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author | Julie <julie@cs.utk.edu> | 2016-11-15 20:39:35 -0800 |
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committer | Julie <julie@cs.utk.edu> | 2016-11-15 20:39:35 -0800 |
commit | ead2c73f1a6dad1342bf32987c0b2f2eaf61f18a (patch) | |
tree | b82e9ad49e12960ad410a418d03d68adc7e2e653 /TESTING/LIN/ssyt01_3.f | |
parent | 39698bc46ca55081ebd94c81c5c95771c9f125cd (diff) | |
download | lapack-ead2c73f1a6dad1342bf32987c0b2f2eaf61f18a.tar.gz lapack-ead2c73f1a6dad1342bf32987c0b2f2eaf61f18a.tar.bz2 lapack-ead2c73f1a6dad1342bf32987c0b2f2eaf61f18a.zip |
Added (S,D,C,Z) (SY,HE) routines, drivers for new rook code
Close #82
Added routines for new factorization code for symmetric indefinite
( or Hermitian indefinite ) matrices with bounded Bunch-Kaufman
( rook ) pivoting algorithm.
New more efficient storage format for factors U ( or L ),
block-diagonal matrix D, and pivoting information stored in IPIV:
factor L is stored explicitly in lower triangle of A;
diagonal of D is stored on the diagonal of A;
subdiagonal elements of D are stored in array E;
IPIV format is the same as in *_ROOK routines, but differs
from SY Bunch-Kaufman routines (e.g. *SYTRF).
The factorization output of these new rook _RK routines is not
compatible
with the existing _ROOK routines and vice versa. This new factorization
format is designed in such a way, that there is a possibility in the
future
to write new Bunch-Kaufman routines that conform to this new
factorization format.
Then the future Bunch-Kaufman routines could share solver
*TRS_3,inversion *TRI_3
and condition estimator *CON_3.
To convert between the factorization formats in both ways the following
routines
are developed:
CONVERSION ROUTINES BETWEEN FACTORIZATION FORMATS
DOUBLE PRECISION (symmetric indefinite matrices):
new file: SRC/dsyconvf.f
new file: SRC/dsyconvf_rook.f
REAL (symmetric indefinite matrices):
new file: SRC/csyconvf.f
new file: SRC/csyconvf_rook.f
COMPLEX*16 (symmetric indefinite and Hermitian indefinite matrices):
new file: SRC/zsyconvf.f
new file: SRC/zsyconvf_rook.f
COMPLEX (symmetric indefinite and Hermitian indefinite matrices):
new file: SRC/ssyconvf.f
new file: SRC/ssyconvf_rook.f
*SYCONVF routine converts between old Bunch-Kaufman storage format (
denote (L1,D1,IPIV1) )
that is used by *SYTRF and new rook storage format ( denote (L2,D2,
IPIV2))
that is used by *SYTRF_RK
*SYCONVF_ROOK routine between old rook storage format ( denote
(L1,D1,IPIV2) )
that is used by *SYTRF_ROOK and new rook storage format ( denote
(L2,D2, IPIV2))
that is used by *SYTRF_RK
ROUTINES AND DRIVERS
DOUBLE PRECISION (symmetric indefinite matrices):
new file: SRC/dsytf2_rk.f BLAS2 unblocked factorization
new file: SRC/dlasyf_rk.f BLAS3 auxiliary blocked partial
factorization
new file: SRC/dsytrf_rk.f BLAS3 blocked factorization
new file: SRC/dsytrs_3.f BLAS3 solver
new file: SRC/dsycon_3.f BLAS3 condition number estimator
new file: SRC/dsytri_3.f BLAS3 inversion, sets the size of work array
and calls *sytri_3x
new file: SRC/dsytri_3x.f BLAS3 auxiliary inversion, actually
computes blocked inversion
new file: SRC/dsysv_rk.f BLAS3 solver driver
REAL (symmetric indefinite matrices):
new file: SRC/ssytf2_rk.f BLAS2 unblocked factorization
new file: SRC/slasyf_rk.f BLAS3 auxiliary blocked partial
factorization
new file: SRC/ssytrf_rk.f BLAS3 blocked factorization
new file: SRC/ssytrs_3.f BLAS3 solver
new file: SRC/ssycon_3.f BLAS3 condition number estimator
