コード例 #1
0
ファイル: sspt01.c プロジェクト: 3deggi/levmar-ndk
/* Subroutine */ int sspt01_(char *uplo, integer *n, real *a, real *afac, 
	integer *ipiv, real *c__, integer *ldc, real *rwork, real *resid)
{
    /* System generated locals */
    integer c_dim1, c_offset, i__1, i__2;

    /* Local variables */
    integer i__, j, jc;
    real eps;
    integer info;
    extern logical lsame_(char *, char *);
    real anorm;
    extern doublereal slamch_(char *);
    extern /* Subroutine */ int slaset_(char *, integer *, integer *, real *, 
	    real *, real *, integer *);
    extern doublereal slansp_(char *, char *, integer *, real *, real *);
    extern /* Subroutine */ int slavsp_(char *, char *, char *, integer *, 
	    integer *, real *, integer *, real *, integer *, integer *);
    extern doublereal slansy_(char *, char *, integer *, real *, integer *, 
	    real *);


/*  -- LAPACK test routine (version 3.1) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  SSPT01 reconstructs a symmetric indefinite packed 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. */

/*  Arguments */
/*  ========== */

/*  UPLO    (input) CHARACTER*1 */
/*          Specifies whether the upper or lower triangular part of the */
/*          symmetric 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. */

/*  A       (input) REAL array, dimension (N*(N+1)/2) */
/*          The original symmetric matrix A, stored as a packed */
/*          triangular matrix. */

/*  AFAC    (input) REAL array, dimension (N*(N+1)/2) */
/*          The factored form of the matrix A, stored as a packed */
/*          triangular matrix.  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 SSPTRF. */

/*  IPIV    (input) INTEGER array, dimension (N) */
/*          The pivot indices from SSPTRF. */

/*  C       (workspace) REAL array, dimension (LDC,N) */

/*  LDC     (integer) INTEGER */
/*          The leading dimension of the array C.  LDC >= max(1,N). */

/*  RWORK   (workspace) REAL array, dimension (N) */

/*  RESID   (output) REAL */
/*          If UPLO = 'L', norm(L*D*L' - A) / ( N * norm(A) * EPS ) */
/*          If UPLO = 'U', norm(U*D*U' - A) / ( N * norm(A) * EPS ) */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Quick exit if N = 0. */

    /* Parameter adjustments */
    --a;
    --afac;
    --ipiv;
    c_dim1 = *ldc;
    c_offset = 1 + c_dim1;
    c__ -= c_offset;
    --rwork;

    /* Function Body */
    if (*n <= 0) {
	*resid = 0.f;
	return 0;
    }

/*     Determine EPS and the norm of A. */

    eps = slamch_("Epsilon");
    anorm = slansp_("1", uplo, n, &a[1], &rwork[1]);

/*     Initialize C to the identity matrix. */

    slaset_("Full", n, n, &c_b5, &c_b6, &c__[c_offset], ldc);

/*     Call SLAVSP to form the product D * U' (or D * L' ). */

    slavsp_(uplo, "Transpose", "Non-unit", n, n, &afac[1], &ipiv[1], &c__[
	    c_offset], ldc, &info);

/*     Call SLAVSP again to multiply by U ( or L ). */

    slavsp_(uplo, "No transpose", "Unit", n, n, &afac[1], &ipiv[1], &c__[
	    c_offset], ldc, &info);

/*     Compute the difference  C - A . */

    if (lsame_(uplo, "U")) {
	jc = 0;
	i__1 = *n;
	for (j = 1; j <= i__1; ++j) {
	    i__2 = j;
	    for (i__ = 1; i__ <= i__2; ++i__) {
		c__[i__ + j * c_dim1] -= a[jc + i__];
/* L10: */
	    }
	    jc += j;
/* L20: */
	}
    } else {
	jc = 1;
	i__1 = *n;
	for (j = 1; j <= i__1; ++j) {
	    i__2 = *n;
	    for (i__ = j; i__ <= i__2; ++i__) {
		c__[i__ + j * c_dim1] -= a[jc + i__ - j];
/* L30: */
	    }
	    jc = jc + *n - j + 1;
/* L40: */
	}
    }

/*     Compute norm( C - A ) / ( N * norm(A) * EPS ) */

    *resid = slansy_("1", uplo, n, &c__[c_offset], ldc, &rwork[1]);

    if (anorm <= 0.f) {
	if (*resid != 0.f) {
	    *resid = 1.f / eps;
	}
    } else {
	*resid = *resid / (real) (*n) / anorm / eps;
    }

    return 0;

/*     End of SSPT01 */

} /* sspt01_ */
コード例 #2
0
ファイル: schksp.c プロジェクト: kstraube/hysim
/* Subroutine */ int schksp_(logical *dotype, integer *nn, integer *nval, 
	integer *nns, integer *nsval, real *thresh, logical *tsterr, integer *
	nmax, real *a, real *afac, real *ainv, real *b, real *x, real *xact, 
	real *work, real *rwork, integer *iwork, integer *nout)
{
    /* Initialized data */

    static integer iseedy[4] = { 1988,1989,1990,1991 };
    static char uplos[1*2] = "U" "L";

    /* Format strings */
    static char fmt_9999[] = "(\002 UPLO = '\002,a1,\002', N =\002,i5,\002, "
	    "type \002,i2,\002, test \002,i2,\002, ratio =\002,g12.5)";
    static char fmt_9998[] = "(\002 UPLO = '\002,a1,\002', N =\002,i5,\002, "
	    "NRHS=\002,i3,\002, type \002,i2,\002, test(\002,i2,\002) =\002,g"
	    "12.5)";

    /* System generated locals */
    integer i__1, i__2, i__3, i__4;

    /* Builtin functions */
    /* Subroutine */ int s_copy(char *, char *, ftnlen, ftnlen);
    integer s_wsfe(cilist *), do_fio(integer *, char *, ftnlen), e_wsfe(void);

    /* Local variables */
    integer i__, j, k, n, i1, i2, in, kl, ku, nt, lda, npp, ioff, mode, imat, 
	    info;
    char path[3], dist[1];
    integer irhs, nrhs;
    char uplo[1], type__[1];
    integer nrun;
    extern /* Subroutine */ int alahd_(integer *, char *);
    integer nfail, iseed[4];
    extern logical lsame_(char *, char *);
    real rcond;
    extern /* Subroutine */ int sget04_(integer *, integer *, real *, integer 
	    *, real *, integer *, real *, real *);
    integer nimat;
    extern doublereal sget06_(real *, real *);
    real anorm;
    integer iuplo, izero, nerrs;
    extern /* Subroutine */ int sppt02_(char *, integer *, integer *, real *, 
	    real *, integer *, real *, integer *, real *, real *), 
	    scopy_(integer *, real *, integer *, real *, integer *), sppt03_(
	    char *, integer *, real *, real *, real *, integer *, real *, 
	    real *, real *), sppt05_(char *, integer *, integer *, 
	    real *, real *, integer *, real *, integer *, real *, integer *, 
	    real *, real *, real *), sspt01_(char *, integer *, real *
, real *, integer *, real *, integer *, real *, real *);
    logical zerot;
    char xtype[1];
    extern /* Subroutine */ int slatb4_(char *, integer *, integer *, integer 
	    *, char *, integer *, integer *, real *, integer *, real *, char *
), alaerh_(char *, char *, integer *, 
	    integer *, char *, integer *, integer *, integer *, integer *, 
	    integer *, integer *, integer *, integer *, integer *);
    real rcondc;
    char packit[1];
    extern /* Subroutine */ int alasum_(char *, integer *, integer *, integer 
	    *, integer *);
    real cndnum;
    logical trfcon;
    extern /* Subroutine */ int slacpy_(char *, integer *, integer *, real *, 
	    integer *, real *, integer *), slarhs_(char *, char *, 
	    char *, char *, integer *, integer *, integer *, integer *, 
	    integer *, real *, integer *, real *, integer *, real *, integer *
, integer *, integer *);
    extern doublereal slansp_(char *, char *, integer *, real *, real *);
    extern /* Subroutine */ int slatms_(integer *, integer *, char *, integer 
	    *, char *, real *, integer *, real *, real *, integer *, integer *
, char *, real *, integer *, real *, integer *), sspcon_(char *, integer *, real *, integer *, real *, 
	    real *, real *, integer *, integer *);
    real result[8];
    extern /* Subroutine */ int ssprfs_(char *, integer *, integer *, real *, 
	    real *, integer *, real *, integer *, real *, integer *, real *, 
	    real *, real *, integer *, integer *), ssptrf_(char *, 
	    integer *, real *, integer *, integer *), ssptri_(char *, 
	    integer *, real *, integer *, real *, integer *), serrsy_(
	    char *, integer *), ssptrs_(char *, integer *, integer *, 
	    real *, integer *, real *, integer *, integer *);

    /* Fortran I/O blocks */
    static cilist io___38 = { 0, 0, 0, fmt_9999, 0 };
    static cilist io___41 = { 0, 0, 0, fmt_9998, 0 };
    static cilist io___43 = { 0, 0, 0, fmt_9999, 0 };



/*  -- LAPACK test routine (version 3.1) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  SCHKSP tests SSPTRF, -TRI, -TRS, -RFS, and -CON */

/*  Arguments */
/*  ========= */

/*  DOTYPE  (input) LOGICAL array, dimension (NTYPES) */
/*          The matrix types to be used for testing.  Matrices of type j */
/*          (for 1 <= j <= NTYPES) are used for testing if DOTYPE(j) = */
/*          .TRUE.; if DOTYPE(j) = .FALSE., then type j is not used. */

/*  NN      (input) INTEGER */
/*          The number of values of N contained in the vector NVAL. */

/*  NVAL    (input) INTEGER array, dimension (NN) */
/*          The values of the matrix dimension N. */

/*  NNS     (input) INTEGER */
/*          The number of values of NRHS contained in the vector NSVAL. */

/*  NSVAL   (input) INTEGER array, dimension (NNS) */
/*          The values of the number of right hand sides NRHS. */

/*  THRESH  (input) REAL */
/*          The threshold value for the test ratios.  A result is */
/*          included in the output file if RESULT >= THRESH.  To have */
/*          every test ratio printed, use THRESH = 0. */

/*  TSTERR  (input) LOGICAL */
/*          Flag that indicates whether error exits are to be tested. */

/*  NMAX    (input) INTEGER */
/*          The maximum value permitted for N, used in dimensioning the */
/*          work arrays. */

/*  A       (workspace) REAL array, dimension */
/*                      (NMAX*(NMAX+1)/2) */

/*  AFAC    (workspace) REAL array, dimension */
/*                      (NMAX*(NMAX+1)/2) */

/*  AINV    (workspace) REAL array, dimension */
/*                      (NMAX*(NMAX+1)/2) */

/*  B       (workspace) REAL array, dimension (NMAX*NSMAX) */
/*          where NSMAX is the largest entry in NSVAL. */

/*  X       (workspace) REAL array, dimension (NMAX*NSMAX) */

/*  XACT    (workspace) REAL array, dimension (NMAX*NSMAX) */

/*  WORK    (workspace) REAL array, dimension */
/*                      (NMAX*max(2,NSMAX)) */

/*  RWORK   (workspace) REAL array, */
/*                                 dimension (NMAX+2*NSMAX) */

/*  IWORK   (workspace) INTEGER array, dimension (2*NMAX) */

/*  NOUT    (input) INTEGER */
/*          The unit number for output. */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. Local Arrays .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Scalars in Common .. */
/*     .. */
/*     .. Common blocks .. */
/*     .. */
/*     .. Data statements .. */
    /* Parameter adjustments */
    --iwork;
    --rwork;
    --work;
    --xact;
    --x;
    --b;
    --ainv;
    --afac;
    --a;
    --nsval;
    --nval;
    --dotype;

    /* Function Body */
/*     .. */
/*     .. Executable Statements .. */

/*     Initialize constants and the random number seed. */

    s_copy(path, "Single precision", (ftnlen)1, (ftnlen)16);
    s_copy(path + 1, "SP", (ftnlen)2, (ftnlen)2);
    nrun = 0;
    nfail = 0;
    nerrs = 0;
    for (i__ = 1; i__ <= 4; ++i__) {
	iseed[i__ - 1] = iseedy[i__ - 1];
/* L10: */
    }

/*     Test the error exits */

    if (*tsterr) {
	serrsy_(path, nout);
    }
    infoc_1.infot = 0;

/*     Do for each value of N in NVAL */

    i__1 = *nn;
    for (in = 1; in <= i__1; ++in) {
	n = nval[in];
	lda = max(n,1);
	*(unsigned char *)xtype = 'N';
	nimat = 10;
	if (n <= 0) {
	    nimat = 1;
	}

	izero = 0;
	i__2 = nimat;
	for (imat = 1; imat <= i__2; ++imat) {

/*           Do the tests only if DOTYPE( IMAT ) is true. */

	    if (! dotype[imat]) {
		goto L160;
	    }

/*           Skip types 3, 4, 5, or 6 if the matrix size is too small. */

	    zerot = imat >= 3 && imat <= 6;
	    if (zerot && n < imat - 2) {
		goto L160;
	    }

/*           Do first for UPLO = 'U', then for UPLO = 'L' */

	    for (iuplo = 1; iuplo <= 2; ++iuplo) {
		*(unsigned char *)uplo = *(unsigned char *)&uplos[iuplo - 1];
		if (lsame_(uplo, "U")) {
		    *(unsigned char *)packit = 'C';
		} else {
		    *(unsigned char *)packit = 'R';
		}

/*              Set up parameters with SLATB4 and generate a test matrix */
/*              with SLATMS. */

		slatb4_(path, &imat, &n, &n, type__, &kl, &ku, &anorm, &mode, 
			&cndnum, dist);

		s_copy(srnamc_1.srnamt, "SLATMS", (ftnlen)6, (ftnlen)6);
		slatms_(&n, &n, dist, iseed, type__, &rwork[1], &mode, &
			cndnum, &anorm, &kl, &ku, packit, &a[1], &lda, &work[
			1], &info);

/*              Check error code from SLATMS. */

		if (info != 0) {
		    alaerh_(path, "SLATMS", &info, &c__0, uplo, &n, &n, &c_n1, 
			     &c_n1, &c_n1, &imat, &nfail, &nerrs, nout);
		    goto L150;
		}

/*              For types 3-6, zero one or more rows and columns of */
/*              the matrix to test that INFO is returned correctly. */

		if (zerot) {
		    if (imat == 3) {
			izero = 1;
		    } else if (imat == 4) {
			izero = n;
		    } else {
			izero = n / 2 + 1;
		    }

		    if (imat < 6) {

/*                    Set row and column IZERO to zero. */

			if (iuplo == 1) {
			    ioff = (izero - 1) * izero / 2;
			    i__3 = izero - 1;
			    for (i__ = 1; i__ <= i__3; ++i__) {
				a[ioff + i__] = 0.f;
/* L20: */
			    }
			    ioff += izero;
			    i__3 = n;
			    for (i__ = izero; i__ <= i__3; ++i__) {
				a[ioff] = 0.f;
				ioff += i__;
/* L30: */
			    }
			} else {
			    ioff = izero;
			    i__3 = izero - 1;
			    for (i__ = 1; i__ <= i__3; ++i__) {
				a[ioff] = 0.f;
				ioff = ioff + n - i__;
/* L40: */
			    }
			    ioff -= izero;
			    i__3 = n;
			    for (i__ = izero; i__ <= i__3; ++i__) {
				a[ioff + i__] = 0.f;
/* L50: */
			    }
			}
		    } else {
			ioff = 0;
			if (iuplo == 1) {

/*                       Set the first IZERO rows and columns to zero. */

			    i__3 = n;
			    for (j = 1; j <= i__3; ++j) {
				i2 = min(j,izero);
				i__4 = i2;
				for (i__ = 1; i__ <= i__4; ++i__) {
				    a[ioff + i__] = 0.f;
/* L60: */
				}
				ioff += j;
/* L70: */
			    }
			} else {

/*                       Set the last IZERO rows and columns to zero. */

			    i__3 = n;
			    for (j = 1; j <= i__3; ++j) {
				i1 = max(j,izero);
				i__4 = n;
				for (i__ = i1; i__ <= i__4; ++i__) {
				    a[ioff + i__] = 0.f;
/* L80: */
				}
				ioff = ioff + n - j;
/* L90: */
			    }
			}
		    }
		} else {
		    izero = 0;
		}

