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 |
SUBROUTINE DGTT02( TRANS, N, NRHS, DL, D, DU, X, LDX, B, LDB,
$ RWORK, RESID ) * * -- LAPACK test routine (version 3.1) -- * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. * November 2006 * * .. Scalar Arguments .. CHARACTER TRANS INTEGER LDB, LDX, N, NRHS DOUBLE PRECISION RESID * .. * .. Array Arguments .. DOUBLE PRECISION B( LDB, * ), D( * ), DL( * ), DU( * ), $ RWORK( * ), X( LDX, * ) * .. * * Purpose * ======= * * DGTT02 computes the residual for the solution to a tridiagonal * system of equations: * RESID = norm(B - op(A)*X) / (norm(A) * norm(X) * EPS), * where EPS is the machine epsilon. * * Arguments * ========= * * TRANS (input) CHARACTER * Specifies the form of the residual. * = 'N': B - A * X (No transpose) * = 'T': B - A'* X (Transpose) * = 'C': B - A'* X (Conjugate transpose = Transpose) * * N (input) INTEGTER * The order of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrices B and X. NRHS >= 0. * * DL (input) DOUBLE PRECISION array, dimension (N-1) * The (n-1) sub-diagonal elements of A. * * D (input) DOUBLE PRECISION array, dimension (N) * The diagonal elements of A. * * DU (input) DOUBLE PRECISION array, dimension (N-1) * The (n-1) super-diagonal elements of A. * * X (input) DOUBLE PRECISION array, dimension (LDX,NRHS) * The computed solution vectors X. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * B (input/output) DOUBLE PRECISION 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 - op(A)*X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * RWORK (workspace) DOUBLE PRECISION array, dimension (N) * * RESID (output) DOUBLE PRECISION * norm(B - op(A)*X) / (norm(A) * norm(X) * EPS) * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE, ZERO PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) * .. * .. Local Scalars .. INTEGER J DOUBLE PRECISION ANORM, BNORM, EPS, XNORM * .. * .. External Functions .. LOGICAL LSAME DOUBLE PRECISION DASUM, DLAMCH, DLANGT EXTERNAL LSAME, DASUM, DLAMCH, DLANGT * .. * .. External Subroutines .. EXTERNAL DLAGTM * .. * .. Intrinsic Functions .. INTRINSIC MAX * .. * .. Executable Statements .. * * Quick exit if N = 0 or NRHS = 0 * RESID = ZERO IF( N.LE.0 .OR. NRHS.EQ.0 ) $ RETURN * * Compute the maximum over the number of right hand sides of * norm(B - op(A)*X) / ( norm(A) * norm(X) * EPS ). * IF( LSAME( TRANS, 'N' ) ) THEN ANORM = DLANGT( '1', N, DL, D, DU ) ELSE ANORM = DLANGT( 'I', N, DL, D, DU ) END IF * * Exit with RESID = 1/EPS if ANORM = 0. * EPS = DLAMCH( 'Epsilon' ) IF( ANORM.LE.ZERO ) THEN RESID = ONE / EPS RETURN END IF * * Compute B - op(A)*X. * CALL DLAGTM( TRANS, N, NRHS, -ONE, DL, D, DU, X, LDX, ONE, B, $ LDB ) * DO 10 J = 1, NRHS BNORM = DASUM( N, B( 1, J ), 1 ) XNORM = DASUM( N, X( 1, J ), 1 ) IF( XNORM.LE.ZERO ) THEN RESID = ONE / EPS ELSE RESID = MAX( RESID, ( ( BNORM / ANORM ) / XNORM ) / EPS ) END IF 10 CONTINUE * RETURN * * End of DGTT02 * END |