summaryrefslogtreecommitdiff
path: root/TESTING/LIN/sgtt01.f
blob: c2f8e7140992c4a2e5dec9fa0ca68b961a6cf8da (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
*> \brief \b SGTT01
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at 
*            http://www.netlib.org/lapack/explore-html/ 
*
*  Definition
*  ==========
*
*       SUBROUTINE SGTT01( N, DL, D, DU, DLF, DF, DUF, DU2, IPIV, WORK,
*                          LDWORK, RWORK, RESID )
* 
*       .. Scalar Arguments ..
*       INTEGER            LDWORK, N
*       REAL               RESID
*       ..
*       .. Array Arguments ..
*       INTEGER            IPIV( * )
*       REAL               D( * ), DF( * ), DL( * ), DLF( * ), DU( * ),
*      $                   DU2( * ), DUF( * ), RWORK( * ),
*      $                   WORK( LDWORK, * )
*       ..
*  
*  Purpose
*  =======
*
*>\details \b Purpose:
*>\verbatim
*>
*> SGTT01 reconstructs a tridiagonal matrix A from its LU factorization
*> and computes the residual
*>    norm(L*U - A) / ( norm(A) * EPS ),
*> where EPS is the machine epsilon.
*>
*>\endverbatim
*
*  Arguments
*  =========
*
*> \param[in] N
*> \verbatim
*>          N is INTEGTER
*>          The order of the matrix A.  N >= 0.
*> \endverbatim
*>
*> \param[in] DL
*> \verbatim
*>          DL is REAL array, dimension (N-1)
*>          The (n-1) sub-diagonal elements of A.
*> \endverbatim
*>
*> \param[in] D
*> \verbatim
*>          D is REAL array, dimension (N)
*>          The diagonal elements of A.
*> \endverbatim
*>
*> \param[in] DU
*> \verbatim
*>          DU is REAL array, dimension (N-1)
*>          The (n-1) super-diagonal elements of A.
*> \endverbatim
*>
*> \param[in] DLF
*> \verbatim
*>          DLF is REAL array, dimension (N-1)
*>          The (n-1) multipliers that define the matrix L from the
*>          LU factorization of A.
*> \endverbatim
*>
*> \param[in] DF
*> \verbatim
*>          DF is REAL array, dimension (N)
*>          The n diagonal elements of the upper triangular matrix U from
*>          the LU factorization of A.
*> \endverbatim
*>
*> \param[in] DUF
*> \verbatim
*>          DUF is REAL array, dimension (N-1)
*>          The (n-1) elements of the first super-diagonal of U.
*> \endverbatim
*>
*> \param[in] DU2
*> \verbatim
*>          DU2 is REAL array, dimension (N-2)
*>          The (n-2) elements of the second super-diagonal of U.
*> \endverbatim
*>
*> \param[in] IPIV
*> \verbatim
*>          IPIV is INTEGER array, dimension (N)
*>          The pivot indices; for 1 <= i <= n, row i of the matrix was
*>          interchanged with row IPIV(i).  IPIV(i) will always be either
*>          i or i+1; IPIV(i) = i indicates a row interchange was not
*>          required.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*>          WORK is REAL array, dimension (LDWORK,N)
*> \endverbatim
*>
*> \param[in] LDWORK
*> \verbatim
*>          LDWORK is INTEGER
*>          The leading dimension of the array WORK.  LDWORK >= max(1,N).
*> \endverbatim
*>
*> \param[out] RWORK
*> \verbatim
*>          RWORK is REAL array, dimension (N)
*> \endverbatim
*>
*> \param[out] RESID
*> \verbatim
*>          RESID is REAL
*>          The scaled residual:  norm(L*U - A) / (norm(A) * EPS)
*> \endverbatim
*>
*
*  Authors
*  =======
*
*> \author Univ. of Tennessee 
*> \author Univ. of California Berkeley 
*> \author Univ. of Colorado Denver 
*> \author NAG Ltd. 
*
*> \date November 2011
*
*> \ingroup single_lin
*
*  =====================================================================
      SUBROUTINE SGTT01( N, DL, D, DU, DLF, DF, DUF, DU2, IPIV, WORK,
     $                   LDWORK, RWORK, RESID )
*
*  -- 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 ..
