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ctpt05.f 10 kB

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  1. *> \brief \b CTPT05
  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 CTPT05( UPLO, TRANS, DIAG, N, NRHS, AP, B, LDB, X, LDX,
  12. * XACT, LDXACT, FERR, BERR, RESLTS )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER DIAG, TRANS, 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. *> CTPT05 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. *> triangular 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 matrix A is upper or lower triangular.
  51. *> = 'U': Upper triangular
  52. *> = 'L': Lower triangular
  53. *> \endverbatim
  54. *>
  55. *> \param[in] TRANS
  56. *> \verbatim
  57. *> TRANS is CHARACTER*1
  58. *> Specifies the form of the system of equations.
  59. *> = 'N': A * X = B (No transpose)
  60. *> = 'T': A'* X = B (Transpose)
  61. *> = 'C': A'* X = B (Conjugate transpose = Transpose)
  62. *> \endverbatim
  63. *>
  64. *> \param[in] DIAG
  65. *> \verbatim
  66. *> DIAG is CHARACTER*1
  67. *> Specifies whether or not the matrix A is unit triangular.
  68. *> = 'N': Non-unit triangular
  69. *> = 'U': Unit triangular
  70. *> \endverbatim
  71. *>
  72. *> \param[in] N
  73. *> \verbatim
  74. *> N is INTEGER
  75. *> The number of rows of the matrices X, B, and XACT, and the
  76. *> order of the matrix A. N >= 0.
  77. *> \endverbatim
  78. *>
  79. *> \param[in] NRHS
  80. *> \verbatim
  81. *> NRHS is INTEGER
  82. *> The number of columns of the matrices X, B, and XACT.
  83. *> NRHS >= 0.
  84. *> \endverbatim
  85. *>
  86. *> \param[in] AP
  87. *> \verbatim
  88. *> AP is COMPLEX array, dimension (N*(N+1)/2)
  89. *> The upper or lower triangular matrix A, packed columnwise in
  90. *> a linear array. The j-th column of A is stored in the array
  91. *> AP as follows:
  92. *> if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
  93. *> if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
  94. *> If DIAG = 'U', the diagonal elements of A are not referenced
  95. *> and are assumed to be 1.
  96. *> \endverbatim
  97. *>
  98. *> \param[in] B
  99. *> \verbatim
  100. *> B is COMPLEX array, dimension (LDB,NRHS)
  101. *> The right hand side vectors for the system of linear
  102. *> equations.
  103. *> \endverbatim
  104. *>
  105. *> \param[in] LDB
  106. *> \verbatim
  107. *> LDB is INTEGER
  108. *> The leading dimension of the array B. LDB >= max(1,N).
  109. *> \endverbatim
  110. *>
  111. *> \param[in] X
  112. *> \verbatim
  113. *> X is COMPLEX array, dimension (LDX,NRHS)
  114. *> The computed solution vectors. Each vector is stored as a
  115. *> column of the matrix X.
  116. *> \endverbatim
  117. *>
  118. *> \param[in] LDX
  119. *> \verbatim
  120. *> LDX is INTEGER
  121. *> The leading dimension of the array X. LDX >= max(1,N).
  122. *> \endverbatim
  123. *>
  124. *> \param[in] XACT
  125. *> \verbatim
  126. *> XACT is COMPLEX array, dimension (LDX,NRHS)
  127. *> The exact solution vectors. Each vector is stored as a
  128. *> column of the matrix XACT.
  129. *> \endverbatim
  130. *>
  131. *> \param[in] LDXACT
  132. *> \verbatim
  133. *> LDXACT is INTEGER
  134. *> The leading dimension of the array XACT. LDXACT >= max(1,N).
  135. *> \endverbatim
  136. *>
  137. *> \param[in] FERR
  138. *> \verbatim
  139. *> FERR is REAL array, dimension (NRHS)
  140. *> The estimated forward error bounds for each solution vector
  141. *> X. If XTRUE is the true solution, FERR bounds the magnitude
  142. *> of the largest entry in (X - XTRUE) divided by the magnitude
  143. *> of the largest entry in X.
