3 * =========== DOCUMENTATION ===========
5 * Online html documentation available at
6 * http://www.netlib.org/lapack/explore-html/
11 * SUBROUTINE CGTT05( TRANS, N, NRHS, DL, D, DU, B, LDB, X, LDX,
12 * XACT, LDXACT, FERR, BERR, RESLTS )
14 * .. Scalar Arguments ..
16 * INTEGER LDB, LDX, LDXACT, N, NRHS
18 * .. Array Arguments ..
19 * REAL BERR( * ), FERR( * ), RESLTS( * )
20 * COMPLEX B( LDB, * ), D( * ), DL( * ), DU( * ),
21 * $ X( LDX, * ), XACT( LDXACT, * )
30 *> CGTT05 tests the error bounds from iterative refinement for the
31 *> computed solution to a system of equations A*X = B, where A is a
32 *> general tridiagonal matrix of order n and op(A) = A or A**T,
33 *> depending on TRANS.
35 *> RESLTS(1) = test of the error bound
36 *> = norm(X - XACT) / ( norm(X) * FERR )
38 *> A large value is returned if this ratio is not less than one.
40 *> RESLTS(2) = residual from the iterative refinement routine
41 *> = the maximum of BERR / ( NZ*EPS + (*) ), where
42 *> (*) = NZ*UNFL / (min_i (abs(op(A))*abs(X) +abs(b))_i )
43 *> and NZ = max. number of nonzeros in any row of A, plus 1
51 *> TRANS is CHARACTER*1
52 *> Specifies the form of the system of equations.
53 *> = 'N': A * X = B (No transpose)
54 *> = 'T': A**T * X = B (Transpose)
55 *> = 'C': A**H * X = B (Conjugate transpose = Transpose)
61 *> The number of rows of the matrices X and XACT. N >= 0.
67 *> The number of columns of the matrices X and XACT. NRHS >= 0.
72 *> DL is COMPLEX array, dimension (N-1)
73 *> The (n-1) sub-diagonal elements of A.
78 *> D is COMPLEX array, dimension (N)
79 *> The diagonal elements of A.
84 *> DU is COMPLEX array, dimension (N-1)
85 *> The (n-1) super-diagonal elements of A.
90 *> B is COMPLEX array, dimension (LDB,NRHS)
91 *> The right hand side vectors for the system of linear
98 *> The leading dimension of the array B. LDB >= max(1,N).
103 *> X is COMPLEX array, dimension (LDX,NRHS)
104 *> The computed solution vectors. Each vector is stored as a
105 *> column of the matrix X.
111 *> The leading dimension of the array X. LDX >= max(1,N).
116 *> XACT is COMPLEX array, dimension (LDX,NRHS)
117 *> The exact solution vectors. Each vector is stored as a
118 *> column of the matrix XACT.
124 *> The leading dimension of the array XACT. LDXACT >= max(1,N).
129 *> FERR is REAL array, dimension (NRHS)
130 *> The estimated forward error bounds for each solution vector
131 *> X. If XTRUE is the true solution, FERR bounds the magnitude
132 *> of the largest entry in (X - XTRUE) divided by the magnitude
133 *> of the largest entry in X.
138 *> BERR is REAL array, dimension (NRHS)
139 *> The componentwise relative backward error of each solution
140 *> vector (i.e., the smallest relative change in any entry of A
141 *> or B that makes X an exact solution).
144 *> \param[out] RESLTS
146 *> RESLTS is REAL array, dimension (2)
147 *> The maximum over the NRHS solution vectors of the ratios:
148 *> RESLTS(1) = norm(X - XACT) / ( norm(X) * FERR )
149 *> RESLTS(2) = BERR / ( NZ*EPS + (*) )
155 *> \author Univ. of Tennessee
156 *> \author Univ. of California Berkeley
157 *> \author Univ. of Colorado Denver
160 *> \date November 2011
162 *> \ingroup complex_lin
164 * =====================================================================
165 SUBROUTINE CGTT05( TRANS, N, NRHS, DL, D, DU, B, LDB, X, LDX,
166 $ XACT, LDXACT, FERR, BERR, RESLTS )
168 * -- LAPACK test routine (version 3.4.0) --
169 * -- LAPACK is a software package provided by Univ. of Tennessee, --
170 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
173 * .. Scalar Arguments ..