new file: SRC/ssytri_3.f BLAS3 inversion, sets the size of work array
and calls *sytri_3x
new file: SRC/ssytri_3x.f BLAS3 auxiliary inversion, actually
computes blocked inversion
new file: SRC/ssysv_rk.f BLAS3 solver driver
COMPLEX*16 (symmetric indefinite matrices):
new file: SRC/zsytf2_rk.f BLAS2 unblocked factorization
new file: SRC/zlasyf_rk.f BLAS3 auxiliary blocked partial
factorization
new file: SRC/zsytrf_rk.f BLAS3 blocked factorization
new file: SRC/zsytrs_3.f BLAS3 solver
new file: SRC/zsycon_3.f BLAS3 condition number estimator
new file: SRC/zsytri_3.f BLAS3 inversion, sets the size of work array
and calls *sytri_3x
new file: SRC/zsytri_3x.f BLAS3 auxiliary inversion, actually
computes blocked inversion
new file: SRC/zsysv_rk.f BLAS3 solver driver
COMPLEX*16 (Hermitian indefinite matrices):
new file: SRC/zhetf2_rk.f BLAS2 unblocked factorization
new file: SRC/zlahef_rk.f BLAS3 auxiliary blocked partial
factorization
new file: SRC/zhetrf_rk.f BLAS3 blocked factorization
new file: SRC/zhetrs_3.f BLAS3 solver
new file: SRC/zhecon_3.f BLAS3 condition number estimator
new file: SRC/zhetri_3.f BLAS3 inversion, sets the size of work array
and calls *sytri_3x
new file: SRC/zhetri_3x.f BLAS3 auxiliary inversion, actually
computes blocked inversion
new file: SRC/zhesv_rk.f BLAS3 solver driver
COMPLEX (symmetric indefinite matrices):
new file: SRC/csytf2_rk.f BLAS2 unblocked factorization
new file: SRC/clasyf_rk.f BLAS3 auxiliary blocked partial
factorization
new file: SRC/csytrf_rk.f BLAS3 blocked factorization
new file: SRC/csytrs_3.f BLAS3 solver
new file: SRC/csycon_3.f BLAS3 condition number estimator
new file: SRC/csytri_3.f BLAS3 inversion, sets the size of work array
and calls *sytri_3x
new file: SRC/csytri_3x.f BLAS3 auxiliary inversion, actually
computes blocked inversion
new file: SRC/csysv_rk.f BLAS3 solver driver
COMPLEX (Hermitian indefinite matrices):
new file: SRC/chetf2_rk.f BLAS2 unblocked factorization
new file: SRC/clahef_rk.f BLAS3 auxiliary blocked partial
factorization
new file: SRC/chetrf_rk.f BLAS3 blocked factorization
new file: SRC/chetrs_3.f BLAS3 solver
new file: SRC/checon_3.f BLAS3 condition number estimator
new file: SRC/chetri_3.f BLAS3 inversion, sets the size of work array
and calls *sytri_3x
new file: SRC/chetri_3x.f BLAS3 auxiliary inversion, actually
computes blocked inversion
new file: SRC/chesv_rk.f BLAS3 solver driver
MISC
modified: SRC/CMakeLists.txt
modified: SRC/Makefile
TEST CODE
modified: TESTING/LIN/CMakeLists.txt
modified: TESTING/LIN/Makefile
modified: TESTING/LIN/aladhd.f
modified: TESTING/LIN/alaerh.f
modified: TESTING/LIN/alahd.f
DOUBLE PRECISION (symmetric indefinite matrices):
modified: TESTING/LIN/dchkaa.f
modified: TESTING/LIN/derrsy.f
modified: TESTING/LIN/derrsyx.f
modified: TESTING/LIN/derrvx.f
modified: TESTING/LIN/derrvxx.f
modified: TESTING/dtest.in
new file: TESTING/LIN/dchksy_rk.f
new file: TESTING/LIN/ddrvsy_rk.f
new file: TESTING/LIN/dsyt01_3.f
REAL (symmetric indefinite matrices):
modified: TESTING/LIN/schkaa.f
modified: TESTING/LIN/serrsy.f
modified: TESTING/LIN/serrsyx.f
modified: TESTING/LIN/serrvx.f
modified: TESTING/LIN/serrvxx.f
modified: TESTING/stest.in
new file: TESTING/LIN/schksy_rk.f
new file: TESTING/LIN/sdrvsy_rk.f
new file: TESTING/LIN/ssyt01_3.f
COMPLEX*16 (symmetric indefinite and Hermitian indefinite matrices):
modified: TESTING/LIN/zchkaa.f
modified: TESTING/LIN/zerrsy.f
modified: TESTING/LIN/zerrsyx.f
modified: TESTING/LIN/zerrhe.f
