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cppt05.f 8.8 kB

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  1. *> \brief \b CPPT05
  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 CPPT05( UPLO, N, NRHS, AP, B, LDB, X, LDX, XACT,
  12. * LDXACT, FERR, BERR, RESLTS )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER UPLO
  16. * INTEGER LDB, LDX, LDXACT, N, NRHS
  17. * ..
  18. * .. Array Arguments ..
  19. * REAL BERR( * ), FERR( * ), RESLTS( * )
  20. * COMPLEX AP( * ), B( LDB, * ), X( LDX, * ),
  21. * $ XACT( LDXACT, * )
  22. * ..
  23. *
  24. *
  25. *> \par Purpose:
  26. * =============
  27. *>
  28. *> \verbatim
  29. *>
  30. *> CPPT05 tests the error bounds from iterative refinement for the
  31. *> computed solution to a system of equations A*X = B, where A is a
  32. *> Hermitian matrix in packed storage format.
  33. *>
  34. *> RESLTS(1) = test of the error bound
  35. *> = norm(X - XACT) / ( norm(X) * FERR )
  36. *>
  37. *> A large value is returned if this ratio is not less than one.
  38. *>
  39. *> RESLTS(2) = residual from the iterative refinement routine
  40. *> = the maximum of BERR / ( (n+1)*EPS + (*) ), where
  41. *> (*) = (n+1)*UNFL / (min_i (abs(A)*abs(X) +abs(b))_i )
  42. *> \endverbatim
  43. *
  44. * Arguments:
  45. * ==========
  46. *
  47. *> \param[in] UPLO
  48. *> \verbatim
  49. *> UPLO is CHARACTER*1
  50. *> Specifies whether the upper or lower triangular part of the
  51. *> Hermitian matrix A is stored.
  52. *> = 'U': Upper triangular
  53. *> = 'L': Lower triangular
  54. *> \endverbatim
  55. *>
  56. *> \param[in] N
  57. *> \verbatim
  58. *> N is INTEGER
  59. *> The number of rows of the matrices X, B, and XACT, and the
  60. *> order of the matrix A. N >= 0.
  61. *> \endverbatim
  62. *>
  63. *> \param[in] NRHS
  64. *> \verbatim
  65. *> NRHS is INTEGER
  66. *> The number of columns of the matrices X, B, and XACT.
  67. *> NRHS >= 0.
  68. *> \endverbatim
  69. *>
  70. *> \param[in] AP
  71. *> \verbatim
  72. *> AP is COMPLEX array, dimension (N*(N+1)/2)
  73. *> The upper or lower triangle of the Hermitian matrix A, packed
  74. *> columnwise in a linear array. The j-th column of A is stored
  75. *> in the array AP as follows:
  76. *> if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
  77. *> if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
  78. *> \endverbatim
  79. *>
  80. *> \param[in] B
  81. *> \verbatim
  82. *> B is COMPLEX array, dimension (LDB,NRHS)
  83. *> The right hand side vectors for the system of linear
  84. *> equations.
  85. *> \endverbatim
  86. *>
  87. *> \param[in] LDB
  88. *> \verbatim
  89. *> LDB is INTEGER
  90. *> The leading dimension of the array B. LDB >= max(1,N).
  91. *> \endverbatim
  92. *>
  93. *> \param[in] X
  94. *> \verbatim
  95. *> X is COMPLEX array, dimension (LDX,NRHS)
  96. *> The computed solution vectors. Each vector is stored as a
  97. *> column of the matrix X.
  98. *> \endverbatim
  99. *>
  100. *> \param[in] LDX
  101. *> \verbatim
  102. *> LDX is INTEGER
  103. *> The leading dimension of the array X. LDX >= max(1,N).
  104. *> \endverbatim
  105. *>
  106. *> \param[in] XACT
  107. *> \verbatim
  108. *> XACT is COMPLEX array, dimension (LDX,NRHS)
  109. *> The exact solution vectors. Each vector is stored as a
  110. *> column of the matrix XACT.
