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authorjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
committerjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
commitbaba851215b44ac3b60b9248eb02bcce7eb76247 (patch)
tree8c0f5c006875532a30d4409f5e94b0f310ff00a7 /TESTING/LIN/zgbt01.f
Move LAPACK trunk into position.
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+ SUBROUTINE ZGBT01( M, N, KL, KU, A, LDA, AFAC, LDAFAC, IPIV, WORK,
+ $ RESID )
+*
+* -- LAPACK test routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER KL, KU, LDA, LDAFAC, M, N
+ DOUBLE PRECISION RESID
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * )
+ COMPLEX*16 A( LDA, * ), AFAC( LDAFAC, * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZGBT01 reconstructs a band matrix A from its L*U factorization and
+* computes the residual:
+* norm(L*U - A) / ( N * norm(A) * EPS ),
+* where EPS is the machine epsilon.
+*
+* The expression L*U - A is computed one column at a time, so A and
+* AFAC are not modified.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* KL (input) INTEGER
+* The number of subdiagonals within the band of A. KL >= 0.
+*
+* KU (input) INTEGER
+* The number of superdiagonals within the band of A. KU >= 0.
+*
+* A (input/output) COMPLEX*16 array, dimension (LDA,N)
+* The original matrix A in band storage, stored in rows 1 to
+* KL+KU+1.
+*
+* LDA (input) INTEGER.
+* The leading dimension of the array A. LDA >= max(1,KL+KU+1).
+*
+* AFAC (input) COMPLEX*16 array, dimension (LDAFAC,N)
+* The factored form of the matrix A. AFAC contains the banded
+* factors L and U from the L*U factorization, as computed by
+* ZGBTRF. U is stored as an upper triangular band matrix with
+* KL+KU superdiagonals in rows 1 to KL+KU+1, and the
+* multipliers used during the factorization are stored in rows
+* KL+KU+2 to 2*KL+KU+1. See ZGBTRF for further details.
+*
+* LDAFAC (input) INTEGER
+* The leading dimension of the array AFAC.
+* LDAFAC >= max(1,2*KL*KU+1).
+*
+* IPIV (input) INTEGER array, dimension (min(M,N))
+* The pivot indices from ZGBTRF.
+*
+* WORK (workspace) COMPLEX*16 array, dimension (2*KL+KU+1)
+*
+* RESID (output) DOUBLE PRECISION
+* norm(L*U - A) / ( N * norm(A) * EPS )
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, I1, I2, IL, IP, IW, J, JL, JU, JUA, KD, LENJ
+ DOUBLE PRECISION ANORM, EPS
+ COMPLEX*16 T
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH, DZASUM
+ EXTERNAL DLAMCH, DZASUM
+* ..
+* .. External Subroutines ..
+ EXTERNAL ZAXPY, ZCOPY
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC DBLE, DCMPLX, MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Quick exit if M = 0 or N = 0.
+*
+ RESID = ZERO
+ IF( M.LE.0 .OR. N.LE.0 )
+ $ RETURN
+*
+* Determine EPS and the norm of A.
+*
+ EPS = DLAMCH( 'Epsilon' )
+ KD = KU + 1
+ ANORM = ZERO
+ DO 10 J = 1, N
+ I1 = MAX( KD+1-J, 1 )
+ I2 = MIN( KD+M-J, KL+KD )
+ IF( I2.GE.I1 )
+ $ ANORM = MAX( ANORM, DZASUM( I2-I1+1, A( I1, J ), 1 ) )
+ 10 CONTINUE
+*
+* Compute one column at a time of L*U - A.
+*
+ KD = KL + KU + 1
+ DO 40 J = 1, N
+*
+* Copy the J-th column of U to WORK.
+*
+ JU = MIN( KL+KU, J-1 )
+ JL = MIN( KL, M-J )
+ LENJ = MIN( M, J ) - J + JU + 1
+ IF( LENJ.GT.0 ) THEN
+ CALL ZCOPY( LENJ, AFAC( KD-JU, J ), 1, WORK, 1 )
+ DO 20 I = LENJ + 1, JU + JL + 1
+ WORK( I ) = ZERO
+ 20 CONTINUE
+*
+* Multiply by the unit lower triangular matrix L. Note that L
+* is stored as a product of transformations and permutations.
+*
+ DO 30 I = MIN( M-1, J ), J - JU, -1
+ IL = MIN( KL, M-I )
+ IF( IL.GT.0 ) THEN
+ IW = I - J + JU + 1
+ T = WORK( IW )
+ CALL ZAXPY( IL, T, AFAC( KD+1, I ), 1, WORK( IW+1 ),
+ $ 1 )
+ IP = IPIV( I )
+ IF( I.NE.IP ) THEN
+ IP = IP - J + JU + 1
+ WORK( IW ) = WORK( IP )
+ WORK( IP ) = T
+ END IF
+ END IF
+ 30 CONTINUE
+*
+* Subtract the corresponding column of A.
+*
+ JUA = MIN( JU, KU )
+ IF( JUA+JL+1.GT.0 )
+ $ CALL ZAXPY( JUA+JL+1, -DCMPLX( ONE ), A( KU+1-JUA, J ),
+ $ 1, WORK( JU+1-JUA ), 1 )
+*
+* Compute the 1-norm of the column.
+*
+ RESID = MAX( RESID, DZASUM( JU+JL+1, WORK, 1 ) )
+ END IF
+ 40 CONTINUE
+*
+* Compute norm( L*U - A ) / ( N * norm(A) * EPS )
+*
+ IF( ANORM.LE.ZERO ) THEN
+ IF( RESID.NE.ZERO )
+ $ RESID = ONE / EPS
+ ELSE
+ RESID = ( ( RESID / DBLE( N ) ) / ANORM ) / EPS
+ END IF
+*
+ RETURN
+*
+* End of ZGBT01
+*
+ END