summaryrefslogtreecommitdiff
path: root/TESTING/LIN/ctpt05.f
blob: f32eb5676b1eab971a4e25f1e8f1cc1286fa66c6 (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
      SUBROUTINE CTPT05( UPLO, TRANS, DIAG, 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          DIAG, TRANS, UPLO
      INTEGER            LDB, LDX, LDXACT, N, NRHS
*     ..
*     .. Array Arguments ..
      REAL               BERR( * ), FERR( * ), RESLTS( * )
      COMPLEX            AP( * ), B( LDB, * ), X( LDX, * ),
     $                   XACT( LDXACT, * )
*     ..
*
*  Purpose
*  =======
*
*  CTPT05 tests the error bounds from iterative refinement for the
*  computed solution to a system of equations A*X = B, where A is a
*  triangular 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 matrix A is upper or lower triangular.
*          = 'U':  Upper triangular
*          = 'L':  Lower triangular
*
*  TRANS   (input) CHARACTER*1
*          Specifies the form of the system of equations.
*          = 'N':  A * X = B  (No transpose)
*          = 'T':  A'* X = B  (Transpose)
*          = 'C':  A'* X = B  (Conjugate transpose = Transpose)
*
*  DIAG    (input) CHARACTER*1
*          Specifies whether or not the matrix A is unit triangular.
*          = 'N':  Non-unit triangular
*          = 'U':  Unit 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 triangular 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.
*          If DIAG = 'U', the diagonal elements of A are not referenced
*          and are assumed to be 1.
*
*  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            NOTRAN, UNIT, UPPER
      INTEGER            I, IFU, 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' )
      NOTRAN = LSAME( TRANS, 'N' )
      UNIT = LSAME( DIAG, '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 )
*
      IFU = 0
      IF( UNIT )
     $   IFU = 1
      DO 90 K = 1, NRHS
         DO 80 I = 1, N
            TMP = CABS1( B( I, K ) )
            IF( UPPER ) THEN
               JC = ( ( I-1 )*I ) / 2
               IF( .NOT.NOTRAN ) THEN
                  DO 40 J = 1, I - IFU
                     TMP = TMP + CABS1( AP( JC+J ) )*CABS1( X( J, K ) )
   40             CONTINUE
                  IF( UNIT )
     $               TMP = TMP + CABS1( X( I, K ) )
               ELSE
                  JC = JC + I
                  IF( UNIT ) THEN
                     TMP = TMP + CABS1( X( I, K ) )
                     JC = JC + I
                  END IF
                  DO 50 J = I + IFU, N
                     TMP = TMP + CABS1( AP( JC ) )*CABS1( X( J, K ) )
                     JC = JC + J
   50             CONTINUE
               END IF
            ELSE
               IF( NOTRAN ) THEN
                  JC = I
                  DO 60 J = 1, I - IFU
                     TMP = TMP + CABS1( AP( JC ) )*CABS1( X( J, K ) )
                     JC = JC + N - J
   60             CONTINUE
                  IF( UNIT )
     $               TMP = TMP + CABS1( X( I, K ) )
               ELSE
                  JC = ( I-1 )*( N-I ) + ( I*( I+1 ) ) / 2
                  IF( UNIT )
     $               TMP = TMP + CABS1( X( I, K ) )
                  DO 70 J = I + IFU, N
                     TMP = TMP + CABS1( AP( JC+J-I ) )*
     $                     CABS1( X( J, K ) )
   70             CONTINUE
               END IF
            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 CTPT05
*
      END