/*              Compute the L*D*L' or U*D*U' factorization of the matrix. */

		npp = n * (n + 1) / 2;
		scopy_(&npp, &a[1], &c__1, &afac[1], &c__1);
		s_copy(srnamc_1.srnamt, "SSPTRF", (ftnlen)6, (ftnlen)6);
		ssptrf_(uplo, &n, &afac[1], &iwork[1], &info);

/*              Adjust the expected value of INFO to account for */
/*              pivoting. */

		k = izero;
		if (k > 0) {
L100:
		    if (iwork[k] < 0) {
			if (iwork[k] != -k) {
			    k = -iwork[k];
			    goto L100;
			}
		    } else if (iwork[k] != k) {
			k = iwork[k];
			goto L100;
		    }
		}

/*              Check error code from SSPTRF. */

		if (info != k) {
		    alaerh_(path, "SSPTRF", &info, &k, uplo, &n, &n, &c_n1, &
			    c_n1, &c_n1, &imat, &nfail, &nerrs, nout);
		}
		if (info != 0) {
		    trfcon = TRUE_;
		} else {
		    trfcon = FALSE_;
		}

/* +    TEST 1 */
/*              Reconstruct matrix from factors and compute residual. */

		sspt01_(uplo, &n, &a[1], &afac[1], &iwork[1], &ainv[1], &lda, 
			&rwork[1], result);
		nt = 1;

/* +    TEST 2 */
/*              Form the inverse and compute the residual. */

		if (! trfcon) {
		    scopy_(&npp, &afac[1], &c__1, &ainv[1], &c__1);
		    s_copy(srnamc_1.srnamt, "SSPTRI", (ftnlen)6, (ftnlen)6);
		    ssptri_(uplo, &n, &ainv[1], &iwork[1], &work[1], &info);

/*              Check error code from SSPTRI. */

		    if (info != 0) {
			alaerh_(path, "SSPTRI", &info, &c__0, uplo, &n, &n, &
				c_n1, &c_n1, &c_n1, &imat, &nfail, &nerrs, 
				nout);
		    }

		    sppt03_(uplo, &n, &a[1], &ainv[1], &work[1], &lda, &rwork[
			    1], &rcondc, &result[1]);
		    nt = 2;
		}

/*              Print information about the tests that did not pass */
/*              the threshold. */

		i__3 = nt;
		for (k = 1; k <= i__3; ++k) {
		    if (result[k - 1] >= *thresh) {
			if (nfail == 0 && nerrs == 0) {
			    alahd_(nout, path);
			}
			io___38.ciunit = *nout;
			s_wsfe(&io___38);
			do_fio(&c__1, uplo, (ftnlen)1);
			do_fio(&c__1, (char *)&n, (ftnlen)sizeof(integer));
			do_fio(&c__1, (char *)&imat, (ftnlen)sizeof(integer));
			do_fio(&c__1, (char *)&k, (ftnlen)sizeof(integer));
			do_fio(&c__1, (char *)&result[k - 1], (ftnlen)sizeof(
				real));
			e_wsfe();
			++nfail;
		    }
/* L110: */
		}
		nrun += nt;

/*              Do only the condition estimate if INFO is not 0. */

		if (trfcon) {
		    rcondc = 0.f;
		    goto L140;
		}

		i__3 = *nns;
		for (irhs = 1; irhs <= i__3; ++irhs) {
		    nrhs = nsval[irhs];

/* +    TEST 3 */
/*              Solve and compute residual for  A * X = B. */

		    s_copy(srnamc_1.srnamt, "SLARHS", (ftnlen)6, (ftnlen)6);
		    slarhs_(path, xtype, uplo, " ", &n, &n, &kl, &ku, &nrhs, &
			    a[1], &lda, &xact[1], &lda, &b[1], &lda, iseed, &
			    info);
		    slacpy_("Full", &n, &nrhs, &b[1], &lda, &x[1], &lda);

		    s_copy(srnamc_1.srnamt, "SSPTRS", (ftnlen)6, (ftnlen)6);
		    ssptrs_(uplo, &n, &nrhs, &afac[1], &iwork[1], &x[1], &lda, 
			     &info);

/*              Check error code from SSPTRS. */

		    if (info != 0) {
			alaerh_(path, "SSPTRS", &info, &c__0, uplo, &n, &n, &
				c_n1, &c_n1, &nrhs, &imat, &nfail, &nerrs, 
				nout);
		    }

		    slacpy_("Full", &n, &nrhs, &b[1], &lda, &work[1], &lda);
		    sppt02_(uplo, &n, &nrhs, &a[1], &x[1], &lda, &work[1], &
			    lda, &rwork[1], &result[2]);

/* +    TEST 4 */
/*              Check solution from generated exact solution. */

		    sget04_(&n, &nrhs, &x[1], &lda, &xact[1], &lda, &rcondc, &
			    result[3]);

/* +    TESTS 5, 6, and 7 */
/*              Use iterative refinement to improve the solution. */

		    s_copy(srnamc_1.srnamt, "SSPRFS", (ftnlen)6, (ftnlen)6);
		    ssprfs_(uplo, &n, &nrhs, &a[1], &afac[1], &iwork[1], &b[1]
, &lda, &x[1], &lda, &rwork[1], &rwork[nrhs + 1], 
			    &work[1], &iwork[n + 1], &info);

/*              Check error code from SSPRFS. */

		    if (info != 0) {
			alaerh_(path, "SSPRFS", &info, &c__0, uplo, &n, &n, &
				c_n1, &c_n1, &nrhs, &imat, &nfail, &nerrs, 
				nout);
		    }

		    sget04_(&n, &nrhs, &x[1], &lda, &xact[1], &lda, &rcondc, &
			    result[4]);
		    sppt05_(uplo, &n, &nrhs, &a[1], &b[1], &lda, &x[1], &lda, 
			    &xact[1], &lda, &rwork[1], &rwork[nrhs + 1], &
			    result[5]);

/*                 Print information about the tests that did not pass */
/*                 the threshold. */

		    for (k = 3; k <= 7; ++k) {
			if (result[k - 1] >= *thresh) {
			    if (nfail == 0 && nerrs == 0) {
				alahd_(nout, path);
			    }
			    io___41.ciunit = *nout;
			    s_wsfe(&io___41);
			    do_fio(&c__1, uplo, (ftnlen)1);
			    do_fio(&c__1, (char *)&n, (ftnlen)sizeof(integer))
				    ;
			    do_fio(&c__1, (char *)&nrhs, (ftnlen)sizeof(
				    integer));
			    do_fio(&c__1, (char *)&imat, (ftnlen)sizeof(
				    integer));
			    do_fio(&c__1, (char *)&k, (ftnlen)sizeof(integer))
				    ;
			    do_fio(&c__1, (char *)&result[k - 1], (ftnlen)
				    sizeof(real));
			    e_wsfe();
			    ++nfail;
			}
/* L120: */
		    }
		    nrun += 5;
/* L130: */
		}

/* +    TEST 8 */
/*              Get an estimate of RCOND = 1/CNDNUM. */

L140:
		anorm = slansp_("1", uplo, &n, &a[1], &rwork[1]);
		s_copy(srnamc_1.srnamt, "SSPCON", (ftnlen)6, (ftnlen)6);
		sspcon_(uplo, &n, &afac[1], &iwork[1], &anorm, &rcond, &work[
			1], &iwork[n + 1], &info);

/*              Check error code from SSPCON. */

		if (info != 0) {
		    alaerh_(path, "SSPCON", &info, &c__0, uplo, &n, &n, &c_n1, 
			     &c_n1, &c_n1, &imat, &nfail, &nerrs, nout);
		}

		result[7] = sget06_(&rcond, &rcondc);

/*              Print the test ratio if it is .GE. THRESH. */

		if (result[7] >= *thresh) {
		    if (nfail == 0 && nerrs == 0) {
			alahd_(nout, path);
		    }
		    io___43.ciunit = *nout;
		    s_wsfe(&io___43);
		    do_fio(&c__1, uplo, (ftnlen)1);
		    do_fio(&c__1, (char *)&n, (ftnlen)sizeof(integer));
		    do_fio(&c__1, (char *)&imat, (ftnlen)sizeof(integer));
		    do_fio(&c__1, (char *)&c__8, (ftnlen)sizeof(integer));
		    do_fio(&c__1, (char *)&result[7], (ftnlen)sizeof(real));
		    e_wsfe();
		    ++nfail;
		}
		++nrun;
L150:
		;
	    }
L160:
	    ;
	}
/* L170: */
    }

/*     Print a summary of the results. */

    alasum_(path, nout, &nfail, &nrun, &nerrs);

    return 0;

/*     End of SCHKSP */

} /* schksp_ */
コード例 #3
0
/* Subroutine */ int ssbt21_(char *uplo, integer *n, integer *ka, integer *ks, 
	 real *a, integer *lda, real *d__, real *e, real *u, integer *ldu, 
	real *work, real *result)
{
    /* System generated locals */
    integer a_dim1, a_offset, u_dim1, u_offset, i__1, i__2, i__3, i__4;
    real r__1, r__2;

    /* Local variables */
    integer j, jc, jr, lw, ika;
    real ulp, unfl;
    extern /* Subroutine */ int sspr_(char *, integer *, real *, real *, 
	    integer *, real *), sspr2_(char *, integer *, real *, 
	    real *, integer *, real *, integer *, real *);
    extern /* Subroutine */ int sgemm_(char *, char *, integer *, integer *, 
	    integer *, real *, real *, integer *, real *, integer *, real *, 
	    real *, integer *);
    real anorm;
    char cuplo[1];
    logical lower;
    real wnorm;
    extern doublereal slamch_(char *), slange_(char *, integer *, 
	    integer *, real *, integer *, real *), slansb_(char *, 
	    char *, integer *, integer *, real *, integer *, real *), slansp_(char *, char *, integer *, real *, real *);


/*  -- LAPACK test routine (version 3.1) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  SSBT21  generally checks a decomposition of the form */

/*          A = U S U' */

/*  where ' means transpose, A is symmetric banded, U is */
/*  orthogonal, and S is diagonal (if KS=0) or symmetric */
/*  tridiagonal (if KS=1). */

/*  Specifically: */

/*          RESULT(1) = | A - U S U' | / ( |A| n ulp ) *and* */
/*          RESULT(2) = | I - UU' | / ( n ulp ) */

/*  Arguments */
/*  ========= */

/*  UPLO    (input) CHARACTER */
/*          If UPLO='U', the upper triangle of A and V will be used and */
/*          the (strictly) lower triangle will not be referenced. */
/*          If UPLO='L', the lower triangle of A and V will be used and */
/*          the (strictly) upper triangle will not be referenced. */

/*  N       (input) INTEGER */
/*          The size of the matrix.  If it is zero, SSBT21 does nothing. */
/*          It must be at least zero. */

/*  KA      (input) INTEGER */
/*          The bandwidth of the matrix A.  It must be at least zero.  If */
/*          it is larger than N-1, then max( 0, N-1 ) will be used. */

/*  KS      (input) INTEGER */
/*          The bandwidth of the matrix S.  It may only be zero or one. */
/*          If zero, then S is diagonal, and E is not referenced.  If */
/*          one, then S is symmetric tri-diagonal. */

/*  A       (input) REAL array, dimension (LDA, N) */
/*          The original (unfactored) matrix.  It is assumed to be */
/*          symmetric, and only the upper (UPLO='U') or only the lower */
/*          (UPLO='L') will be referenced. */

/*  LDA     (input) INTEGER */
/*          The leading dimension of A.  It must be at least 1 */
/*          and at least min( KA, N-1 ). */

/*  D       (input) REAL array, dimension (N) */
/*          The diagonal of the (symmetric tri-) diagonal matrix S. */

/*  E       (input) REAL array, dimension (N-1) */
/*          The off-diagonal of the (symmetric tri-) diagonal matrix S. */
/*          E(1) is the (1,2) and (2,1) element, E(2) is the (2,3) and */
/*          (3,2) element, etc. */
/*          Not referenced if KS=0. */

/*  U       (input) REAL array, dimension (LDU, N) */
/*          The orthogonal matrix in the decomposition, expressed as a */
/*          dense matrix (i.e., not as a product of Householder */
/*          transformations, Givens transformations, etc.) */

/*  LDU     (input) INTEGER */
/*          The leading dimension of U.  LDU must be at least N and */
/*          at least 1. */

/*  WORK    (workspace) REAL array, dimension (N**2+N) */

/*  RESULT  (output) REAL array, dimension (2) */
/*          The values computed by the two tests described above.  The */
/*          values are currently limited to 1/ulp, to avoid overflow. */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Constants */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    --d__;
    --e;
    u_dim1 = *ldu;
    u_offset = 1 + u_dim1;
    u -= u_offset;
    --work;
    --result;

    /* Function Body */
    result[1] = 0.f;
    result[2] = 0.f;
    if (*n <= 0) {
	return 0;
    }

/* Computing MAX */
/* Computing MIN */
    i__3 = *n - 1;
    i__1 = 0, i__2 = min(i__3,*ka);
    ika = max(i__1,i__2);
    lw = *n * (*n + 1) / 2;

    if (lsame_(uplo, "U")) {
	lower = FALSE_;
	*(unsigned char *)cuplo = 'U';
    } else {
	lower = TRUE_;
	*(unsigned char *)cuplo = 'L';
    }

    unfl = slamch_("Safe minimum");
    ulp = slamch_("Epsilon") * slamch_("Base");

/*     Some Error Checks */

/*     Do Test 1 */

/*     Norm of A: */

/* Computing MAX */
    r__1 = slansb_("1", cuplo, n, &ika, &a[a_offset], lda, &work[1]);
    anorm = dmax(r__1,unfl);

/*     Compute error matrix:    Error = A - U S U' */

/*     Copy A from SB to SP storage format. */

    j = 0;
    i__1 = *n;
    for (jc = 1; jc <= i__1; ++jc) {
	if (lower) {
/* Computing MIN */
	    i__3 = ika + 1, i__4 = *n + 1 - jc;
	    i__2 = min(i__3,i__4);
	    for (jr = 1; jr <= i__2; ++jr) {
		++j;
		work[j] = a[jr + jc * a_dim1];
/* L10: */
	    }
	    i__2 = *n + 1 - jc;
	    for (jr = ika + 2; jr <= i__2; ++jr) {
		++j;
		work[j] = 0.f;
/* L20: */
	    }
	} else {
	    i__2 = jc;
	    for (jr = ika + 2; jr <= i__2; ++jr) {
		++j;
		work[j] = 0.f;
/* L30: */
	    }
/* Computing MIN */
	    i__2 = ika, i__3 = jc - 1;
	    for (jr = min(i__2,i__3); jr >= 0; --jr) {
		++j;
		work[j] = a[ika + 1 - jr + jc * a_dim1];
/* L40: */
	    }
	}
/* L50: */
    }

    i__1 = *n;
    for (j = 1; j <= i__1; ++j) {
	r__1 = -d__[j];
	sspr_(cuplo, n, &r__1, &u[j * u_dim1 + 1], &c__1, &work[1])
		;
/* L60: */
    }

    if (*n > 1 && *ks == 1) {
	i__1 = *n - 1;
	for (j = 1; j <= i__1; ++j) {
	    r__1 = -e[j];
	    sspr2_(cuplo, n, &r__1, &u[j * u_dim1 + 1], &c__1, &u[(j + 1) * 
		    u_dim1 + 1], &c__1, &work[1]);
/* L70: */
	}
    }
    wnorm = slansp_("1", cuplo, n, &work[1], &work[lw + 1]);

    if (anorm > wnorm) {
	result[1] = wnorm / anorm / (*n * ulp);
    } else {
	if (anorm < 1.f) {
/* Computing MIN */
	    r__1 = wnorm, r__2 = *n * anorm;
	    result[1] = dmin(r__1,r__2) / anorm / (*n * ulp);
	} else {
/* Computing MIN */
	    r__1 = wnorm / anorm, r__2 = (real) (*n);
	    result[1] = dmin(r__1,r__2) / (*n * ulp);
	}
    }