  111. *> \endverbatim
  112. *>
  113. *> \param[in] LDXACT
  114. *> \verbatim
  115. *> LDXACT is INTEGER
  116. *> The leading dimension of the array XACT. LDXACT >= max(1,N).
  117. *> \endverbatim
  118. *>
  119. *> \param[in] FERR
  120. *> \verbatim
  121. *> FERR is REAL array, dimension (NRHS)
  122. *> The estimated forward error bounds for each solution vector
  123. *> X. If XTRUE is the true solution, FERR bounds the magnitude
  124. *> of the largest entry in (X - XTRUE) divided by the magnitude
  125. *> of the largest entry in X.
  126. *> \endverbatim
  127. *>
  128. *> \param[in] BERR
  129. *> \verbatim
  130. *> BERR is REAL array, dimension (NRHS)
  131. *> The componentwise relative backward error of each solution
  132. *> vector (i.e., the smallest relative change in any entry of A
  133. *> or B that makes X an exact solution).
  134. *> \endverbatim
  135. *>
  136. *> \param[out] RESLTS
  137. *> \verbatim
  138. *> RESLTS is REAL array, dimension (2)
  139. *> The maximum over the NRHS solution vectors of the ratios:
  140. *> RESLTS(1) = norm(X - XACT) / ( norm(X) * FERR )
  141. *> RESLTS(2) = BERR / ( (n+1)*EPS + (*) )
  142. *> \endverbatim
  143. *
  144. * Authors:
  145. * ========
  146. *
  147. *> \author Univ. of Tennessee
  148. *> \author Univ. of California Berkeley
  149. *> \author Univ. of Colorado Denver
  150. *> \author NAG Ltd.
  151. *
  152. *> \ingroup complex_lin
  153. *
  154. * =====================================================================
  155. SUBROUTINE CPPT05( UPLO, N, NRHS, AP, B, LDB, X, LDX, XACT,
  156. $ LDXACT, FERR, BERR, RESLTS )
  157. *
  158. * -- LAPACK test routine --
  159. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  160. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  161. *
  162. * .. Scalar Arguments ..
  163. CHARACTER UPLO
  164. INTEGER LDB, LDX, LDXACT, N, NRHS
  165. * ..
  166. * .. Array Arguments ..
  167. REAL BERR( * ), FERR( * ), RESLTS( * )
  168. COMPLEX AP( * ), B( LDB, * ), X( LDX, * ),
  169. $ XACT( LDXACT, * )
  170. * ..
  171. *
  172. * =====================================================================
  173. *
  174. * .. Parameters ..
  175. REAL ZERO, ONE
  176. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  177. * ..
  178. * .. Local Scalars ..
  179. LOGICAL UPPER
  180. INTEGER I, IMAX, J, JC, K
  181. REAL AXBI, DIFF, EPS, ERRBND, OVFL, TMP, UNFL, XNORM
  182. COMPLEX ZDUM
  183. * ..
  184. * .. External Functions ..
  185. LOGICAL LSAME
  186. INTEGER ICAMAX
  187. REAL SLAMCH
  188. EXTERNAL LSAME, ICAMAX, SLAMCH
  189. * ..
  190. * .. Intrinsic Functions ..
  191. INTRINSIC ABS, AIMAG, MAX, MIN, REAL
  192. * ..
  193. * .. Statement Functions ..
  194. REAL CABS1
  195. * ..
  196. * .. Statement Function definitions ..
  197. CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) )
  198. * ..
  199. * .. Executable Statements ..
  200. *
  201. * Quick exit if N = 0 or NRHS = 0.
