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cgbt05.f 9.0 kB

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  1. *> \brief \b CGBT05
  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 CGBT05( 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 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. *> CGBT05 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, A**T, or A**H, 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 COMPLEX 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 COMPLEX 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 COMPLEX 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 COMPLEX 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 complex_lin
  172. *
  173. * =====================================================================
  174. SUBROUTINE CGBT05( 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 BERR( * ), FERR( * ), RESLTS( * )
  187. COMPLEX AB( LDAB, * ), B( LDB, * ), 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. COMPLEX ZDUM
  202. * ..
  203. * .. External Functions ..
  204. LOGICAL LSAME
  205. INTEGER ICAMAX
  206. REAL SLAMCH
  207. EXTERNAL LSAME, ICAMAX, SLAMCH
  208. * ..
  209. * .. Intrinsic Functions ..
  210. INTRINSIC ABS, AIMAG, MAX, MIN, REAL
  211. * ..
  212. * .. Statement Functions ..
  213. REAL CABS1
  214. * ..
  215. * .. Statement Function definitions ..
  216. CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) )
  217. * ..
  218. * .. Executable Statements ..
  219. *
  220. * Quick exit if N = 0 or NRHS = 0.
  221. *
  222. IF( N.LE.0 .OR. NRHS.LE.0 ) THEN
  223. RESLTS( 1 ) = ZERO
  224. RESLTS( 2 ) = ZERO
  225. RETURN
  226. END IF
  227. *
  228. EPS = SLAMCH( 'Epsilon' )
  229. UNFL = SLAMCH( 'Safe minimum' )
  230. OVFL = ONE / UNFL
  231. NOTRAN = LSAME( TRANS, 'N' )
  232. NZ = MIN( KL+KU+2, N+1 )
  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 / ( NZ*EPS + (*) ), where
  266. * (*) = NZ*UNFL / (min_i (abs(op(A))*abs(X) +abs(b))_i )
  267. *
  268. DO 70 K = 1, NRHS
  269. DO 60 I = 1, N
  270. TMP = CABS1( B( I, K ) )
  271. IF( NOTRAN ) THEN
  272. DO 40 J = MAX( I-KL, 1 ), MIN( I+KU, N )
  273. TMP = TMP + CABS1( AB( KU+1+I-J, J ) )*
  274. $ CABS1( X( J, K ) )
  275. 40 CONTINUE
  276. ELSE
  277. DO 50 J = MAX( I-KU, 1 ), MIN( I+KL, N )
  278. TMP = TMP + CABS1( AB( KU+1+J-I, I ) )*
  279. $ CABS1( X( J, K ) )
  280. 50 CONTINUE
  281. END IF
  282. IF( I.EQ.1 ) THEN
  283. AXBI = TMP
  284. ELSE
  285. AXBI = MIN( AXBI, TMP )
  286. END IF
  287. 60 CONTINUE
  288. TMP = BERR( K ) / ( NZ*EPS+NZ*UNFL / MAX( AXBI, NZ*UNFL ) )
  289. IF( K.EQ.1 ) THEN
  290. RESLTS( 2 ) = TMP
  291. ELSE
  292. RESLTS( 2 ) = MAX( RESLTS( 2 ), TMP )
  293. END IF
  294. 70 CONTINUE
  295. *
  296. RETURN
  297. *
  298. * End of CGBT05
  299. *
  300. END