/*     Do Test 2 */

/*     Compute  UU' - I */

    sgemm_("N", "C", n, n, n, &c_b22, &u[u_offset], ldu, &u[u_offset], ldu, &
	    c_b23, &work[1], n);

    i__1 = *n;
    for (j = 1; j <= i__1; ++j) {
	work[(*n + 1) * (j - 1) + 1] += -1.f;
/* L80: */
    }

/* Computing MIN */
/* Computing 2nd power */
    i__1 = *n;
    r__1 = slange_("1", n, n, &work[1], n, &work[i__1 * i__1 + 1]),
	     r__2 = (real) (*n);
    result[2] = dmin(r__1,r__2) / (*n * ulp);

    return 0;

/*     End of SSBT21 */

} /* ssbt21_ */
コード例 #4
0
ファイル: sspevx.c プロジェクト: GuillaumeFuchs/Ensimag
int sspevx_(char *jobz, char *range, char *uplo, int *n,
            float *ap, float *vl, float *vu, int *il, int *iu, float *abstol,
            int *m, float *w, float *z__, int *ldz, float *work, int *
            iwork, int *ifail, int *info)
{
    /* System generated locals */
    int z_dim1, z_offset, i__1, i__2;
    float r__1, r__2;

    /* Builtin functions */
    double sqrt(double);

    /* Local variables */
    int i__, j, jj;
    float eps, vll, vuu, tmp1;
    int indd, inde;
    float anrm;
    int imax;
    float rmin, rmax;
    int test;
    int itmp1, indee;
    float sigma;
    extern int lsame_(char *, char *);
    int iinfo;
    extern  int sscal_(int *, float *, float *, int *);
    char order[1];
    extern  int scopy_(int *, float *, int *, float *,
                       int *), sswap_(int *, float *, int *, float *, int *
                                     );
    int wantz, alleig, indeig;
    int iscale, indibl;
    int valeig;
    extern double slamch_(char *);
    float safmin;
    extern  int xerbla_(char *, int *);
    float abstll, bignum;
    int indtau, indisp, indiwo, indwrk;
    extern double slansp_(char *, char *, int *, float *, float *);
    extern  int sstein_(int *, float *, float *, int *,
                        float *, int *, int *, float *, int *, float *, int *
                        , int *, int *), ssterf_(int *, float *, float *,
                                int *);
    int nsplit;
    extern  int sstebz_(char *, char *, int *, float *,
                        float *, int *, int *, float *, float *, float *, int *,
                        int *, float *, int *, int *, float *, int *,
                        int *);
    float smlnum;
    extern  int sopgtr_(char *, int *, float *, float *,
                        float *, int *, float *, int *), ssptrd_(char *,
                                int *, float *, float *, float *, float *, int *),
                                    ssteqr_(char *, int *, float *, float *, float *, int *,
                                            float *, int *), sopmtr_(char *, char *, char *,
                                                    int *, int *, float *, float *, float *, int *, float *,
                                                    int *);


    /*  -- LAPACK driver routine (version 3.2) -- */
    /*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
    /*     November 2006 */

    /*     .. Scalar Arguments .. */
    /*     .. */
    /*     .. Array Arguments .. */
    /*     .. */

    /*  Purpose */
    /*  ======= */

    /*  SSPEVX computes selected eigenvalues and, optionally, eigenvectors */
    /*  of a float symmetric matrix A in packed storage.  Eigenvalues/vectors */
    /*  can be selected by specifying either a range of values or a range of */
    /*  indices for the desired eigenvalues. */

    /*  Arguments */
    /*  ========= */

    /*  JOBZ    (input) CHARACTER*1 */
    /*          = 'N':  Compute eigenvalues only; */
    /*          = 'V':  Compute eigenvalues and eigenvectors. */

    /*  RANGE   (input) CHARACTER*1 */
    /*          = 'A': all eigenvalues will be found; */
    /*          = 'V': all eigenvalues in the half-open interval (VL,VU] */
    /*                 will be found; */
    /*          = 'I': the IL-th through IU-th eigenvalues will be found. */

    /*  UPLO    (input) CHARACTER*1 */
    /*          = 'U':  Upper triangle of A is stored; */
    /*          = 'L':  Lower triangle of A is stored. */

    /*  N       (input) INTEGER */
    /*          The order of the matrix A.  N >= 0. */

    /*  AP      (input/output) REAL array, dimension (N*(N+1)/2) */
    /*          On entry, the upper or lower triangle of the symmetric matrix */
    /*          A, packed columnwise in a linear array.  The j-th column of A */
    /*          is stored in the array AP as follows: */
    /*          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; */
    /*          if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n. */

    /*          On exit, AP is overwritten by values generated during the */
    /*          reduction to tridiagonal form.  If UPLO = 'U', the diagonal */
    /*          and first superdiagonal of the tridiagonal matrix T overwrite */
    /*          the corresponding elements of A, and if UPLO = 'L', the */
    /*          diagonal and first subdiagonal of T overwrite the */
    /*          corresponding elements of A. */

    /*  VL      (input) REAL */
    /*  VU      (input) REAL */
    /*          If RANGE='V', the lower and upper bounds of the interval to */
    /*          be searched for eigenvalues. VL < VU. */
    /*          Not referenced if RANGE = 'A' or 'I'. */

    /*  IL      (input) INTEGER */
    /*  IU      (input) INTEGER */
    /*          If RANGE='I', the indices (in ascending order) of the */
    /*          smallest and largest eigenvalues to be returned. */
    /*          1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. */
    /*          Not referenced if RANGE = 'A' or 'V'. */

    /*  ABSTOL  (input) REAL */
    /*          The absolute error tolerance for the eigenvalues. */
    /*          An approximate eigenvalue is accepted as converged */
    /*          when it is determined to lie in an interval [a,b] */
    /*          of width less than or equal to */

    /*                  ABSTOL + EPS *   MAX( |a|,|b| ) , */

    /*          where EPS is the machine precision.  If ABSTOL is less than */
    /*          or equal to zero, then  EPS*|T|  will be used in its place, */
    /*          where |T| is the 1-norm of the tridiagonal matrix obtained */
    /*          by reducing AP to tridiagonal form. */

    /*          Eigenvalues will be computed most accurately when ABSTOL is */
    /*          set to twice the underflow threshold 2*SLAMCH('S'), not zero. */
    /*          If this routine returns with INFO>0, indicating that some */
    /*          eigenvectors did not converge, try setting ABSTOL to */
    /*          2*SLAMCH('S'). */

    /*          See "Computing Small Singular Values of Bidiagonal Matrices */
    /*          with Guaranteed High Relative Accuracy," by Demmel and */
    /*          Kahan, LAPACK Working Note #3. */

    /*  M       (output) INTEGER */
    /*          The total number of eigenvalues found.  0 <= M <= N. */
    /*          If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1. */

    /*  W       (output) REAL array, dimension (N) */
    /*          If INFO = 0, the selected eigenvalues in ascending order. */

    /*  Z       (output) REAL array, dimension (LDZ, MAX(1,M)) */
    /*          If JOBZ = 'V', then if INFO = 0, the first M columns of Z */
    /*          contain the orthonormal eigenvectors of the matrix A */
    /*          corresponding to the selected eigenvalues, with the i-th */
    /*          column of Z holding the eigenvector associated with W(i). */
    /*          If an eigenvector fails to converge, then that column of Z */
    /*          contains the latest approximation to the eigenvector, and the */
    /*          index of the eigenvector is returned in IFAIL. */
    /*          If JOBZ = 'N', then Z is not referenced. */
    /*          Note: the user must ensure that at least MAX(1,M) columns are */
    /*          supplied in the array Z; if RANGE = 'V', the exact value of M */
    /*          is not known in advance and an upper bound must be used. */

    /*  LDZ     (input) INTEGER */
    /*          The leading dimension of the array Z.  LDZ >= 1, and if */
    /*          JOBZ = 'V', LDZ >= MAX(1,N). */

    /*  WORK    (workspace) REAL array, dimension (8*N) */

    /*  IWORK   (workspace) INTEGER array, dimension (5*N) */

    /*  IFAIL   (output) INTEGER array, dimension (N) */
    /*          If JOBZ = 'V', then if INFO = 0, the first M elements of */
    /*          IFAIL are zero.  If INFO > 0, then IFAIL contains the */
    /*          indices of the eigenvectors that failed to converge. */
    /*          If JOBZ = 'N', then IFAIL is not referenced. */

    /*  INFO    (output) INTEGER */
    /*          = 0:  successful exit */
    /*          < 0:  if INFO = -i, the i-th argument had an illegal value */
    /*          > 0:  if INFO = i, then i eigenvectors failed to converge. */
    /*                Their indices are stored in array IFAIL. */

    /*  ===================================================================== */

    /*     .. Parameters .. */
    /*     .. */
    /*     .. Local Scalars .. */
    /*     .. */
    /*     .. External Functions .. */
    /*     .. */
    /*     .. External Subroutines .. */
    /*     .. */
    /*     .. Intrinsic Functions .. */
    /*     .. */
    /*     .. Executable Statements .. */

    /*     Test the input parameters. */

    /* Parameter adjustments */
    --ap;
    --w;
    z_dim1 = *ldz;
    z_offset = 1 + z_dim1;
    z__ -= z_offset;
    --work;
    --iwork;
    --ifail;

    /* Function Body */
    wantz = lsame_(jobz, "V");
    alleig = lsame_(range, "A");
    valeig = lsame_(range, "V");
    indeig = lsame_(range, "I");

    *info = 0;
    if (! (wantz || lsame_(jobz, "N"))) {
        *info = -1;
    } else if (! (alleig || valeig || indeig)) {
        *info = -2;
    } else if (! (lsame_(uplo, "L") || lsame_(uplo,
                  "U"))) {
        *info = -3;
    } else if (*n < 0) {
        *info = -4;
    } else {
        if (valeig) {
            if (*n > 0 && *vu <= *vl) {
                *info = -7;
            }
        } else if (indeig) {
            if (*il < 1 || *il > MAX(1,*n)) {
                *info = -8;
            } else if (*iu < MIN(*n,*il) || *iu > *n) {
                *info = -9;
            }
        }
    }
    if (*info == 0) {
        if (*ldz < 1 || wantz && *ldz < *n) {
            *info = -14;
        }
    }

    if (*info != 0) {
        i__1 = -(*info);
        xerbla_("SSPEVX", &i__1);
        return 0;
    }

    /*     Quick return if possible */

    *m = 0;
    if (*n == 0) {
        return 0;
    }

    if (*n == 1) {
        if (alleig || indeig) {
            *m = 1;
            w[1] = ap[1];
        } else {
            if (*vl < ap[1] && *vu >= ap[1]) {
                *m = 1;
                w[1] = ap[1];
            }
        }
        if (wantz) {
            z__[z_dim1 + 1] = 1.f;
        }
        return 0;
    }

    /*     Get machine constants. */

    safmin = slamch_("Safe minimum");
    eps = slamch_("Precision");
    smlnum = safmin / eps;
    bignum = 1.f / smlnum;
    rmin = sqrt(smlnum);
    /* Computing MIN */
    r__1 = sqrt(bignum), r__2 = 1.f / sqrt(sqrt(safmin));
    rmax = MIN(r__1,r__2);

    /*     Scale matrix to allowable range, if necessary. */

    iscale = 0;
    abstll = *abstol;
    if (valeig) {
        vll = *vl;
        vuu = *vu;
    } else {
        vll = 0.f;
        vuu = 0.f;
    }
    anrm = slansp_("M", uplo, n, &ap[1], &work[1]);
    if (anrm > 0.f && anrm < rmin) {
        iscale = 1;
        sigma = rmin / anrm;
    } else if (anrm > rmax) {
        iscale = 1;
        sigma = rmax / anrm;
    }
    if (iscale == 1) {
        i__1 = *n * (*n + 1) / 2;
        sscal_(&i__1, &sigma, &ap[1], &c__1);
        if (*abstol > 0.f) {
            abstll = *abstol * sigma;
        }
        if (valeig) {
            vll = *vl * sigma;
            vuu = *vu * sigma;
        }
    }

    /*     Call SSPTRD to reduce symmetric packed matrix to tridiagonal form. */

    indtau = 1;
    inde = indtau + *n;
    indd = inde + *n;
    indwrk = indd + *n;
    ssptrd_(uplo, n, &ap[1], &work[indd], &work[inde], &work[indtau], &iinfo);

    /*     If all eigenvalues are desired and ABSTOL is less than or equal */
    /*     to zero, then call SSTERF or SOPGTR and SSTEQR.  If this fails */
    /*     for some eigenvalue, then try SSTEBZ. */

    test = FALSE;
    if (indeig) {
        if (*il == 1 && *iu == *n) {
            test = TRUE;
        }
    }
    if ((alleig || test) && *abstol <= 0.f) {
        scopy_(n, &work[indd], &c__1, &w[1], &c__1);
        indee = indwrk + (*n << 1);
        if (! wantz) {
            i__1 = *n - 1;
            scopy_(&i__1, &work[inde], &c__1, &work[indee], &c__1);
            ssterf_(n, &w[1], &work[indee], info);
        } else {
            sopgtr_(uplo, n, &ap[1], &work[indtau], &z__[z_offset], ldz, &
                    work[indwrk], &iinfo);
            i__1 = *n - 1;
            scopy_(&i__1, &work[inde], &c__1, &work[indee], &c__1);
            ssteqr_(jobz, n, &w[1], &work[indee], &z__[z_offset], ldz, &work[
                        indwrk], info);
            if (*info == 0) {
                i__1 = *n;
                for (i__ = 1; i__ <= i__1; ++i__) {
                    ifail[i__] = 0;
                    /* L10: */
                }
            }
        }
        if (*info == 0) {
            *m = *n;
            goto L20;
        }
        *info = 0;
    }

    /*     Otherwise, call SSTEBZ and, if eigenvectors are desired, SSTEIN. */

    if (wantz) {
        *(unsigned char *)order = 'B';
    } else {
        *(unsigned char *)order = 'E';
    }
    indibl = 1;
    indisp = indibl + *n;
    indiwo = indisp + *n;
    sstebz_(range, order, n, &vll, &vuu, il, iu, &abstll, &work[indd], &work[
                inde], m, &nsplit, &w[1], &iwork[indibl], &iwork[indisp], &work[
                indwrk], &iwork[indiwo], info);

    if (wantz) {
        sstein_(n, &work[indd], &work[inde], m, &w[1], &iwork[indibl], &iwork[
                    indisp], &z__[z_offset], ldz, &work[indwrk], &iwork[indiwo], &
                ifail[1], info);

        /*        Apply orthogonal matrix used in reduction to tridiagonal */
        /*        form to eigenvectors returned by SSTEIN. */

        sopmtr_("L", uplo, "N", n, m, &ap[1], &work[indtau], &z__[z_offset],
                ldz, &work[indwrk], &iinfo);
    }

    /*     If matrix was scaled, then rescale eigenvalues appropriately. */

L20:
    if (iscale == 1) {
        if (*info == 0) {
            imax = *m;
        } else {
            imax = *info - 1;
        }
        r__1 = 1.f / sigma;
        sscal_(&imax, &r__1, &w[1], &c__1);
    }

    /*     If eigenvalues are not in order, then sort them, along with */
    /*     eigenvectors. */

    if (wantz) {
        i__1 = *m - 1;
        for (j = 1; j <= i__1; ++j) {
            i__ = 0;
            tmp1 = w[j];
            i__2 = *m;
            for (jj = j + 1; jj <= i__2; ++jj) {
                if (w[jj] < tmp1) {
                    i__ = jj;
                    tmp1 = w[jj];
                }
                /* L30: */
            }

            if (i__ != 0) {
                itmp1 = iwork[indibl + i__ - 1];
                w[i__] = w[j];
                iwork[indibl + i__ - 1] = iwork[indibl + j - 1];
                w[j] = tmp1;
                iwork[indibl + j - 1] = itmp1;
                sswap_(n, &z__[i__ * z_dim1 + 1], &c__1, &z__[j * z_dim1 + 1],
                       &c__1);
                if (*info != 0) {
                    itmp1 = ifail[i__];
                    ifail[i__] = ifail[j];
                    ifail[j] = itmp1;
                }
            }
            /* L40: */
        }
    }

    return 0;

