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sgbt05.f 8.7 kB

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  1. *> \brief \b SGBT05
  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 SGBT05( TRANS, N, KL, KU, NRHS, AB, LDAB, B, LDB, X,
  12. * LDX, XACT, LDXACT, FERR, BERR, RESLTS )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER TRANS
  16. * INTEGER KL, KU, LDAB, LDB, LDX, LDXACT, N, NRHS
  17. * ..
  18. * .. Array Arguments ..
  19. * REAL AB( LDAB, * ), B( LDB, * ), BERR( * ),
  20. * $ FERR( * ), RESLTS( * ), X( LDX, * ),
  21. * $ XACT( LDXACT, * )
  22. * ..
  23. *
  24. *
  25. *> \par Purpose:
  26. * =============
  27. *>
  28. *> \verbatim
  29. *>
  30. *> SGBT05 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 band matrix of order n with kl subdiagonals and ku
  33. *> superdiagonals and op(A) = A or A**T, depending on TRANS.
  34. *>
  35. *> RESLTS(1) = test of the error bound
  36. *> = norm(X - XACT) / ( norm(X) * FERR )
  37. *>
  38. *> A large value is returned if this ratio is not less than one.
  39. *>
  40. *> RESLTS(2) = residual from the iterative refinement routine
  41. *> = the maximum of BERR / ( NZ*EPS + (*) ), where
  42. *> (*) = NZ*UNFL / (min_i (abs(op(A))*abs(X) +abs(b))_i )
  43. *> and NZ = max. number of nonzeros in any row of A, plus 1
  44. *> \endverbatim
  45. *
  46. * Arguments:
  47. * ==========
  48. *
  49. *> \param[in] TRANS
  50. *> \verbatim
  51. *> TRANS is CHARACTER*1
  52. *> Specifies the form of the system of equations.
  53. *> = 'N': A * X = B (No transpose)
  54. *> = 'T': A**T * X = B (Transpose)
  55. *> = 'C': A**H * X = B (Conjugate transpose = Transpose)
  56. *> \endverbatim
  57. *>
  58. *> \param[in] N
  59. *> \verbatim
  60. *> N is INTEGER
  61. *> The number of rows of the matrices X, B, and XACT, and the
  62. *> order of the matrix A. N >= 0.
  63. *> \endverbatim
  64. *>
  65. *> \param[in] KL
  66. *> \verbatim
  67. *> KL is INTEGER
  68. *> The number of subdiagonals within the band of A. KL >= 0.
  69. *> \endverbatim
  70. *>
  71. *> \param[in] KU
  72. *> \verbatim
  73. *> KU is INTEGER
  74. *> The number of superdiagonals within the band of A. KU >= 0.
  75. *> \endverbatim
  76. *>
  77. *> \param[in] NRHS
  78. *> \verbatim
  79. *> NRHS is INTEGER
  80. *> The number of columns of the matrices X, B, and XACT.
  81. *> NRHS >= 0.
  82. *> \endverbatim
  83. *>
  84. *> \param[in] AB
  85. *> \verbatim
  86. *> AB is REAL array, dimension (LDAB,N)
  87. *> The original band matrix A, stored in rows 1 to KL+KU+1.
  88. *> The j-th column of A is stored in the j-th column of the
  89. *> array AB as follows:
  90. *> AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(n,j+kl).
  91. *> \endverbatim
  92. *>
  93. *> \param[in] LDAB
  94. *> \verbatim
  95. *> LDAB is INTEGER
  96. *> The leading dimension of the array AB. LDAB >= KL+KU+1.
  97. *> \endverbatim
  98. *>
  99. *> \param[in] B
  100. *> \verbatim
  101. *> B is REAL array, dimension (LDB,NRHS)
  102. *> The right hand side vectors for the system of linear
  103. *> equations.
