|
123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295 |
- *> \brief \b SPBT05
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE SPBT05( UPLO, N, KD, NRHS, AB, LDAB, B, LDB, X, LDX,
- * XACT, LDXACT, FERR, BERR, RESLTS )
- *
- * .. Scalar Arguments ..
- * CHARACTER UPLO
- * INTEGER KD, LDAB, LDB, LDX, LDXACT, N, NRHS
- * ..
- * .. Array Arguments ..
- * REAL AB( LDAB, * ), B( LDB, * ), BERR( * ),
- * $ FERR( * ), RESLTS( * ), X( LDX, * ),
- * $ XACT( LDXACT, * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> SPBT05 tests the error bounds from iterative refinement for the
- *> computed solution to a system of equations A*X = B, where A is a
- *> symmetric band matrix.
- *>
- *> RESLTS(1) = test of the error bound
- *> = norm(X - XACT) / ( norm(X) * FERR )
- *>
- *> A large value is returned if this ratio is not less than one.
- *>
- *> RESLTS(2) = residual from the iterative refinement routine
- *> = the maximum of BERR / ( NZ*EPS + (*) ), where
- *> (*) = NZ*UNFL / (min_i (abs(A)*abs(X) +abs(b))_i )
- *> and NZ = max. number of nonzeros in any row of A, plus 1
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] UPLO
- *> \verbatim
- *> UPLO is CHARACTER*1
- *> Specifies whether the upper or lower triangular part of the
- *> symmetric matrix A is stored.
- *> = 'U': Upper triangular
- *> = 'L': Lower triangular
- *> \endverbatim
- *>
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The number of rows of the matrices X, B, and XACT, and the
- *> order of the matrix A. N >= 0.
- *> \endverbatim
- *>
- *> \param[in] KD
- *> \verbatim
- *> KD is INTEGER
- *> The number of super-diagonals of the matrix A if UPLO = 'U',
- *> or the number of sub-diagonals if UPLO = 'L'. KD >= 0.
- *> \endverbatim
- *>
- *> \param[in] NRHS
- *> \verbatim
- *> NRHS is INTEGER
- *> The number of columns of the matrices X, B, and XACT.
- *> NRHS >= 0.
- *> \endverbatim
- *>
- *> \param[in] AB
- *> \verbatim
- *> AB is REAL array, dimension (LDAB,N)
- *> The upper or lower triangle of the symmetric band matrix A,
- *> stored in the first KD+1 rows of the array. The j-th column
- *> of A is stored in the j-th column of the array AB as follows:
- *> if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
- *> if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
- *> \endverbatim
- *>
- *> \param[in] LDAB
- *> \verbatim
- *> LDAB is INTEGER
- *> The leading dimension of the array AB. LDAB >= KD+1.
- *> \endverbatim
- *>
- *> \param[in] B
- *> \verbatim
- *> B is REAL array, dimension (LDB,NRHS)
- *> The right hand side vectors for the system of linear
- *> equations.
- *> \endverbatim
- *>
- *> \param[in] LDB
- *> \verbatim
- *> LDB is INTEGER
- *> The leading dimension of the array B. LDB >= max(1,N).
- *> \endverbatim
- *>
- *> \param[in] X
- *> \verbatim
- *> X is REAL array, dimension (LDX,NRHS)
- *> The computed solution vectors. Each vector is stored as a
- *> column of the matrix X.
- *> \endverbatim
- *>
- *> \param[in] LDX
- *> \verbatim
- *> LDX is INTEGER
- *> The leading dimension of the array X. LDX >= max(1,N).
- *> \endverbatim
- *>
- *> \param[in] XACT
- *> \verbatim
- *> XACT is REAL array, dimension (LDX,NRHS)
- *> The exact solution vectors. Each vector is stored as a
- *> column of the matrix XACT.
- *> \endverbatim
- *>
- *> \param[in] LDXACT
- *> \verbatim
- *> LDXACT is INTEGER
- *> The leading dimension of the array XACT. LDXACT >= max(1,N).
- *> \endverbatim
- *>
- *> \param[in] FERR
- *> \verbatim
- *> FERR is REAL array, dimension (NRHS)
- *> The estimated forward error bounds for each solution vector
- *> X. If XTRUE is the true solution, FERR bounds the magnitude
- *> of the largest entry in (X - XTRUE) divided by the magnitude
- *> of the largest entry in X.
- *> \endverbatim
- *>
- *> \param[in] BERR
- *> \verbatim
- *> BERR is REAL array, dimension (NRHS)
- *> The componentwise relative backward error of each solution
- *> vector (i.e., the smallest relative change in any entry of A
- *> or B that makes X an exact solution).
