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ctbt05.f 11 kB

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  1. *> \brief \b CTBT05
  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 CTBT05( UPLO, TRANS, DIAG, N, KD, NRHS, AB, LDAB, B,
  12. * LDB, X, LDX, XACT, LDXACT, FERR, BERR, RESLTS )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER DIAG, TRANS, UPLO
  16. * INTEGER KD, LDAB, LDB, LDX, LDXACT, N, NRHS
  17. * ..
  18. * .. Array Arguments ..
  19. * REAL BERR( * ), FERR( * ), RESLTS( * )
  20. * COMPLEX AB( LDAB, * ), B( LDB, * ), X( LDX, * ),
  21. * $ XACT( LDXACT, * )
  22. * ..
  23. *
  24. *
  25. *> \par Purpose:
  26. * =============
  27. *>
  28. *> \verbatim
  29. *>
  30. *> CTBT05 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 band 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 / ( NZ*EPS + (*) ), where
  41. *> (*) = NZ*UNFL / (min_i (abs(A)*abs(X) +abs(b))_i )
  42. *> and NZ = max. number of nonzeros in any row of A, plus 1
  43. *> \endverbatim
  44. *
  45. * Arguments:
  46. * ==========
  47. *
  48. *> \param[in] UPLO
  49. *> \verbatim
  50. *> UPLO is CHARACTER*1
  51. *> Specifies whether the matrix A is upper or lower triangular.
  52. *> = 'U': Upper triangular
  53. *> = 'L': Lower triangular
  54. *> \endverbatim
  55. *>
  56. *> \param[in] TRANS
  57. *> \verbatim
  58. *> TRANS is CHARACTER*1
  59. *> Specifies the form of the system of equations.
  60. *> = 'N': A * X = B (No transpose)
  61. *> = 'T': A'* X = B (Transpose)
  62. *> = 'C': A'* X = B (Conjugate transpose = Transpose)
  63. *> \endverbatim
  64. *>
  65. *> \param[in] DIAG
  66. *> \verbatim
  67. *> DIAG is CHARACTER*1
  68. *> Specifies whether or not the matrix A is unit triangular.
  69. *> = 'N': Non-unit triangular
  70. *> = 'U': Unit triangular
  71. *> \endverbatim
  72. *>
  73. *> \param[in] N
  74. *> \verbatim
  75. *> N is INTEGER
  76. *> The number of rows of the matrices X, B, and XACT, and the
  77. *> order of the matrix A. N >= 0.
  78. *> \endverbatim
  79. *>
  80. *> \param[in] KD
  81. *> \verbatim
  82. *> KD is INTEGER
  83. *> The number of super-diagonals of the matrix A if UPLO = 'U',
  84. *> or the number of sub-diagonals if UPLO = 'L'. KD >= 0.
  85. *> \endverbatim
  86. *>
  87. *> \param[in] NRHS
  88. *> \verbatim
  89. *> NRHS is INTEGER
  90. *> The number of columns of the matrices X, B, and XACT.
  91. *> NRHS >= 0.
  92. *> \endverbatim
  93. *>
  94. *> \param[in] AB
  95. *> \verbatim
  96. *> AB is COMPLEX array, dimension (LDAB,N)
  97. *> The upper or lower triangular band matrix A, stored in the
  98. *> first kd+1 rows of the array. The j-th column of A is stored
  99. *> in the j-th column of the array AB as follows:
  100. *> if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
  101. *> if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
  102. *> If DIAG = 'U', the diagonal elements of A are not referenced
  103. *> and are assumed to be 1.
  104. *> \endverbatim
  105. *>
  106. *> \param[in] LDAB
  107. *> \verbatim
  108. *> LDAB is INTEGER
  109. *> The leading dimension of the array AB. LDAB >= KD+1.
  110. *> \endverbatim
  111. *>
  112. *> \param[in] B
  113. *> \verbatim
  114. *> B is COMPLEX array, dimension (LDB,NRHS)
  115. *> The right hand side vectors for the system of linear
  116. *> equations.
  117. *> \endverbatim
  118. *>
  119. *> \param[in] LDB
  120. *> \verbatim
  121. *> LDB is INTEGER
  122. *> The leading dimension of the array B. LDB >= max(1,N).
  123. *> \endverbatim
  124. *>
  125. *> \param[in] X
  126. *> \verbatim
  127. *> X is COMPLEX array, dimension (LDX,NRHS)
  128. *> The computed solution vectors. Each vector is stored as a
  129. *> column of the matrix X.