    /*     End of SSPEVX */

} /* sspevx_ */
コード例 #5
0
ファイル: sdrvsp.c プロジェクト: zangel/uquad
/* Subroutine */ int sdrvsp_(logical *dotype, integer *nn, integer *nval, 
	integer *nrhs, real *thresh, logical *tsterr, integer *nmax, real *a, 
	real *afac, real *ainv, real *b, real *x, real *xact, real *work, 
	real *rwork, integer *iwork, integer *nout)
{
    /* Initialized data */

    static integer iseedy[4] = { 1988,1989,1990,1991 };
    static char facts[1*2] = "F" "N";

    /* Format strings */
    static char fmt_9999[] = "(1x,a6,\002, UPLO='\002,a1,\002', N =\002,i5"
	    ",\002, type \002,i2,\002, test \002,i2,\002, ratio =\002,g12.5)";
    static char fmt_9998[] = "(1x,a6,\002, FACT='\002,a1,\002', UPLO='\002,a"
	    "1,\002', N =\002,i5,\002, type \002,i2,\002, test \002,i2,\002, "
	    "ratio =\002,g12.5)";

    /* System generated locals */
    address a__1[2];
    integer i__1, i__2, i__3, i__4, i__5[2];
    char ch__1[2];

    /* Builtin functions   
       Subroutine */ int s_copy(char *, char *, ftnlen, ftnlen);
    integer s_wsfe(cilist *), do_fio(integer *, char *, ftnlen), e_wsfe(void);
    /* Subroutine */ int s_cat(char *, char **, integer *, integer *, ftnlen);

    /* Local variables */
    static char fact[1];
    static integer ioff, mode, imat, info;
    static char path[3], dist[1], uplo[1], type__[1];
    static integer nrun, i__, j, k, n, ifact, nfail, iseed[4];
    static real rcond;
    extern /* Subroutine */ int sget04_(integer *, integer *, real *, integer 
	    *, real *, integer *, real *, real *);
    static integer nimat;
    extern doublereal sget06_(real *, real *);
    static real anorm;
    static integer iuplo, izero, i1, i2, k1, lwork, nerrs;
    extern /* Subroutine */ int scopy_(integer *, real *, integer *, real *, 
	    integer *), sppt02_(char *, integer *, integer *, real *, real *, 
	    integer *, real *, integer *, real *, real *), sppt05_(
	    char *, integer *, integer *, real *, real *, integer *, real *, 
	    integer *, real *, integer *, real *, real *, real *);
    static logical zerot;
    extern /* Subroutine */ int sspt01_(char *, integer *, real *, real *, 
	    integer *, real *, integer *, real *, real *);
    static char xtype[1];
    extern /* Subroutine */ int sspsv_(char *, integer *, integer *, real *, 
	    integer *, real *, integer *, integer *), slatb4_(char *, 
	    integer *, integer *, integer *, char *, integer *, integer *, 
	    real *, integer *, real *, char *), 
	    aladhd_(integer *, char *);
    static integer in, kl;
    extern /* Subroutine */ int alaerh_(char *, char *, integer *, integer *, 
	    char *, integer *, integer *, integer *, integer *, integer *, 
	    integer *, integer *, integer *, integer *);
    static integer ku, nt;
    static real rcondc;
    static char packit[1];
    extern /* Subroutine */ int alasvm_(char *, integer *, integer *, integer 
	    *, integer *);
    static real cndnum, ainvnm;
    extern /* Subroutine */ int slacpy_(char *, integer *, integer *, real *, 
	    integer *, real *, integer *), slarhs_(char *, char *, 
	    char *, char *, integer *, integer *, integer *, integer *, 
	    integer *, real *, integer *, real *, integer *, real *, integer *
	    , integer *, integer *), slaset_(
	    char *, integer *, integer *, real *, real *, real *, integer *);
    extern doublereal slansp_(char *, char *, integer *, real *, real *);
    extern /* Subroutine */ int slatms_(integer *, integer *, char *, integer 
	    *, char *, real *, integer *, real *, real *, integer *, integer *
	    , char *, real *, integer *, real *, integer *);
    static real result[6];
    extern /* Subroutine */ int ssptrf_(char *, integer *, real *, integer *, 
	    integer *), ssptri_(char *, integer *, real *, integer *, 
	    real *, integer *), serrvx_(char *, integer *), 
	    sspsvx_(char *, char *, integer *, integer *, real *, real *, 
	    integer *, real *, integer *, real *, integer *, real *, real *, 
	    real *, real *, integer *, integer *);
    static integer lda, npp;

    /* Fortran I/O blocks */
    static cilist io___41 = { 0, 0, 0, fmt_9999, 0 };
    static cilist io___44 = { 0, 0, 0, fmt_9998, 0 };



/*  -- LAPACK test routine (version 3.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       September 30, 1994   


    Purpose   
    =======   

    SDRVSP tests the driver routines SSPSV and -SVX.   

    Arguments   
    =========   

    DOTYPE  (input) LOGICAL array, dimension (NTYPES)   
            The matrix types to be used for testing.  Matrices of type j   
            (for 1 <= j <= NTYPES) are used for testing if DOTYPE(j) =   
            .TRUE.; if DOTYPE(j) = .FALSE., then type j is not used.   

    NN      (input) INTEGER   
            The number of values of N contained in the vector NVAL.   

    NVAL    (input) INTEGER array, dimension (NN)   
            The values of the matrix dimension N.   

    NRHS    (input) INTEGER   
            The number of right hand side vectors to be generated for   
            each linear system.   

    THRESH  (input) REAL   
            The threshold value for the test ratios.  A result is   
            included in the output file if RESULT >= THRESH.  To have   
            every test ratio printed, use THRESH = 0.   

    TSTERR  (input) LOGICAL   
            Flag that indicates whether error exits are to be tested.   

    NMAX    (input) INTEGER   
            The maximum value permitted for N, used in dimensioning the   
            work arrays.   

    A       (workspace) REAL array, dimension   
                        (NMAX*(NMAX+1)/2)   

    AFAC    (workspace) REAL array, dimension   
                        (NMAX*(NMAX+1)/2)   

    AINV    (workspace) REAL array, dimension   
                        (NMAX*(NMAX+1)/2)   

    B       (workspace) REAL array, dimension (NMAX*NRHS)   

    X       (workspace) REAL array, dimension (NMAX*NRHS)   

    XACT    (workspace) REAL array, dimension (NMAX*NRHS)   

    WORK    (workspace) REAL array, dimension   
                        (NMAX*max(2,NRHS))   

    RWORK   (workspace) REAL array, dimension (NMAX+2*NRHS)   

    IWORK   (workspace) INTEGER array, dimension (2*NMAX)   

    NOUT    (input) INTEGER   
            The unit number for output.   

    =====================================================================   

       Parameter adjustments */
    --iwork;
    --rwork;
    --work;
    --xact;
    --x;
    --b;
    --ainv;
    --afac;
    --a;
    --nval;
    --dotype;

    /* Function Body   

       Initialize constants and the random number seed. */

    s_copy(path, "Single precision", (ftnlen)1, (ftnlen)16);
    s_copy(path + 1, "SP", (ftnlen)2, (ftnlen)2);
    nrun = 0;
    nfail = 0;
    nerrs = 0;
    for (i__ = 1; i__ <= 4; ++i__) {
	iseed[i__ - 1] = iseedy[i__ - 1];
/* L10: */
    }
/* Computing MAX */
    i__1 = *nmax << 1, i__2 = *nmax * *nrhs;
    lwork = max(i__1,i__2);

/*     Test the error exits */

    if (*tsterr) {
	serrvx_(path, nout);
    }
    infoc_1.infot = 0;

/*     Do for each value of N in NVAL */

    i__1 = *nn;
    for (in = 1; in <= i__1; ++in) {
	n = nval[in];
	lda = max(n,1);
	npp = n * (n + 1) / 2;
	*(unsigned char *)xtype = 'N';
	nimat = 10;
	if (n <= 0) {
	    nimat = 1;
	}

	i__2 = nimat;
	for (imat = 1; imat <= i__2; ++imat) {

/*           Do the tests only if DOTYPE( IMAT ) is true. */

	    if (! dotype[imat]) {
		goto L170;
	    }

/*           Skip types 3, 4, 5, or 6 if the matrix size is too small. */

	    zerot = imat >= 3 && imat <= 6;
	    if (zerot && n < imat - 2) {
		goto L170;
	    }

/*           Do first for UPLO = 'U', then for UPLO = 'L' */

	    for (iuplo = 1; iuplo <= 2; ++iuplo) {
		if (iuplo == 1) {
		    *(unsigned char *)uplo = 'U';
		    *(unsigned char *)packit = 'C';
		} else {
		    *(unsigned char *)uplo = 'L';
		    *(unsigned char *)packit = 'R';
		}

/*              Set up parameters with SLATB4 and generate a test matrix   
                with SLATMS. */

		slatb4_(path, &imat, &n, &n, type__, &kl, &ku, &anorm, &mode, 
			&cndnum, dist);

		s_copy(srnamc_1.srnamt, "SLATMS", (ftnlen)6, (ftnlen)6);
		slatms_(&n, &n, dist, iseed, type__, &rwork[1], &mode, &
			cndnum, &anorm, &kl, &ku, packit, &a[1], &lda, &work[
			1], &info);

/*              Check error code from SLATMS. */

		if (info != 0) {
		    alaerh_(path, "SLATMS", &info, &c__0, uplo, &n, &n, &c_n1,
			     &c_n1, &c_n1, &imat, &nfail, &nerrs, nout);
		    goto L160;
		}

/*              For types 3-6, zero one or more rows and columns of the   
                matrix to test that INFO is returned correctly. */

		if (zerot) {
		    if (imat == 3) {
			izero = 1;
		    } else if (imat == 4) {
			izero = n;
		    } else {
			izero = n / 2 + 1;
		    }

		    if (imat < 6) {

/*                    Set row and column IZERO to zero. */

			if (iuplo == 1) {
			    ioff = (izero - 1) * izero / 2;
			    i__3 = izero - 1;
			    for (i__ = 1; i__ <= i__3; ++i__) {
				a[ioff + i__] = 0.f;
/* L20: */
			    }
			    ioff += izero;
			    i__3 = n;
			    for (i__ = izero; i__ <= i__3; ++i__) {
				a[ioff] = 0.f;
				ioff += i__;
/* L30: */
			    }
			} else {
			    ioff = izero;
			    i__3 = izero - 1;
			    for (i__ = 1; i__ <= i__3; ++i__) {
				a[ioff] = 0.f;
				ioff = ioff + n - i__;
/* L40: */
			    }
			    ioff -= izero;
			    i__3 = n;
			    for (i__ = izero; i__ <= i__3; ++i__) {
				a[ioff + i__] = 0.f;
/* L50: */
			    }
			}
		    } else {
			ioff = 0;
			if (iuplo == 1) {

/*                       Set the first IZERO rows and columns to zero. */

			    i__3 = n;
			    for (j = 1; j <= i__3; ++j) {
				i2 = min(j,izero);
				i__4 = i2;
				for (i__ = 1; i__ <= i__4; ++i__) {
				    a[ioff + i__] = 0.f;
/* L60: */
				}
				ioff += j;
/* L70: */
			    }
			} else {

/*                       Set the last IZERO rows and columns to zero. */

			    i__3 = n;
			    for (j = 1; j <= i__3; ++j) {
				i1 = max(j,izero);
				i__4 = n;
				for (i__ = i1; i__ <= i__4; ++i__) {
				    a[ioff + i__] = 0.f;
/* L80: */
				}
				ioff = ioff + n - j;
/* L90: */
			    }
			}
		    }
		} else {
		    izero = 0;
		}

		for (ifact = 1; ifact <= 2; ++ifact) {

/*                 Do first for FACT = 'F', then for other values. */

		    *(unsigned char *)fact = *(unsigned char *)&facts[ifact - 
			    1];

/*                 Compute the condition number for comparison with   
                   the value returned by SSPSVX. */

		    if (zerot) {
			if (ifact == 1) {
			    goto L150;
			}
			rcondc = 0.f;

		    } else if (ifact == 1) {

/*                    Compute the 1-norm of A. */

			anorm = slansp_("1", uplo, &n, &a[1], &rwork[1]);

/*                    Factor the matrix A. */

			scopy_(&npp, &a[1], &c__1, &afac[1], &c__1);
			ssptrf_(uplo, &n, &afac[1], &iwork[1], &info);

/*                    Compute inv(A) and take its norm. */

			scopy_(&npp, &afac[1], &c__1, &ainv[1], &c__1);
			ssptri_(uplo, &n, &ainv[1], &iwork[1], &work[1], &
				info);
			ainvnm = slansp_("1", uplo, &n, &ainv[1], &rwork[1]);

/*                    Compute the 1-norm condition number of A. */

			if (anorm <= 0.f || ainvnm <= 0.f) {
			    rcondc = 1.f;
			} else {
			    rcondc = 1.f / anorm / ainvnm;
			}
		    }

/*                 Form an exact solution and set the right hand side. */

		    s_copy(srnamc_1.srnamt, "SLARHS", (ftnlen)6, (ftnlen)6);
		    slarhs_(path, xtype, uplo, " ", &n, &n, &kl, &ku, nrhs, &
			    a[1], &lda, &xact[1], &lda, &b[1], &lda, iseed, &
			    info);
		    *(unsigned char *)xtype = 'C';

/*                 --- Test SSPSV  --- */

		    if (ifact == 2) {
			scopy_(&npp, &a[1], &c__1, &afac[1], &c__1);
			slacpy_("Full", &n, nrhs, &b[1], &lda, &x[1], &lda);

/*                    Factor the matrix and solve the system using SSPSV. */

			s_copy(srnamc_1.srnamt, "SSPSV ", (ftnlen)6, (ftnlen)
				6);
			sspsv_(uplo, &n, nrhs, &afac[1], &iwork[1], &x[1], &
				lda, &info);

/*                    Adjust the expected value of INFO to account for   
                      pivoting. */

			k = izero;
			if (k > 0) {
L100:
			    if (iwork[k] < 0) {
				if (iwork[k] != -k) {
				    k = -iwork[k];
				    goto L100;
				}
			    } else if (iwork[k] != k) {
				k = iwork[k];
				goto L100;
			    }
			}

/*                    Check error code from SSPSV . */

			if (info != k) {
			    alaerh_(path, "SSPSV ", &info, &k, uplo, &n, &n, &
				    c_n1, &c_n1, nrhs, &imat, &nfail, &nerrs, 
				    nout);
			    goto L120;
			} else if (info != 0) {
			    goto L120;
			}

/*                    Reconstruct matrix from factors and compute   
                      residual. */

			sspt01_(uplo, &n, &a[1], &afac[1], &iwork[1], &ainv[1]
				, &lda, &rwork[1], result);

/*                    Compute residual of the computed solution. */

			slacpy_("Full", &n, nrhs, &b[1], &lda, &work[1], &lda);
			sppt02_(uplo, &n, nrhs, &a[1], &x[1], &lda, &work[1], 
				&lda, &rwork[1], &result[1]);

/*                    Check solution from generated exact solution. */

			sget04_(&n, nrhs, &x[1], &lda, &xact[1], &lda, &
				rcondc, &result[2]);
			nt = 3;

/*                    Print information about the tests that did not pass   
                      the threshold. */

			i__3 = nt;
			for (k = 1; k <= i__3; ++k) {
			    if (result[k - 1] >= *thresh) {
				if (nfail == 0 && nerrs == 0) {
				    aladhd_(nout, path);
				}
				io___41.ciunit = *nout;
				s_wsfe(&io___41);
				do_fio(&c__1, "SSPSV ", (ftnlen)6);
				do_fio(&c__1, uplo, (ftnlen)1);
				do_fio(&c__1, (char *)&n, (ftnlen)sizeof(
					integer));
				do_fio(&c__1, (char *)&imat, (ftnlen)sizeof(
					integer));
				do_fio(&c__1, (char *)&k, (ftnlen)sizeof(
					integer));
				do_fio(&c__1, (char *)&result[k - 1], (ftnlen)
					sizeof(real));
				e_wsfe();
				++nfail;
			    }
/* L110: */
			}
			nrun += nt;
L120:
			;
		    }