      INTEGER            LDWORK, N
      REAL               RESID
*     ..
*     .. Array Arguments ..
      INTEGER            IPIV( * )
      REAL               D( * ), DF( * ), DL( * ), DLF( * ), DU( * ),
     $                   DU2( * ), DUF( * ), RWORK( * ),
     $                   WORK( LDWORK, * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      REAL               ONE, ZERO
      PARAMETER          ( ONE = 1.0E+0, ZERO = 0.0E+0 )
*     ..
*     .. Local Scalars ..
      INTEGER            I, IP, J, LASTJ
      REAL               ANORM, EPS, LI
*     ..
*     .. External Functions ..
      REAL               SLAMCH, SLANGT, SLANHS
      EXTERNAL           SLAMCH, SLANGT, SLANHS
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          MIN
*     ..
*     .. External Subroutines ..
      EXTERNAL           SAXPY, SSWAP
*     ..
*     .. Executable Statements ..
*
*     Quick return if possible
*
      IF( N.LE.0 ) THEN
         RESID = ZERO
         RETURN
      END IF
*
      EPS = SLAMCH( 'Epsilon' )
*
*     Copy the matrix U to WORK.
*
      DO 20 J = 1, N
         DO 10 I = 1, N
            WORK( I, J ) = ZERO
   10    CONTINUE
   20 CONTINUE
      DO 30 I = 1, N
         IF( I.EQ.1 ) THEN
            WORK( I, I ) = DF( I )
            IF( N.GE.2 )
     $         WORK( I, I+1 ) = DUF( I )
            IF( N.GE.3 )
     $         WORK( I, I+2 ) = DU2( I )
         ELSE IF( I.EQ.N ) THEN
            WORK( I, I ) = DF( I )
         ELSE
            WORK( I, I ) = DF( I )
            WORK( I, I+1 ) = DUF( I )
            IF( I.LT.N-1 )
     $         WORK( I, I+2 ) = DU2( I )
         END IF
   30 CONTINUE
*
*     Multiply on the left by L.
*
      LASTJ = N
      DO 40 I = N - 1, 1, -1
         LI = DLF( I )
         CALL SAXPY( LASTJ-I+1, LI, WORK( I, I ), LDWORK,
     $               WORK( I+1, I ), LDWORK )
         IP = IPIV( I )
         IF( IP.EQ.I ) THEN
            LASTJ = MIN( I+2, N )
         ELSE
            CALL SSWAP( LASTJ-I+1, WORK( I, I ), LDWORK, WORK( I+1, I ),
     $                  LDWORK )
         END IF
   40 CONTINUE
*
*     Subtract the matrix A.
*
      WORK( 1, 1 ) = WORK( 1, 1 ) - D( 1 )
      IF( N.GT.1 ) THEN
         WORK( 1, 2 ) = WORK( 1, 2 ) - DU( 1 )
         WORK( N, N-1 ) = WORK( N, N-1 ) - DL( N-1 )
         WORK( N, N ) = WORK( N, N ) - D( N )
         DO 50 I = 2, N - 1
            WORK( I, I-1 ) = WORK( I, I-1 ) - DL( I-1 )
            WORK( I, I ) = WORK( I, I ) - D( I )
            WORK( I, I+1 ) = WORK( I, I+1 ) - DU( I )
   50    CONTINUE
      END IF
*
*     Compute the 1-norm of the tridiagonal matrix A.
*
      ANORM = SLANGT( '1', N, DL, D, DU )
*
*     Compute the 1-norm of WORK, which is only guaranteed to be
*     upper Hessenberg.
*
      RESID = SLANHS( '1', N, WORK, LDWORK, RWORK )
*
*     Compute norm(L*U - A) / (norm(A) * EPS)
*
      IF( ANORM.LE.ZERO ) THEN
         IF( RESID.NE.ZERO )
     $      RESID = ONE / EPS
      ELSE
         RESID = ( RESID / ANORM ) / EPS
      END IF
*
      RETURN
*
*     End of SGTT01
*
      END