- *> \endverbatim
- *>
- *> \param[out] RESLTS
- *> \verbatim
- *> RESLTS is REAL array, dimension (2)
- *> The maximum over the NRHS solution vectors of the ratios:
- *> RESLTS(1) = norm(X - XACT) / ( norm(X) * FERR )
- *> RESLTS(2) = BERR / ( NZ*EPS + (*) )
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \date December 2016
- *
- *> \ingroup single_lin
- *
- * =====================================================================
- SUBROUTINE SPBT05( UPLO, N, KD, NRHS, AB, LDAB, B, LDB, X, LDX,
- $ XACT, LDXACT, FERR, BERR, RESLTS )
- *
- * -- LAPACK test routine (version 3.7.0) --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- * December 2016
- *
- * .. Scalar Arguments ..
- CHARACTER UPLO
- INTEGER KD, LDAB, LDB, LDX, LDXACT, N, NRHS
- * ..
- * .. Array Arguments ..
- REAL AB( LDAB, * ), B( LDB, * ), BERR( * ),
- $ FERR( * ), RESLTS( * ), X( LDX, * ),
- $ XACT( LDXACT, * )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- REAL ZERO, ONE
- PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
- * ..
- * .. Local Scalars ..
- LOGICAL UPPER
- INTEGER I, IMAX, J, K, NZ
- REAL AXBI, DIFF, EPS, ERRBND, OVFL, TMP, UNFL, XNORM
- * ..
- * .. External Functions ..
- LOGICAL LSAME
- INTEGER ISAMAX
- REAL SLAMCH
- EXTERNAL LSAME, ISAMAX, SLAMCH
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC ABS, MAX, MIN
- * ..
- * .. Executable Statements ..
- *
- * Quick exit if N = 0 or NRHS = 0.
- *
- IF( N.LE.0 .OR. NRHS.LE.0 ) THEN
- RESLTS( 1 ) = ZERO
- RESLTS( 2 ) = ZERO
- RETURN
- END IF
- *
- EPS = SLAMCH( 'Epsilon' )
- UNFL = SLAMCH( 'Safe minimum' )
- OVFL = ONE / UNFL
- UPPER = LSAME( UPLO, 'U' )
- NZ = 2*MAX( KD, N-1 ) + 1
- *
- * Test 1: Compute the maximum of
- * norm(X - XACT) / ( norm(X) * FERR )
- * over all the vectors X and XACT using the infinity-norm.
- *
- ERRBND = ZERO
- DO 30 J = 1, NRHS
- IMAX = ISAMAX( N, X( 1, J ), 1 )
- XNORM = MAX( ABS( X( IMAX, J ) ), UNFL )
- DIFF = ZERO
- DO 10 I = 1, N
- DIFF = MAX( DIFF, ABS( X( I, J )-XACT( I, J ) ) )
- 10 CONTINUE
- *
- IF( XNORM.GT.ONE ) THEN
- GO TO 20
- ELSE IF( DIFF.LE.OVFL*XNORM ) THEN
- GO TO 20
- ELSE
- ERRBND = ONE / EPS
- GO TO 30
- END IF
- *
- 20 CONTINUE
- IF( DIFF / XNORM.LE.FERR( J ) ) THEN
- ERRBND = MAX( ERRBND, ( DIFF / XNORM ) / FERR( J ) )
- ELSE
- ERRBND = ONE / EPS
- END IF
- 30 CONTINUE
- RESLTS( 1 ) = ERRBND
- *
- * Test 2: Compute the maximum of BERR / ( NZ*EPS + (*) ), where
- * (*) = NZ*UNFL / (min_i (abs(A)*abs(X) +abs(b))_i )
- *
- DO 90 K = 1, NRHS
- DO 80 I = 1, N
- TMP = ABS( B( I, K ) )
- IF( UPPER ) THEN
- DO 40 J = MAX( I-KD, 1 ), I
- TMP = TMP + ABS( AB( KD+1-I+J, I ) )*ABS( X( J, K ) )
- 40 CONTINUE
- DO 50 J = I + 1, MIN( I+KD, N )
- TMP = TMP + ABS( AB( KD+1+I-J, J ) )*ABS( X( J, K ) )
- 50 CONTINUE
- ELSE
- DO 60 J = MAX( I-KD, 1 ), I - 1
- TMP = TMP + ABS( AB( 1+I-J, J ) )*ABS( X( J, K ) )
- 60 CONTINUE
- DO 70 J = I, MIN( I+KD, N )
- TMP = TMP + ABS( AB( 1+J-I, I ) )*ABS( X( J, K ) )
- 70 CONTINUE
- END IF
- IF( I.EQ.1 ) THEN
- AXBI = TMP
- ELSE
- AXBI = MIN( AXBI, TMP )
- END IF
- 80 CONTINUE
- TMP = BERR( K ) / ( NZ*EPS+NZ*UNFL / MAX( AXBI, NZ*UNFL ) )
- IF( K.EQ.1 ) THEN
- RESLTS( 2 ) = TMP
- ELSE
- RESLTS( 2 ) = MAX( RESLTS( 2 ), TMP )
- END IF
- 90 CONTINUE
- *
- RETURN
- *
- * End of SPBT05
- *
- END
|