  130. *> \endverbatim
  131. *>
  132. *> \param[in] LDX
  133. *> \verbatim
  134. *> LDX is INTEGER
  135. *> The leading dimension of the array X. LDX >= max(1,N).
  136. *> \endverbatim
  137. *>
  138. *> \param[in] XACT
  139. *> \verbatim
  140. *> XACT is COMPLEX array, dimension (LDX,NRHS)
  141. *> The exact solution vectors. Each vector is stored as a
  142. *> column of the matrix XACT.
  143. *> \endverbatim
  144. *>
  145. *> \param[in] LDXACT
  146. *> \verbatim
  147. *> LDXACT is INTEGER
  148. *> The leading dimension of the array XACT. LDXACT >= max(1,N).
  149. *> \endverbatim
  150. *>
  151. *> \param[in] FERR
  152. *> \verbatim
  153. *> FERR is REAL array, dimension (NRHS)
  154. *> The estimated forward error bounds for each solution vector
  155. *> X. If XTRUE is the true solution, FERR bounds the magnitude
  156. *> of the largest entry in (X - XTRUE) divided by the magnitude
  157. *> of the largest entry in X.
  158. *> \endverbatim
  159. *>
  160. *> \param[in] BERR
  161. *> \verbatim
  162. *> BERR is REAL array, dimension (NRHS)
  163. *> The componentwise relative backward error of each solution
  164. *> vector (i.e., the smallest relative change in any entry of A
  165. *> or B that makes X an exact solution).
  166. *> \endverbatim
  167. *>
  168. *> \param[out] RESLTS
  169. *> \verbatim
  170. *> RESLTS is REAL array, dimension (2)
  171. *> The maximum over the NRHS solution vectors of the ratios:
  172. *> RESLTS(1) = norm(X - XACT) / ( norm(X) * FERR )
  173. *> RESLTS(2) = BERR / ( NZ*EPS + (*) )
  174. *> \endverbatim
  175. *
  176. * Authors:
  177. * ========
  178. *
  179. *> \author Univ. of Tennessee
  180. *> \author Univ. of California Berkeley
  181. *> \author Univ. of Colorado Denver
  182. *> \author NAG Ltd.
  183. *
  184. *> \date December 2016
  185. *
  186. *> \ingroup complex_lin
  187. *
  188. * =====================================================================
  189. SUBROUTINE CTBT05( UPLO, TRANS, DIAG, N, KD, NRHS, AB, LDAB, B,
  190. $ LDB, X, LDX, XACT, LDXACT, FERR, BERR, RESLTS )
  191. *
  192. * -- LAPACK test routine (version 3.7.0) --
  193. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  194. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  195. * December 2016
  196. *
  197. * .. Scalar Arguments ..
  198. CHARACTER DIAG, TRANS, UPLO
  199. INTEGER KD, LDAB, LDB, LDX, LDXACT, N, NRHS
  200. * ..
  201. * .. Array Arguments ..
  202. REAL BERR( * ), FERR( * ), RESLTS( * )
  203. COMPLEX AB( LDAB, * ), B( LDB, * ), X( LDX, * ),
  204. $ XACT( LDXACT, * )
  205. * ..
  206. *
  207. * =====================================================================
  208. *
  209. * .. Parameters ..
  210. REAL ZERO, ONE
  211. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  212. * ..
  213. * .. Local Scalars ..
  214. LOGICAL NOTRAN, UNIT, UPPER
  215. INTEGER I, IFU, IMAX, J, K, NZ
  216. REAL AXBI, DIFF, EPS, ERRBND, OVFL, TMP, UNFL, XNORM
  217. COMPLEX ZDUM
  218. * ..
  219. * .. External Functions ..
  220. LOGICAL LSAME
  221. INTEGER ICAMAX
  222. REAL SLAMCH
  223. EXTERNAL LSAME, ICAMAX, SLAMCH
  224. * ..
  225. * .. Intrinsic Functions ..
  226. INTRINSIC ABS, AIMAG, MAX, MIN, REAL
  227. * ..
  228. * .. Statement Functions ..
  229. REAL CABS1
  230. * ..
  231. * .. Statement Function definitions ..
  232. CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) )
  233. * ..
  234. * .. Executable Statements ..
  235. *
  236. * Quick exit if N = 0 or NRHS = 0.
