LAPACK
3.6.1
LAPACK: Linear Algebra PACKage
|
subroutine sptt05 | ( | integer | N, |
integer | NRHS, | ||
real, dimension( * ) | D, | ||
real, dimension( * ) | E, | ||
real, dimension( ldb, * ) | B, | ||
integer | LDB, | ||
real, dimension( ldx, * ) | X, | ||
integer | LDX, | ||
real, dimension( ldxact, * ) | XACT, | ||
integer | LDXACT, | ||
real, dimension( * ) | FERR, | ||
real, dimension( * ) | BERR, | ||
real, dimension( * ) | RESLTS | ||
) |
SPTT05
SPTT05 tests the error bounds from iterative refinement for the computed solution to a system of equations A*X = B, where A is a symmetric 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
[in] | N | N is INTEGER The number of rows of the matrices X, B, and XACT, and the order of the matrix A. N >= 0. |
[in] | NRHS | NRHS is INTEGER The number of columns of the matrices X, B, and XACT. NRHS >= 0. |
[in] | D | D is REAL array, dimension (N) The n diagonal elements of the tridiagonal matrix A. |
[in] | E | E is REAL array, dimension (N-1) The (n-1) subdiagonal elements of the tridiagonal matrix A. |
[in] | B | B is REAL array, dimension (LDB,NRHS) The right hand side vectors for the system of linear equations. |
[in] | LDB | LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). |
[in] | X | X is REAL array, dimension (LDX,NRHS) The computed solution vectors. Each vector is stored as a column of the matrix X. |
[in] | LDX | LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N). |
[in] | XACT | XACT is REAL array, dimension (LDX,NRHS) The exact solution vectors. Each vector is stored as a column of the matrix XACT. |
[in] | LDXACT | LDXACT is INTEGER The leading dimension of the array XACT. LDXACT >= max(1,N). |
[in] | FERR | FERR is 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. |
[in] | BERR | BERR is 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). |
[out] | RESLTS | RESLTS is 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 / ( NZ*EPS + (*) ) |
Definition at line 152 of file sptt05.f.