  104. *> \endverbatim
  105. *>
  106. *> \param[in] LDB
  107. *> \verbatim
  108. *> LDB is INTEGER
  109. *> The leading dimension of the array B. LDB >= max(1,N).
  110. *> \endverbatim
  111. *>
  112. *> \param[in] X
  113. *> \verbatim
  114. *> X is REAL array, dimension (LDX,NRHS)
  115. *> The computed solution vectors. Each vector is stored as a
  116. *> column of the matrix X.
  117. *> \endverbatim
  118. *>
  119. *> \param[in] LDX
  120. *> \verbatim
  121. *> LDX is INTEGER
  122. *> The leading dimension of the array X. LDX >= max(1,N).
  123. *> \endverbatim
  124. *>
  125. *> \param[in] XACT
  126. *> \verbatim
  127. *> XACT is REAL array, dimension (LDX,NRHS)
  128. *> The exact solution vectors. Each vector is stored as a
  129. *> column of the matrix XACT.
  130. *> \endverbatim
  131. *>
  132. *> \param[in] LDXACT
  133. *> \verbatim
  134. *> LDXACT is INTEGER
  135. *> The leading dimension of the array XACT. LDXACT >= max(1,N).
  136. *> \endverbatim
  137. *>
  138. *> \param[in] FERR
  139. *> \verbatim
  140. *> FERR is REAL array, dimension (NRHS)
  141. *> The estimated forward error bounds for each solution vector
  142. *> X. If XTRUE is the true solution, FERR bounds the magnitude
  143. *> of the largest entry in (X - XTRUE) divided by the magnitude
  144. *> of the largest entry in X.
  145. *> \endverbatim
  146. *>
  147. *> \param[in] BERR
  148. *> \verbatim
  149. *> BERR is REAL array, dimension (NRHS)
  150. *> The componentwise relative backward error of each solution
  151. *> vector (i.e., the smallest relative change in any entry of A
  152. *> or B that makes X an exact solution).
  153. *> \endverbatim
  154. *>
  155. *> \param[out] RESLTS
  156. *> \verbatim
  157. *> RESLTS is REAL array, dimension (2)
  158. *> The maximum over the NRHS solution vectors of the ratios:
  159. *> RESLTS(1) = norm(X - XACT) / ( norm(X) * FERR )
  160. *> RESLTS(2) = BERR / ( NZ*EPS + (*) )
  161. *> \endverbatim
  162. *
  163. * Authors:
  164. * ========
  165. *
  166. *> \author Univ. of Tennessee
  167. *> \author Univ. of California Berkeley
  168. *> \author Univ. of Colorado Denver
  169. *> \author NAG Ltd.
  170. *
  171. *> \ingroup single_lin
  172. *
  173. * =====================================================================
  174. SUBROUTINE SGBT05( TRANS, N, KL, KU, NRHS, AB, LDAB, B, LDB, X,
  175. $ LDX, XACT, LDXACT, FERR, BERR, RESLTS )
  176. *
  177. * -- LAPACK test routine --
  178. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  179. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  180. *
  181. * .. Scalar Arguments ..
  182. CHARACTER TRANS
  183. INTEGER KL, KU, LDAB, LDB, LDX, LDXACT, N, NRHS
  184. * ..
  185. * .. Array Arguments ..
  186. REAL AB( LDAB, * ), B( LDB, * ), BERR( * ),
  187. $ FERR( * ), RESLTS( * ), X( LDX, * ),
  188. $ XACT( LDXACT, * )
  189. * ..
  190. *
  191. * =====================================================================
  192. *
  193. * .. Parameters ..
  194. REAL ZERO, ONE
  195. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  196. * ..
  197. * .. Local Scalars ..
  198. LOGICAL NOTRAN
  199. INTEGER I, IMAX, J, K, NZ
  200. REAL AXBI, DIFF, EPS, ERRBND, OVFL, TMP, UNFL, XNORM
  201. * ..
  202. * .. External Functions ..
