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cget04.f 4.9 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. *> \date November 2011
  99. *
  100. *> \ingroup complex_lin
  101. *
  102. * =====================================================================
  103. SUBROUTINE CGET04( N, NRHS, X, LDX, XACT, LDXACT, RCOND, RESID )
  104. *
  105. * -- LAPACK test routine (version 3.4.0) --
  106. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  107. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  108. * November 2011
  109. *
  110. * .. Scalar Arguments ..
  111. INTEGER LDX, LDXACT, N, NRHS
  112. REAL RCOND, RESID
  113. * ..
  114. * .. Array Arguments ..
  115. COMPLEX X( LDX, * ), XACT( LDXACT, * )
  116. * ..
  117. *
  118. * =====================================================================
  119. *
  120. * .. Parameters ..
  121. REAL ZERO
  122. PARAMETER ( ZERO = 0.0E+0 )
  123. * ..
  124. * .. Local Scalars ..
  125. INTEGER I, IX, J
  126. REAL DIFFNM, EPS, XNORM
  127. COMPLEX ZDUM
  128. * ..
  129. * .. External Functions ..
  130. INTEGER ICAMAX
  131. REAL SLAMCH
  132. EXTERNAL ICAMAX, SLAMCH
  133. * ..
  134. * .. Intrinsic Functions ..
  135. INTRINSIC ABS, AIMAG, MAX, REAL
  136. * ..
  137. * .. Statement Functions ..
  138. REAL CABS1
  139. * ..
  140. * .. Statement Function definitions ..
  141. CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) )
  142. * ..
  143. * .. Executable Statements ..
  144. *
  145. * Quick exit if N = 0 or NRHS = 0.
  146. *
  147. IF( N.LE.0 .OR. NRHS.LE.0 ) THEN
  148. RESID = ZERO
  149. RETURN
  150. END IF
  151. *
  152. * Exit with RESID = 1/EPS if RCOND is invalid.
  153. *
  154. EPS = SLAMCH( 'Epsilon' )
  155. IF( RCOND.LT.ZERO ) THEN
  156. RESID = 1.0 / EPS
  157. RETURN
  158. END IF
  159. *
  160. * Compute the maximum of
  161. * norm(X - XACT) / ( norm(XACT) * EPS )
  162. * over all the vectors X and XACT .
  163. *
  164. RESID = ZERO
  165. DO 20 J = 1, NRHS
  166. IX = ICAMAX( N, XACT( 1, J ), 1 )
  167. XNORM = CABS1( XACT( IX, J ) )
  168. DIFFNM = ZERO
  169. DO 10 I = 1, N
  170. DIFFNM = MAX( DIFFNM, CABS1( X( I, J )-XACT( I, J ) ) )
  171. 10 CONTINUE
  172. IF( XNORM.LE.ZERO ) THEN
  173. IF( DIFFNM.GT.ZERO )
  174. $ RESID = 1.0 / EPS
  175. ELSE
  176. RESID = MAX( RESID, ( DIFFNM / XNORM )*RCOND )
  177. END IF
  178. 20 CONTINUE
  179. IF( RESID*EPS.LT.1.0 )
  180. $ RESID = RESID / EPS
  181. *
  182. RETURN
  183. *
  184. * End of CGET04
  185. *
  186. END