  202. *
  203. IF( N.LE.0 .OR. NRHS.LE.0 ) THEN
  204. RESLTS( 1 ) = ZERO
  205. RESLTS( 2 ) = ZERO
  206. RETURN
  207. END IF
  208. *
  209. EPS = SLAMCH( 'Epsilon' )
  210. UNFL = SLAMCH( 'Safe minimum' )
  211. OVFL = ONE / UNFL
  212. UPPER = LSAME( UPLO, 'U' )
  213. *
  214. * Test 1: Compute the maximum of
  215. * norm(X - XACT) / ( norm(X) * FERR )
  216. * over all the vectors X and XACT using the infinity-norm.
  217. *
  218. ERRBND = ZERO
  219. DO 30 J = 1, NRHS
  220. IMAX = ICAMAX( N, X( 1, J ), 1 )
  221. XNORM = MAX( CABS1( X( IMAX, J ) ), UNFL )
  222. DIFF = ZERO
  223. DO 10 I = 1, N
  224. DIFF = MAX( DIFF, CABS1( X( I, J )-XACT( I, J ) ) )
  225. 10 CONTINUE
  226. *
  227. IF( XNORM.GT.ONE ) THEN
  228. GO TO 20
  229. ELSE IF( DIFF.LE.OVFL*XNORM ) THEN
  230. GO TO 20
  231. ELSE
  232. ERRBND = ONE / EPS
  233. GO TO 30
  234. END IF
  235. *
  236. 20 CONTINUE
  237. IF( DIFF / XNORM.LE.FERR( J ) ) THEN
  238. ERRBND = MAX( ERRBND, ( DIFF / XNORM ) / FERR( J ) )
  239. ELSE
  240. ERRBND = ONE / EPS
  241. END IF
  242. 30 CONTINUE
  243. RESLTS( 1 ) = ERRBND
  244. *
  245. * Test 2: Compute the maximum of BERR / ( (n+1)*EPS + (*) ), where
  246. * (*) = (n+1)*UNFL / (min_i (abs(A)*abs(X) +abs(b))_i )
  247. *
  248. DO 90 K = 1, NRHS
  249. DO 80 I = 1, N
  250. TMP = CABS1( B( I, K ) )
  251. IF( UPPER ) THEN
  252. JC = ( ( I-1 )*I ) / 2
  253. DO 40 J = 1, I - 1
  254. TMP = TMP + CABS1( AP( JC+J ) )*CABS1( X( J, K ) )
  255. 40 CONTINUE
  256. TMP = TMP + ABS( REAL( AP( JC+I ) ) )*CABS1( X( I, K ) )
  257. JC = JC + I + I
  258. DO 50 J = I + 1, N
  259. TMP = TMP + CABS1( AP( JC ) )*CABS1( X( J, K ) )
  260. JC = JC + J
  261. 50 CONTINUE
  262. ELSE
  263. JC = I
  264. DO 60 J = 1, I - 1
  265. TMP = TMP + CABS1( AP( JC ) )*CABS1( X( J, K ) )
  266. JC = JC + N - J
  267. 60 CONTINUE
  268. TMP = TMP + ABS( REAL( AP( JC ) ) )*CABS1( X( I, K ) )
  269. DO 70 J = I + 1, N
  270. TMP = TMP + CABS1( AP( JC+J-I ) )*CABS1( X( J, K ) )
  271. 70 CONTINUE
  272. END IF
  273. IF( I.EQ.1 ) THEN
  274. AXBI = TMP
  275. ELSE
  276. AXBI = MIN( AXBI, TMP )
  277. END IF
  278. 80 CONTINUE
  279. TMP = BERR( K ) / ( ( N+1 )*EPS+( N+1 )*UNFL /
  280. $ MAX( AXBI, ( N+1 )*UNFL ) )
  281. IF( K.EQ.1 ) THEN
  282. RESLTS( 2 ) = TMP
  283. ELSE
  284. RESLTS( 2 ) = MAX( RESLTS( 2 ), TMP )
  285. END IF
  286. 90 CONTINUE
  287. *
  288. RETURN
  289. *
  290. * End of CPPT05
  291. *
  292. END