  203. LOGICAL LSAME
  204. INTEGER ISAMAX
  205. REAL SLAMCH
  206. EXTERNAL LSAME, ISAMAX, SLAMCH
  207. * ..
  208. * .. Intrinsic Functions ..
  209. INTRINSIC ABS, MAX, MIN
  210. * ..
  211. * .. Executable Statements ..
  212. *
  213. * Quick exit if N = 0 or NRHS = 0.
  214. *
  215. IF( N.LE.0 .OR. NRHS.LE.0 ) THEN
  216. RESLTS( 1 ) = ZERO
  217. RESLTS( 2 ) = ZERO
  218. RETURN
  219. END IF
  220. *
  221. EPS = SLAMCH( 'Epsilon' )
  222. UNFL = SLAMCH( 'Safe minimum' )
  223. OVFL = ONE / UNFL
  224. NOTRAN = LSAME( TRANS, 'N' )
  225. NZ = MIN( KL+KU+2, N+1 )
  226. *
  227. * Test 1: Compute the maximum of
  228. * norm(X - XACT) / ( norm(X) * FERR )
  229. * over all the vectors X and XACT using the infinity-norm.
  230. *
  231. ERRBND = ZERO
  232. DO 30 J = 1, NRHS
  233. IMAX = ISAMAX( N, X( 1, J ), 1 )
  234. XNORM = MAX( ABS( X( IMAX, J ) ), UNFL )
  235. DIFF = ZERO
  236. DO 10 I = 1, N
  237. DIFF = MAX( DIFF, ABS( X( I, J )-XACT( I, J ) ) )
  238. 10 CONTINUE
  239. *
  240. IF( XNORM.GT.ONE ) THEN
  241. GO TO 20
  242. ELSE IF( DIFF.LE.OVFL*XNORM ) THEN
  243. GO TO 20
  244. ELSE
  245. ERRBND = ONE / EPS
  246. GO TO 30
  247. END IF
  248. *
  249. 20 CONTINUE
  250. IF( DIFF / XNORM.LE.FERR( J ) ) THEN
  251. ERRBND = MAX( ERRBND, ( DIFF / XNORM ) / FERR( J ) )
  252. ELSE
  253. ERRBND = ONE / EPS
  254. END IF
  255. 30 CONTINUE
  256. RESLTS( 1 ) = ERRBND
  257. *
  258. * Test 2: Compute the maximum of BERR / ( NZ*EPS + (*) ), where
  259. * (*) = NZ*UNFL / (min_i (abs(op(A))*abs(X) +abs(b))_i )
  260. *
  261. DO 70 K = 1, NRHS
  262. DO 60 I = 1, N
  263. TMP = ABS( B( I, K ) )
  264. IF( NOTRAN ) THEN
  265. DO 40 J = MAX( I-KL, 1 ), MIN( I+KU, N )
  266. TMP = TMP + ABS( AB( KU+1+I-J, J ) )*ABS( X( J, K ) )
  267. 40 CONTINUE
  268. ELSE
  269. DO 50 J = MAX( I-KU, 1 ), MIN( I+KL, N )
  270. TMP = TMP + ABS( AB( KU+1+J-I, I ) )*ABS( X( J, K ) )
  271. 50 CONTINUE
  272. END IF
  273. IF( I.EQ.1 ) THEN
  274. AXBI = TMP
  275. ELSE
  276. AXBI = MIN( AXBI, TMP )
  277. END IF
  278. 60 CONTINUE
  279. TMP = BERR( K ) / ( NZ*EPS+NZ*UNFL / MAX( AXBI, NZ*UNFL ) )
  280. IF( K.EQ.1 ) THEN
  281. RESLTS( 2 ) = TMP
  282. ELSE
  283. RESLTS( 2 ) = MAX( RESLTS( 2 ), TMP )
  284. END IF
  285. 70 CONTINUE
  286. *
  287. RETURN
  288. *
  289. * End of SGBT05
  290. *
  291. END