3 * =========== DOCUMENTATION ===========
5 * Online html documentation available at
6 * http://www.netlib.org/lapack/explore-html/
11 * SUBROUTINE SPST01( UPLO, N, A, LDA, AFAC, LDAFAC, PERM, LDPERM,
12 * PIV, RWORK, RESID, RANK )
14 * .. Scalar Arguments ..
16 * INTEGER LDA, LDAFAC, LDPERM, N, RANK
19 * .. Array Arguments ..
20 * REAL A( LDA, * ), AFAC( LDAFAC, * ),
21 * $ PERM( LDPERM, * ), RWORK( * )
31 *> SPST01 reconstructs a symmetric positive semidefinite matrix A
32 *> from its L or U factors and the permutation matrix P and computes
34 *> norm( P*L*L'*P' - A ) / ( N * norm(A) * EPS ) or
35 *> norm( P*U'*U*P' - A ) / ( N * norm(A) * EPS ),
36 *> where EPS is the machine epsilon.
44 *> UPLO is CHARACTER*1
45 *> Specifies whether the upper or lower triangular part of the
46 *> symmetric matrix A is stored:
47 *> = 'U': Upper triangular
48 *> = 'L': Lower triangular
54 *> The number of rows and columns of the matrix A. N >= 0.
59 *> A is REAL array, dimension (LDA,N)
60 *> The original symmetric matrix A.
66 *> The leading dimension of the array A. LDA >= max(1,N)
71 *> AFAC is REAL array, dimension (LDAFAC,N)
72 *> The factor L or U from the L*L' or U'*U
73 *> factorization of A.
79 *> The leading dimension of the array AFAC. LDAFAC >= max(1,N).
84 *> PERM is REAL array, dimension (LDPERM,N)
85 *> Overwritten with the reconstructed matrix, and then with the
86 *> difference P*L*L'*P' - A (or P*U'*U*P' - A)
92 *> The leading dimension of the array PERM.
93 *> LDAPERM >= max(1,N).
98 *> PIV is INTEGER array, dimension (N)
99 *> PIV is such that the nonzero entries are
100 *> P( PIV( K ), K ) = 1.
105 *> RWORK is REAL array, dimension (N)
111 *> If UPLO = 'L', norm(L*L' - A) / ( N * norm(A) * EPS )
112 *> If UPLO = 'U', norm(U'*U - A) / ( N * norm(A) * EPS )
118 *> number of nonzero singular values of A.
124 *> \author Univ. of Tennessee
125 *> \author Univ. of California Berkeley
126 *> \author Univ. of Colorado Denver
129 *> \date November 2011
131 *> \ingroup single_lin
133 * =====================================================================
134 SUBROUTINE SPST01( UPLO, N, A, LDA, AFAC, LDAFAC, PERM, LDPERM,
135 $ PIV, RWORK, RESID, RANK )
137 * -- LAPACK test routine (version 3.4.0) --
138 * -- LAPACK is a software package provided by Univ. of Tennessee, --
139 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
142 * .. Scalar Arguments ..
144 INTEGER LDA, LDAFAC, LDPERM, N, RANK
147 * .. Array Arguments ..
148 REAL A( LDA, * ), AFAC( LDAFAC, * ),
149 $ PERM( LDPERM, * ), RWORK( * )
153 * =====================================================================
157 PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
159 * .. Local Scalars ..
163 * .. External Functions ..
164 REAL SDOT, SLAMCH, SLANSY
166 EXTERNAL SDOT, SLAMCH, SLANSY, LSAME
168 * .. External Subroutines ..
169 EXTERNAL SSCAL, SSYR, STRMV
171 * .. Intrinsic Functions ..
174 * .. Executable Statements ..
176 * Quick exit if N = 0.
183 * Exit with RESID = 1/EPS if ANORM = 0.
185 EPS = SLAMCH( 'Epsilon' )
186 ANORM = SLANSY( '1', UPLO, N, A, LDA, RWORK )
187 IF( ANORM.LE.ZERO ) THEN
192 * Compute the product U'*U, overwriting U.
194 IF( LSAME( UPLO, 'U' ) ) THEN
197 DO 110 J = RANK + 1, N
198 DO 100 I = RANK + 1, J
206 * Compute the (K,K) element of the result.
208 T = SDOT( K, AFAC( 1, K ), 1, AFAC( 1, K ), 1 )
211 * Compute the rest of column K.
213 CALL STRMV( 'Upper', 'Transpose', 'Non-unit', K-1, AFAC,
214 $ LDAFAC, AFAC( 1, K ), 1 )
218 * Compute the product L*L', overwriting L.
223 DO 140 J = RANK + 1, N
231 * Add a multiple of column K of the factor L to each of
232 * columns K+1 through N.
235 $ CALL SSYR( 'Lower', N-K, ONE, AFAC( K+1, K ), 1,
236 $ AFAC( K+1, K+1 ), LDAFAC )
238 * Scale column K by the diagonal element.
241 CALL SSCAL( N-K+1, T, AFAC( K, K ), 1 )
246 * Form P*L*L'*P' or P*U'*U*P'
248 IF( LSAME( UPLO, 'U' ) ) THEN
252 IF( PIV( I ).LE.PIV( J ) ) THEN
254 PERM( PIV( I ), PIV( J ) ) = AFAC( I, J )
256 PERM( PIV( I ), PIV( J ) ) = AFAC( J, I )
267 IF( PIV( I ).GE.PIV( J ) ) THEN
269 PERM( PIV( I ), PIV( J ) ) = AFAC( I, J )
271 PERM( PIV( I ), PIV( J ) ) = AFAC( J, I )
279 * Compute the difference P*L*L'*P' - A (or P*U'*U*P' - A).
281 IF( LSAME( UPLO, 'U' ) ) THEN
284 PERM( I, J ) = PERM( I, J ) - A( I, J )
290 PERM( I, J ) = PERM( I, J ) - A( I, J )
295 * Compute norm( P*L*L'P - A ) / ( N * norm(A) * EPS ), or
296 * ( P*U'*U*P' - A )/ ( N * norm(A) * EPS ).
298 RESID = SLANSY( '1', UPLO, N, PERM, LDAFAC, RWORK )
300 RESID = ( ( RESID / REAL( N ) ) / ANORM ) / EPS