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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 CPPT05( UPLO, N, NRHS, AP, B, LDB, X, LDX, XACT,
+ $ LDXACT, FERR, BERR, RESLTS )
+*
+* -- LAPACK test routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER LDB, LDX, LDXACT, N, NRHS
+* ..
+* .. Array Arguments ..
+ REAL BERR( * ), FERR( * ), RESLTS( * )
+ COMPLEX AP( * ), B( LDB, * ), X( LDX, * ),
+ $ XACT( LDXACT, * )
+* ..
+*
+* Purpose
+* =======
+*
+* CPPT05 tests the error bounds from iterative refinement for the
+* computed solution to a system of equations A*X = B, where A is a
+* Hermitian matrix in packed storage format.
+*
+* RESLTS(1) = test of the error bound
+* = norm(X - XACT) / ( norm(X) * FERR )
+*
+* A large value is returned if this ratio is not less than one.
+*
+* RESLTS(2) = residual from the iterative refinement routine
+* = the maximum of BERR / ( (n+1)*EPS + (*) ), where
+* (*) = (n+1)*UNFL / (min_i (abs(A)*abs(X) +abs(b))_i )
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* Specifies whether the upper or lower triangular part of the
+* Hermitian matrix A is stored.
+* = 'U': Upper triangular
+* = 'L': Lower triangular
+*
+* N (input) INTEGER
+* The number of rows of the matrices X, B, and XACT, and the
+* order of the matrix A. N >= 0.
+*
+* NRHS (input) INTEGER
+* The number of columns of the matrices X, B, and XACT.
+* NRHS >= 0.
+*
+* AP (input) COMPLEX array, dimension (N*(N+1)/2)
+* The upper or lower triangle of the Hermitian matrix A, packed
+* columnwise in a linear array. The j-th column of A is stored
+* in the array AP as follows:
+* if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
+* if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
+*
+* B (input) COMPLEX array, dimension (LDB,NRHS)
+* The right hand side vectors for the system of linear
+* equations.
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= max(1,N).
+*
+* 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).
+*
+* FERR (input) REAL array, dimension (NRHS)
+* The estimated forward error bounds for each solution vector
+* X. If XTRUE is the true solution, FERR bounds the magnitude
+* of the largest entry in (X - XTRUE) divided by the magnitude
+* of the largest entry in X.
+*
+* BERR (input) REAL array, dimension (NRHS)
+* The componentwise relative backward error of each solution
+* vector (i.e., the smallest relative change in any entry of A
+* or B that makes X an exact solution).
+*
+* RESLTS (output) REAL array, dimension (2)
+* The maximum over the NRHS solution vectors of the ratios:
+* RESLTS(1) = norm(X - XACT) / ( norm(X) * FERR )
+* RESLTS(2) = BERR / ( (n+1)*EPS + (*) )
+*
+* =====================================================================
+*
+* .. Parameters ..
+ REAL ZERO, ONE
+ PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL UPPER
+ INTEGER I, IMAX, J, JC, K
+ REAL AXBI, DIFF, EPS, ERRBND, OVFL, TMP, UNFL, XNORM
+ COMPLEX ZDUM
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ICAMAX
+ REAL SLAMCH
+ EXTERNAL LSAME, ICAMAX, SLAMCH
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, AIMAG, MAX, MIN, 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
+ RESLTS( 1 ) = ZERO
+ RESLTS( 2 ) = ZERO
+ RETURN
+ END IF
+*
+ EPS = SLAMCH( 'Epsilon' )
+ UNFL = SLAMCH( 'Safe minimum' )
+ OVFL = ONE / UNFL
+ UPPER = LSAME( UPLO, 'U' )
+*
+* Test 1: Compute the maximum of
+* norm(X - XACT) / ( norm(X) * FERR )
+* over all the vectors X and XACT using the infinity-norm.
+*
+ ERRBND = ZERO
+ DO 30 J = 1, NRHS
+ IMAX = ICAMAX( N, X( 1, J ), 1 )
+ XNORM = MAX( CABS1( X( IMAX, J ) ), UNFL )
+ DIFF = ZERO
+ DO 10 I = 1, N
+ DIFF = MAX( DIFF, CABS1( X( I, J )-XACT( I, J ) ) )
+ 10 CONTINUE
+*
+ IF( XNORM.GT.ONE ) THEN
+ GO TO 20
+ ELSE IF( DIFF.LE.OVFL*XNORM ) THEN
+ GO TO 20
+ ELSE
+ ERRBND = ONE / EPS
+ GO TO 30
+ END IF
+*
+ 20 CONTINUE
+ IF( DIFF / XNORM.LE.FERR( J ) ) THEN
+ ERRBND = MAX( ERRBND, ( DIFF / XNORM ) / FERR( J ) )
+ ELSE
+ ERRBND = ONE / EPS
+ END IF
+ 30 CONTINUE
+ RESLTS( 1 ) = ERRBND
+*
+* Test 2: Compute the maximum of BERR / ( (n+1)*EPS + (*) ), where
+* (*) = (n+1)*UNFL / (min_i (abs(A)*abs(X) +abs(b))_i )
+*
+ DO 90 K = 1, NRHS
+ DO 80 I = 1, N
+ TMP = CABS1( B( I, K ) )
+ IF( UPPER ) THEN
+ JC = ( ( I-1 )*I ) / 2
+ DO 40 J = 1, I - 1
+ TMP = TMP + CABS1( AP( JC+J ) )*CABS1( X( J, K ) )
+ 40 CONTINUE
+ TMP = TMP + ABS( REAL( AP( JC+I ) ) )*CABS1( X( I, K ) )
+ JC = JC + I + I
+ DO 50 J = I + 1, N
+ TMP = TMP + CABS1( AP( JC ) )*CABS1( X( J, K ) )
+ JC = JC + J
+ 50 CONTINUE
+ ELSE
+ JC = I
+ DO 60 J = 1, I - 1
+ TMP = TMP + CABS1( AP( JC ) )*CABS1( X( J, K ) )
+ JC = JC + N - J
+ 60 CONTINUE
+ TMP = TMP + ABS( REAL( AP( JC ) ) )*CABS1( X( I, K ) )
+ DO 70 J = I + 1, N
+ TMP = TMP + CABS1( AP( JC+J-I ) )*CABS1( X( J, K ) )
+ 70 CONTINUE
+ END IF
+ IF( I.EQ.1 ) THEN
+ AXBI = TMP
+ ELSE
+ AXBI = MIN( AXBI, TMP )
+ END IF
+ 80 CONTINUE
+ TMP = BERR( K ) / ( ( N+1 )*EPS+( N+1 )*UNFL /
+ $ MAX( AXBI, ( N+1 )*UNFL ) )
+ IF( K.EQ.1 ) THEN
+ RESLTS( 2 ) = TMP
+ ELSE
+ RESLTS( 2 ) = MAX( RESLTS( 2 ), TMP )
+ END IF
+ 90 CONTINUE
+*
+ RETURN
+*
+* End of CPPT05
+*
+ END