1*> \brief \b DGET03 2* 3* =========== DOCUMENTATION =========== 4* 5* Online html documentation available at 6* http://www.netlib.org/lapack/explore-html/ 7* 8* Definition: 9* =========== 10* 11* SUBROUTINE DGET03( N, A, LDA, AINV, LDAINV, WORK, LDWORK, RWORK, 12* RCOND, RESID ) 13* 14* .. Scalar Arguments .. 15* INTEGER LDA, LDAINV, LDWORK, N 16* DOUBLE PRECISION RCOND, RESID 17* .. 18* .. Array Arguments .. 19* DOUBLE PRECISION A( LDA, * ), AINV( LDAINV, * ), RWORK( * ), 20* $ WORK( LDWORK, * ) 21* .. 22* 23* 24*> \par Purpose: 25* ============= 26*> 27*> \verbatim 28*> 29*> DGET03 computes the residual for a general matrix times its inverse: 30*> norm( I - AINV*A ) / ( N * norm(A) * norm(AINV) * EPS ), 31*> where EPS is the machine epsilon. 32*> \endverbatim 33* 34* Arguments: 35* ========== 36* 37*> \param[in] N 38*> \verbatim 39*> N is INTEGER 40*> The number of rows and columns of the matrix A. N >= 0. 41*> \endverbatim 42*> 43*> \param[in] A 44*> \verbatim 45*> A is DOUBLE PRECISION array, dimension (LDA,N) 46*> The original N x N matrix A. 47*> \endverbatim 48*> 49*> \param[in] LDA 50*> \verbatim 51*> LDA is INTEGER 52*> The leading dimension of the array A. LDA >= max(1,N). 53*> \endverbatim 54*> 55*> \param[in] AINV 56*> \verbatim 57*> AINV is DOUBLE PRECISION array, dimension (LDAINV,N) 58*> The inverse of the matrix A. 59*> \endverbatim 60*> 61*> \param[in] LDAINV 62*> \verbatim 63*> LDAINV is INTEGER 64*> The leading dimension of the array AINV. LDAINV >= max(1,N). 65*> \endverbatim 66*> 67*> \param[out] WORK 68*> \verbatim 69*> WORK is DOUBLE PRECISION array, dimension (LDWORK,N) 70*> \endverbatim 71*> 72*> \param[in] LDWORK 73*> \verbatim 74*> LDWORK is INTEGER 75*> The leading dimension of the array WORK. LDWORK >= max(1,N). 76*> \endverbatim 77*> 78*> \param[out] RWORK 79*> \verbatim 80*> RWORK is DOUBLE PRECISION array, dimension (N) 81*> \endverbatim 82*> 83*> \param[out] RCOND 84*> \verbatim 85*> RCOND is DOUBLE PRECISION 86*> The reciprocal of the condition number of A, computed as 87*> ( 1/norm(A) ) / norm(AINV). 88*> \endverbatim 89*> 90*> \param[out] RESID 91*> \verbatim 92*> RESID is DOUBLE PRECISION 93*> norm(I - AINV*A) / ( N * norm(A) * norm(AINV) * EPS ) 94*> \endverbatim 95* 96* Authors: 97* ======== 98* 99*> \author Univ. of Tennessee 100*> \author Univ. of California Berkeley 101*> \author Univ. of Colorado Denver 102*> \author NAG Ltd. 103* 104*> \ingroup double_lin 105* 106* ===================================================================== 107 SUBROUTINE DGET03( N, A, LDA, AINV, LDAINV, WORK, LDWORK, RWORK, 108 $ RCOND, RESID ) 109* 110* -- LAPACK test routine -- 111* -- LAPACK is a software package provided by Univ. of Tennessee, -- 112* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- 113* 114* .. Scalar Arguments .. 115 INTEGER LDA, LDAINV, LDWORK, N 116 DOUBLE PRECISION RCOND, RESID 117* .. 118* .. Array Arguments .. 119 DOUBLE PRECISION A( LDA, * ), AINV( LDAINV, * ), RWORK( * ), 120 $ WORK( LDWORK, * ) 121* .. 122* 123* ===================================================================== 124* 125* .. Parameters .. 126 DOUBLE PRECISION ZERO, ONE 127 PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) 128* .. 129* .. Local Scalars .. 130 INTEGER I 131 DOUBLE PRECISION AINVNM, ANORM, EPS 132* .. 133* .. External Functions .. 134 DOUBLE PRECISION DLAMCH, DLANGE 135 EXTERNAL DLAMCH, DLANGE 136* .. 137* .. External Subroutines .. 138 EXTERNAL DGEMM 139* .. 140* .. Intrinsic Functions .. 141 INTRINSIC DBLE 142* .. 143* .. Executable Statements .. 144* 145* Quick exit if N = 0. 146* 147 IF( N.LE.0 ) THEN 148 RCOND = ONE 149 RESID = ZERO 150 RETURN 151 END IF 152* 153* Exit with RESID = 1/EPS if ANORM = 0 or AINVNM = 0. 154* 155 EPS = DLAMCH( 'Epsilon' ) 156 ANORM = DLANGE( '1', N, N, A, LDA, RWORK ) 157 AINVNM = DLANGE( '1', N, N, AINV, LDAINV, RWORK ) 158 IF( ANORM.LE.ZERO .OR. AINVNM.LE.ZERO ) THEN 159 RCOND = ZERO 160 RESID = ONE / EPS 161 RETURN 162 END IF 163 RCOND = ( ONE / ANORM ) / AINVNM 164* 165* Compute I - A * AINV 166* 167 CALL DGEMM( 'No transpose', 'No transpose', N, N, N, -ONE, AINV, 168 $ LDAINV, A, LDA, ZERO, WORK, LDWORK ) 169 DO 10 I = 1, N 170 WORK( I, I ) = ONE + WORK( I, I ) 171 10 CONTINUE 172* 173* Compute norm(I - AINV*A) / (N * norm(A) * norm(AINV) * EPS) 174* 175 RESID = DLANGE( '1', N, N, WORK, LDWORK, RWORK ) 176* 177 RESID = ( ( RESID*RCOND ) / EPS ) / DBLE( N ) 178* 179 RETURN 180* 181* End of DGET03 182* 183 END 184