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authorjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
committerjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
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+ SUBROUTINE CGET04( N, NRHS, X, LDX, XACT, LDXACT, RCOND, RESID )
+*
+* -- LAPACK test routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER LDX, LDXACT, N, NRHS
+ REAL RCOND, RESID
+* ..
+* .. Array Arguments ..
+ COMPLEX X( LDX, * ), XACT( LDXACT, * )
+* ..
+*
+* Purpose
+* =======
+*
+* CGET04 computes the difference between a computed solution and the
+* true solution to a system of linear equations.
+*
+* RESID = ( norm(X-XACT) * RCOND ) / ( norm(XACT) * EPS ),
+* where RCOND is the reciprocal of the condition number and EPS is the
+* machine epsilon.
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The number of rows of the matrices X and XACT. N >= 0.
+*
+* NRHS (input) INTEGER
+* The number of columns of the matrices X and XACT. NRHS >= 0.
+*
+* X (input) COMPLEX array, dimension (LDX,NRHS)
+* The computed solution vectors. Each vector is stored as a
+* column of the matrix X.
+*
+* LDX (input) INTEGER
+* The leading dimension of the array X. LDX >= max(1,N).
+*
+* XACT (input) COMPLEX array, dimension (LDX,NRHS)
+* The exact solution vectors. Each vector is stored as a
+* column of the matrix XACT.
+*
+* LDXACT (input) INTEGER
+* The leading dimension of the array XACT. LDXACT >= max(1,N).
+*
+* RCOND (input) REAL
+* The reciprocal of the condition number of the coefficient
+* matrix in the system of equations.
+*
+* RESID (output) REAL
+* The maximum over the NRHS solution vectors of
+* ( norm(X-XACT) * RCOND ) / ( norm(XACT) * EPS )
+*
+* =====================================================================
+*
+* .. Parameters ..
+ REAL ZERO
+ PARAMETER ( ZERO = 0.0E+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, IX, J
+ REAL DIFFNM, EPS, XNORM
+ COMPLEX ZDUM
+* ..
+* .. External Functions ..
+ INTEGER ICAMAX
+ REAL SLAMCH
+ EXTERNAL ICAMAX, SLAMCH
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, AIMAG, MAX, REAL
+* ..
+* .. Statement Functions ..
+ REAL CABS1
+* ..
+* .. Statement Function definitions ..
+ CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) )
+* ..
+* .. Executable Statements ..
+*
+* Quick exit if N = 0 or NRHS = 0.
+*
+ IF( N.LE.0 .OR. NRHS.LE.0 ) THEN
+ RESID = ZERO
+ RETURN
+ END IF
+*
+* Exit with RESID = 1/EPS if RCOND is invalid.
+*
+ EPS = SLAMCH( 'Epsilon' )
+ IF( RCOND.LT.ZERO ) THEN
+ RESID = 1.0 / EPS
+ RETURN
+ END IF
+*
+* Compute the maximum of
+* norm(X - XACT) / ( norm(XACT) * EPS )
+* over all the vectors X and XACT .
+*
+ RESID = ZERO
+ DO 20 J = 1, NRHS
+ IX = ICAMAX( N, XACT( 1, J ), 1 )
+ XNORM = CABS1( XACT( IX, J ) )
+ DIFFNM = ZERO
+ DO 10 I = 1, N
+ DIFFNM = MAX( DIFFNM, CABS1( X( I, J )-XACT( I, J ) ) )
+ 10 CONTINUE
+ IF( XNORM.LE.ZERO ) THEN
+ IF( DIFFNM.GT.ZERO )
+ $ RESID = 1.0 / EPS
+ ELSE
+ RESID = MAX( RESID, ( DIFFNM / XNORM )*RCOND )
+ END IF
+ 20 CONTINUE
+ IF( RESID*EPS.LT.1.0 )
+ $ RESID = RESID / EPS
+*
+ RETURN
+*
+* End of CGET04
+*
+ END