/*                 --- Test SSPSVX --- */

		    if (ifact == 2 && npp > 0) {
			slaset_("Full", &npp, &c__1, &c_b59, &c_b59, &afac[1],
				 &npp);
		    }
		    slaset_("Full", &n, nrhs, &c_b59, &c_b59, &x[1], &lda);

/*                 Solve the system and compute the condition number and   
                   error bounds using SSPSVX. */

		    s_copy(srnamc_1.srnamt, "SSPSVX", (ftnlen)6, (ftnlen)6);
		    sspsvx_(fact, uplo, &n, nrhs, &a[1], &afac[1], &iwork[1], 
			    &b[1], &lda, &x[1], &lda, &rcond, &rwork[1], &
			    rwork[*nrhs + 1], &work[1], &iwork[n + 1], &info);

/*                 Adjust the expected value of INFO to account for   
                   pivoting. */

		    k = izero;
		    if (k > 0) {
L130:
			if (iwork[k] < 0) {
			    if (iwork[k] != -k) {
				k = -iwork[k];
				goto L130;
			    }
			} else if (iwork[k] != k) {
			    k = iwork[k];
			    goto L130;
			}
		    }

/*                 Check the error code from SSPSVX. */

		    if (info != k) {
/* Writing concatenation */
			i__5[0] = 1, a__1[0] = fact;
			i__5[1] = 1, a__1[1] = uplo;
			s_cat(ch__1, a__1, i__5, &c__2, (ftnlen)2);
			alaerh_(path, "SSPSVX", &info, &k, ch__1, &n, &n, &
				c_n1, &c_n1, nrhs, &imat, &nfail, &nerrs, 
				nout);
			goto L150;
		    }

		    if (info == 0) {
			if (ifact >= 2) {

/*                       Reconstruct matrix from factors and compute   
                         residual. */

			    sspt01_(uplo, &n, &a[1], &afac[1], &iwork[1], &
				    ainv[1], &lda, &rwork[(*nrhs << 1) + 1], 
				    result);
			    k1 = 1;
			} else {
			    k1 = 2;
			}

/*                    Compute residual of the computed solution. */

			slacpy_("Full", &n, nrhs, &b[1], &lda, &work[1], &lda);
			sppt02_(uplo, &n, nrhs, &a[1], &x[1], &lda, &work[1], 
				&lda, &rwork[(*nrhs << 1) + 1], &result[1]);

/*                    Check solution from generated exact solution. */

			sget04_(&n, nrhs, &x[1], &lda, &xact[1], &lda, &
				rcondc, &result[2]);

/*                    Check the error bounds from iterative refinement. */

			sppt05_(uplo, &n, nrhs, &a[1], &b[1], &lda, &x[1], &
				lda, &xact[1], &lda, &rwork[1], &rwork[*nrhs 
				+ 1], &result[3]);
		    } else {
			k1 = 6;
		    }

/*                 Compare RCOND from SSPSVX with the computed value   
                   in RCONDC. */

		    result[5] = sget06_(&rcond, &rcondc);

/*                 Print information about the tests that did not pass   
                   the threshold. */

		    for (k = k1; k <= 6; ++k) {
			if (result[k - 1] >= *thresh) {
			    if (nfail == 0 && nerrs == 0) {
				aladhd_(nout, path);
			    }
			    io___44.ciunit = *nout;
			    s_wsfe(&io___44);
			    do_fio(&c__1, "SSPSVX", (ftnlen)6);
			    do_fio(&c__1, fact, (ftnlen)1);
			    do_fio(&c__1, uplo, (ftnlen)1);
			    do_fio(&c__1, (char *)&n, (ftnlen)sizeof(integer))
				    ;
			    do_fio(&c__1, (char *)&imat, (ftnlen)sizeof(
				    integer));
			    do_fio(&c__1, (char *)&k, (ftnlen)sizeof(integer))
				    ;
			    do_fio(&c__1, (char *)&result[k - 1], (ftnlen)
				    sizeof(real));
			    e_wsfe();
			    ++nfail;
			}
/* L140: */
		    }
		    nrun = nrun + 7 - k1;

L150:
		    ;
		}

L160:
		;
	    }
L170:
	    ;
	}
/* L180: */
    }

/*     Print a summary of the results. */

    alasvm_(path, nout, &nfail, &nrun, &nerrs);

    return 0;

/*     End of SDRVSP */

} /* sdrvsp_ */
コード例 #6
0
ファイル: sppt01.c プロジェクト: kstraube/hysim
/* Subroutine */ int sppt01_(char *uplo, integer *n, real *a, real *afac, 
	real *rwork, real *resid)
{
    /* System generated locals */
    integer i__1;

    /* Local variables */
    integer i__, k;
    real t;
    integer kc;
    real eps;
    integer npp;
    extern doublereal sdot_(integer *, real *, integer *, real *, integer *);
    extern /* Subroutine */ int sspr_(char *, integer *, real *, real *, 
	    integer *, real *);
    extern logical lsame_(char *, char *);
    extern /* Subroutine */ int sscal_(integer *, real *, real *, integer *);
    real anorm;
    extern /* Subroutine */ int stpmv_(char *, char *, char *, integer *, 
	    real *, real *, integer *);
    extern doublereal slamch_(char *), slansp_(char *, char *, 
	    integer *, real *, real *);


/*  -- LAPACK test routine (version 3.1) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  SPPT01 reconstructs a symmetric positive definite packed matrix A */
/*  from its L*L' or U'*U factorization and computes the residual */
/*     norm( L*L' - A ) / ( N * norm(A) * EPS ) or */
/*     norm( U'*U - A ) / ( N * norm(A) * EPS ), */
/*  where EPS is the machine epsilon. */

/*  Arguments */
/*  ========== */

/*  UPLO    (input) CHARACTER*1 */
/*          Specifies whether the upper or lower triangular part of the */
/*          symmetric 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. */

/*  A       (input) REAL array, dimension (N*(N+1)/2) */
/*          The original symmetric matrix A, stored as a packed */
/*          triangular matrix. */

/*  AFAC    (input/output) REAL array, dimension (N*(N+1)/2) */
/*          On entry, the factor L or U from the L*L' or U'*U */
/*          factorization of A, stored as a packed triangular matrix. */
/*          Overwritten with the reconstructed matrix, and then with the */
/*          difference L*L' - A (or U'*U - A). */

/*  RWORK   (workspace) REAL array, dimension (N) */

/*  RESID   (output) REAL */
/*          If UPLO = 'L', norm(L*L' - A) / ( N * norm(A) * EPS ) */
/*          If UPLO = 'U', norm(U'*U - A) / ( N * norm(A) * EPS ) */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Quick exit if N = 0 */

    /* Parameter adjustments */
    --rwork;
    --afac;
    --a;

    /* Function Body */
    if (*n <= 0) {
	*resid = 0.f;
	return 0;
    }

/*     Exit with RESID = 1/EPS if ANORM = 0. */

    eps = slamch_("Epsilon");
    anorm = slansp_("1", uplo, n, &a[1], &rwork[1]);
    if (anorm <= 0.f) {
	*resid = 1.f / eps;
	return 0;
    }

/*     Compute the product U'*U, overwriting U. */

    if (lsame_(uplo, "U")) {
	kc = *n * (*n - 1) / 2 + 1;
	for (k = *n; k >= 1; --k) {

/*           Compute the (K,K) element of the result. */

	    t = sdot_(&k, &afac[kc], &c__1, &afac[kc], &c__1);
	    afac[kc + k - 1] = t;

/*           Compute the rest of column K. */

	    if (k > 1) {
		i__1 = k - 1;
		stpmv_("Upper", "Transpose", "Non-unit", &i__1, &afac[1], &
			afac[kc], &c__1);
		kc -= k - 1;
	    }
/* L10: */
	}

/*     Compute the product L*L', overwriting L. */

    } else {
	kc = *n * (*n + 1) / 2;
	for (k = *n; k >= 1; --k) {

/*           Add a multiple of column K of the factor L to each of */
/*           columns K+1 through N. */

	    if (k < *n) {
		i__1 = *n - k;
		sspr_("Lower", &i__1, &c_b14, &afac[kc + 1], &c__1, &afac[kc 
			+ *n - k + 1]);
	    }

/*           Scale column K by the diagonal element. */

	    t = afac[kc];
	    i__1 = *n - k + 1;
	    sscal_(&i__1, &t, &afac[kc], &c__1);

	    kc -= *n - k + 2;
/* L20: */
	}
    }

/*     Compute the difference  L*L' - A (or U'*U - A). */

    npp = *n * (*n + 1) / 2;
    i__1 = npp;
    for (i__ = 1; i__ <= i__1; ++i__) {
	afac[i__] -= a[i__];
/* L30: */
    }

/*     Compute norm( L*U - A ) / ( N * norm(A) * EPS ) */

    *resid = slansp_("1", uplo, n, &afac[1], &rwork[1]);

    *resid = *resid / (real) (*n) / anorm / eps;

    return 0;

/*     End of SPPT01 */

} /* sppt01_ */
コード例 #7
0
ファイル: sspsvx.c プロジェクト: GuillaumeFuchs/Ensimag
 int sspsvx_(char *fact, char *uplo, int *n, int *
	nrhs, float *ap, float *afp, int *ipiv, float *b, int *ldb, float 
	*x, int *ldx, float *rcond, float *ferr, float *berr, float *work, 
	int *iwork, int *info)
{
    /* System generated locals */
    int b_dim1, b_offset, x_dim1, x_offset, i__1;

    /* Local variables */
    extern int lsame_(char *, char *);
    float anorm;
    extern  int scopy_(int *, float *, int *, float *, 
	    int *);
    extern double slamch_(char *);
    int nofact;
    extern  int xerbla_(char *, int *), slacpy_(
	    char *, int *, int *, float *, int *, float *, int *
);
    extern double slansp_(char *, char *, int *, float *, float *);
    extern  int sspcon_(char *, int *, float *, int *, 
	    float *, float *, float *, int *, int *), ssprfs_(
	    char *, int *, int *, float *, float *, int *, float *, 
	    int *, float *, int *, float *, float *, float *, int *, 
	    int *), ssptrf_(char *, int *, float *, int *, 
	    int *), ssptrs_(char *, int *, int *, float *, 
	    int *, float *, int *, int *);


/*  -- LAPACK driver routine (version 3.2) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  SSPSVX uses the diagonal pivoting factorization A = U*D*U**T or */
/*  A = L*D*L**T to compute the solution to a float system of linear */
/*  equations A * X = B, where A is an N-by-N symmetric matrix stored */
/*  in packed format and X and B are N-by-NRHS matrices. */

/*  Error bounds on the solution and a condition estimate are also */
/*  provided. */

/*  Description */
/*  =========== */

/*  The following steps are performed: */

/*  1. If FACT = 'N', the diagonal pivoting method is used to factor A as */
/*        A = U * D * U**T,  if UPLO = 'U', or */
/*        A = L * D * L**T,  if UPLO = 'L', */
/*     where U (or L) is a product of permutation and unit upper (lower) */
/*     triangular matrices and D is symmetric and block diagonal with */
/*     1-by-1 and 2-by-2 diagonal blocks. */

/*  2. If some D(i,i)=0, so that D is exactly singular, then the routine */
/*     returns with INFO = i. Otherwise, the factored form of A is used */
/*     to estimate the condition number of the matrix A.  If the */
/*     reciprocal of the condition number is less than machine precision, */
/*     INFO = N+1 is returned as a warning, but the routine still goes on */
/*     to solve for X and compute error bounds as described below. */

/*  3. The system of equations is solved for X using the factored form */
/*     of A. */

/*  4. Iterative refinement is applied to improve the computed solution */
/*     matrix and calculate error bounds and backward error estimates */
/*     for it. */

/*  Arguments */
/*  ========= */

/*  FACT    (input) CHARACTER*1 */
/*          Specifies whether or not the factored form of A has been */
/*          supplied on entry. */
/*          = 'F':  On entry, AFP and IPIV contain the factored form of */
/*                  A.  AP, AFP and IPIV will not be modified. */
/*          = 'N':  The matrix A will be copied to AFP and factored. */

/*  UPLO    (input) CHARACTER*1 */
/*          = 'U':  Upper triangle of A is stored; */
/*          = 'L':  Lower triangle of A is stored. */

/*  N       (input) INTEGER */
/*          The number of linear equations, i.e., 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. */

/*  AP      (input) REAL array, dimension (N*(N+1)/2) */
/*          The upper or lower triangle of the symmetric matrix A, packed */
/*          columnwise in a linear array.  The j-th column of A is stored */
/*          in the array AP as follows: */
/*          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; */
/*          if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n. */
/*          See below for further details. */

/*  AFP     (input or output) REAL array, dimension */
/*                            (N*(N+1)/2) */
/*          If FACT = 'F', then AFP is an input argument and on entry */
/*          contains the block diagonal matrix D and the multipliers used */
/*          to obtain the factor U or L from the factorization */
/*          A = U*D*U**T or A = L*D*L**T as computed by SSPTRF, stored as */
/*          a packed triangular matrix in the same storage format as A. */

/*          If FACT = 'N', then AFP is an output argument and on exit */
/*          contains the block diagonal matrix D and the multipliers used */
/*          to obtain the factor U or L from the factorization */
/*          A = U*D*U**T or A = L*D*L**T as computed by SSPTRF, stored as */
/*          a packed triangular matrix in the same storage format as A. */

/*  IPIV    (input or output) INTEGER array, dimension (N) */
/*          If FACT = 'F', then IPIV is an input argument and on entry */
/*          contains details of the interchanges and the block structure */
/*          of D, as determined by SSPTRF. */
/*          If IPIV(k) > 0, then rows and columns k and IPIV(k) were */
/*          interchanged and D(k,k) is a 1-by-1 diagonal block. */
/*          If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and */
/*          columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) */
/*          is a 2-by-2 diagonal block.  If UPLO = 'L' and IPIV(k) = */
/*          IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were */
/*          interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block. */

/*          If FACT = 'N', then IPIV is an output argument and on exit */
/*          contains details of the interchanges and the block structure */
/*          of D, as determined by SSPTRF. */

/*  B       (input) REAL array, dimension (LDB,NRHS) */
/*          The N-by-NRHS right hand side matrix B. */

/*  LDB     (input) INTEGER */
/*          The leading dimension of the array B.  LDB >= MAX(1,N). */

/*  X       (output) REAL array, dimension (LDX,NRHS) */
/*          If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X. */

/*  LDX     (input) INTEGER */
/*          The leading dimension of the array X.  LDX >= MAX(1,N). */

/*  RCOND   (output) REAL */
/*          The estimate of the reciprocal condition number of the matrix */
/*          A.  If RCOND is less than the machine precision (in */
/*          particular, if RCOND = 0), the matrix is singular to working */
/*          precision.  This condition is indicated by a return code of */
/*          INFO > 0. */

/*  FERR    (output) REAL array, dimension (NRHS) */
/*          The estimated forward error bound for each solution vector */
/*          X(j) (the j-th column of the solution matrix X). */
/*          If XTRUE is the true solution corresponding to X(j), FERR(j) */
/*          is an estimated upper bound for the magnitude of the largest */
/*          element in (X(j) - XTRUE) divided by the magnitude of the */
/*          largest element in X(j).  The estimate is as reliable as */
/*          the estimate for RCOND, and is almost always a slight */
/*          overestimate of the true error. */

/*  BERR    (output) REAL array, dimension (NRHS) */
/*          The componentwise relative backward error of each solution */
/*          vector X(j) (i.e., the smallest relative change in */
/*          any element of A or B that makes X(j) an exact solution). */

/*  WORK    (workspace) REAL array, dimension (3*N) */

/*  IWORK   (workspace) INTEGER array, dimension (N) */

/*  INFO    (output) INTEGER */
/*          = 0: successful exit */
/*          < 0: if INFO = -i, the i-th argument had an illegal value */
/*          > 0:  if INFO = i, and i is */
/*                <= N:  D(i,i) is exactly zero.  The factorization */
/*                       has been completed but the factor D is exactly */
/*                       singular, so the solution and error bounds could */
/*                       not be computed. RCOND = 0 is returned. */
/*                = N+1: D is nonsingular, but RCOND is less than machine */
/*                       precision, meaning that the matrix is singular */
/*                       to working precision.  Nevertheless, the */
/*                       solution and error bounds are computed because */
/*                       there are a number of situations where the */
/*                       computed solution can be more accurate than the */
/*                       value of RCOND would suggest. */

