LAPACK 3.3.1
Linear Algebra PACKage
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00001 SUBROUTINE STPT05( UPLO, TRANS, DIAG, N, NRHS, AP, B, LDB, X, LDX, 00002 $ XACT, 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 DIAG, TRANS, 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 * STPT05 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 * triangular 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 matrix A is upper or lower triangular. 00038 * = 'U': Upper triangular 00039 * = 'L': Lower triangular 00040 * 00041 * TRANS (input) CHARACTER*1 00042 * Specifies the form of the system of equations. 00043 * = 'N': A * X = B (No transpose) 00044 * = 'T': A'* X = B (Transpose) 00045 * = 'C': A'* X = B (Conjugate transpose = Transpose) 00046 * 00047 * DIAG (input) CHARACTER*1 00048 * Specifies whether or not the matrix A is unit triangular. 00049 * = 'N': Non-unit triangular 00050 * = 'U': Unit triangular 00051 * 00052 * N (input) INTEGER 00053 * The number of rows of the matrices X, B, and XACT, and the 00054 * order of the matrix A. N >= 0. 00055 * 00056 * NRHS (input) INTEGER 00057 * The number of columns of the matrices X, B, and XACT. 00058 * NRHS >= 0. 00059 * 00060 * AP (input) REAL array, dimension (N*(N+1)/2) 00061 * The upper or lower triangular matrix A, packed columnwise in 00062 * a linear array. The j-th column of A is stored in the array 00063 * AP as follows: 00064 * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; 00065 * if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. 00066 * If DIAG = 'U', the diagonal elements of A are not referenced 00067 * and are assumed to be 1. 00068 * 00069 * B (input) REAL array, dimension (LDB,NRHS) 00070 * The right hand side vectors for the system of linear 00071 * equations. 00072 * 00073 * LDB (input) INTEGER 00074 * The leading dimension of the array B. LDB >= max(1,N). 00075 * 00076 * X (input) REAL array, dimension (LDX,NRHS) 00077 * The computed solution vectors. Each vector is stored as a 00078 * column of the matrix X. 00079 * 00080 * LDX (input) INTEGER 00081 * The leading dimension of the array X. LDX >= max(1,N). 00082 * 00083 * XACT (input) REAL array, dimension (LDX,NRHS) 00084 * The exact solution vectors. Each vector is stored as a 00085 * column of the matrix XACT. 00086 * 00087 * LDXACT (input) INTEGER 00088 * The leading dimension of the array XACT. LDXACT >= max(1,N). 00089 * 00090 * FERR (input) REAL array, dimension (NRHS) 00091 * The estimated forward error bounds for each solution vector 00092 * X. If XTRUE is the true solution, FERR bounds the magnitude 00093 * of the largest entry in (X - XTRUE) divided by the magnitude 00094 * of the largest entry in X. 00095 * 00096 * BERR (input) REAL array, dimension (NRHS) 00097 * The componentwise relative backward error of each solution 00098 * vector (i.e., the smallest relative change in any entry of A 00099 * or B that makes X an exact solution). 00100 * 00101 * RESLTS (output) REAL array, dimension (2) 00102 * The maximum over the NRHS solution vectors of the ratios: 00103 * RESLTS(1) = norm(X - XACT) / ( norm(X) * FERR ) 00104 * RESLTS(2) = BERR / ( (n+1)*EPS + (*) ) 00105 * 00106 * ===================================================================== 00107 * 00108 * .. Parameters .. 