  144. *> \endverbatim
  145. *>
  146. *> \param[in] BERR
  147. *> \verbatim
  148. *> BERR is REAL array, dimension (NRHS)
  149. *> The componentwise relative backward error of each solution
  150. *> vector (i.e., the smallest relative change in any entry of A
  151. *> or B that makes X an exact solution).
  152. *> \endverbatim
  153. *>
  154. *> \param[out] RESLTS
  155. *> \verbatim
  156. *> RESLTS is REAL array, dimension (2)
  157. *> The maximum over the NRHS solution vectors of the ratios:
  158. *> RESLTS(1) = norm(X - XACT) / ( norm(X) * FERR )
  159. *> RESLTS(2) = BERR / ( (n+1)*EPS + (*) )
  160. *> \endverbatim
  161. *
  162. * Authors:
  163. * ========
  164. *
  165. *> \author Univ. of Tennessee
  166. *> \author Univ. of California Berkeley
  167. *> \author Univ. of Colorado Denver
  168. *> \author NAG Ltd.
  169. *
  170. *> \ingroup complex_lin
  171. *
  172. * =====================================================================
  173. SUBROUTINE CTPT05( UPLO, TRANS, DIAG, N, NRHS, AP, B, LDB, X, LDX,
  174. $ XACT, LDXACT, FERR, BERR, RESLTS )
  175. *
  176. * -- LAPACK test routine --
  177. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  178. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  179. *
  180. * .. Scalar Arguments ..
  181. CHARACTER DIAG, TRANS, UPLO
  182. INTEGER LDB, LDX, LDXACT, N, NRHS
  183. * ..
  184. * .. Array Arguments ..
  185. REAL BERR( * ), FERR( * ), RESLTS( * )
  186. COMPLEX AP( * ), B( LDB, * ), X( LDX, * ),
  187. $ XACT( LDXACT, * )
  188. * ..
  189. *
  190. * =====================================================================
  191. *
  192. * .. Parameters ..
  193. REAL ZERO, ONE
  194. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  195. * ..
  196. * .. Local Scalars ..
  197. LOGICAL NOTRAN, UNIT, UPPER
  198. INTEGER I, IFU, IMAX, J, JC, K
  199. REAL AXBI, DIFF, EPS, ERRBND, OVFL, TMP, UNFL, XNORM
  200. COMPLEX ZDUM
  201. * ..
  202. * .. External Functions ..
  203. LOGICAL LSAME
  204. INTEGER ICAMAX
  205. REAL SLAMCH
  206. EXTERNAL LSAME, ICAMAX, SLAMCH
  207. * ..
  208. * .. Intrinsic Functions ..
  209. INTRINSIC ABS, AIMAG, MAX, MIN, REAL
  210. * ..
  211. * .. Statement Functions ..
  212. REAL CABS1
  213. * ..
  214. * .. Statement Function definitions ..
  215. CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) )
  216. * ..
  217. * .. Executable Statements ..
  218. *
  219. * Quick exit if N = 0 or NRHS = 0.
  220. *
  221. IF( N.LE.0 .OR. NRHS.LE.0 ) THEN
  222. RESLTS( 1 ) = ZERO
  223. RESLTS( 2 ) = ZERO
  224. RETURN
  225. END IF
  226. *
  227. EPS = SLAMCH( 'Epsilon' )
  228. UNFL = SLAMCH( 'Safe minimum' )
  229. OVFL = ONE / UNFL
  230. UPPER = LSAME( UPLO, 'U' )
  231. NOTRAN = LSAME( TRANS, 'N' )
  232. UNIT = LSAME( DIAG, 'U' )
  233. *
  234. * Test 1: Compute the maximum of
  235. * norm(X - XACT) / ( norm(X) * FERR )
  236. * over all the vectors X and XACT using the infinity-norm.
