numeric-linalg

Educational material on the SciPy implementation of numerical linear algebra algorithms

Name	Size	Mode
..
lapack/TESTING/LIN/dsyt01_rook.f	5930B	-rw-r--r--

*> \brief \b DSYT01_ROOK
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*  Definition:
*  ===========
*
*       SUBROUTINE DSYT01_ROOK( UPLO, N, A, LDA, AFAC, LDAFAC, 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, * ),
*      $                   RWORK( * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> DSYT01_ROOK reconstructs a symmetric indefinite matrix A from its
*> block L*D*L' or U*D*U' factorization 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)
*>          The factored form of the matrix A.  AFAC contains the block
*>          diagonal matrix D and the multipliers used to obtain the
*>          factor L or U from the block L*D*L' or U*D*U' factorization
*>          as computed by DSYTRF_ROOK.
*> \endverbatim
*>
*> \param[in] LDAFAC
*> \verbatim
*>          LDAFAC is INTEGER
*>          The leading dimension of the array AFAC.  LDAFAC >= max(1,N).
*> \endverbatim
*>
*> \param[in] IPIV
*> \verbatim
*>          IPIV is INTEGER array, dimension (N)
*>          The pivot indices from DSYTRF_ROOK.
*> \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.
*
*> \ingroup double_lin
*
*  =====================================================================
      SUBROUTINE DSYT01_ROOK( UPLO, N, A, LDA, AFAC, LDAFAC, IPIV, C,
     $                   LDC, RWORK, RESID )
*
*  -- LAPACK test routine --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
*     .. Scalar Arguments ..
      CHARACTER          UPLO
      INTEGER            LDA, LDAFAC, LDC, N
      DOUBLE PRECISION   RESID
*     ..
*     .. Array Arguments ..
      INTEGER            IPIV( * )
      DOUBLE PRECISION   A( LDA, * ), AFAC( LDAFAC, * ), C( LDC, * ),
     $                   RWORK( * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ZERO, ONE
      PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
*     ..
*     .. Local Scalars ..
      INTEGER            I, INFO, J
      DOUBLE PRECISION   ANORM, EPS
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      DOUBLE PRECISION   DLAMCH, DLANSY
      EXTERNAL           LSAME, DLAMCH, DLANSY
*     ..
*     .. External Subroutines ..
      EXTERNAL           DLASET, DLAVSY_ROOK
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          DBLE
*     ..
*     .. Executable Statements ..
*
*     Quick exit if N = 0.
*
      IF( N.LE.0 ) THEN
         RESID = ZERO
         RETURN
      END IF
*
*     Determine EPS and the norm of A.
*
      EPS = DLAMCH( 'Epsilon' )
      ANORM = DLANSY( '1', UPLO, N, A, LDA, RWORK )
*
*     Initialize C to the identity matrix.
*
      CALL DLASET( 'Full', N, N, ZERO, ONE, C, LDC )
*
*     Call DLAVSY_ROOK to form the product D * U' (or D * L' ).
*
      CALL DLAVSY_ROOK( UPLO, 'Transpose', 'Non-unit', N, N, AFAC,
     $              LDAFAC, IPIV, C, LDC, INFO )
*
*     Call DLAVSY_ROOK again to multiply by U (or L ).
*
      CALL DLAVSY_ROOK( UPLO, 'No transpose', 'Unit', N, N, AFAC,
     $              LDAFAC, IPIV, C, LDC, INFO )
*
*     Compute the difference  C - A .
*
      IF( LSAME( UPLO, 'U' ) ) THEN
         DO 20 J = 1, N
            DO 10 I = 1, J
               C( I, J ) = C( I, J ) - A( I, J )
   10       CONTINUE
   20    CONTINUE
      ELSE
         DO 40 J = 1, N
            DO 30 I = J, N
               C( I, J ) = C( I, J ) - A( I, J )
   30       CONTINUE
   40    CONTINUE
      END IF
*
*     Compute norm( C - A ) / ( N * norm(A) * EPS )
*
      RESID = DLANSY( '1', UPLO, N, C, LDC, RWORK )
*
      IF( ANORM.LE.ZERO ) THEN
         IF( RESID.NE.ZERO )
     $      RESID = ONE / EPS
      ELSE
         RESID = ( ( RESID / DBLE( N ) ) / ANORM ) / EPS
      END IF
*
      RETURN
*
*     End of DSYT01_ROOK
*
      END