modified: TESTING/LIN/zerrhex.f
modified: TESTING/LIN/zerrvx.f
modified: TESTING/LIN/zerrvxx.f
modified: TESTING/ztest.in
new file: TESTING/LIN/zchksy_rk.f
new file: TESTING/LIN/zdrvsy_rk.f
new file: TESTING/LIN/zsyt01_3.f
new file: TESTING/LIN/zchkhe_rk.f
new file: TESTING/LIN/zdrvhe_rk.f
new file: TESTING/LIN/zhet01_3.f
COMPLEX (symmetric indefinite and Hermitian indefinite matrices):
modified: TESTING/LIN/cchkaa.f
modified: TESTING/LIN/cerrsy.f
modified: TESTING/LIN/cerrsyx.f
modified: TESTING/LIN/cerrhe.f
modified: TESTING/LIN/cerrhex.f
modified: TESTING/LIN/cerrvx.f
modified: TESTING/LIN/cerrvxx.f
modified: TESTING/ctest.in
new file: TESTING/LIN/cchksy_rk.f
new file: TESTING/LIN/cdrvsy_rk.f
new file: TESTING/LIN/csyt01_3.f
new file: TESTING/LIN/cchkhe_rk.f
new file: TESTING/LIN/cdrvhe_rk.f
new file: TESTING/LIN/chet01_3.f
Diffstat (limited to 'TESTING/LIN/ssyt01_3.f')
-rw-r--r-- | TESTING/LIN/ssyt01_3.f | 248 |
1 files changed, 248 insertions, 0 deletions
diff --git a/TESTING/LIN/ssyt01_3.f b/TESTING/LIN/ssyt01_3.f new file mode 100644 index 00000000..8364d021 --- /dev/null +++ b/TESTING/LIN/ssyt01_3.f @@ -0,0 +1,248 @@ +*> \brief \b SSYT01_3 +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +* Definition: +* =========== +* +* SUBROUTINE SSYT01_3( UPLO, N, A, LDA, AFAC, LDAFAC, E, IPIV, C, +* LDC, RWORK, RESID ) +* +* .. Scalar Arguments .. +* CHARACTER UPLO +* INTEGER LDA, LDAFAC, LDC, N +* DOUBLE PRECISION RESID +* .. +* .. Array Arguments .. +* INTEGER IPIV( * ) +* DOUBLE PRECISION A( LDA, * ), AFAC( LDAFAC, * ), C( LDC, * ), +* $ E( * ), RWORK( * ) +* .. +* +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> +*> SSYT01_3 reconstructs a symmetric indefinite matrix A from its +*> block L*D*L' or U*D*U' factorization computed by SSYTRF_RK +*> (or SSYTRF_BK) and computes the residual +*> norm( C - A ) / ( N * norm(A) * EPS ), +*> where C is the reconstructed matrix and EPS is the machine epsilon. +*> \endverbatim +* +* Arguments: +* ========== +* +*> \param[in] UPLO +*> \verbatim +*> UPLO is CHARACTER*1 +*> Specifies whether the upper or lower triangular part of the +*> symmetric matrix A is stored: +*> = 'U': Upper triangular +*> = 'L': Lower triangular +*> \endverbatim +*> +*> \param[in] N +*> \verbatim +*> N is INTEGER +*> The number of rows and columns of the matrix A. N >= 0. +*> \endverbatim +*> +*> \param[in] A +*> \verbatim +*> A is DOUBLE PRECISION array, dimension (LDA,N) +*> The original symmetric matrix A. +*> \endverbatim +*> +*> \param[in] LDA +*> \verbatim +*> LDA is INTEGER +*> The leading dimension of the array A. LDA >= max(1,N) +*> \endverbatim +*> +*> \param[in] AFAC +*> \verbatim +*> AFAC is DOUBLE PRECISION array, dimension (LDAFAC,N) +*> Diagonal of the block diagonal matrix D and factors U or L +*> as computed by SSYTRF_RK and SSYTRF_BK: +*> a) ONLY diagonal elements of the symmetric block diagonal +*> matrix D on the diagonal of A, i.e. D(k,k) = A(k,k); +*> (superdiagonal (or subdiagonal) elements of D +*> should be provided on entry in array E), and +*> b) If UPLO = 'U': factor U in the superdiagonal part of A. +*> If UPLO = 'L': factor L in the subdiagonal part of A. +*> \endverbatim +*> +*> \param[in] LDAFAC +*> \verbatim +*> LDAFAC is INTEGER +*> The leading dimension of the array AFAC. +*> LDAFAC >= max(1,N). +*> \endverbatim +*> +*> \param[in] E +*> \verbatim +*> E is DOUBLE PRECISION array, dimension (N) +*> On entry, contains the superdiagonal (or subdiagonal) +*> elements of the symmetric block diagonal