/*  Further Details */
/*  =============== */

/*  The packed storage scheme is illustrated by the following example */
/*  when N = 4, UPLO = 'U': */

/*  Two-dimensional storage of the symmetric matrix A: */

/*     a11 a12 a13 a14 */
/*         a22 a23 a24 */
/*             a33 a34     (aij = aji) */
/*                 a44 */

/*  Packed storage of the upper triangle of A: */

/*  AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ] */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input parameters. */

    /* Parameter adjustments */
    --ap;
    --afp;
    --ipiv;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    x_dim1 = *ldx;
    x_offset = 1 + x_dim1;
    x -= x_offset;
    --ferr;
    --berr;
    --work;
    --iwork;

    /* Function Body */
    *info = 0;
    nofact = lsame_(fact, "N");
    if (! nofact && ! lsame_(fact, "F")) {
	*info = -1;
    } else if (! lsame_(uplo, "U") && ! lsame_(uplo, 
	    "L")) {
	*info = -2;
    } else if (*n < 0) {
	*info = -3;
    } else if (*nrhs < 0) {
	*info = -4;
    } else if (*ldb < MAX(1,*n)) {
	*info = -9;
    } else if (*ldx < MAX(1,*n)) {
	*info = -11;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("SSPSVX", &i__1);
	return 0;
    }

    if (nofact) {

/*        Compute the factorization A = U*D*U' or A = L*D*L'. */

	i__1 = *n * (*n + 1) / 2;
	scopy_(&i__1, &ap[1], &c__1, &afp[1], &c__1);
	ssptrf_(uplo, n, &afp[1], &ipiv[1], info);

/*        Return if INFO is non-zero. */

	if (*info > 0) {
	    *rcond = 0.f;
	    return 0;
	}
    }

/*     Compute the norm of the matrix A. */

    anorm = slansp_("I", uplo, n, &ap[1], &work[1]);

/*     Compute the reciprocal of the condition number of A. */

    sspcon_(uplo, n, &afp[1], &ipiv[1], &anorm, rcond, &work[1], &iwork[1], 
	    info);

/*     Compute the solution vectors X. */

    slacpy_("Full", n, nrhs, &b[b_offset], ldb, &x[x_offset], ldx);
    ssptrs_(uplo, n, nrhs, &afp[1], &ipiv[1], &x[x_offset], ldx, info);

/*     Use iterative refinement to improve the computed solutions and */
/*     compute error bounds and backward error estimates for them. */

    ssprfs_(uplo, n, nrhs, &ap[1], &afp[1], &ipiv[1], &b[b_offset], ldb, &x[
	    x_offset], ldx, &ferr[1], &berr[1], &work[1], &iwork[1], info);

/*     Set INFO = N+1 if the matrix is singular to working precision. */

    if (*rcond < slamch_("Epsilon")) {
	*info = *n + 1;
    }

    return 0;

/*     End of SSPSVX */

} /* sspsvx_ */
コード例 #8
0
ファイル: sspevd.c プロジェクト: Electrostatics/FETK
/* Subroutine */ int sspevd_(char *jobz, char *uplo, integer *n, real *ap, 
	real *w, real *z__, integer *ldz, real *work, integer *lwork, integer 
	*iwork, integer *liwork, integer *info, ftnlen jobz_len, ftnlen 
	uplo_len)
{
    /* System generated locals */
    integer z_dim1, z_offset, i__1;
    real r__1;

    /* Builtin functions */
    double sqrt(doublereal);

    /* Local variables */
    static real eps;
    static integer inde;
    static real anrm, rmin, rmax, sigma;
    extern logical lsame_(char *, char *, ftnlen, ftnlen);
    static integer iinfo;
    extern /* Subroutine */ int sscal_(integer *, real *, real *, integer *);
    static integer lwmin;
    static logical wantz;
    static integer iscale;
    extern doublereal slamch_(char *, ftnlen);
    static real safmin;
    extern /* Subroutine */ int xerbla_(char *, integer *, ftnlen);
    static real bignum;
    static integer indtau;
    extern /* Subroutine */ int sstedc_(char *, integer *, real *, real *, 
	    real *, integer *, real *, integer *, integer *, integer *, 
	    integer *, ftnlen);
    static integer indwrk, liwmin;
    extern doublereal slansp_(char *, char *, integer *, real *, real *, 
	    ftnlen, ftnlen);
    extern /* Subroutine */ int ssterf_(integer *, real *, real *, integer *);
    static integer llwork;
    static real smlnum;
    extern /* Subroutine */ int ssptrd_(char *, integer *, real *, real *, 
	    real *, real *, integer *, ftnlen);
    static logical lquery;
    extern /* Subroutine */ int sopmtr_(char *, char *, char *, integer *, 
	    integer *, real *, real *, real *, integer *, real *, integer *, 
	    ftnlen, ftnlen, ftnlen);


/*  -- LAPACK driver routine (version 3.0) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., */
/*     Courant Institute, Argonne National Lab, and Rice University */
/*     June 30, 1999 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  SSPEVD computes all the eigenvalues and, optionally, eigenvectors */
/*  of a real symmetric matrix A in packed storage. If eigenvectors are */
/*  desired, it uses a divide and conquer algorithm. */

/*  The divide and conquer algorithm makes very mild assumptions about */
/*  floating point arithmetic. It will work on machines with a guard */
/*  digit in add/subtract, or on those binary machines without guard */
/*  digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or */
/*  Cray-2. It could conceivably fail on hexadecimal or decimal machines */
/*  without guard digits, but we know of none. */

/*  Arguments */
/*  ========= */

/*  JOBZ    (input) CHARACTER*1 */
/*          = 'N':  Compute eigenvalues only; */
/*          = 'V':  Compute eigenvalues and eigenvectors. */

/*  UPLO    (input) CHARACTER*1 */
/*          = 'U':  Upper triangle of A is stored; */
/*          = 'L':  Lower triangle of A is stored. */

/*  N       (input) INTEGER */
/*          The order of the matrix A.  N >= 0. */

/*  AP      (input/output) REAL array, dimension (N*(N+1)/2) */
/*          On entry, the upper or lower triangle of the symmetric matrix */
/*          A, packed columnwise in a linear array.  The j-th column of A */
/*          is stored in the array AP as follows: */
/*          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; */
/*          if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n. */

/*          On exit, AP is overwritten by values generated during the */
/*          reduction to tridiagonal form.  If UPLO = 'U', the diagonal */
/*          and first superdiagonal of the tridiagonal matrix T overwrite */
/*          the corresponding elements of A, and if UPLO = 'L', the */
/*          diagonal and first subdiagonal of T overwrite the */
/*          corresponding elements of A. */

/*  W       (output) REAL array, dimension (N) */
/*          If INFO = 0, the eigenvalues in ascending order. */

/*  Z       (output) REAL array, dimension (LDZ, N) */
/*          If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal */
/*          eigenvectors of the matrix A, with the i-th column of Z */
/*          holding the eigenvector associated with W(i). */
/*          If JOBZ = 'N', then Z is not referenced. */

/*  LDZ     (input) INTEGER */
/*          The leading dimension of the array Z.  LDZ >= 1, and if */
/*          JOBZ = 'V', LDZ >= max(1,N). */

/*  WORK    (workspace/output) REAL array, */
/*                                         dimension (LWORK) */
/*          On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */

/*  LWORK   (input) INTEGER */
/*          The dimension of the array WORK. */
/*          If N <= 1,               LWORK must be at least 1. */
/*          If JOBZ = 'N' and N > 1, LWORK must be at least 2*N. */
/*          If JOBZ = 'V' and N > 1, LWORK must be at least */
/*                                                 1 + 6*N + N**2. */

/*          If LWORK = -1, then a workspace query is assumed; the routine */
/*          only calculates the optimal size of the WORK array, returns */
/*          this value as the first entry of the WORK array, and no error */
/*          message related to LWORK is issued by XERBLA. */

/*  IWORK   (workspace/output) INTEGER array, dimension (LIWORK) */
/*          On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. */

/*  LIWORK  (input) INTEGER */
/*          The dimension of the array IWORK. */
/*          If JOBZ  = 'N' or N <= 1, LIWORK must be at least 1. */
/*          If JOBZ  = 'V' and N > 1, LIWORK must be at least 3 + 5*N. */

/*          If LIWORK = -1, then a workspace query is assumed; the */
/*          routine only calculates the optimal size of the IWORK array, */
/*          returns this value as the first entry of the IWORK array, and */
/*          no error message related to LIWORK is issued by XERBLA. */

/*  INFO    (output) INTEGER */
/*          = 0:  successful exit */
/*          < 0:  if INFO = -i, the i-th argument had an illegal value. */
/*          > 0:  if INFO = i, the algorithm failed to converge; i */
/*                off-diagonal elements of an intermediate tridiagonal */
/*                form did not converge to zero. */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input parameters. */

    /* Parameter adjustments */
    --ap;
    --w;
    z_dim1 = *ldz;
    z_offset = 1 + z_dim1;
    z__ -= z_offset;
    --work;
    --iwork;

    /* Function Body */
    wantz = lsame_(jobz, "V", (ftnlen)1, (ftnlen)1);
    lquery = *lwork == -1 || *liwork == -1;

    *info = 0;
    if (*n <= 1) {
	liwmin = 1;
	lwmin = 1;
    } else {
	if (wantz) {
	    liwmin = *n * 5 + 3;
/* Computing 2nd power */
	    i__1 = *n;
	    lwmin = *n * 6 + 1 + i__1 * i__1;
	} else {
	    liwmin = 1;
	    lwmin = *n << 1;
	}
    }
    if (! (wantz || lsame_(jobz, "N", (ftnlen)1, (ftnlen)1))) {
	*info = -1;
    } else if (! (lsame_(uplo, "U", (ftnlen)1, (ftnlen)1) || lsame_(uplo, 
	    "L", (ftnlen)1, (ftnlen)1))) {
	*info = -2;
    } else if (*n < 0) {
	*info = -3;
    } else if (*ldz < 1 || wantz && *ldz < *n) {
	*info = -7;
    } else if (*lwork < lwmin && ! lquery) {
	*info = -9;
    } else if (*liwork < liwmin && ! lquery) {
	*info = -11;
    }

    if (*info == 0) {
	work[1] = (real) lwmin;
	iwork[1] = liwmin;
    }

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("SSPEVD", &i__1, (ftnlen)6);
	return 0;
    } else if (lquery) {
	return 0;
    }

/*     Quick return if possible */

    if (*n == 0) {
	return 0;
    }

    if (*n == 1) {
	w[1] = ap[1];
	if (wantz) {
	    z__[z_dim1 + 1] = 1.f;
	}
	return 0;
    }

/*     Get machine constants. */

    safmin = slamch_("Safe minimum", (ftnlen)12);
    eps = slamch_("Precision", (ftnlen)9);
    smlnum = safmin / eps;
    bignum = 1.f / smlnum;
    rmin = sqrt(smlnum);
    rmax = sqrt(bignum);

/*     Scale matrix to allowable range, if necessary. */

    anrm = slansp_("M", uplo, n, &ap[1], &work[1], (ftnlen)1, (ftnlen)1);
    iscale = 0;
    if (anrm > 0.f && anrm < rmin) {
	iscale = 1;
	sigma = rmin / anrm;
    } else if (anrm > rmax) {
	iscale = 1;
	sigma = rmax / anrm;
    }
    if (iscale == 1) {
	i__1 = *n * (*n + 1) / 2;
	sscal_(&i__1, &sigma, &ap[1], &c__1);
    }

/*     Call SSPTRD to reduce symmetric packed matrix to tridiagonal form. */

    inde = 1;
    indtau = inde + *n;
    ssptrd_(uplo, n, &ap[1], &w[1], &work[inde], &work[indtau], &iinfo, (
	    ftnlen)1);

/*     For eigenvalues only, call SSTERF.  For eigenvectors, first call */
/*     SSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the */
/*     tridiagonal matrix, then call SOPMTR to multiply it by the */
/*     Householder transformations represented in AP. */

    if (! wantz) {
	ssterf_(n, &w[1], &work[inde], info);
    } else {
	indwrk = indtau + *n;
	llwork = *lwork - indwrk + 1;
	sstedc_("I", n, &w[1], &work[inde], &z__[z_offset], ldz, &work[indwrk]
		, &llwork, &iwork[1], liwork, info, (ftnlen)1);
	sopmtr_("L", uplo, "N", n, n, &ap[1], &work[indtau], &z__[z_offset], 
		ldz, &work[indwrk], &iinfo, (ftnlen)1, (ftnlen)1, (ftnlen)1);
    }

/*     If matrix was scaled, then rescale eigenvalues appropriately. */

    if (iscale == 1) {
	r__1 = 1.f / sigma;
	sscal_(n, &r__1, &w[1], &c__1);
    }

    work[1] = (real) lwmin;
    iwork[1] = liwmin;
    return 0;

/*     End of SSPEVD */

} /* sspevd_ */
コード例 #9
0
ファイル: sppt03.c プロジェクト: 3deggi/levmar-ndk
/* Subroutine */ int sppt03_(char *uplo, integer *n, real *a, real *ainv, 
	real *work, integer *ldwork, real *rwork, real *rcond, real *resid)
{
    /* System generated locals */
    integer work_dim1, work_offset, i__1, i__2;

    /* Local variables */
    integer i__, j, jj;
    real eps;
    extern logical lsame_(char *, char *);
    real anorm;
    extern /* Subroutine */ int scopy_(integer *, real *, integer *, real *, 
	    integer *), sspmv_(char *, integer *, real *, real *, real *, 
	    integer *, real *, real *, integer *);
    extern doublereal slamch_(char *), slange_(char *, integer *, 
	    integer *, real *, integer *, real *);
    real ainvnm;
    extern doublereal slansp_(char *, char *, integer *, real *, real *);


/*  -- LAPACK test routine (version 3.1) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  SPPT03 computes the residual for a symmetric packed matrix times its */
/*  inverse: */
/*     norm( I - A*AINV ) / ( N * norm(A) * norm(AINV) * EPS ), */
/*  where EPS is the machine epsilon. */

/*  Arguments */
/*  ========== */

/*  UPLO    (input) CHARACTER*1 */
/*          Specifies whether the upper or lower triangular part of the */
/*          symmetric 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. */

/*  A       (input) REAL array, dimension (N*(N+1)/2) */
/*          The original symmetric matrix A, stored as a packed */
/*          triangular matrix. */

/*  AINV    (input) REAL array, dimension (N*(N+1)/2) */
/*          The (symmetric) inverse of the matrix A, stored as a packed */
/*          triangular matrix. */

/*  WORK    (workspace) REAL array, dimension (LDWORK,N) */

/*  LDWORK  (input) INTEGER */
/*          The leading dimension of the array WORK.  LDWORK >= max(1,N). */

/*  RWORK   (workspace) REAL array, dimension (N) */

/*  RCOND   (output) REAL */
/*          The reciprocal of the condition number of A, computed as */
/*          ( 1/norm(A) ) / norm(AINV). */

/*  RESID   (output) REAL */
/*          norm(I - A*AINV) / ( N * norm(A) * norm(AINV) * EPS ) */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Quick exit if N = 0. */

    /* Parameter adjustments */
    --a;
    --ainv;
    work_dim1 = *ldwork;
    work_offset = 1 + work_dim1;
    work -= work_offset;
    --rwork;

    /* Function Body */
    if (*n <= 0) {
	*rcond = 1.f;
	*resid = 0.f;
	return 0;
    }

/*     Exit with RESID = 1/EPS if ANORM = 0 or AINVNM = 0. */

    eps = slamch_("Epsilon");
    anorm = slansp_("1", uplo, n, &a[1], &rwork[1]);
    ainvnm = slansp_("1", uplo, n, &ainv[1], &rwork[1]);
    if (anorm <= 0.f || ainvnm == 0.f) {
	*rcond = 0.f;
	*resid = 1.f / eps;
	return 0;
    }
    *rcond = 1.f / anorm / ainvnm;

