LAPACK 3.3.0
|
00001 SUBROUTINE SPPT05( UPLO, N, NRHS, AP, B, LDB, X, LDX, XACT, 00002 $ LDXACT, FERR, BERR, RESLTS ) 00003 * 00004 * -- LAPACK test routine (version 3.1) -- 00005 * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. 00006 * November 2006 00007 * 00008 * .. Scalar Arguments .. 00009 CHARACTER UPLO 00010 INTEGER LDB, LDX, LDXACT, N, NRHS 00011 * .. 00012 * .. Array Arguments .. 00013 REAL AP( * ), B( LDB, * ), BERR( * ), FERR( * ), 00014 $ RESLTS( * ), X( LDX, * ), XACT( LDXACT, * ) 00015 * .. 00016 * 00017 * Purpose 00018 * ======= 00019 * 00020 * SPPT05 tests the error bounds from iterative refinement for the 00021 * computed solution to a system of equations A*X = B, where A is a 00022 * symmetric matrix in packed storage format. 00023 * 00024 * RESLTS(1) = test of the error bound 00025 * = norm(X - XACT) / ( norm(X) * FERR ) 00026 * 00027 * A large value is returned if this ratio is not less than one. 00028 * 00029 * RESLTS(2) = residual from the iterative refinement routine 00030 * = the maximum of BERR / ( (n+1)*EPS + (*) ), where 00031 * (*) = (n+1)*UNFL / (min_i (abs(A)*abs(X) +abs(b))_i ) 00032 * 00033 * Arguments 00034 * ========= 00035 * 00036 * UPLO (input) CHARACTER*1 00037 * Specifies whether the upper or lower triangular part of the 00038 * symmetric matrix A is stored. 00039 * = 'U': Upper triangular 00040 * = 'L': Lower triangular 00041 * 00042 * N (input) INTEGER 00043 * The number of rows of the matrices X, B, and XACT, and the 00044 * order of the matrix A. N >= 0. 00045 * 00046 * NRHS (input) INTEGER 00047 * The number of columns of the matrices X, B, and XACT. 00048 * NRHS >= 0. 00049 * 00050 * AP (input) REAL array, dimension (N*(N+1)/2) 00051 * The upper or lower triangle of the symmetric matrix A, packed 00052 * columnwise in a linear array. The j-th column of A is stored 00053 * in the array AP as follows: 00054 * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; 00055 * if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. 00056 * 00057 * B (input) REAL array, dimension (LDB,NRHS) 00058 * The right hand side vectors for the system of linear 00059 * equations. 00060 * 00061 * LDB (input) INTEGER 00062 * The leading dimension of the array B. LDB >= max(1,N). 00063 * 00064 * X (input) REAL array, dimension (LDX,NRHS) 00065 * The computed solution vectors. Each vector is stored as a 00066 * column of the matrix X. 00067 * 00068 * LDX (input) INTEGER 00069 * The leading dimension of the array X. LDX >= max(1,N). 00070 * 00071 * XACT (input) REAL array, dimension (LDX,NRHS) 00072 * The exact solution vectors. Each vector is stored as a 00073 * column of the matrix XACT. 00074 * 00075 * LDXACT (input) INTEGER 00076 * The leading dimension of the array XACT. LDXACT >= max(1,N). 00077 * 00078 * FERR (input) REAL array, dimension (NRHS) 00079 * The estimated forward error bounds for each solution vector 00080 * X. If XTRUE is the true solution, FERR bounds the magnitude 00081 * of the largest entry in (X - XTRUE) divided by the magnitude 00082 * of the largest entry in X. 00083 * 00084 * BERR (input) REAL array, dimension (NRHS) 00085 * The componentwise relative backward error of each solution 00086 * vector (i.e., the smallest relative change in any entry of A 00087 * or B that makes X an exact solution). 