You can not select more than 25 topics Topics must start with a chinese character,a letter or number, can include dashes ('-') and can be up to 35 characters long.

ctrt05.f 10 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332
  1. *> \brief \b CTRT05
  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 CTRT05( UPLO, TRANS, DIAG, N, NRHS, A, LDA, B, LDB, X,
  12. * LDX, XACT, LDXACT, FERR, BERR, RESLTS )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER DIAG, TRANS, UPLO
  16. * INTEGER LDA, LDB, LDX, LDXACT, N, NRHS
  17. * ..
  18. * .. Array Arguments ..
  19. * REAL BERR( * ), FERR( * ), RESLTS( * )
  20. * COMPLEX A( LDA, * ), B( LDB, * ), X( LDX, * ),
  21. * $ XACT( LDXACT, * )
  22. * ..
  23. *
  24. *
  25. *> \par Purpose:
  26. * =============
  27. *>
  28. *> \verbatim
  29. *>
  30. *> CTRT05 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 n by n matrix.
  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] A
  87. *> \verbatim
  88. *> A is COMPLEX array, dimension (LDA,N)
  89. *> The triangular matrix A. If UPLO = 'U', the leading n by n
  90. *> upper triangular part of the array A contains the upper
  91. *> triangular matrix, and the strictly lower triangular part of
  92. *> A is not referenced. If UPLO = 'L', the leading n by n lower
  93. *> triangular part of the array A contains the lower triangular
  94. *> matrix, and the strictly upper triangular part of A is not
  95. *> referenced. If DIAG = 'U', the diagonal elements of A are
  96. *> also not referenced and are assumed to be 1.
  97. *> \endverbatim
  98. *>
  99. *> \param[in] LDA
  100. *> \verbatim
  101. *> LDA is INTEGER
  102. *> The leading dimension of the array A. LDA >= max(1,N).
  103. *> \endverbatim
  104. *>
  105. *> \param[in] B
  106. *> \verbatim
  107. *> B is COMPLEX array, dimension (LDB,NRHS)
  108. *> The right hand side vectors for the system of linear
  109. *> equations.
  110. *> \endverbatim
  111. *>
  112. *> \param[in] LDB
  113. *> \verbatim
  114. *> LDB is INTEGER
  115. *> The leading dimension of the array B. LDB >= max(1,N).
  116. *> \endverbatim
  117. *>
  118. *> \param[in] X
  119. *> \verbatim
  120. *> X is COMPLEX array, dimension (LDX,NRHS)
  121. *> The computed solution vectors. Each vector is stored as a
  122. *> column of the matrix X.
  123. *> \endverbatim
  124. *>
  125. *> \param[in] LDX
  126. *> \verbatim
  127. *> LDX is INTEGER
  128. *> The leading dimension of the array X. LDX >= max(1,N).
  129. *> \endverbatim
  130. *>
  131. *> \param[in] XACT
  132. *> \verbatim
  133. *> XACT is COMPLEX array, dimension (LDX,NRHS)
  134. *> The exact solution vectors. Each vector is stored as a
  135. *> column of the matrix XACT.
  136. *> \endverbatim
  137. *>
  138. *> \param[in] LDXACT
  139. *> \verbatim
  140. *> LDXACT is INTEGER
  141. *> The leading dimension of the array XACT. LDXACT >= max(1,N).
  142. *> \endverbatim
  143. *>
  144. *> \param[in] FERR
  145. *> \verbatim
  146. *> FERR is REAL array, dimension (NRHS)
  147. *> The estimated forward error bounds for each solution vector
  148. *> X. If XTRUE is the true solution, FERR bounds the magnitude
  149. *> of the largest entry in (X - XTRUE) divided by the magnitude
  150. *> of the largest entry in X.
  151. *> \endverbatim
  152. *>
  153. *> \param[in] BERR
  154. *> \verbatim
  155. *> BERR is REAL array, dimension (NRHS)
  156. *> The componentwise relative backward error of each solution
  157. *> vector (i.e., the smallest relative change in any entry of A
  158. *> or B that makes X an exact solution).
  159. *> \endverbatim
  160. *>
  161. *> \param[out] RESLTS
  162. *> \verbatim
  163. *> RESLTS is REAL array, dimension (2)
  164. *> The maximum over the NRHS solution vectors of the ratios:
  165. *> RESLTS(1) = norm(X - XACT) / ( norm(X) * FERR )
  166. *> RESLTS(2) = BERR / ( (n+1)*EPS + (*) )
  167. *> \endverbatim
  168. *
  169. * Authors:
  170. * ========
  171. *
  172. *> \author Univ. of Tennessee
  173. *> \author Univ. of California Berkeley
  174. *> \author Univ. of Colorado Denver
  175. *> \author NAG Ltd.
  176. *
  177. *> \date December 2016
  178. *
  179. *> \ingroup complex_lin
  180. *
  181. * =====================================================================
  182. SUBROUTINE CTRT05( UPLO, TRANS, DIAG, N, NRHS, A, LDA, B, LDB, X,
  183. $ LDX, XACT, LDXACT, FERR, BERR, RESLTS )
  184. *
  185. * -- LAPACK test routine (version 3.7.0) --
  186. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  187. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  188. * December 2016
  189. *
  190. * .. Scalar Arguments ..
  191. CHARACTER DIAG, TRANS, UPLO
  192. INTEGER LDA, LDB, LDX, LDXACT, N, NRHS
  193. * ..
  194. * .. Array Arguments ..
  195. REAL BERR( * ), FERR( * ), RESLTS( * )
  196. COMPLEX A( LDA, * ), B( LDB, * ), X( LDX, * ),
  197. $ XACT( LDXACT, * )
  198. * ..