/*     UPLO = 'U': */
/*     Copy the leading N-1 x N-1 submatrix of AINV to WORK(1:N,2:N) and */
/*     expand it to a full matrix, then multiply by A one column at a */
/*     time, moving the result one column to the left. */

    if (lsame_(uplo, "U")) {

/*        Copy AINV */

	jj = 1;
	i__1 = *n - 1;
	for (j = 1; j <= i__1; ++j) {
	    scopy_(&j, &ainv[jj], &c__1, &work[(j + 1) * work_dim1 + 1], &
		    c__1);
	    i__2 = j - 1;
	    scopy_(&i__2, &ainv[jj], &c__1, &work[j + (work_dim1 << 1)], 
		    ldwork);
	    jj += j;
/* L10: */
	}
	jj = (*n - 1) * *n / 2 + 1;
	i__1 = *n - 1;
	scopy_(&i__1, &ainv[jj], &c__1, &work[*n + (work_dim1 << 1)], ldwork);

/*        Multiply by A */

	i__1 = *n - 1;
	for (j = 1; j <= i__1; ++j) {
	    sspmv_("Upper", n, &c_b13, &a[1], &work[(j + 1) * work_dim1 + 1], 
		    &c__1, &c_b15, &work[j * work_dim1 + 1], &c__1)
		    ;
/* L20: */
	}
	sspmv_("Upper", n, &c_b13, &a[1], &ainv[jj], &c__1, &c_b15, &work[*n *
		 work_dim1 + 1], &c__1);

/*     UPLO = 'L': */
/*     Copy the trailing N-1 x N-1 submatrix of AINV to WORK(1:N,1:N-1) */
/*     and multiply by A, moving each column to the right. */

    } else {

/*        Copy AINV */

	i__1 = *n - 1;
	scopy_(&i__1, &ainv[2], &c__1, &work[work_dim1 + 1], ldwork);
	jj = *n + 1;
	i__1 = *n;
	for (j = 2; j <= i__1; ++j) {
	    i__2 = *n - j + 1;
	    scopy_(&i__2, &ainv[jj], &c__1, &work[j + (j - 1) * work_dim1], &
		    c__1);
	    i__2 = *n - j;
	    scopy_(&i__2, &ainv[jj + 1], &c__1, &work[j + j * work_dim1], 
		    ldwork);
	    jj = jj + *n - j + 1;
/* L30: */
	}

/*        Multiply by A */

	for (j = *n; j >= 2; --j) {
	    sspmv_("Lower", n, &c_b13, &a[1], &work[(j - 1) * work_dim1 + 1], 
		    &c__1, &c_b15, &work[j * work_dim1 + 1], &c__1)
		    ;
/* L40: */
	}
	sspmv_("Lower", n, &c_b13, &a[1], &ainv[1], &c__1, &c_b15, &work[
		work_dim1 + 1], &c__1);

    }

/*     Add the identity matrix to WORK . */

    i__1 = *n;
    for (i__ = 1; i__ <= i__1; ++i__) {
	work[i__ + i__ * work_dim1] += 1.f;
/* L50: */
    }

/*     Compute norm(I - A*AINV) / (N * norm(A) * norm(AINV) * EPS) */

    *resid = slange_("1", n, n, &work[work_offset], ldwork, &rwork[1]);

    *resid = *resid * *rcond / eps / (real) (*n);

    return 0;

/*     End of SPPT03 */

} /* sppt03_ */
コード例 #10
0
ファイル: sspev.c プロジェクト: 0u812/roadrunner-backup
/* Subroutine */ int sspev_(char *jobz, char *uplo, integer *n, real *ap, 
	real *w, real *z__, integer *ldz, real *work, integer *info)
{
    /* System generated locals */
    integer z_dim1, z_offset, i__1;
    real r__1;

    /* Builtin functions */
    double sqrt(doublereal);

    /* Local variables */
    real eps;
    integer inde;
    real anrm;
    integer imax;
    real rmin, rmax, sigma;
    extern logical lsame_(char *, char *);
    integer iinfo;
    extern /* Subroutine */ int sscal_(integer *, real *, real *, integer *);
    logical wantz;
    integer iscale;
    extern doublereal slamch_(char *);
    real safmin;
    extern /* Subroutine */ int xerbla_(char *, integer *);
    real bignum;
    integer indtau, indwrk;
    extern doublereal slansp_(char *, char *, integer *, real *, real *);
    extern /* Subroutine */ int ssterf_(integer *, real *, real *, integer *);
    real smlnum;
    extern /* Subroutine */ int sopgtr_(char *, integer *, real *, real *, 
	    real *, integer *, real *, integer *), ssptrd_(char *, 
	    integer *, real *, real *, real *, real *, integer *), 
	    ssteqr_(char *, integer *, real *, real *, real *, integer *, 
	    real *, integer *);


/*  -- LAPACK driver routine (version 3.2) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  SSPEV computes all the eigenvalues and, optionally, eigenvectors of a */
/*  real symmetric matrix A in packed storage. */

/*  Arguments */
/*  ========= */

/*  JOBZ    (input) CHARACTER*1 */
/*          = 'N':  Compute eigenvalues only; */
/*          = 'V':  Compute eigenvalues and eigenvectors. */

/*  UPLO    (input) CHARACTER*1 */
/*          = 'U':  Upper triangle of A is stored; */
/*          = 'L':  Lower triangle of A is stored. */

/*  N       (input) INTEGER */
/*          The order of the matrix A.  N >= 0. */

/*  AP      (input/output) REAL array, dimension (N*(N+1)/2) */
/*          On entry, the upper or lower triangle of the symmetric matrix */
/*          A, packed columnwise in a linear array.  The j-th column of A */
/*          is stored in the array AP as follows: */
/*          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; */
/*          if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n. */

/*          On exit, AP is overwritten by values generated during the */
/*          reduction to tridiagonal form.  If UPLO = 'U', the diagonal */
/*          and first superdiagonal of the tridiagonal matrix T overwrite */
/*          the corresponding elements of A, and if UPLO = 'L', the */
/*          diagonal and first subdiagonal of T overwrite the */
/*          corresponding elements of A. */

/*  W       (output) REAL array, dimension (N) */
/*          If INFO = 0, the eigenvalues in ascending order. */

/*  Z       (output) REAL array, dimension (LDZ, N) */
/*          If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal */
/*          eigenvectors of the matrix A, with the i-th column of Z */
/*          holding the eigenvector associated with W(i). */
/*          If JOBZ = 'N', then Z is not referenced. */

/*  LDZ     (input) INTEGER */
/*          The leading dimension of the array Z.  LDZ >= 1, and if */
/*          JOBZ = 'V', LDZ >= max(1,N). */

/*  WORK    (workspace) REAL array, dimension (3*N) */

/*  INFO    (output) INTEGER */
/*          = 0:  successful exit. */
/*          < 0:  if INFO = -i, the i-th argument had an illegal value. */
/*          > 0:  if INFO = i, the algorithm failed to converge; i */
/*                off-diagonal elements of an intermediate tridiagonal */
/*                form did not converge to zero. */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input parameters. */

    /* Parameter adjustments */
    --ap;
    --w;
    z_dim1 = *ldz;
    z_offset = 1 + z_dim1;
    z__ -= z_offset;
    --work;

    /* Function Body */
    wantz = lsame_(jobz, "V");

    *info = 0;
    if (! (wantz || lsame_(jobz, "N"))) {
	*info = -1;
    } else if (! (lsame_(uplo, "U") || lsame_(uplo, 
	    "L"))) {
	*info = -2;
    } else if (*n < 0) {
	*info = -3;
    } else if (*ldz < 1 || wantz && *ldz < *n) {
	*info = -7;
    }

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("SSPEV ", &i__1);
	return 0;
    }

/*     Quick return if possible */

    if (*n == 0) {
	return 0;
    }

    if (*n == 1) {
	w[1] = ap[1];
	if (wantz) {
	    z__[z_dim1 + 1] = 1.f;
	}
	return 0;
    }

/*     Get machine constants. */

    safmin = slamch_("Safe minimum");
    eps = slamch_("Precision");
    smlnum = safmin / eps;
    bignum = 1.f / smlnum;
    rmin = sqrt(smlnum);
    rmax = sqrt(bignum);

/*     Scale matrix to allowable range, if necessary. */

    anrm = slansp_("M", uplo, n, &ap[1], &work[1]);
    iscale = 0;
    if (anrm > 0.f && anrm < rmin) {
	iscale = 1;
	sigma = rmin / anrm;
    } else if (anrm > rmax) {
	iscale = 1;
	sigma = rmax / anrm;
    }
    if (iscale == 1) {
	i__1 = *n * (*n + 1) / 2;
	sscal_(&i__1, &sigma, &ap[1], &c__1);
    }

/*     Call SSPTRD to reduce symmetric packed matrix to tridiagonal form. */

    inde = 1;
    indtau = inde + *n;
    ssptrd_(uplo, n, &ap[1], &w[1], &work[inde], &work[indtau], &iinfo);

/*     For eigenvalues only, call SSTERF.  For eigenvectors, first call */
/*     SOPGTR to generate the orthogonal matrix, then call SSTEQR. */

    if (! wantz) {
	ssterf_(n, &w[1], &work[inde], info);
    } else {
	indwrk = indtau + *n;
	sopgtr_(uplo, n, &ap[1], &work[indtau], &z__[z_offset], ldz, &work[
		indwrk], &iinfo);
	ssteqr_(jobz, n, &w[1], &work[inde], &z__[z_offset], ldz, &work[
		indtau], info);
    }

/*     If matrix was scaled, then rescale eigenvalues appropriately. */

    if (iscale == 1) {
	if (*info == 0) {
	    imax = *n;
	} else {
	    imax = *info - 1;
	}
	r__1 = 1.f / sigma;
	sscal_(&imax, &r__1, &w[1], &c__1);
    }

    return 0;

/*     End of SSPEV */

} /* sspev_ */
コード例 #11
0
ファイル: sspev.c プロジェクト: flame/libflame
/* Subroutine */
int sspev_(char *jobz, char *uplo, integer *n, real *ap, real *w, real *z__, integer *ldz, real *work, integer *info)
{
    /* System generated locals */
    integer z_dim1, z_offset, i__1;
    real r__1;
    /* Builtin functions */
    double sqrt(doublereal);
    /* Local variables */
    real eps;
    integer inde;
    real anrm;
    integer imax;
    real rmin, rmax, sigma;
    extern logical lsame_(char *, char *);
    integer iinfo;
    extern /* Subroutine */
    int sscal_(integer *, real *, real *, integer *);
    logical wantz;
    integer iscale;
    extern real slamch_(char *);
    real safmin;
    extern /* Subroutine */
    int xerbla_(char *, integer *);
    real bignum;
    integer indtau, indwrk;
    extern real slansp_(char *, char *, integer *, real *, real *);
    extern /* Subroutine */
    int ssterf_(integer *, real *, real *, integer *);
    real smlnum;
    extern /* Subroutine */
    int sopgtr_(char *, integer *, real *, real *, real *, integer *, real *, integer *), ssptrd_(char *, integer *, real *, real *, real *, real *, integer *), ssteqr_(char *, integer *, real *, real *, real *, integer *, real *, integer *);
    /* -- LAPACK driver routine (version 3.4.0) -- */
    /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
    /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
    /* November 2011 */
    /* .. Scalar Arguments .. */
    /* .. */
    /* .. Array Arguments .. */
    /* .. */
    /* ===================================================================== */
    /* .. Parameters .. */
    /* .. */
    /* .. Local Scalars .. */
    /* .. */
    /* .. External Functions .. */
    /* .. */
    /* .. External Subroutines .. */
    /* .. */
    /* .. Intrinsic Functions .. */
    /* .. */
    /* .. Executable Statements .. */
    /* Test the input parameters. */
    /* Parameter adjustments */
    --ap;
    --w;
    z_dim1 = *ldz;
    z_offset = 1 + z_dim1;
    z__ -= z_offset;
    --work;
    /* Function Body */
    wantz = lsame_(jobz, "V");
    *info = 0;
    if (! (wantz || lsame_(jobz, "N")))
    {
        *info = -1;
    }
    else if (! (lsame_(uplo, "U") || lsame_(uplo, "L")))
    {
        *info = -2;
    }
    else if (*n < 0)
    {
        *info = -3;
    }
    else if (*ldz < 1 || wantz && *ldz < *n)
    {
        *info = -7;
    }
    if (*info != 0)
    {
        i__1 = -(*info);
        xerbla_("SSPEV ", &i__1);
        return 0;
    }
    /* Quick return if possible */
    if (*n == 0)
    {
        return 0;
    }
    if (*n == 1)
    {
        w[1] = ap[1];
        if (wantz)
        {
            z__[z_dim1 + 1] = 1.f;
        }
        return 0;
    }
    /* Get machine constants. */
    safmin = slamch_("Safe minimum");
    eps = slamch_("Precision");
    smlnum = safmin / eps;
    bignum = 1.f / smlnum;
    rmin = sqrt(smlnum);
    rmax = sqrt(bignum);
    /* Scale matrix to allowable range, if necessary. */
    anrm = slansp_("M", uplo, n, &ap[1], &work[1]);
    iscale = 0;
    if (anrm > 0.f && anrm < rmin)
    {
        iscale = 1;
        sigma = rmin / anrm;
    }
    else if (anrm > rmax)
    {
        iscale = 1;
        sigma = rmax / anrm;
    }
    if (iscale == 1)
    {
        i__1 = *n * (*n + 1) / 2;
        sscal_(&i__1, &sigma, &ap[1], &c__1);
    }
    /* Call SSPTRD to reduce symmetric packed matrix to tridiagonal form. */
    inde = 1;
    indtau = inde + *n;
    ssptrd_(uplo, n, &ap[1], &w[1], &work[inde], &work[indtau], &iinfo);
    /* For eigenvalues only, call SSTERF. For eigenvectors, first call */
    /* SOPGTR to generate the orthogonal matrix, then call SSTEQR. */
    if (! wantz)
    {
        ssterf_(n, &w[1], &work[inde], info);
    }
    else
    {
        indwrk = indtau + *n;
        sopgtr_(uplo, n, &ap[1], &work[indtau], &z__[z_offset], ldz, &work[ indwrk], &iinfo);
        ssteqr_(jobz, n, &w[1], &work[inde], &z__[z_offset], ldz, &work[ indtau], info);
    }
    /* If matrix was scaled, then rescale eigenvalues appropriately. */
    if (iscale == 1)
    {
        if (*info == 0)
        {
            imax = *n;
        }
        else
        {
            imax = *info - 1;
        }
        r__1 = 1.f / sigma;
        sscal_(&imax, &r__1, &w[1], &c__1);
    }
    return 0;
    /* End of SSPEV */
}
コード例 #12
0
/* Subroutine */ int sppsvx_(char *fact, char *uplo, integer *n, integer *
	nrhs, real *ap, real *afp, char *equed, real *s, real *b, integer *
	ldb, real *x, integer *ldx, real *rcond, real *ferr, real *berr, real 
	*work, integer *iwork, integer *info)
{
/*  -- LAPACK driver routine (version 3.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       June 30, 1999   


    Purpose   
    =======   

    SPPSVX uses the Cholesky factorization A = U**T*U or A = L*L**T to   
    compute the solution to a real system of linear equations   
       A * X = B,   
    where A is an N-by-N symmetric positive definite matrix stored in   
    packed format and X and B are N-by-NRHS matrices.   

    Error bounds on the solution and a condition estimate are also   
    provided.   

    Description   
    ===========   

    The following steps are performed:   

    1. If FACT = 'E', real scaling factors are computed to equilibrate   
       the system:   
          diag(S) * A * diag(S) * inv(diag(S)) * X = diag(S) * B   
       Whether or not the system will be equilibrated depends on the   
       scaling of the matrix A, but if equilibration is used, A is   
       overwritten by diag(S)*A*diag(S) and B by diag(S)*B.   

    2. If FACT = 'N' or 'E', the Cholesky decomposition is used to   
       factor the matrix A (after equilibration if FACT = 'E') as   
          A = U**T* U,  if UPLO = 'U', or   
          A = L * L**T,  if UPLO = 'L',   
       where U is an upper triangular matrix and L is a lower triangular   
       matrix.   

