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| *> \endverbatim
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| *>
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| *> \param[in] NRHS
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| *> \verbatim
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| *>          NRHS is INTEGER
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| *>          The number of right hand sides, i.e., the number of columns
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| *>          of the matrices X and B.  NRHS >= 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 DOUBLE PRECISION array, dimension (LDA,N)
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| *>          The triangular matrix A.  If UPLO = 'U', the leading n by n
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| *>          upper triangular part of the array A contains the upper
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| *>          triangular matrix, and the strictly lower triangular part of
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| *>          A is not referenced.  If UPLO = 'L', the leading n by n lower
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| *>          triangular part of the array A contains the lower triangular
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| *>          matrix, and the strictly upper triangular part of A is not
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| *>          referenced.  If DIAG = 'U', the diagonal elements of A are
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| *>          also not referenced and are assumed to be 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,N).
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| *> \endverbatim
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| *>
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| *> \param[in] X
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| *> \verbatim
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| *>          X is DOUBLE PRECISION array, dimension (LDX,NRHS)
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| *>          The computed solution vectors for the system of linear
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| *>          equations.
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| *> \endverbatim
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| *>
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| *> \param[in] LDX
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| *> \verbatim
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| *>          LDX is INTEGER
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| *>          The leading dimension of the array X.  LDX >= max(1,N).
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| *> \endverbatim
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| *>
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| *> \param[in] B
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| *> \verbatim
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| *>          B is DOUBLE PRECISION array, dimension (LDB,NRHS)
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| *>          The right hand side vectors for the system of linear
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| *>          equations.
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| *> \endverbatim
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| *>
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| *> \param[in] LDB
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| *> \verbatim
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| *>          LDB is INTEGER
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| *>          The leading dimension of the array B.  LDB >= max(1,N).
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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 (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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| *>          The maximum over the number of right hand sides of
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| *>          norm(op(A)*X - B) / ( norm(op(A)) * norm(X) * 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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| *> \ingroup double_lin
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| *
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| *  =====================================================================
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|       SUBROUTINE DTRT02( UPLO, TRANS, DIAG, N, NRHS, A, LDA, X, LDX, B,
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|      $                   LDB, WORK, RESID )
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| *
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| *  -- LAPACK test routine --
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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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| *
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| *     .. Scalar Arguments ..
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|       CHARACTER          DIAG, TRANS, UPLO
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|       INTEGER            LDA, LDB, LDX, N, NRHS
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|       DOUBLE PRECISION   RESID
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| *     ..
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| *     .. Array Arguments ..
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|       DOUBLE PRECISION   A( LDA, * ), B( LDB, * ), WORK( * ),
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|      $                   X( LDX, * )
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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            J
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|       DOUBLE PRECISION   ANORM, BNORM, EPS, XNORM
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| *     ..
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| *     .. External Functions ..
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|       LOGICAL            LSAME
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|       DOUBLE PRECISION   DASUM, DLAMCH, DLANTR
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|       EXTERNAL           LSAME, DASUM, DLAMCH, DLANTR
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| *     ..
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| *     .. External Subroutines ..
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|       EXTERNAL           DAXPY, DCOPY, DTRMV
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| *     ..
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| *     .. Intrinsic Functions ..
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|       INTRINSIC          MAX
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| *     ..
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| *     .. Executable Statements ..
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| *
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| *     Quick exit if N = 0 or NRHS = 0
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| *
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|       IF( N.LE.0 .OR. NRHS.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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| *     Compute the 1-norm of op(A).
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| *
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|       IF( LSAME( TRANS, 'N' ) ) THEN
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|          ANORM = DLANTR( '1', UPLO, DIAG, N, N, A, LDA, WORK )
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|       ELSE
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|          ANORM = DLANTR( 'I', UPLO, DIAG, N, N, A, LDA, WORK )
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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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|       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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| *     Compute the maximum over the number of right hand sides of
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| *        norm(op(A)*X - B) / ( norm(op(A)) * norm(X) * EPS )
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| *
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|       RESID = ZERO
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|       DO 10 J = 1, NRHS
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|          CALL DCOPY( N, X( 1, J ), 1, WORK, 1 )
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|          CALL DTRMV( UPLO, TRANS, DIAG, N, A, LDA, WORK, 1 )
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|          CALL DAXPY( N, -ONE, B( 1, J ), 1, WORK, 1 )
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|          BNORM = DASUM( N, WORK, 1 )
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|          XNORM = DASUM( N, X( 1, J ), 1 )
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|          IF( XNORM.LE.ZERO ) THEN
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|             RESID = ONE / EPS
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|          ELSE
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|             RESID = MAX( RESID, ( ( BNORM / ANORM ) / XNORM ) / EPS )
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|          END IF
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|    10 CONTINUE
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| *
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|       RETURN
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| *
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| *     End of DTRT02
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| *
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|       END
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