  199. *
  200. * =====================================================================
  201. *
  202. * .. Parameters ..
  203. REAL ZERO, ONE
  204. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  205. * ..
  206. * .. Local Scalars ..
  207. LOGICAL NOTRAN, UNIT, UPPER
  208. INTEGER I, IFU, IMAX, J, K
  209. REAL AXBI, DIFF, EPS, ERRBND, OVFL, TMP, UNFL, XNORM
  210. COMPLEX ZDUM
  211. * ..
  212. * .. External Functions ..
  213. LOGICAL LSAME
  214. INTEGER ICAMAX
  215. REAL SLAMCH
  216. EXTERNAL LSAME, ICAMAX, SLAMCH
  217. * ..
  218. * .. Intrinsic Functions ..
  219. INTRINSIC ABS, AIMAG, MAX, MIN, REAL
  220. * ..
  221. * .. Statement Functions ..
  222. REAL CABS1
  223. * ..
  224. * .. Statement Function definitions ..
  225. CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) )
  226. * ..
  227. * .. Executable Statements ..
  228. *
  229. * Quick exit if N = 0 or NRHS = 0.
  230. *
  231. IF( N.LE.0 .OR. NRHS.LE.0 ) THEN
  232. RESLTS( 1 ) = ZERO
  233. RESLTS( 2 ) = ZERO
  234. RETURN
  235. END IF
  236. *
  237. EPS = SLAMCH( 'Epsilon' )
  238. UNFL = SLAMCH( 'Safe minimum' )
  239. OVFL = ONE / UNFL
  240. UPPER = LSAME( UPLO, 'U' )
  241. NOTRAN = LSAME( TRANS, 'N' )
  242. UNIT = LSAME( DIAG, 'U' )
  243. *
  244. * Test 1: Compute the maximum of
  245. * norm(X - XACT) / ( norm(X) * FERR )
  246. * over all the vectors X and XACT using the infinity-norm.
  247. *
  248. ERRBND = ZERO
  249. DO 30 J = 1, NRHS
  250. IMAX = ICAMAX( N, X( 1, J ), 1 )
  251. XNORM = MAX( CABS1( X( IMAX, J ) ), UNFL )
  252. DIFF = ZERO
  253. DO 10 I = 1, N
  254. DIFF = MAX( DIFF, CABS1( X( I, J )-XACT( I, J ) ) )
  255. 10 CONTINUE
  256. *
  257. IF( XNORM.GT.ONE ) THEN
  258. GO TO 20
  259. ELSE IF( DIFF.LE.OVFL*XNORM ) THEN
  260. GO TO 20
  261. ELSE
  262. ERRBND = ONE / EPS
  263. GO TO 30
  264. END IF
  265. *
  266. 20 CONTINUE
  267. IF( DIFF / XNORM.LE.FERR( J ) ) THEN
  268. ERRBND = MAX( ERRBND, ( DIFF / XNORM ) / FERR( J ) )
  269. ELSE
  270. ERRBND = ONE / EPS
  271. END IF
  272. 30 CONTINUE
  273. RESLTS( 1 ) = ERRBND
  274. *
  275. * Test 2: Compute the maximum of BERR / ( (n+1)*EPS + (*) ), where
  276. * (*) = (n+1)*UNFL / (min_i (abs(A)*abs(X) +abs(b))_i )
  277. *
  278. IFU = 0
  279. IF( UNIT )
  280. $ IFU = 1
  281. DO 90 K = 1, NRHS
  282. DO 80 I = 1, N
  283. TMP = CABS1( B( I, K ) )
  284. IF( UPPER ) THEN
  285. IF( .NOT.NOTRAN ) THEN
  286. DO 40 J = 1, I - IFU
  287. TMP = TMP + CABS1( A( J, I ) )*CABS1( X( J, K ) )
  288. 40 CONTINUE
  289. IF( UNIT )
  290. $ TMP = TMP + CABS1( X( I, K ) )
  291. ELSE
  292. IF( UNIT )
  293. $ TMP = TMP + CABS1( X( I, K ) )
  294. DO 50 J = I + IFU, N
  295. TMP = TMP + CABS1( A( I, J ) )*CABS1( X( J, K ) )
  296. 50 CONTINUE
  297. END IF
  298. ELSE
  299. IF( NOTRAN ) THEN
  300. DO 60 J = 1, I - IFU
  301. TMP = TMP + CABS1( A( I, J ) )*CABS1( X( J, K ) )
  302. 60 CONTINUE
  303. IF( UNIT )
  304. $ TMP = TMP + CABS1( X( I, K ) )
  305. ELSE
  306. IF( UNIT )
  307. $ TMP = TMP + CABS1( X( I, K ) )
  308. DO 70 J = I + IFU, N
  309. TMP = TMP + CABS1( A( J, I ) )*CABS1( X( J, K ) )
  310. 70 CONTINUE
  311. END IF
  312. END IF
  313. IF( I.EQ.1 ) THEN
  314. AXBI = TMP
  315. ELSE
  316. AXBI = MIN( AXBI, TMP )
  317. END IF
  318. 80 CONTINUE
  319. TMP = BERR( K ) / ( ( N+1 )*EPS+( N+1 )*UNFL /
  320. $ MAX( AXBI, ( N+1 )*UNFL ) )
  321. IF( K.EQ.1 ) THEN
  322. RESLTS( 2 ) = TMP
  323. ELSE
  324. RESLTS( 2 ) = MAX( RESLTS( 2 ), TMP )
  325. END IF
  326. 90 CONTINUE
  327. *
  328. RETURN
  329. *
  330. * End of CTRT05
  331. *
  332. END