|
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 |
SUBROUTINE ZPOT02( UPLO, N, NRHS, A, LDA, 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 UPLO INTEGER LDA, LDB, LDX, N, NRHS DOUBLE PRECISION RESID * .. * .. Array Arguments .. DOUBLE PRECISION RWORK( * ) COMPLEX*16 A( LDA, * ), B( LDB, * ), X( LDX, * ) * .. * * Purpose * ======= * * ZPOT02 computes the residual for the solution of a Hermitian system * of linear equations A*x = b: * * RESID = norm(B - A*X) / ( norm(A) * norm(X) * EPS ), * * where EPS is the machine epsilon. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the upper or lower triangular part of the * Hermitian 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 Hermitian 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. 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. 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 PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) COMPLEX*16 CONE PARAMETER ( CONE = ( 1.0D+0, 0.0D+0 ) ) * .. * .. Local Scalars .. INTEGER J DOUBLE PRECISION ANORM, BNORM, EPS, XNORM * .. * .. External Functions .. DOUBLE PRECISION DLAMCH, DZASUM, ZLANHE EXTERNAL DLAMCH, DZASUM, ZLANHE * .. * .. External Subroutines .. EXTERNAL ZHEMM * .. * .. Intrinsic Functions .. INTRINSIC MAX * .. * .. Executable Statements .. * * Quick exit if N = 0 or NRHS = 0. * IF( N.LE.0 .OR. NRHS.LE.0 ) THEN RESID = ZERO RETURN END IF * * Exit with RESID = 1/EPS if ANORM = 0. * EPS = DLAMCH( 'Epsilon' ) ANORM = ZLANHE( '1', UPLO, N, A, LDA, RWORK ) IF( ANORM.LE.ZERO ) THEN RESID = ONE / EPS RETURN END IF * * Compute B - A*X * CALL ZHEMM( 'Left', UPLO, N, NRHS, -CONE, 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 = DZASUM( N, B( 1, J ), 1 ) XNORM = DZASUM( 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 ZPOT02 * END |