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cget04.f 4.8 kB

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  1. *> \brief \b CGET04
  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 CGET04( N, NRHS, X, LDX, XACT, LDXACT, RCOND, RESID )
  12. *
  13. * .. Scalar Arguments ..
  14. * INTEGER LDX, LDXACT, N, NRHS
  15. * REAL RCOND, RESID
  16. * ..
  17. * .. Array Arguments ..
  18. * COMPLEX X( LDX, * ), XACT( LDXACT, * )
  19. * ..
  20. *
  21. *
  22. *> \par Purpose:
  23. * =============
  24. *>
  25. *> \verbatim
  26. *>
  27. *> CGET04 computes the difference between a computed solution and the
  28. *> true solution to a system of linear equations.
  29. *>
  30. *> RESID = ( norm(X-XACT) * RCOND ) / ( norm(XACT) * EPS ),
  31. *> where RCOND is the reciprocal of the condition number and EPS is the
  32. *> machine epsilon.
  33. *> \endverbatim
  34. *
  35. * Arguments:
  36. * ==========
  37. *
  38. *> \param[in] N
  39. *> \verbatim
  40. *> N is INTEGER
  41. *> The number of rows of the matrices X and XACT. N >= 0.
  42. *> \endverbatim
  43. *>
  44. *> \param[in] NRHS
  45. *> \verbatim
  46. *> NRHS is INTEGER
  47. *> The number of columns of the matrices X and XACT. NRHS >= 0.
  48. *> \endverbatim
  49. *>
  50. *> \param[in] X
  51. *> \verbatim
  52. *> X is COMPLEX array, dimension (LDX,NRHS)
  53. *> The computed solution vectors. Each vector is stored as a
  54. *> column of the matrix X.
  55. *> \endverbatim
  56. *>
  57. *> \param[in] LDX
  58. *> \verbatim
  59. *> LDX is INTEGER
  60. *> The leading dimension of the array X. LDX >= max(1,N).
  61. *> \endverbatim
  62. *>
  63. *> \param[in] XACT
  64. *> \verbatim
  65. *> XACT is COMPLEX array, dimension (LDX,NRHS)
  66. *> The exact solution vectors. Each vector is stored as a
  67. *> column of the matrix XACT.
  68. *> \endverbatim
  69. *>
  70. *> \param[in] LDXACT
  71. *> \verbatim
  72. *> LDXACT is INTEGER
  73. *> The leading dimension of the array XACT. LDXACT >= max(1,N).
  74. *> \endverbatim
  75. *>
  76. *> \param[in] RCOND
  77. *> \verbatim
  78. *> RCOND is REAL
  79. *> The reciprocal of the condition number of the coefficient
  80. *> matrix in the system of equations.
  81. *> \endverbatim
  82. *>
  83. *> \param[out] RESID
  84. *> \verbatim
  85. *> RESID is REAL
  86. *> The maximum over the NRHS solution vectors of
  87. *> ( norm(X-XACT) * RCOND ) / ( norm(XACT) * EPS )
  88. *> \endverbatim
  89. *
  90. * Authors:
  91. * ========
  92. *
  93. *> \author Univ. of Tennessee
  94. *> \author Univ. of California Berkeley
  95. *> \author Univ. of Colorado Denver
  96. *> \author NAG Ltd.
  97. *
  98. *> \ingroup complex_lin
  99. *
  100. * =====================================================================
  101. SUBROUTINE CGET04( N, NRHS, X, LDX, XACT, LDXACT, RCOND, RESID )
  102. *
  103. * -- LAPACK test routine --
  104. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  105. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  106. *
  107. * .. Scalar Arguments ..
  108. INTEGER LDX, LDXACT, N, NRHS
  109. REAL RCOND, RESID
  110. * ..
  111. * .. Array Arguments ..
  112. COMPLEX X( LDX, * ), XACT( LDXACT, * )
  113. * ..
  114. *
  115. * =====================================================================
  116. *
  117. * .. Parameters ..
  118. REAL ZERO
  119. PARAMETER ( ZERO = 0.0E+0 )
  120. * ..
  121. * .. Local Scalars ..
  122. INTEGER I, IX, J
  123. REAL DIFFNM, EPS, XNORM
  124. COMPLEX ZDUM
  125. * ..
  126. * .. External Functions ..
  127. INTEGER ICAMAX
  128. REAL SLAMCH
  129. EXTERNAL ICAMAX, SLAMCH
  130. * ..
  131. * .. Intrinsic Functions ..
  132. INTRINSIC ABS, AIMAG, MAX, REAL
  133. * ..
  134. * .. Statement Functions ..
  135. REAL CABS1
  136. * ..
  137. * .. Statement Function definitions ..
  138. CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) )
  139. * ..
  140. * .. Executable Statements ..
  141. *
  142. * Quick exit if N = 0 or NRHS = 0.
  143. *
  144. IF( N.LE.0 .OR. NRHS.LE.0 ) THEN
  145. RESID = ZERO
  146. RETURN
  147. END IF
  148. *
  149. * Exit with RESID = 1/EPS if RCOND is invalid.
  150. *
  151. EPS = SLAMCH( 'Epsilon' )
  152. IF( RCOND.LT.ZERO ) THEN
  153. RESID = 1.0 / EPS
  154. RETURN
  155. END IF
  156. *
  157. * Compute the maximum of
  158. * norm(X - XACT) / ( norm(XACT) * EPS )
  159. * over all the vectors X and XACT .
  160. *
  161. RESID = ZERO
  162. DO 20 J = 1, NRHS
  163. IX = ICAMAX( N, XACT( 1, J ), 1 )
  164. XNORM = CABS1( XACT( IX, J ) )
  165. DIFFNM = ZERO
  166. DO 10 I = 1, N
  167. DIFFNM = MAX( DIFFNM, CABS1( X( I, J )-XACT( I, J ) ) )
  168. 10 CONTINUE
  169. IF( XNORM.LE.ZERO ) THEN
  170. IF( DIFFNM.GT.ZERO )
  171. $ RESID = 1.0 / EPS
  172. ELSE
  173. RESID = MAX( RESID, ( DIFFNM / XNORM )*RCOND )
  174. END IF
  175. 20 CONTINUE
  176. IF( RESID*EPS.LT.1.0 )
  177. $ RESID = RESID / EPS
  178. *
  179. RETURN
  180. *
  181. * End of CGET04
  182. *
  183. END