LAPACK  3.10.0
LAPACK: Linear Algebra PACKage

◆ cgbt05()

subroutine cgbt05 ( character  TRANS,
integer  N,
integer  KL,
integer  KU,
integer  NRHS,
complex, dimension( ldab, * )  AB,
integer  LDAB,
complex, dimension( ldb, * )  B,
integer  LDB,
complex, dimension( ldx, * )  X,
integer  LDX,
complex, dimension( ldxact, * )  XACT,
integer  LDXACT,
real, dimension( * )  FERR,
real, dimension( * )  BERR,
real, dimension( * )  RESLTS 
)

CGBT05

Purpose:
 CGBT05 tests the error bounds from iterative refinement for the
 computed solution to a system of equations op(A)*X = B, where A is a
 general band matrix of order n with kl subdiagonals and ku
 superdiagonals and op(A) = A, A**T, or A**H, 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, B, and XACT, and the
          order of the matrix A.  N >= 0.
[in]KL
          KL is INTEGER
          The number of subdiagonals within the band of A.  KL >= 0.
[in]KU
          KU is INTEGER
          The number of superdiagonals within the band of A.  KU >= 0.
[in]NRHS
          NRHS is INTEGER
          The number of columns of the matrices X, B, and XACT.
          NRHS >= 0.
[in]AB
          AB is COMPLEX array, dimension (LDAB,N)
          The original band matrix A, stored in rows 1 to KL+KU+1.
          The j-th column of A is stored in the j-th column of the
          array AB as follows:
          AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(n,j+kl).
[in]LDAB
          LDAB is INTEGER
          The leading dimension of the array AB.  LDAB >= KL+KU+1.
[in]B
          B is COMPLEX 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 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 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 174 of file cgbt05.f.

176 *
177 * -- LAPACK test routine --
178 * -- LAPACK is a software package provided by Univ. of Tennessee, --
179 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
180 *
181 * .. Scalar Arguments ..
182  CHARACTER TRANS
183  INTEGER KL, KU, LDAB, LDB, LDX, LDXACT, N, NRHS
184 * ..
185 * .. Array Arguments ..
186  REAL BERR( * ), FERR( * ), RESLTS( * )
187  COMPLEX AB( LDAB, * ), B( LDB, * ), X( LDX, * ),
188  $ XACT( LDXACT, * )
189 * ..
190 *
191 * =====================================================================
192 *
193 * .. Parameters ..
194  REAL ZERO, ONE
195  parameter( zero = 0.0e+0, one = 1.0e+0 )
196 * ..
197 * .. Local Scalars ..
198  LOGICAL NOTRAN
199  INTEGER I, IMAX, J, K, NZ
200  REAL AXBI, DIFF, EPS, ERRBND, OVFL, TMP, UNFL, XNORM
201  COMPLEX ZDUM
202 * ..
203 * .. External Functions ..
204  LOGICAL LSAME
205  INTEGER ICAMAX
206  REAL SLAMCH
207  EXTERNAL lsame, icamax, slamch
208 * ..
209 * .. Intrinsic Functions ..
210  INTRINSIC abs, aimag, max, min, real
211 * ..
212 * .. Statement Functions ..
213  REAL CABS1
214 * ..
215 * .. Statement Function definitions ..
216  cabs1( zdum ) = abs( real( zdum ) ) + abs( aimag( zdum ) )
217 * ..
218 * .. Executable Statements ..
219 *
220 * Quick exit if N = 0 or NRHS = 0.
221 *
222  IF( n.LE.0 .OR. nrhs.LE.0 ) THEN
223  reslts( 1 ) = zero
224  reslts( 2 ) = zero
225  RETURN
226  END IF
227 *
228  eps = slamch( 'Epsilon' )
229  unfl = slamch( 'Safe minimum' )
230  ovfl = one / unfl
231  notran = lsame( trans, 'N' )
232  nz = min( kl+ku+2, n+1 )
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 = icamax( 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 / ( NZ*EPS + (*) ), where
266 * (*) = NZ*UNFL / (min_i (abs(op(A))*abs(X) +abs(b))_i )
267 *
268  DO 70 k = 1, nrhs
269  DO 60 i = 1, n
270  tmp = cabs1( b( i, k ) )
271  IF( notran ) THEN
272  DO 40 j = max( i-kl, 1 ), min( i+ku, n )
273  tmp = tmp + cabs1( ab( ku+1+i-j, j ) )*
274  $ cabs1( x( j, k ) )
275  40 CONTINUE
276  ELSE
277  DO 50 j = max( i-ku, 1 ), min( i+kl, n )
278  tmp = tmp + cabs1( ab( ku+1+j-i, i ) )*
279  $ cabs1( x( j, k ) )
280  50 CONTINUE
281  END IF
282  IF( i.EQ.1 ) THEN
283  axbi = tmp
284  ELSE
285  axbi = min( axbi, tmp )
286  END IF
287  60 CONTINUE
288  tmp = berr( k ) / ( nz*eps+nz*unfl / max( axbi, nz*unfl ) )
289  IF( k.EQ.1 ) THEN
290  reslts( 2 ) = tmp
291  ELSE
292  reslts( 2 ) = max( reslts( 2 ), tmp )
293  END IF
294  70 CONTINUE
295 *
296  RETURN
297 *
298 * End of CGBT05
299 *
integer function icamax(N, CX, INCX)
ICAMAX
Definition: icamax.f:71
logical function lsame(CA, CB)
LSAME
Definition: lsame.f:53
real function slamch(CMACH)
SLAMCH
Definition: slamch.f:68
Here is the caller graph for this function: