summaryrefslogtreecommitdiff
path: root/TESTING/LIN/zptt05.f
diff options
context:
space:
mode:
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
commitbaba851215b44ac3b60b9248eb02bcce7eb76247 (patch)
tree8c0f5c006875532a30d4409f5e94b0f310ff00a7 /TESTING/LIN/zptt05.f
downloadlapack-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.f190
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