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|
*> \brief \b CPST01
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
* Definition
* ==========
*
* SUBROUTINE CPST01( UPLO, N, A, LDA, AFAC, LDAFAC, PERM, LDPERM,
* PIV, RWORK, RESID, RANK )
*
* .. Scalar Arguments ..
* REAL RESID
* INTEGER LDA, LDAFAC, LDPERM, N, RANK
* CHARACTER UPLO
* ..
* .. Array Arguments ..
* COMPLEX A( LDA, * ), AFAC( LDAFAC, * ),
* $ PERM( LDPERM, * )
* REAL RWORK( * )
* INTEGER PIV( * )
* ..
*
* Purpose
* =======
*
*>\details \b Purpose:
*>\verbatim
*>
*> CPST01 reconstructs an Hermitian positive semidefinite matrix A
*> from its L or U factors and the permutation matrix P and computes
*> the residual
*> norm( P*L*L'*P' - A ) / ( N * norm(A) * EPS ) or
*> norm( P*U'*U*P' - A ) / ( N * norm(A) * EPS ),
*> where EPS is the machine epsilon, L' is the conjugate transpose of L,
*> and U' is the conjugate transpose of U.
*>
*>\endverbatim
*
* Arguments
* =========
*
*> \param[in] UPLO
*> \verbatim
*> UPLO is CHARACTER*1
*> Specifies whether the upper or lower triangular part of the
*> Hermitian 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 COMPLEX array, dimension (LDA,N)
*> The original Hermitian 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 COMPLEX array, dimension (LDAFAC,N)
*> The factor L or U from the L*L' or U'*U
*> factorization of A.
*> \endverbatim
*>
*> \param[in] LDAFAC
*> \verbatim
*> LDAFAC is INTEGER
*> The leading dimension of the array AFAC. LDAFAC >= max(1,N).
*> \endverbatim
*>
*> \param[out] PERM
*> \verbatim
*> PERM is COMPLEX array, dimension (LDPERM,N)
*> Overwritten with the reconstructed matrix, and then with the
*> difference P*L*L'*P' - A (or P*U'*U*P' - A)
*> \endverbatim
*>
*> \param[in] LDPERM
*> \verbatim
*> LDPERM is INTEGER
*> The leading dimension of the array PERM.
*> LDAPERM >= max(1,N).
*> \endverbatim
*>
*> \param[in] PIV
*> \verbatim
*> PIV is INTEGER array, dimension (N)
*> PIV is such that the nonzero entries are
*> P( PIV( K ), K ) = 1.
*> \endverbatim
*>
*> \param[out] RWORK
*> \verbatim
*> RWORK is REAL array, dimension (N)
*> \endverbatim
*>
*> \param[out] RESID
*> \verbatim
*> RESID is REAL
*> If UPLO = 'L', norm(L*L' - A) / ( N * norm(A) * EPS )
*> If UPLO = 'U', norm(U'*U - A) / ( N * norm(A) * EPS )
*> \endverbatim
*>
*> \param[in] RANK
*> \verbatim
*> RANK is INTEGER
*> number of nonzero singular values of A.
*> \endverbatim
*>
*
* Authors
* =======
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup complex_lin
*
* =====================================================================
SUBROUTINE CPST01( UPLO, N, A, LDA, AFAC, LDAFAC, PERM, LDPERM,
$ PIV, RWORK, RESID, RANK )
*
* -- LAPACK test routine (version 3.1) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2011
*
* .. Scalar Arguments ..
REAL RESID
INTEGER LDA, LDAFAC, LDPERM, N, RANK
CHARACTER UPLO
* ..
* .. Array Arguments ..
COMPLEX A( LDA, * ), AFAC( LDAFAC, * ),
$ PERM( LDPERM, * )
REAL RWORK( * )
INTEGER PIV( * )
* ..
*
* =====================================================================
*
* .. Parameters ..
REAL ZERO, ONE
PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
COMPLEX CZERO
PARAMETER ( CZERO = ( 0.0E+0, 0.0E+0 ) )
* ..
* .. Local Scalars ..
COMPLEX TC
REAL ANORM, EPS, TR
INTEGER I, J, K
* ..
* .. External Functions ..
COMPLEX CDOTC
REAL CLANHE, SLAMCH
LOGICAL LSAME
EXTERNAL CDOTC, CLANHE, SLAMCH, LSAME
* ..
* .. External Subroutines ..
EXTERNAL CHER, CSCAL, CTRMV
* ..
* .. Intrinsic Functions ..