  237. *
  238. ERRBND = ZERO
  239. DO 30 J = 1, NRHS
  240. IMAX = ICAMAX( N, X( 1, J ), 1 )
  241. XNORM = MAX( CABS1( X( IMAX, J ) ), UNFL )
  242. DIFF = ZERO
  243. DO 10 I = 1, N
  244. DIFF = MAX( DIFF, CABS1( X( I, J )-XACT( I, J ) ) )
  245. 10 CONTINUE
  246. *
  247. IF( XNORM.GT.ONE ) THEN
  248. GO TO 20
  249. ELSE IF( DIFF.LE.OVFL*XNORM ) THEN
  250. GO TO 20
  251. ELSE
  252. ERRBND = ONE / EPS
  253. GO TO 30
  254. END IF
  255. *
  256. 20 CONTINUE
  257. IF( DIFF / XNORM.LE.FERR( J ) ) THEN
  258. ERRBND = MAX( ERRBND, ( DIFF / XNORM ) / FERR( J ) )
  259. ELSE
  260. ERRBND = ONE / EPS
  261. END IF
  262. 30 CONTINUE
  263. RESLTS( 1 ) = ERRBND
  264. *
  265. * Test 2: Compute the maximum of BERR / ( (n+1)*EPS + (*) ), where
  266. * (*) = (n+1)*UNFL / (min_i (abs(A)*abs(X) +abs(b))_i )
  267. *
  268. IFU = 0
  269. IF( UNIT )
  270. $ IFU = 1
  271. DO 90 K = 1, NRHS
  272. DO 80 I = 1, N
  273. TMP = CABS1( B( I, K ) )
  274. IF( UPPER ) THEN
  275. JC = ( ( I-1 )*I ) / 2
  276. IF( .NOT.NOTRAN ) THEN
  277. DO 40 J = 1, I - IFU
  278. TMP = TMP + CABS1( AP( JC+J ) )*CABS1( X( J, K ) )
  279. 40 CONTINUE
  280. IF( UNIT )
  281. $ TMP = TMP + CABS1( X( I, K ) )
  282. ELSE
  283. JC = JC + I
  284. IF( UNIT ) THEN
  285. TMP = TMP + CABS1( X( I, K ) )
  286. JC = JC + I
  287. END IF
  288. DO 50 J = I + IFU, N
  289. TMP = TMP + CABS1( AP( JC ) )*CABS1( X( J, K ) )
  290. JC = JC + J
  291. 50 CONTINUE
  292. END IF
  293. ELSE
  294. IF( NOTRAN ) THEN
  295. JC = I
  296. DO 60 J = 1, I - IFU
  297. TMP = TMP + CABS1( AP( JC ) )*CABS1( X( J, K ) )
  298. JC = JC + N - J
  299. 60 CONTINUE
  300. IF( UNIT )
  301. $ TMP = TMP + CABS1( X( I, K ) )
  302. ELSE
  303. JC = ( I-1 )*( N-I ) + ( I*( I+1 ) ) / 2
  304. IF( UNIT )
  305. $ TMP = TMP + CABS1( X( I, K ) )
  306. DO 70 J = I + IFU, N
  307. TMP = TMP + CABS1( AP( JC+J-I ) )*
  308. $ CABS1( X( J, K ) )
  309. 70 CONTINUE
  310. END IF
  311. END IF
  312. IF( I.EQ.1 ) THEN
  313. AXBI = TMP
  314. ELSE
  315. AXBI = MIN( AXBI, TMP )
  316. END IF
  317. 80 CONTINUE
  318. TMP = BERR( K ) / ( ( N+1 )*EPS+( N+1 )*UNFL /
  319. $ MAX( AXBI, ( N+1 )*UNFL ) )
  320. IF( K.EQ.1 ) THEN
  321. RESLTS( 2 ) = TMP
  322. ELSE
  323. RESLTS( 2 ) = MAX( RESLTS( 2 ), TMP )
  324. END IF
  325. 90 CONTINUE
  326. *
  327. RETURN
  328. *
  329. * End of CTPT05
  330. *
  331. END