sptt05()

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

Purpose:

 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

Parameters

[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 + (*) )

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 148 of file sptt05.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 ..
      INTEGER            LDB, LDX, LDXACT, N, NRHS
*     ..
*     .. Array Arguments ..
      REAL               B( LDB, * ), BERR( * ), D( * ), E( * ),
     $                   FERR( * ), RESLTS( * ), X( LDX, * ),
     $                   XACT( LDXACT, * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      REAL               ZERO, ONE
      parameter( zero = 0.0e+0, one = 1.0e+0 )
*     ..
*     .. Local Scalars ..
      INTEGER            I, IMAX, J, K, NZ
      REAL               AXBI, DIFF, EPS, ERRBND, OVFL, TMP, UNFL, XNORM
*     ..
*     .. External Functions ..
      INTEGER            ISAMAX
      REAL               SLAMCH
      EXTERNAL           isamax, slamch
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          abs, max, min
*     ..
*     .. 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 = slamch( 'Epsilon' )
      unfl = slamch( 'Safe minimum' )
      ovfl = one / unfl
      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 = isamax( n, x( 1, j ), 1 )
         xnorm = max( abs( x( imax, j ) ), unfl )
         diff = zero
         DO 10 i = 1, n
            diff = max( diff, abs( 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(A)*abs(X) +abs(b))_i )
*
      DO 50 k = 1, nrhs
         IF( n.EQ.1 ) THEN
            axbi = abs( b( 1, k ) ) + abs( d( 1 )*x( 1, k ) )
         ELSE
            axbi = abs( b( 1, k ) ) + abs( d( 1 )*x( 1, k ) ) +
     $             abs( e( 1 )*x( 2, k ) )
            DO 40 i = 2, n - 1
               tmp = abs( b( i, k ) ) + abs( e( i-1 )*x( i-1, k ) ) +
     $               abs( d( i )*x( i, k ) ) + abs( e( i )*x( i+1, k ) )
               axbi = min( axbi, tmp )
   40       CONTINUE
            tmp = abs( b( n, k ) ) + abs( e( n-1 )*x( n-1, k ) ) +
     $            abs( d( n )*x( n, k ) )
            axbi = min( axbi, tmp )
         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
   50 CONTINUE
*
      RETURN
*
*     End of SPTT05
*

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