    3. If the leading i-by-i principal minor is not positive definite,   
       then the routine returns with INFO = i. Otherwise, the factored   
       form of A is used to estimate the condition number of the matrix   
       A.  If the reciprocal of the condition number is less than machine   
       precision, INFO = N+1 is returned as a warning, but the routine   
       still goes on to solve for X and compute error bounds as   
       described below.   

    4. The system of equations is solved for X using the factored form   
       of A.   

    5. Iterative refinement is applied to improve the computed solution   
       matrix and calculate error bounds and backward error estimates   
       for it.   

    6. If equilibration was used, the matrix X is premultiplied by   
       diag(S) so that it solves the original system before   
       equilibration.   

    Arguments   
    =========   

    FACT    (input) CHARACTER*1   
            Specifies whether or not the factored form of the matrix A is   
            supplied on entry, and if not, whether the matrix A should be   
            equilibrated before it is factored.   
            = 'F':  On entry, AFP contains the factored form of A.   
                    If EQUED = 'Y', the matrix A has been equilibrated   
                    with scaling factors given by S.  AP and AFP will not   
                    be modified.   
            = 'N':  The matrix A will be copied to AFP and factored.   
            = 'E':  The matrix A will be equilibrated if necessary, then   
                    copied to AFP and factored.   

    UPLO    (input) CHARACTER*1   
            = 'U':  Upper triangle of A is stored;   
            = 'L':  Lower triangle of A is stored.   

    N       (input) INTEGER   
            The number of linear equations, i.e., 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.   

    AP      (input/output) REAL array, dimension (N*(N+1)/2)   
            On entry, the upper or lower triangle of the symmetric matrix   
            A, packed columnwise in a linear array, except if FACT = 'F'   
            and EQUED = 'Y', then A must contain the equilibrated matrix   
            diag(S)*A*diag(S).  The j-th column of A is stored in the   
            array AP as follows:   
            if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;   
            if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.   
            See below for further details.  A is not modified if   
            FACT = 'F' or 'N', or if FACT = 'E' and EQUED = 'N' on exit.   

            On exit, if FACT = 'E' and EQUED = 'Y', A is overwritten by   
            diag(S)*A*diag(S).   

    AFP     (input or output) REAL array, dimension   
                              (N*(N+1)/2)   
            If FACT = 'F', then AFP is an input argument and on entry   
            contains the triangular factor U or L from the Cholesky   
            factorization A = U'*U or A = L*L', in the same storage   
            format as A.  If EQUED .ne. 'N', then AFP is the factored   
            form of the equilibrated matrix A.   

            If FACT = 'N', then AFP is an output argument and on exit   
            returns the triangular factor U or L from the Cholesky   
            factorization A = U'*U or A = L*L' of the original matrix A.   

            If FACT = 'E', then AFP is an output argument and on exit   
            returns the triangular factor U or L from the Cholesky   
            factorization A = U'*U or A = L*L' of the equilibrated   
            matrix A (see the description of AP for the form of the   
            equilibrated matrix).   

    EQUED   (input or output) CHARACTER*1   
            Specifies the form of equilibration that was done.   
            = 'N':  No equilibration (always true if FACT = 'N').   
            = 'Y':  Equilibration was done, i.e., A has been replaced by   
                    diag(S) * A * diag(S).   
            EQUED is an input argument if FACT = 'F'; otherwise, it is an   
            output argument.   

    S       (input or output) REAL array, dimension (N)   
            The scale factors for A; not accessed if EQUED = 'N'.  S is   
            an input argument if FACT = 'F'; otherwise, S is an output   
            argument.  If FACT = 'F' and EQUED = 'Y', each element of S   
            must be positive.   

    B       (input/output) REAL array, dimension (LDB,NRHS)   
            On entry, the N-by-NRHS right hand side matrix B.   
            On exit, if EQUED = 'N', B is not modified; if EQUED = 'Y',   
            B is overwritten by diag(S) * B.   

    LDB     (input) INTEGER   
            The leading dimension of the array B.  LDB >= max(1,N).   

    X       (output) REAL array, dimension (LDX,NRHS)   
            If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X to   
            the original system of equations.  Note that if EQUED = 'Y',   
            A and B are modified on exit, and the solution to the   
            equilibrated system is inv(diag(S))*X.   

    LDX     (input) INTEGER   
            The leading dimension of the array X.  LDX >= max(1,N).   

    RCOND   (output) REAL   
            The estimate of the reciprocal condition number of the matrix   
            A after equilibration (if done).  If RCOND is less than the   
            machine precision (in particular, if RCOND = 0), the matrix   
            is singular to working precision.  This condition is   
            indicated by a return code of INFO > 0.   

    FERR    (output) REAL array, dimension (NRHS)   
            The estimated forward error bound for each solution vector   
            X(j) (the j-th column of the solution matrix X).   
            If XTRUE is the true solution corresponding to X(j), FERR(j)   
            is an estimated upper bound for the magnitude of the largest   
            element in (X(j) - XTRUE) divided by the magnitude of the   
            largest element in X(j).  The estimate is as reliable as   
            the estimate for RCOND, and is almost always a slight   
            overestimate of the true error.   

    BERR    (output) REAL array, dimension (NRHS)   
            The componentwise relative backward error of each solution   
            vector X(j) (i.e., the smallest relative change in   
            any element of A or B that makes X(j) an exact solution).   

    WORK    (workspace) REAL array, dimension (3*N)   

    IWORK   (workspace) INTEGER array, dimension (N)   

    INFO    (output) INTEGER   
            = 0:  successful exit   
            < 0:  if INFO = -i, the i-th argument had an illegal value   
            > 0:  if INFO = i, and i is   
                  <= N:  the leading minor of order i of A is   
                         not positive definite, so the factorization   
                         could not be completed, and the solution has not   
                         been computed. RCOND = 0 is returned.   
                  = N+1: U is nonsingular, but RCOND is less than machine   
                         precision, meaning that the matrix is singular   
                         to working precision.  Nevertheless, the   
                         solution and error bounds are computed because   
                         there are a number of situations where the   
                         computed solution can be more accurate than the   
                         value of RCOND would suggest.   

    Further Details   
    ===============   

    The packed storage scheme is illustrated by the following example   
    when N = 4, UPLO = 'U':   

    Two-dimensional storage of the symmetric matrix A:   

       a11 a12 a13 a14   
           a22 a23 a24   
               a33 a34     (aij = conjg(aji))   
                   a44   

    Packed storage of the upper triangle of A:   

    AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]   

    =====================================================================   


       Parameter adjustments */
    /* Table of constant values */
    static integer c__1 = 1;
    
    /* System generated locals */
    integer b_dim1, b_offset, x_dim1, x_offset, i__1, i__2;
    real r__1, r__2;
    /* Local variables */
    static real amax, smin, smax;
    static integer i__, j;
    extern logical lsame_(char *, char *);
    static real scond, anorm;
    static logical equil, rcequ;
    extern /* Subroutine */ int scopy_(integer *, real *, integer *, real *, 
	    integer *);
    extern doublereal slamch_(char *);
    static logical nofact;
    extern /* Subroutine */ int xerbla_(char *, integer *);
    static real bignum;
    static integer infequ;
    extern /* Subroutine */ int slacpy_(char *, integer *, integer *, real *, 
	    integer *, real *, integer *);
    extern doublereal slansp_(char *, char *, integer *, real *, real *);
    extern /* Subroutine */ int sppcon_(char *, integer *, real *, real *, 
	    real *, real *, integer *, integer *), slaqsp_(char *, 
	    integer *, real *, real *, real *, real *, char *)
	    ;
    static real smlnum;
    extern /* Subroutine */ int sppequ_(char *, integer *, real *, real *, 
	    real *, real *, integer *), spprfs_(char *, integer *, 
	    integer *, real *, real *, real *, integer *, real *, integer *, 
	    real *, real *, real *, integer *, integer *), spptrf_(
	    char *, integer *, real *, integer *), spptrs_(char *, 
	    integer *, integer *, real *, real *, integer *, integer *);
#define b_ref(a_1,a_2) b[(a_2)*b_dim1 + a_1]
#define x_ref(a_1,a_2) x[(a_2)*x_dim1 + a_1]


    --ap;
    --afp;
    --s;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1 * 1;
    b -= b_offset;
    x_dim1 = *ldx;
    x_offset = 1 + x_dim1 * 1;
    x -= x_offset;
    --ferr;
    --berr;
    --work;
    --iwork;

    /* Function Body */
    *info = 0;
    nofact = lsame_(fact, "N");
    equil = lsame_(fact, "E");
    if (nofact || equil) {
	*(unsigned char *)equed = 'N';
	rcequ = FALSE_;
    } else {
	rcequ = lsame_(equed, "Y");
	smlnum = slamch_("Safe minimum");
	bignum = 1.f / smlnum;
    }

/*     Test the input parameters. */

    if (! nofact && ! equil && ! lsame_(fact, "F")) {
	*info = -1;
    } else if (! lsame_(uplo, "U") && ! lsame_(uplo, 
	    "L")) {
	*info = -2;
    } else if (*n < 0) {
	*info = -3;
    } else if (*nrhs < 0) {
	*info = -4;
    } else if (lsame_(fact, "F") && ! (rcequ || lsame_(
	    equed, "N"))) {
	*info = -7;
    } else {
	if (rcequ) {
	    smin = bignum;
	    smax = 0.f;
	    i__1 = *n;
	    for (j = 1; j <= i__1; ++j) {
/* Computing MIN */
		r__1 = smin, r__2 = s[j];
		smin = dmin(r__1,r__2);
/* Computing MAX */
		r__1 = smax, r__2 = s[j];
		smax = dmax(r__1,r__2);
/* L10: */
	    }
	    if (smin <= 0.f) {
		*info = -8;
	    } else if (*n > 0) {
		scond = dmax(smin,smlnum) / dmin(smax,bignum);
	    } else {
		scond = 1.f;
	    }
	}
	if (*info == 0) {
	    if (*ldb < max(1,*n)) {
		*info = -10;
	    } else if (*ldx < max(1,*n)) {
		*info = -12;
	    }
	}
    }

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("SPPSVX", &i__1);
	return 0;
    }

    if (equil) {

/*        Compute row and column scalings to equilibrate the matrix A. */

	sppequ_(uplo, n, &ap[1], &s[1], &scond, &amax, &infequ);
	if (infequ == 0) {

/*           Equilibrate the matrix. */

	    slaqsp_(uplo, n, &ap[1], &s[1], &scond, &amax, equed);
	    rcequ = lsame_(equed, "Y");
	}
    }

/*     Scale the right-hand side. */

    if (rcequ) {
	i__1 = *nrhs;
	for (j = 1; j <= i__1; ++j) {
	    i__2 = *n;
	    for (i__ = 1; i__ <= i__2; ++i__) {
		b_ref(i__, j) = s[i__] * b_ref(i__, j);
/* L20: */
	    }
/* L30: */
	}
    }

    if (nofact || equil) {

/*        Compute the Cholesky factorization A = U'*U or A = L*L'. */

	i__1 = *n * (*n + 1) / 2;
	scopy_(&i__1, &ap[1], &c__1, &afp[1], &c__1);
	spptrf_(uplo, n, &afp[1], info);

/*        Return if INFO is non-zero. */

	if (*info != 0) {
	    if (*info > 0) {
		*rcond = 0.f;
	    }
	    return 0;
	}
    }

/*     Compute the norm of the matrix A. */

    anorm = slansp_("I", uplo, n, &ap[1], &work[1]);

/*     Compute the reciprocal of the condition number of A. */

    sppcon_(uplo, n, &afp[1], &anorm, rcond, &work[1], &iwork[1], info);

/*     Set INFO = N+1 if the matrix is singular to working precision. */

    if (*rcond < slamch_("Epsilon")) {
	*info = *n + 1;
    }

/*     Compute the solution matrix X. */

    slacpy_("Full", n, nrhs, &b[b_offset], ldb, &x[x_offset], ldx);
    spptrs_(uplo, n, nrhs, &afp[1], &x[x_offset], ldx, info);

/*     Use iterative refinement to improve the computed solution and   
       compute error bounds and backward error estimates for it. */

    spprfs_(uplo, n, nrhs, &ap[1], &afp[1], &b[b_offset], ldb, &x[x_offset], 
	    ldx, &ferr[1], &berr[1], &work[1], &iwork[1], info);

/*     Transform the solution matrix X to a solution of the original   
       system. */

    if (rcequ) {
	i__1 = *nrhs;
	for (j = 1; j <= i__1; ++j) {
	    i__2 = *n;
	    for (i__ = 1; i__ <= i__2; ++i__) {
		x_ref(i__, j) = s[i__] * x_ref(i__, j);
/* L40: */
	    }
/* L50: */
	}
	i__1 = *nrhs;
	for (j = 1; j <= i__1; ++j) {
	    ferr[j] /= scond;
/* L60: */
	}
    }

    return 0;

/*     End of SPPSVX */

} /* sppsvx_ */
コード例 #13
0
ファイル: sppt02.c プロジェクト: 3deggi/levmar-ndk
/* Subroutine */ int sppt02_(char *uplo, integer *n, integer *nrhs, real *a, 
	real *x, integer *ldx, real *b, integer *ldb, real *rwork, real *
	resid)
{
    /* System generated locals */
    integer b_dim1, b_offset, x_dim1, x_offset, i__1;
    real r__1, r__2;

    /* Local variables */
    integer j;
    real eps, anorm, bnorm;
    extern doublereal sasum_(integer *, real *, integer *);
    real xnorm;
    extern /* Subroutine */ int sspmv_(char *, integer *, real *, real *, 
	    real *, integer *, real *, real *, integer *);
    extern doublereal slamch_(char *), slansp_(char *, char *, 
	    integer *, real *, real *);


/*  -- LAPACK test routine (version 3.1) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  SPPT02 computes the residual in the solution of a symmetric system */
/*  of linear equations  A*x = b  when packed storage is used for the */
/*  coefficient matrix.  The ratio computed is */

/*     RESID = norm(B - A*X) / ( norm(A) * norm(X) * EPS), */

/*  where EPS is the machine precision. */

/*  Arguments */
/*  ========= */

/*  UPLO    (input) CHARACTER*1 */
/*          Specifies whether the upper or lower triangular part of the */
/*          symmetric 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) REAL array, dimension (N*(N+1)/2) */
/*          The original symmetric matrix A, stored as a packed */
/*          triangular matrix. */

/*  X       (input) REAL 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) REAL 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) REAL array, dimension (N) */

/*  RESID   (output) REAL */
/*          The maximum over the number of right hand sides of */
/*          norm(B - A*X) / ( norm(A) * norm(X) * EPS ). */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Quick exit if N = 0 or NRHS = 0. */

    /* Parameter adjustments */
    --a;
    x_dim1 = *ldx;
    x_offset = 1 + x_dim1;
    x -= x_offset;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    --rwork;

    /* Function Body */
    if (*n <= 0 || *nrhs <= 0) {
	*resid = 0.f;
	return 0;
    }

/*     Exit with RESID = 1/EPS if ANORM = 0. */

    eps = slamch_("Epsilon");
    anorm = slansp_("1", uplo, n, &a[1], &rwork[1]);
    if (anorm <= 0.f) {
	*resid = 1.f / eps;
	return 0;
    }

/*     Compute  B - A*X  for the matrix of right hand sides B. */

    i__1 = *nrhs;
    for (j = 1; j <= i__1; ++j) {
	sspmv_(uplo, n, &c_b5, &a[1], &x[j * x_dim1 + 1], &c__1, &c_b7, &b[j *
		 b_dim1 + 1], &c__1);
/* L10: */
    }

/*     Compute the maximum over the number of right hand sides of */
/*        norm( B - A*X ) / ( norm(A) * norm(X) * EPS ) . */

    *resid = 0.f;
    i__1 = *nrhs;
    for (j = 1; j <= i__1; ++j) {
	bnorm = sasum_(n, &b[j * b_dim1 + 1], &c__1);
	xnorm = sasum_(n, &x[j * x_dim1 + 1], &c__1);
	if (xnorm <= 0.f) {
	    *resid = 1.f / eps;
	} else {
/* Computing MAX */
	    r__1 = *resid, r__2 = bnorm / anorm / xnorm / eps;
	    *resid = dmax(r__1,r__2);
	}
/* L20: */
    }

    return 0;

/*     End of SPPT02 */

} /* sppt02_ */