LAPACK 3.12.1
LAPACK: Linear Algebra PACKage
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◆ ztpt05()

subroutine ztpt05 ( character uplo,
character trans,
character diag,
integer n,
integer nrhs,
complex*16, dimension( * ) ap,
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 )

ZTPT05

Purpose:
!>
!> ZTPT05 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 )
!> 
Parameters
[in]UPLO
!>          UPLO is CHARACTER*1
!>          Specifies whether the matrix A is upper or lower triangular.
!>          = 'U':  Upper triangular
!>          = 'L':  Lower triangular
!> 
[in]TRANS
!>          TRANS is 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)
!> 
[in]DIAG
!>          DIAG is CHARACTER*1
!>          Specifies whether or not the matrix A is unit triangular.
!>          = 'N':  Non-unit triangular
!>          = 'U':  Unit triangular
!> 
[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]AP
!>          AP is COMPLEX*16 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.
!> 
[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 / ( (n+1)*EPS + (*) )
!> 
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.

Definition at line 173 of file ztpt05.f.

175*
176* -- LAPACK test routine --
177* -- LAPACK is a software package provided by Univ. of Tennessee, --
178* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
179*
180* .. Scalar Arguments ..
181 CHARACTER DIAG, TRANS, UPLO
182 INTEGER LDB, LDX, LDXACT, N, NRHS
183* ..
184* .. Array Arguments ..
185 DOUBLE PRECISION BERR( * ), FERR( * ), RESLTS( * )
186 COMPLEX*16 AP( * ), B( LDB, * ), X( LDX, * ),
187 $ XACT( LDXACT, * )
188* ..
189*
190* =====================================================================
191*
192* .. Parameters ..
193 DOUBLE PRECISION ZERO, ONE
194 parameter( zero = 0.0d+0, one = 1.0d+0 )
195* ..
196* .. Local Scalars ..
197 LOGICAL NOTRAN, UNIT, UPPER
198 INTEGER I, IFU, IMAX, J, JC, K
199 DOUBLE PRECISION AXBI, DIFF, EPS, ERRBND, OVFL, TMP, UNFL, XNORM
200 COMPLEX*16 ZDUM
201* ..
202* .. External Functions ..
203 LOGICAL LSAME
204 INTEGER IZAMAX
205 DOUBLE PRECISION DLAMCH
206 EXTERNAL lsame, izamax, dlamch
207* ..
208* .. Intrinsic Functions ..
209 INTRINSIC abs, dble, dimag, max, min
210* ..
211* .. Statement Functions ..
212 DOUBLE PRECISION CABS1
213* ..
214* .. Statement Function definitions ..
215 cabs1( zdum ) = abs( dble( zdum ) ) + abs( dimag( zdum ) )
216* ..
217* .. Executable Statements ..
218*
219* Quick exit if N = 0 or NRHS = 0.
220*
221 IF( n.LE.0 .OR. nrhs.LE.0 ) THEN
222 reslts( 1 ) = zero
223 reslts( 2 ) = zero
224 RETURN
225 END IF
226*
227 eps = dlamch( 'Epsilon' )
228 unfl = dlamch( 'Safe minimum' )
229 ovfl = one / unfl
230 upper = lsame( uplo, 'U' )
231 notran = lsame( trans, 'N' )
232 unit = lsame( diag, 'U' )
233*
234* Test 1: Compute the maximum of
235* norm(X - XACT) / ( norm(X) * FERR )
236* over all the vectors X and XACT using the infinity-norm.
237*
238 errbnd = zero
239 DO 30 j = 1, nrhs
240 imax = izamax( n, x( 1, j ), 1 )
241 xnorm = max( cabs1( x( imax, j ) ), unfl )
242 diff = zero
243 DO 10 i = 1, n
244 diff = max( diff, cabs1( x( i, j )-xact( i, j ) ) )
245 10 CONTINUE
246*
247 IF( xnorm.GT.one ) THEN
248 GO TO 20
249 ELSE IF( diff.LE.ovfl*xnorm ) THEN
250 GO TO 20
251 ELSE
252 errbnd = one / eps
253 GO TO 30
254 END IF
255*
256 20 CONTINUE
257 IF( diff / xnorm.LE.ferr( j ) ) THEN
258 errbnd = max( errbnd, ( diff / xnorm ) / ferr( j ) )
259 ELSE
260 errbnd = one / eps
261 END IF
262 30 CONTINUE
263 reslts( 1 ) = errbnd
264*
265* Test 2: Compute the maximum of BERR / ( (n+1)*EPS + (*) ), where
266* (*) = (n+1)*UNFL / (min_i (abs(A)*abs(X) +abs(b))_i )
267*
268 ifu = 0
269 IF( unit )
270 $ ifu = 1
271 DO 90 k = 1, nrhs
272 DO 80 i = 1, n
273 tmp = cabs1( b( i, k ) )
274 IF( upper ) THEN
275 jc = ( ( i-1 )*i ) / 2
276 IF( .NOT.notran ) THEN
277 DO 40 j = 1, i - ifu
278 tmp = tmp + cabs1( ap( jc+j ) )*cabs1( x( j, k ) )
279 40 CONTINUE
280 IF( unit )
281 $ tmp = tmp + cabs1( x( i, k ) )
282 ELSE
283 jc = jc + i
284 IF( unit ) THEN
285 tmp = tmp + cabs1( x( i, k ) )
286 jc = jc + i
287 END IF
288 DO 50 j = i + ifu, n
289 tmp = tmp + cabs1( ap( jc ) )*cabs1( x( j, k ) )
290 jc = jc + j
291 50 CONTINUE
292 END IF
293 ELSE
294 IF( notran ) THEN
295 jc = i
296 DO 60 j = 1, i - ifu
297 tmp = tmp + cabs1( ap( jc ) )*cabs1( x( j, k ) )
298 jc = jc + n - j
299 60 CONTINUE
300 IF( unit )
301 $ tmp = tmp + cabs1( x( i, k ) )
302 ELSE
303 jc = ( i-1 )*( n-i ) + ( i*( i+1 ) ) / 2
304 IF( unit )
305 $ tmp = tmp + cabs1( x( i, k ) )
306 DO 70 j = i + ifu, n
307 tmp = tmp + cabs1( ap( jc+j-i ) )*
308 $ cabs1( x( j, k ) )
309 70 CONTINUE
310 END IF
311 END IF
312 IF( i.EQ.1 ) THEN
313 axbi = tmp
314 ELSE
315 axbi = min( axbi, tmp )
316 END IF
317 80 CONTINUE
318 tmp = berr( k ) / ( ( n+1 )*eps+( n+1 )*unfl /
319 $ max( axbi, ( n+1 )*unfl ) )
320 IF( k.EQ.1 ) THEN
321 reslts( 2 ) = tmp
322 ELSE
323 reslts( 2 ) = max( reslts( 2 ), tmp )
324 END IF
325 90 CONTINUE
326*
327 RETURN
328*
329* End of ZTPT05
330*
integer function izamax(n, zx, incx)
IZAMAX
Definition izamax.f:71
double precision function dlamch(cmach)
DLAMCH
Definition dlamch.f:69
logical function lsame(ca, cb)
LSAME
Definition lsame.f:48
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