You can not select more than 25 topics Topics must start with a chinese character,a letter or number, can include dashes ('-') and can be up to 35 characters long.

sget07.f 8.4 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285
  1. *> \brief \b SGET07
  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 SGET07( TRANS, N, NRHS, A, LDA, B, LDB, X, LDX, XACT,
  12. * LDXACT, FERR, CHKFERR, BERR, RESLTS )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER TRANS
  16. * LOGICAL CHKFERR
  17. * INTEGER LDA, LDB, LDX, LDXACT, N, NRHS
  18. * ..
  19. * .. Array Arguments ..
  20. * REAL A( LDA, * ), B( LDB, * ), BERR( * ), FERR( * ),
  21. * $ RESLTS( * ), X( LDX, * ), XACT( LDXACT, * )
  22. * ..
  23. *
  24. *
  25. *> \par Purpose:
  26. * =============
  27. *>
  28. *> \verbatim
  29. *>
  30. *> SGET07 tests the error bounds from iterative refinement for the
  31. *> computed solution to a system of equations op(A)*X = B, where A is a
  32. *> general n by n matrix and op(A) = A or A**T, depending on TRANS.
  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(op(A))*abs(X) +abs(b))_i )
  42. *> \endverbatim
  43. *
  44. * Arguments:
  45. * ==========
  46. *
  47. *> \param[in] TRANS
  48. *> \verbatim
  49. *> TRANS is CHARACTER*1
  50. *> Specifies the form of the system of equations.
  51. *> = 'N': A * X = B (No transpose)
  52. *> = 'T': A**T * X = B (Transpose)
  53. *> = 'C': A**H * X = B (Conjugate transpose = Transpose)
  54. *> \endverbatim
  55. *>
  56. *> \param[in] N
  57. *> \verbatim
  58. *> N is INTEGER
  59. *> The number of rows of the matrices X and XACT. N >= 0.
  60. *> \endverbatim
  61. *>
  62. *> \param[in] NRHS
  63. *> \verbatim
  64. *> NRHS is INTEGER
  65. *> The number of columns of the matrices X and XACT. NRHS >= 0.
  66. *> \endverbatim
  67. *>
  68. *> \param[in] A
  69. *> \verbatim
  70. *> A is REAL array, dimension (LDA,N)
  71. *> The original n by n matrix A.
  72. *> \endverbatim
  73. *>
  74. *> \param[in] LDA
  75. *> \verbatim
  76. *> LDA is INTEGER
  77. *> The leading dimension of the array A. LDA >= max(1,N).
  78. *> \endverbatim
  79. *>
  80. *> \param[in] B
  81. *> \verbatim
  82. *> B is REAL 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 REAL 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 REAL 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] CHKFERR
  129. *> \verbatim
  130. *> CHKFERR is LOGICAL
  131. *> Set to .TRUE. to check FERR, .FALSE. not to check FERR.
  132. *> When the test system is ill-conditioned, the "true"
  133. *> solution in XACT may be incorrect.
  134. *> \endverbatim
  135. *>
  136. *> \param[in] BERR
  137. *> \verbatim
  138. *> BERR is REAL array, dimension (NRHS)
  139. *> The componentwise relative backward error of each solution
  140. *> vector (i.e., the smallest relative change in any entry of A
  141. *> or B that makes X an exact solution).
  142. *> \endverbatim
  143. *>
  144. *> \param[out] RESLTS
  145. *> \verbatim
  146. *> RESLTS is REAL array, dimension (2)
  147. *> The maximum over the NRHS solution vectors of the ratios:
  148. *> RESLTS(1) = norm(X - XACT) / ( norm(X) * FERR )
  149. *> RESLTS(2) = BERR / ( (n+1)*EPS + (*) )
  150. *> \endverbatim
  151. *
  152. * Authors:
  153. * ========
  154. *
  155. *> \author Univ. of Tennessee
  156. *> \author Univ. of California Berkeley
  157. *> \author Univ. of Colorado Denver
  158. *> \author NAG Ltd.
  159. *
  160. *> \date December 2016
  161. *
  162. *> \ingroup single_lin
  163. *
  164. * =====================================================================
  165. SUBROUTINE SGET07( TRANS, N, NRHS, A, LDA, B, LDB, X, LDX, XACT,
  166. $ LDXACT, FERR, CHKFERR, BERR, RESLTS )
  167. *
  168. * -- LAPACK test routine (version 3.7.0) --
  169. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  170. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  171. * December 2016
  172. *
  173. * .. Scalar Arguments ..
  174. CHARACTER TRANS
  175. LOGICAL CHKFERR
  176. INTEGER LDA, LDB, LDX, LDXACT, N, NRHS
  177. * ..
