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author | jason <jason@8a072113-8704-0410-8d35-dd094bca7971> | 2008-10-28 01:38:50 +0000 |
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committer | jason <jason@8a072113-8704-0410-8d35-dd094bca7971> | 2008-10-28 01:38:50 +0000 |
commit | baba851215b44ac3b60b9248eb02bcce7eb76247 (patch) | |
tree | 8c0f5c006875532a30d4409f5e94b0f310ff00a7 /TESTING/LIN/zptt05.f | |
download | lapack-baba851215b44ac3b60b9248eb02bcce7eb76247.tar.gz lapack-baba851215b44ac3b60b9248eb02bcce7eb76247.tar.bz2 lapack-baba851215b44ac3b60b9248eb02bcce7eb76247.zip |
Move LAPACK trunk into position.
Diffstat (limited to 'TESTING/LIN/zptt05.f')
-rw-r--r-- | TESTING/LIN/zptt05.f | 190 |
1 files changed, 190 insertions, 0 deletions
diff --git a/TESTING/LIN/zptt05.f b/TESTING/LIN/zptt05.f new file mode 100644 index 00000000..b388c51d --- /dev/null +++ b/TESTING/LIN/zptt05.f @@ -0,0 +1,190 @@ + SUBROUTINE ZPTT05( N, NRHS, D, E, 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 .. + INTEGER LDB, LDX, LDXACT, N, NRHS +* .. +* .. Array Arguments .. + DOUBLE PRECISION BERR( * ), D( * ), FERR( * ), RESLTS( * ) + COMPLEX*16 B( LDB, * ), E( * ), X( LDX, * ), + $ XACT( LDXACT, * ) +* .. +* +* Purpose +* ======= +* +* ZPTT05 tests the error bounds from iterative refinement for the +* computed solution to a system of equations A*X = B, where A is a +* Hermitian tridiagonal matrix of order n. +* +* 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 / ( NZ*EPS + (*) ), where +* (*) = NZ*UNFL / (min_i (abs(A)*abs(X) +abs(b))_i ) +* and NZ = max. number of nonzeros in any row of A, plus 1 +* +* Arguments +* ========= +* +* 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. +* +* D (input) DOUBLE PRECISION array, dimension (N) +* The n diagonal elements of the tridiagonal matrix A. +* +* E (input) COMPLEX*16 array, dimension (N-1) +* The (n-1) subdiagonal elements of the tridiagonal matrix A. +* +* B (input) COMPLEX*16 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*16 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*16 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION array, dimension (2) +* The maximum over the NRHS solution vectors of the ratios: +* RESLTS(1) = norm(X - XACT) / ( norm(X) * FERR ) +* RESLTS(2) = BERR / ( NZ*EPS + (*) ) +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ZERO, ONE + PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) +* .. +* .. Local Scalars .. + INTEGER I, IMAX, J, K, NZ + DOUBLE PRECISION AXBI, DIFF, EPS, ERRBND, OVFL, TMP, UNFL, XNORM + COMPLEX*16 ZDUM +* .. +* .. External Functions .. + INTEGER IZAMAX + DOUBLE PRECISION DLAMCH + EXTERNAL IZAMAX, DLAMCH +* .. +* .. Intrinsic Functions .. + INTRINSIC ABS, DBLE, DIMAG, MAX, MIN +* .. +* .. Statement Functions .. + DOUBLE PRECISION CABS1 +* .. +* .. Statement Function definitions .. + CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( 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 = DLAMCH( 'Epsilon' ) + UNFL = DLAMCH( 'Safe minimum' ) + OVFL = ONE / UNFL + NZ = 4 +* +* 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 = IZAMAX( 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 / ( NZ*EPS + (*) ), where +* (*) = NZ*UNFL / (min_i (abs(A)*abs(X) +abs(b))_i ) +* + DO 50 K = 1, NRHS + IF( N.EQ.1 ) THEN + AXBI = CABS1( B( 1, K ) ) + CABS1( D( 1 )*X( 1, K ) ) + ELSE + AXBI = CABS1( B( 1, K ) ) + CABS1( D( 1 )*X( 1, K ) ) + + $ CABS1( E( 1 ) )*CABS1( X( 2, K ) ) + DO 40 I = 2, N - 1 + TMP = CABS1( B( I, K ) ) + CABS1( E( I-1 ) )* + $ CABS1( X( I-1, K ) ) + CABS1( D( I )*X( I, K ) ) + + $ CABS1( E( I ) )*CABS1( X( I+1, K ) ) + AXBI = MIN( AXBI, TMP ) + 40 CONTINUE + TMP = CABS1( B( N, K ) ) + CABS1( E( N-1 ) )* + $ CABS1( X( N-1, K ) ) + CABS1( D( N )*X( N, K ) ) + AXBI = MIN( AXBI, TMP ) + END IF + TMP = BERR( K ) / ( NZ*EPS+NZ*UNFL / MAX( AXBI, NZ*UNFL ) ) + IF( K.EQ.1 ) THEN + RESLTS( 2 ) = TMP + ELSE + RESLTS( 2 ) = MAX( RESLTS( 2 ), TMP ) + END IF + 50 CONTINUE +* + RETURN +* +* End of ZPTT05 +* + END |