INTRINSIC AIMAG, CONJG, REAL
* ..
* .. Executable Statements ..
*
* Quick exit if N = 0.
*
IF( N.LE.0 ) THEN
RESID = ZERO
RETURN
END IF
*
* Exit with RESID = 1/EPS if ANORM = 0.
*
EPS = SLAMCH( 'Epsilon' )
ANORM = CLANHE( '1', UPLO, N, A, LDA, RWORK )
IF( ANORM.LE.ZERO ) THEN
RESID = ONE / EPS
RETURN
END IF
*
* Check the imaginary parts of the diagonal elements and return with
* an error code if any are nonzero.
*
DO 100 J = 1, N
IF( AIMAG( AFAC( J, J ) ).NE.ZERO ) THEN
RESID = ONE / EPS
RETURN
END IF
100 CONTINUE
*
* Compute the product U'*U, overwriting U.
*
IF( LSAME( UPLO, 'U' ) ) THEN
*
IF( RANK.LT.N ) THEN
DO 120 J = RANK + 1, N
DO 110 I = RANK + 1, J
AFAC( I, J ) = CZERO
110 CONTINUE
120 CONTINUE
END IF
*
DO 130 K = N, 1, -1
*
* Compute the (K,K) element of the result.
*
TR = CDOTC( K, AFAC( 1, K ), 1, AFAC( 1, K ), 1 )
AFAC( K, K ) = TR
*
* Compute the rest of column K.
*
CALL CTRMV( 'Upper', 'Conjugate', 'Non-unit', K-1, AFAC,
$ LDAFAC, AFAC( 1, K ), 1 )
*
130 CONTINUE
*
* Compute the product L*L', overwriting L.
*
ELSE
*
IF( RANK.LT.N ) THEN
DO 150 J = RANK + 1, N
DO 140 I = J, N
AFAC( I, J ) = CZERO
140 CONTINUE
150 CONTINUE
END IF
*
DO 160 K = N, 1, -1
* Add a multiple of column K of the factor L to each of
* columns K+1 through N.
*
IF( K+1.LE.N )
$ CALL CHER( 'Lower', N-K, ONE, AFAC( K+1, K ), 1,
$ AFAC( K+1, K+1 ), LDAFAC )
*
* Scale column K by the diagonal element.
*
TC = AFAC( K, K )
CALL CSCAL( N-K+1, TC, AFAC( K, K ), 1 )
160 CONTINUE
*
END IF
*
* Form P*L*L'*P' or P*U'*U*P'
*
IF( LSAME( UPLO, 'U' ) ) THEN
*
DO 180 J = 1, N
DO 170 I = 1, N
IF( PIV( I ).LE.PIV( J ) ) THEN
IF( I.LE.J ) THEN
PERM( PIV( I ), PIV( J ) ) = AFAC( I, J )
ELSE
PERM( PIV( I ), PIV( J ) ) = CONJG( AFAC( J, I ) )
END IF
END IF
170 CONTINUE
180 CONTINUE
*
*
ELSE
*
DO 200 J = 1, N
DO 190 I = 1, N
IF( PIV( I ).GE.PIV( J ) ) THEN
IF( I.GE.J ) THEN
PERM( PIV( I ), PIV( J ) ) = AFAC( I, J )
ELSE
PERM( PIV( I ), PIV( J ) ) = CONJG( AFAC( J, I ) )
END IF
END IF
190 CONTINUE
200 CONTINUE
*
END IF
*
* Compute the difference P*L*L'*P' - A (or P*U'*U*P' - A).
*
IF( LSAME( UPLO, 'U' ) ) THEN
DO 220 J = 1, N
DO 210 I = 1, J - 1
PERM( I, J ) = PERM( I, J ) - A( I, J )
210 CONTINUE
PERM( J, J ) = PERM( J, J ) - REAL( A( J, J ) )
220 CONTINUE
ELSE
DO 240 J = 1, N
PERM( J, J ) = PERM( J, J ) - REAL( A( J, J ) )
DO 230 I = J + 1, N
PERM( I, J ) = PERM( I, J ) - A( I, J )
230 CONTINUE
240 CONTINUE
END IF
*
* Compute norm( P*L*L'P - A ) / ( N * norm(A) * EPS ), or
* ( P*U'*U*P' - A )/ ( N * norm(A) * EPS ).
*
RESID = CLANHE( '1', UPLO, N, PERM, LDAFAC, RWORK )
*
RESID = ( ( RESID / REAL( N ) ) / ANORM ) / EPS
*
RETURN
*
* End of CPST01
*
END
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