numeric-linalg

Educational material on the SciPy implementation of numerical linear algebra algorithms

Name	Size	Mode
..
lapack/TESTING/LIN/dptt05.f	7701B	-rw-r--r--

*> \brief \b DPTT05
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*  Definition:
*  ===========
*
*       SUBROUTINE DPTT05( N, NRHS, D, E, B, LDB, X, LDX, XACT, LDXACT,
*                          FERR, BERR, RESLTS )
*
*       .. Scalar Arguments ..
*       INTEGER            LDB, LDX, LDXACT, N, NRHS
*       ..
*       .. Array Arguments ..
*       DOUBLE PRECISION   B( LDB, * ), BERR( * ), D( * ), E( * ),
*      $                   FERR( * ), RESLTS( * ), X( LDX, * ),
*      $                   XACT( LDXACT, * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> DPTT05 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
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The number of rows of the matrices X, B, and XACT, and the
*>          order of the matrix A.  N >= 0.
*> \endverbatim
*>
*> \param[in] NRHS
*> \verbatim
*>          NRHS is INTEGER
*>          The number of columns of the matrices X, B, and XACT.
*>          NRHS >= 0.
*> \endverbatim
*>
*> \param[in] D
*> \verbatim
*>          D is DOUBLE PRECISION array, dimension (N)
*>          The n diagonal elements of the tridiagonal matrix A.
*> \endverbatim
*>
*> \param[in] E
*> \verbatim
*>          E is DOUBLE PRECISION array, dimension (N-1)
*>          The (n-1) subdiagonal elements of the tridiagonal matrix A.
*> \endverbatim
*>
*> \param[in] B
*> \verbatim
*>          B is DOUBLE PRECISION array, dimension (LDB,NRHS)
*>          The right hand side vectors for the system of linear
*>          equations.
*> \endverbatim
*>
*> \param[in] LDB
*> \verbatim
*>          LDB is INTEGER
*>          The leading dimension of the array B.  LDB >= max(1,N).
*> \endverbatim
*>
*> \param[in] X
*> \verbatim
*>          X is DOUBLE PRECISION array, dimension (LDX,NRHS)
*>          The computed solution vectors.  Each vector is stored as a
*>          column of the matrix X.
*> \endverbatim
*>
*> \param[in] LDX
*> \verbatim
*>          LDX is INTEGER
*>          The leading dimension of the array X.  LDX >= max(1,N).
*> \endverbatim
*>
*> \param[in] XACT
*> \verbatim
*>          XACT is DOUBLE PRECISION array, dimension (LDX,NRHS)
*>          The exact solution vectors.  Each vector is stored as a
*>          column of the matrix XACT.
*> \endverbatim
*>
*> \param[in] LDXACT
*> \verbatim
*>          LDXACT is INTEGER
*>          The leading dimension of the array XACT.  LDXACT >= max(1,N).
*> \endverbatim
*>
*> \param[in] FERR
*> \verbatim
*>          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.
*> \endverbatim
*>
*> \param[in] BERR
*> \verbatim
*>          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).
*> \endverbatim
*>
*> \param[out] RESLTS
*> \verbatim
*>          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 + (*) )
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup double_lin
*
*  =====================================================================
      SUBROUTINE DPTT05( N, NRHS, D, E, B, LDB, X, LDX, XACT, LDXACT,
     $                   FERR, BERR, RESLTS )
*
*  -- 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 ..
      DOUBLE PRECISION   B( LDB, * ), BERR( * ), D( * ), E( * ),
     $                   FERR( * ), RESLTS( * ), X( LDX, * ),
     $                   XACT( LDXACT, * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ZERO, ONE
      PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
*     ..
*     .. Local Scalars ..
      INTEGER            I, IMAX, J, K, NZ
      DOUBLE PRECISION   AXBI, DIFF, EPS, ERRBND, OVFL, TMP, UNFL, XNORM
*     ..
*     .. External Functions ..
      INTEGER            IDAMAX
      DOUBLE PRECISION   DLAMCH
      EXTERNAL           IDAMAX, DLAMCH
*     ..
*     .. 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 = DLAMCH( 'Epsilon' )
      UNFL = DLAMCH( '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 = IDAMAX( 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 DPTT05
*
      END