00088 * 00089 * RESLTS (output) REAL array, dimension (2) 00090 * The maximum over the NRHS solution vectors of the ratios: 00091 * RESLTS(1) = norm(X - XACT) / ( norm(X) * FERR ) 00092 * RESLTS(2) = BERR / ( (n+1)*EPS + (*) ) 00093 * 00094 * ===================================================================== 00095 * 00096 * .. Parameters .. 00097 REAL ZERO, ONE 00098 PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 ) 00099 * .. 00100 * .. Local Scalars .. 00101 LOGICAL UPPER 00102 INTEGER I, IMAX, J, JC, K 00103 REAL AXBI, DIFF, EPS, ERRBND, OVFL, TMP, UNFL, XNORM 00104 * .. 00105 * .. External Functions .. 00106 LOGICAL LSAME 00107 INTEGER ISAMAX 00108 REAL SLAMCH 00109 EXTERNAL LSAME, ISAMAX, SLAMCH 00110 * .. 00111 * .. Intrinsic Functions .. 00112 INTRINSIC ABS, MAX, MIN 00113 * .. 00114 * .. Executable Statements .. 00115 * 00116 * Quick exit if N = 0 or NRHS = 0. 00117 * 00118 IF( N.LE.0 .OR. NRHS.LE.0 ) THEN 00119 RESLTS( 1 ) = ZERO 00120 RESLTS( 2 ) = ZERO 00121 RETURN 00122 END IF 00123 * 00124 EPS = SLAMCH( 'Epsilon' ) 00125 UNFL = SLAMCH( 'Safe minimum' ) 00126 OVFL = ONE / UNFL 00127 UPPER = LSAME( UPLO, 'U' ) 00128 * 00129 * Test 1: Compute the maximum of 00130 * norm(X - XACT) / ( norm(X) * FERR ) 00131 * over all the vectors X and XACT using the infinity-norm. 00132 * 00133 ERRBND = ZERO 00134 DO 30 J = 1, NRHS 00135 IMAX = ISAMAX( N, X( 1, J ), 1 ) 00136 XNORM = MAX( ABS( X( IMAX, J ) ), UNFL ) 00137 DIFF = ZERO 00138 DO 10 I = 1, N 00139 DIFF = MAX( DIFF, ABS( X( I, J )-XACT( I, J ) ) ) 00140 10 CONTINUE 00141 * 00142 IF( XNORM.GT.ONE ) THEN 00143 GO TO 20 00144 ELSE IF( DIFF.LE.OVFL*XNORM ) THEN 00145 GO TO 20 00146 ELSE 00147 ERRBND = ONE / EPS 00148 GO TO 30 00149 END IF 00150 * 00151 20 CONTINUE 00152 IF( DIFF / XNORM.LE.FERR( J ) ) THEN 00153 ERRBND = MAX( ERRBND, ( DIFF / XNORM ) / FERR( J ) ) 00154 ELSE 00155 ERRBND = ONE / EPS 00156 END IF 00157 30 CONTINUE 00158 RESLTS( 1 ) = ERRBND 00159 * 00160 * Test 2: Compute the maximum of BERR / ( (n+1)*EPS + (*) ), where 00161 * (*) = (n+1)*UNFL / (min_i (abs(A)*abs(X) +abs(b))_i ) 00162 * 00163 DO 90 K = 1, NRHS 00164 DO 80 I = 1, N 00165 TMP = ABS( B( I, K ) ) 00166 IF( UPPER ) THEN 00167 JC = ( ( I-1 )*I ) / 2 00168 DO 40 J = 1, I 00169 TMP = TMP + ABS( AP( JC+J ) )*ABS( X( J, K ) ) 00170 40 CONTINUE 00171 JC = JC + I 00172 DO 50 J = I + 1, N 00173 TMP = TMP + ABS( AP( JC ) )*ABS( X( J, K ) ) 00174 JC = JC + J 00175 50 CONTINUE 00176 ELSE 00177 JC = I 00178 DO 60 J = 1, I - 1 00179 TMP = TMP + ABS( AP( JC ) )*ABS( X( J, K ) ) 00180 JC = JC + N - J 00181 60 CONTINUE 00182 DO 70 J = I, N 00183 TMP = TMP + ABS( AP( JC+J-I ) )*ABS( X( J, K ) ) 00184 70 CONTINUE 00185 END IF 00186 IF( I.EQ.1 ) THEN 00187 AXBI = TMP 00188 ELSE 00189 AXBI = MIN( AXBI, TMP ) 00190 END IF 00191 80 CONTINUE 00192 TMP = BERR( K ) / ( ( N+1 )*EPS+( N+1 )*UNFL / 00193 $ MAX( AXBI, ( N+1 )*UNFL ) ) 00194 IF( K.EQ.1 ) THEN 00195 RESLTS( 2 ) = TMP 00196 ELSE 00197 RESLTS( 2 ) = MAX( RESLTS( 2 ), TMP ) 00198 END IF 00199 90 CONTINUE 00200 * 00201 RETURN 00202 * 00203 * End of SPPT05 00204 * 00205 END