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
|
SUBROUTINE ZPOT06( UPLO, N, NRHS, A, LDA, X, LDX, B, LDB,
$ RWORK, RESID )
*
* -- LAPACK test routine (version 3.1.2) --
* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
* May 2007
*
* .. Scalar Arguments ..
CHARACTER UPLO
INTEGER LDA, LDB, LDX, N, NRHS
DOUBLE PRECISION RESID
* ..
* .. Array Arguments ..
DOUBLE PRECISION RWORK( * )
COMPLEX*16 A( LDA, * ), B( LDB, * ), X( LDX, * )
* ..
*
* Purpose
* =======
*
* ZPOT06 computes the residual for a solution of a system of linear
* equations A*x = b :
* RESID = norm(B - A*X,inf) / ( norm(A,inf) * norm(X,inf) * EPS ),
* where EPS is the machine epsilon.
*
* Arguments
* =========
*
* UPLO (input) CHARACTER*1
* Specifies whether the upper or lower triangular part of the
* symmetric matrix A is stored:
* = 'U': Upper triangular
* = 'L': Lower triangular
*
* N (input) INTEGER
* The number of rows and columns of the matrix A. N >= 0.
*
* NRHS (input) INTEGER
* The number of columns of B, the matrix of right hand sides.
* NRHS >= 0.
*
* A (input) COMPLEX*16 array, dimension (LDA,N)
* The original M x N matrix A.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,N).
*
* X (input) COMPLEX*16 array, dimension (LDX,NRHS)
* The computed solution vectors for the system of linear
* equations.
*
* LDX (input) INTEGER
* The leading dimension of the array X. If TRANS = 'N',
* LDX >= max(1,N); if TRANS = 'T' or 'C', LDX >= max(1,N).
*
* B (input/output) COMPLEX*16 array, dimension (LDB,NRHS)
* On entry, the right hand side vectors for the system of
* linear equations.
* On exit, B is overwritten with the difference B - A*X.
*
* LDB (input) INTEGER
* The leading dimension of the array B. IF TRANS = 'N',
* LDB >= max(1,M); if TRANS = 'T' or 'C', LDB >= max(1,N).
*
* RWORK (workspace) DOUBLE PRECISION array, dimension (N)
*
* RESID (output) DOUBLE PRECISION
* The maximum over the number of right hand sides of
* norm(B - A*X) / ( norm(A) * norm(X) * EPS ).
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ZERO, ONE, NEGONE
PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
PARAMETER ( NEGONE = -1.0D+0 )
COMPLEX*16 CONE, NEGCONE
PARAMETER ( CONE = ( 1.0D+0, 0.0D+0 ) )
PARAMETER ( NEGCONE = ( -1.0D+0, 0.0D+0 ) )
* ..
* .. Local Scalars ..
INTEGER IFAIL, J
DOUBLE PRECISION ANORM, BNORM, EPS, XNORM
COMPLEX*16 ZDUM
* ..
* .. External Functions ..
LOGICAL LSAME
INTEGER IZAMAX
DOUBLE PRECISION DLAMCH, ZLANSY
EXTERNAL LSAME, IZAMAX, DLAMCH, ZLANSY
* ..
* .. External Subroutines ..
EXTERNAL ZHEMM
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, DBLE, DIMAG, MAX
* ..
* .. Statement Functions ..
DOUBLE PRECISION CABS1
* ..
* .. Statement Function definitions ..
CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
* ..
* ..
* .. Executable Statements ..
*
* Quick exit if N = 0 or NRHS = 0
*
IF( N.LE.0 .OR. NRHS.EQ.0 ) THEN
RESID = ZERO
RETURN
END IF
*
* Exit with RESID = 1/EPS if ANORM = 0.
*
EPS = DLAMCH( 'Epsilon' )
ANORM = ZLANSY( 'I', UPLO, N, A, LDA, RWORK )
IF( ANORM.LE.ZERO ) THEN
RESID = ONE / EPS
RETURN
END IF
*
* Compute B - A*X and store in B.
IFAIL=0
*
CALL ZHEMM( 'Left', UPLO, N, NRHS, NEGCONE, A, LDA, X,
$ LDX, CONE, B, LDB )
*
* Compute the maximum over the number of right hand sides of
* norm(B - A*X) / ( norm(A) * norm(X) * EPS ) .
*
RESID = ZERO
DO 10 J = 1, NRHS
BNORM = CABS1(B(IZAMAX( N, B( 1, J ), 1 ),J))
XNORM = CABS1(X(IZAMAX( N, X( 1, J ), 1 ),J))
IF( XNORM.LE.ZERO ) THEN
RESID = ONE / EPS
ELSE
RESID = MAX( RESID, ( ( BNORM / ANORM ) / XNORM ) / EPS )
END IF
10 CONTINUE
*
RETURN
*
* End of ZPOT06
*
END
|