  237. *
  238. IF( N.LE.0 .OR. NRHS.LE.0 ) THEN
  239. RESLTS( 1 ) = ZERO
  240. RESLTS( 2 ) = ZERO
  241. RETURN
  242. END IF
  243. *
  244. EPS = SLAMCH( 'Epsilon' )
  245. UNFL = SLAMCH( 'Safe minimum' )
  246. OVFL = ONE / UNFL
  247. UPPER = LSAME( UPLO, 'U' )
  248. NOTRAN = LSAME( TRANS, 'N' )
  249. UNIT = LSAME( DIAG, 'U' )
  250. NZ = MIN( KD, N-1 ) + 1
  251. *
  252. * Test 1: Compute the maximum of
  253. * norm(X - XACT) / ( norm(X) * FERR )
  254. * over all the vectors X and XACT using the infinity-norm.
  255. *
  256. ERRBND = ZERO
  257. DO 30 J = 1, NRHS
  258. IMAX = ICAMAX( N, X( 1, J ), 1 )
  259. XNORM = MAX( CABS1( X( IMAX, J ) ), UNFL )
  260. DIFF = ZERO
  261. DO 10 I = 1, N
  262. DIFF = MAX( DIFF, CABS1( X( I, J )-XACT( I, J ) ) )
  263. 10 CONTINUE
  264. *
  265. IF( XNORM.GT.ONE ) THEN
  266. GO TO 20
  267. ELSE IF( DIFF.LE.OVFL*XNORM ) THEN
  268. GO TO 20
  269. ELSE
  270. ERRBND = ONE / EPS
  271. GO TO 30
  272. END IF
  273. *
  274. 20 CONTINUE
  275. IF( DIFF / XNORM.LE.FERR( J ) ) THEN
  276. ERRBND = MAX( ERRBND, ( DIFF / XNORM ) / FERR( J ) )
  277. ELSE
  278. ERRBND = ONE / EPS
  279. END IF
  280. 30 CONTINUE
  281. RESLTS( 1 ) = ERRBND
  282. *
  283. * Test 2: Compute the maximum of BERR / ( NZ*EPS + (*) ), where
  284. * (*) = NZ*UNFL / (min_i (abs(A)*abs(X) +abs(b))_i )
  285. *
  286. IFU = 0
  287. IF( UNIT )
  288. $ IFU = 1
  289. DO 90 K = 1, NRHS
  290. DO 80 I = 1, N
  291. TMP = CABS1( B( I, K ) )
  292. IF( UPPER ) THEN
  293. IF( .NOT.NOTRAN ) THEN
  294. DO 40 J = MAX( I-KD, 1 ), I - IFU
  295. TMP = TMP + CABS1( AB( KD+1-I+J, I ) )*
  296. $ CABS1( X( J, K ) )
  297. 40 CONTINUE
  298. IF( UNIT )
  299. $ TMP = TMP + CABS1( X( I, K ) )
  300. ELSE
  301. IF( UNIT )
  302. $ TMP = TMP + CABS1( X( I, K ) )
  303. DO 50 J = I + IFU, MIN( I+KD, N )
  304. TMP = TMP + CABS1( AB( KD+1+I-J, J ) )*
  305. $ CABS1( X( J, K ) )
  306. 50 CONTINUE
  307. END IF
  308. ELSE
  309. IF( NOTRAN ) THEN
  310. DO 60 J = MAX( I-KD, 1 ), I - IFU
  311. TMP = TMP + CABS1( AB( 1+I-J, J ) )*
  312. $ CABS1( X( J, K ) )
  313. 60 CONTINUE
  314. IF( UNIT )
  315. $ TMP = TMP + CABS1( X( I, K ) )
  316. ELSE
  317. IF( UNIT )
  318. $ TMP = TMP + CABS1( X( I, K ) )
  319. DO 70 J = I + IFU, MIN( I+KD, N )
  320. TMP = TMP + CABS1( AB( 1+J-I, I ) )*
  321. $ CABS1( X( J, K ) )
  322. 70 CONTINUE
  323. END IF
  324. END IF
  325. IF( I.EQ.1 ) THEN
  326. AXBI = TMP
  327. ELSE
  328. AXBI = MIN( AXBI, TMP )
  329. END IF
  330. 80 CONTINUE
  331. TMP = BERR( K ) / ( NZ*EPS+NZ*UNFL / MAX( AXBI, NZ*UNFL ) )
  332. IF( K.EQ.1 ) THEN
  333. RESLTS( 2 ) = TMP
  334. ELSE
  335. RESLTS( 2 ) = MAX( RESLTS( 2 ), TMP )
  336. END IF
  337. 90 CONTINUE
  338. *
  339. RETURN
  340. *
  341. * End of CTBT05
  342. *
  343. END