175 INTEGER LDB, LDX, LDXACT, N, NRHS
177 * .. Array Arguments ..
178 REAL BERR( * ), FERR( * ), RESLTS( * )
179 COMPLEX B( LDB, * ), D( * ), DL( * ), DU( * ),
180 $ X( LDX, * ), XACT( LDXACT, * )
183 * =====================================================================
187 PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
189 * .. Local Scalars ..
191 INTEGER I, IMAX, J, K, NZ
192 REAL AXBI, DIFF, EPS, ERRBND, OVFL, TMP, UNFL, XNORM
195 * .. External Functions ..
199 EXTERNAL LSAME, ICAMAX, SLAMCH
201 * .. Intrinsic Functions ..
202 INTRINSIC ABS, AIMAG, MAX, MIN, REAL
204 * .. Statement Functions ..
207 * .. Statement Function definitions ..
208 CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) )
210 * .. Executable Statements ..
212 * Quick exit if N = 0 or NRHS = 0.
214 IF( N.LE.0 .OR. NRHS.LE.0 ) THEN
220 EPS = SLAMCH( 'Epsilon' )
221 UNFL = SLAMCH( 'Safe minimum' )
223 NOTRAN = LSAME( TRANS, 'N' )
226 * Test 1: Compute the maximum of
227 * norm(X - XACT) / ( norm(X) * FERR )
228 * over all the vectors X and XACT using the infinity-norm.
232 IMAX = ICAMAX( N, X( 1, J ), 1 )
233 XNORM = MAX( CABS1( X( IMAX, J ) ), UNFL )
236 DIFF = MAX( DIFF, CABS1( X( I, J )-XACT( I, J ) ) )
239 IF( XNORM.GT.ONE ) THEN
241 ELSE IF( DIFF.LE.OVFL*XNORM ) THEN
249 IF( DIFF / XNORM.LE.FERR( J ) ) THEN
250 ERRBND = MAX( ERRBND, ( DIFF / XNORM ) / FERR( J ) )
257 * Test 2: Compute the maximum of BERR / ( NZ*EPS + (*) ), where
258 * (*) = NZ*UNFL / (min_i (abs(op(A))*abs(X) +abs(b))_i )
263 AXBI = CABS1( B( 1, K ) ) +
264 $ CABS1( D( 1 ) )*CABS1( X( 1, K ) )
266 AXBI = CABS1( B( 1, K ) ) +
267 $ CABS1( D( 1 ) )*CABS1( X( 1, K ) ) +
268 $ CABS1( DU( 1 ) )*CABS1( X( 2, K ) )
270 TMP = CABS1( B( I, K ) ) +
271 $ CABS1( DL( I-1 ) )*CABS1( X( I-1, K ) ) +
272 $ CABS1( D( I ) )*CABS1( X( I, K ) ) +
273 $ CABS1( DU( I ) )*CABS1( X( I+1, K ) )
274 AXBI = MIN( AXBI, TMP )
276 TMP = CABS1( B( N, K ) ) + CABS1( DL( N-1 ) )*
277 $ CABS1( X( N-1, K ) ) + CABS1( D( N ) )*
279 AXBI = MIN( AXBI, TMP )
283 AXBI = CABS1( B( 1, K ) ) +
284 $ CABS1( D( 1 ) )*CABS1( X( 1, K ) )
286 AXBI = CABS1( B( 1, K ) ) +
287 $ CABS1( D( 1 ) )*CABS1( X( 1, K ) ) +
288 $ CABS1( DL( 1 ) )*CABS1( X( 2, K ) )
290 TMP = CABS1( B( I, K ) ) +
291 $ CABS1( DU( I-1 ) )*CABS1( X( I-1, K ) ) +
292 $ CABS1( D( I ) )*CABS1( X( I, K ) ) +
293 $ CABS1( DL( I ) )*CABS1( X( I+1, K ) )
294 AXBI = MIN( AXBI, TMP )
296 TMP = CABS1( B( N, K ) ) + CABS1( DU( N-1 ) )*
297 $ CABS1( X( N-1, K ) ) + CABS1( D( N ) )*
299 AXBI = MIN( AXBI, TMP )
302 TMP = BERR( K ) / ( NZ*EPS+NZ*UNFL / MAX( AXBI, NZ*UNFL ) )
306 RESLTS( 2 ) = MAX( RESLTS( 2 ), TMP )