zgtt05()

subroutine zgtt05	(	character	trans,
		integer	n,
		integer	nrhs,
		complex*16, dimension( * )	dl,
		complex*16, dimension( * )	d,
		complex*16, dimension( * )	du,
		complex*16, dimension( ldb, * )	b,
		integer	ldb,
		complex*16, dimension( ldx, * )	x,
		integer	ldx,
		complex*16, dimension( ldxact, * )	xact,
		integer	ldxact,
		double precision, dimension( * )	ferr,
		double precision, dimension( * )	berr,
		double precision, dimension( * )	reslts
	)

ZGTT05

Purpose:

 ZGTT05 tests the error bounds from iterative refinement for the
 computed solution to a system of equations A*X = B, where A is a
 general tridiagonal matrix of order n and op(A) = A or A**T,
 depending on TRANS.

 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(op(A))*abs(X) +abs(b))_i )
             and NZ = max. number of nonzeros in any row of A, plus 1

Parameters

[in]	TRANS	TRANS is CHARACTER*1 Specifies the form of the system of equations. = 'N': A * X = B (No transpose) = 'T': A**T * X = B (Transpose) = 'C': A**H * X = B (Conjugate transpose = Transpose)
[in]	N	N is INTEGER The number of rows of the matrices X and XACT. N >= 0.
[in]	NRHS	NRHS is INTEGER The number of columns of the matrices X and XACT. NRHS >= 0.
[in]	DL	DL is COMPLEX*16 array, dimension (N-1) The (n-1) sub-diagonal elements of A.
[in]	D	D is COMPLEX*16 array, dimension (N) The diagonal elements of A.
[in]	DU	DU is COMPLEX*16 array, dimension (N-1) The (n-1) super-diagonal elements of A.
[in]	B	B is COMPLEX*16 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 COMPLEX*16 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 COMPLEX*16 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 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.
[in]	BERR	BERR is 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).
[out]	RESLTS	RESLTS is 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 + (*) )

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 163 of file zgtt05.f.

*
*  -- LAPACK test routine --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
*     .. Scalar Arguments ..
      CHARACTER          TRANS
      INTEGER            LDB, LDX, LDXACT, N, NRHS
*     ..
*     .. Array Arguments ..
      DOUBLE PRECISION   BERR( * ), FERR( * ), RESLTS( * )
      COMPLEX*16         B( LDB, * ), D( * ), DL( * ), DU( * ),
     $                   X( LDX, * ), XACT( LDXACT, * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ZERO, ONE
      parameter( zero = 0.0d+0, one = 1.0d+0 )
*     ..
*     .. Local Scalars ..
      LOGICAL            NOTRAN
      INTEGER            I, IMAX, J, K, NZ
      DOUBLE PRECISION   AXBI, DIFF, EPS, ERRBND, OVFL, TMP, UNFL, XNORM
      COMPLEX*16         ZDUM
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      INTEGER            IZAMAX
      DOUBLE PRECISION   DLAMCH
      EXTERNAL           lsame, 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
      notran = lsame( trans, 'N' )
      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(op(A))*abs(X) +abs(b))_i )
*
      DO 60 k = 1, nrhs
         IF( notran ) THEN
            IF( n.EQ.1 ) THEN
               axbi = cabs1( b( 1, k ) ) +
     $                cabs1( d( 1 ) )*cabs1( x( 1, k ) )
            ELSE
               axbi = cabs1( b( 1, k ) ) +
     $                cabs1( d( 1 ) )*cabs1( x( 1, k ) ) +
     $                cabs1( du( 1 ) )*cabs1( x( 2, k ) )
               DO 40 i = 2, n - 1
                  tmp = cabs1( b( i, k ) ) +
     $                  cabs1( dl( i-1 ) )*cabs1( x( i-1, k ) ) +
     $                  cabs1( d( i ) )*cabs1( x( i, k ) ) +
     $                  cabs1( du( i ) )*cabs1( x( i+1, k ) )
                  axbi = min( axbi, tmp )
   40          CONTINUE
               tmp = cabs1( b( n, k ) ) + cabs1( dl( n-1 ) )*
     $               cabs1( x( n-1, k ) ) + cabs1( d( n ) )*
     $               cabs1( x( n, k ) )
               axbi = min( axbi, tmp )
            END IF
         ELSE
            IF( n.EQ.1 ) THEN
               axbi = cabs1( b( 1, k ) ) +
     $                cabs1( d( 1 ) )*cabs1( x( 1, k ) )
            ELSE
               axbi = cabs1( b( 1, k ) ) +
     $                cabs1( d( 1 ) )*cabs1( x( 1, k ) ) +
     $                cabs1( dl( 1 ) )*cabs1( x( 2, k ) )
               DO 50 i = 2, n - 1
                  tmp = cabs1( b( i, k ) ) +
     $                  cabs1( du( i-1 ) )*cabs1( x( i-1, k ) ) +
     $                  cabs1( d( i ) )*cabs1( x( i, k ) ) +
     $                  cabs1( dl( i ) )*cabs1( x( i+1, k ) )
                  axbi = min( axbi, tmp )
   50          CONTINUE
               tmp = cabs1( b( n, k ) ) + cabs1( du( n-1 ) )*
     $               cabs1( x( n-1, k ) ) + cabs1( d( n ) )*
     $               cabs1( x( n, k ) )
               axbi = min( axbi, tmp )
            END IF
         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
   60 CONTINUE
*
      RETURN
*
*     End of ZGTT05
*

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