00109 REAL ZERO, ONE 00110 PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 ) 00111 * .. 00112 * .. Local Scalars .. 00113 LOGICAL NOTRAN, UNIT, UPPER 00114 INTEGER I, IFU, IMAX, J, JC, K 00115 REAL AXBI, DIFF, EPS, ERRBND, OVFL, TMP, UNFL, XNORM 00116 * .. 00117 * .. External Functions .. 00118 LOGICAL LSAME 00119 INTEGER ISAMAX 00120 REAL SLAMCH 00121 EXTERNAL LSAME, ISAMAX, SLAMCH 00122 * .. 00123 * .. Intrinsic Functions .. 00124 INTRINSIC ABS, MAX, MIN 00125 * .. 00126 * .. Executable Statements .. 00127 * 00128 * Quick exit if N = 0 or NRHS = 0. 00129 * 00130 IF( N.LE.0 .OR. NRHS.LE.0 ) THEN 00131 RESLTS( 1 ) = ZERO 00132 RESLTS( 2 ) = ZERO 00133 RETURN 00134 END IF 00135 * 00136 EPS = SLAMCH( 'Epsilon' ) 00137 UNFL = SLAMCH( 'Safe minimum' ) 00138 OVFL = ONE / UNFL 00139 UPPER = LSAME( UPLO, 'U' ) 00140 NOTRAN = LSAME( TRANS, 'N' ) 00141 UNIT = LSAME( DIAG, 'U' ) 00142 * 00143 * Test 1: Compute the maximum of 00144 * norm(X - XACT) / ( norm(X) * FERR ) 00145 * over all the vectors X and XACT using the infinity-norm. 00146 * 00147 ERRBND = ZERO 00148 DO 30 J = 1, NRHS 00149 IMAX = ISAMAX( N, X( 1, J ), 1 ) 00150 XNORM = MAX( ABS( X( IMAX, J ) ), UNFL ) 00151 DIFF = ZERO 00152 DO 10 I = 1, N 00153 DIFF = MAX( DIFF, ABS( X( I, J )-XACT( I, J ) ) ) 00154 10 CONTINUE 00155 * 00156 IF( XNORM.GT.ONE ) THEN 00157 GO TO 20 00158 ELSE IF( DIFF.LE.OVFL*XNORM ) THEN 00159 GO TO 20 00160 ELSE 00161 ERRBND = ONE / EPS 00162 GO TO 30 00163 END IF 00164 * 00165 20 CONTINUE 00166 IF( DIFF / XNORM.LE.FERR( J ) ) THEN 00167 ERRBND = MAX( ERRBND, ( DIFF / XNORM ) / FERR( J ) ) 00168 ELSE 00169 ERRBND = ONE / EPS 00170 END IF 00171 30 CONTINUE 00172 RESLTS( 1 ) = ERRBND 00173 * 00174 * Test 2: Compute the maximum of BERR / ( (n+1)*EPS + (*) ), where 00175 * (*) = (n+1)*UNFL / (min_i (abs(A)*abs(X) +abs(b))_i ) 00176 * 00177 IFU = 0 00178 IF( UNIT ) 00179 $ IFU = 1 00180 DO 90 K = 1, NRHS 00181 DO 80 I = 1, N 00182 TMP = ABS( B( I, K ) ) 00183 IF( UPPER ) THEN 00184 JC = ( ( I-1 )*I ) / 2 00185 IF( .NOT.NOTRAN ) THEN 00186 DO 40 J = 1, I - IFU 00187 TMP = TMP + ABS( AP( JC+J ) )*ABS( X( J, K ) ) 00188 40 CONTINUE 00189 IF( UNIT ) 00190 $ TMP = TMP + ABS( X( I, K ) ) 00191 ELSE 00192 JC = JC + I 00193 IF( UNIT ) THEN 00194 TMP = TMP + ABS( X( I, K ) ) 00195 JC = JC + I 00196 END IF 00197 DO 50 J = I + IFU, N 00198 TMP = TMP + ABS( AP( JC ) )*ABS( X( J, K ) ) 00199 JC = JC + J 00200 50 CONTINUE 00201 END IF 00202 ELSE 00203 IF( NOTRAN ) THEN 00204 JC = I 00205 DO 60 J = 1, I - IFU 00206 TMP = TMP + ABS( AP( JC ) )*ABS( X( J, K ) ) 00207 JC = JC + N - J 00208 60 CONTINUE 00209 IF( UNIT ) 00210 $ TMP = TMP + ABS( X( I, K ) ) 00211 ELSE 00212 JC = ( I-1 )*( N-I ) + ( I*( I+1 ) ) / 2 00213 IF( UNIT ) 00214 $ TMP = TMP + ABS( X( I, K ) ) 00215 DO 70 J = I + IFU, N 00216 TMP = TMP + ABS( AP( JC+J-I ) )*ABS( X( J, K ) ) 00217 70 CONTINUE 00218 END IF 00219 END IF 00220 IF( I.EQ.1 ) THEN 00221 AXBI = TMP 00222 ELSE 00223 AXBI = MIN( AXBI, TMP ) 00224 END IF 00225 80 CONTINUE 00226 TMP = BERR( K ) / ( ( N+1 )*EPS+( N+1 )*UNFL / 00227 $ MAX( AXBI, ( N+1 )*UNFL ) ) 00228 IF( K.EQ.1 ) THEN 00229 RESLTS( 2 ) = TMP 00230 ELSE 00231 RESLTS( 2 ) = MAX( RESLTS( 2 ), TMP ) 00232 END IF 00233 90 CONTINUE 00234 * 00235 RETURN 00236 * 00237 * End of STPT05 00238 * 00239 END