  178. * .. Array Arguments ..
  179. REAL A( LDA, * ), B( LDB, * ), BERR( * ), FERR( * ),
  180. $ RESLTS( * ), X( LDX, * ), XACT( LDXACT, * )
  181. * ..
  182. *
  183. * =====================================================================
  184. *
  185. * .. Parameters ..
  186. REAL ZERO, ONE
  187. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  188. * ..
  189. * .. Local Scalars ..
  190. LOGICAL NOTRAN
  191. INTEGER I, IMAX, J, K
  192. REAL AXBI, DIFF, EPS, ERRBND, OVFL, TMP, UNFL, XNORM
  193. * ..
  194. * .. External Functions ..
  195. LOGICAL LSAME
  196. INTEGER ISAMAX
  197. REAL SLAMCH
  198. EXTERNAL LSAME, ISAMAX, SLAMCH
  199. * ..
  200. * .. Intrinsic Functions ..
  201. INTRINSIC ABS, MAX, MIN
  202. * ..
  203. * .. Executable Statements ..
  204. *
  205. * Quick exit if N = 0 or NRHS = 0.
  206. *
  207. IF( N.LE.0 .OR. NRHS.LE.0 ) THEN
  208. RESLTS( 1 ) = ZERO
  209. RESLTS( 2 ) = ZERO
  210. RETURN
  211. END IF
  212. *
  213. EPS = SLAMCH( 'Epsilon' )
  214. UNFL = SLAMCH( 'Safe minimum' )
  215. OVFL = ONE / UNFL
  216. NOTRAN = LSAME( TRANS, 'N' )
  217. *
  218. * Test 1: Compute the maximum of
  219. * norm(X - XACT) / ( norm(X) * FERR )
  220. * over all the vectors X and XACT using the infinity-norm.
  221. *
  222. ERRBND = ZERO
  223. IF( CHKFERR ) THEN
  224. DO 30 J = 1, NRHS
  225. IMAX = ISAMAX( N, X( 1, J ), 1 )
  226. XNORM = MAX( ABS( X( IMAX, J ) ), UNFL )
  227. DIFF = ZERO
  228. DO 10 I = 1, N
  229. DIFF = MAX( DIFF, ABS( X( I, J )-XACT( I, J ) ) )
  230. 10 CONTINUE
  231. *
  232. IF( XNORM.GT.ONE ) THEN
  233. GO TO 20
  234. ELSE IF( DIFF.LE.OVFL*XNORM ) THEN
  235. GO TO 20
  236. ELSE
  237. ERRBND = ONE / EPS
  238. GO TO 30
  239. END IF
  240. *
  241. 20 CONTINUE
  242. IF( DIFF / XNORM.LE.FERR( J ) ) THEN
  243. ERRBND = MAX( ERRBND, ( DIFF / XNORM ) / FERR( J ) )
  244. ELSE
  245. ERRBND = ONE / EPS
  246. END IF
  247. 30 CONTINUE
  248. END IF
  249. RESLTS( 1 ) = ERRBND
  250. *
  251. * Test 2: Compute the maximum of BERR / ( (n+1)*EPS + (*) ), where
  252. * (*) = (n+1)*UNFL / (min_i (abs(op(A))*abs(X) +abs(b))_i )
  253. *
  254. DO 70 K = 1, NRHS
  255. DO 60 I = 1, N
  256. TMP = ABS( B( I, K ) )
  257. IF( NOTRAN ) THEN
  258. DO 40 J = 1, N
  259. TMP = TMP + ABS( A( I, J ) )*ABS( X( J, K ) )
  260. 40 CONTINUE
  261. ELSE
  262. DO 50 J = 1, N
  263. TMP = TMP + ABS( A( J, I ) )*ABS( X( J, K ) )
  264. 50 CONTINUE
  265. END IF
  266. IF( I.EQ.1 ) THEN
  267. AXBI = TMP
  268. ELSE
  269. AXBI = MIN( AXBI, TMP )
  270. END IF
  271. 60 CONTINUE
  272. TMP = BERR( K ) / ( ( N+1 )*EPS+( N+1 )*UNFL /
  273. $ MAX( AXBI, ( N+1 )*UNFL ) )
  274. IF( K.EQ.1 ) THEN
  275. RESLTS( 2 ) = TMP
  276. ELSE
  277. RESLTS( 2 ) = MAX( RESLTS( 2 ), TMP )
  278. END IF
  279. 70 CONTINUE
  280. *
  281. RETURN
  282. *
  283. * End of SGET07
  284. *
  285. END