matrix D +*> with 1-by-1 or 2-by-2 diagonal blocks, where +*> If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not refernced; +*> If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced. +*> \endverbatim +*> +*> \param[in] IPIV +*> \verbatim +*> IPIV is INTEGER array, dimension (N) +*> The pivot indices from SSYTRF_RK (or SSYTRF_BK). +*> \endverbatim +*> +*> \param[out] C +*> \verbatim +*> C is DOUBLE PRECISION array, dimension (LDC,N) +*> \endverbatim +*> +*> \param[in] LDC +*> \verbatim +*> LDC is INTEGER +*> The leading dimension of the array C. LDC >= max(1,N). +*> \endverbatim +*> +*> \param[out] RWORK +*> \verbatim +*> RWORK is DOUBLE PRECISION array, dimension (N) +*> \endverbatim +*> +*> \param[out] RESID +*> \verbatim +*> RESID is DOUBLE PRECISION +*> If UPLO = 'L', norm(L*D*L' - A) / ( N * norm(A) * EPS ) +*> If UPLO = 'U', norm(U*D*U' - A) / ( N * norm(A) * EPS ) +*> \endverbatim +* +* Authors: +* ======== +* +*> \author Univ. of Tennessee +*> \author Univ. of California Berkeley +*> \author Univ. of Colorado Denver +*> \author NAG Ltd. +* +*> \date November 2016 +* +*> \ingroup single_lin +* +* ===================================================================== + SUBROUTINE SSYT01_3( UPLO, N, A, LDA, AFAC, LDAFAC, E, IPIV, C, + $ LDC, RWORK, RESID ) +* +* -- LAPACK test routine (version 3.7.0) -- +* -- LAPACK is a software package provided by Univ. of Tennessee, -- +* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- +* November 2016 +* +* .. Scalar Arguments .. + CHARACTER UPLO + INTEGER LDA, LDAFAC, LDC, N + REAL RESID +* .. +* .. Array Arguments .. + INTEGER IPIV( * ) + REAL A( LDA, * ), AFAC( LDAFAC, * ), C( LDC, * ), + $ E( * ), RWORK( * ) +* .. +* +* ===================================================================== +* +* .. Parameters .. + REAL ZERO, ONE + PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 ) +* .. +* .. Local Scalars .. + INTEGER I, INFO, J + REAL ANORM, EPS +* .. +* .. External Functions .. + LOGICAL LSAME + REAL SLAMCH, SLANSY + EXTERNAL LSAME, SLAMCH, SLANSY +* .. +* .. External Subroutines .. + EXTERNAL SLASET, SLAVSY_ROOK, SSYCONVF_ROOK +* .. +* .. Intrinsic Functions .. + INTRINSIC REAL +* .. +* .. Executable Statements .. +* +* Quick exit if N = 0. +* + IF( N.LE.0 ) THEN + RESID = ZERO + RETURN + END IF +* +* a) Revert to multiplyers of L +* + CALL SSYCONVF_ROOK( UPLO, 'R', N, AFAC, LDAFAC, E, IPIV, INFO ) +* +* 1) Determine EPS and the norm of A. +* + EPS = SLAMCH( 'Epsilon' ) + ANORM = SLANSY( '1', UPLO, N, A, LDA, RWORK ) +* +* 2) Initialize C to the identity matrix. +* + CALL SLASET( 'Full', N, N, ZERO, ONE, C, LDC ) +* +* 3) Call SLAVSY_ROOK to form the product D * U' (or D * L' ). +* + CALL SLAVSY_ROOK( UPLO, 'Transpose', 'Non-unit', N, N, AFAC, + $ LDAFAC, IPIV, C, LDC, INFO ) +* +* 4) Call SLAVSY_ROOK again to multiply by U (or L ). +* + CALL SLAVSY_ROOK( UPLO, 'No transpose', 'Unit', N, N, AFAC, + $ LDAFAC, IPIV, C, LDC, INFO ) +* +* 5) Compute the difference C - A. +* + IF( LSAME( UPLO, 'U' ) ) THEN + DO J = 1, N + DO I = 1, J + C( I, J ) = C( I, J ) - A( I, J ) + END DO + END DO + ELSE + DO J = 1, N + DO I = J, N + C( I, J ) = C( I, J ) - A( I, J ) + END DO + END DO + END IF +* +* 6) Compute norm( C - A ) / ( N * norm(A) * EPS ) +* + RESID = SLANSY( '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 + +* +* b) Convert to factor of L (or U) +* + CALL SSYCONVF_ROOK( UPLO, 'C', N, AFAC, LDAFAC, E, IPIV, INFO ) +* + RETURN +* +* End of SSYT01_3 +* + END |