Files
lapack/TESTING/LIN/dget07.f
Julie e18d437924 Making LAPACK's code eternal... no more version and date in source files.
GitHub is now enabling us to track accurately version and date.
No need for this anymore.
2021-03-25 10:16:58 -07:00

283 lines
8.2 KiB
FortranFixed

*> \brief \b DGET07
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
* Definition:
* ===========
*
* SUBROUTINE DGET07( TRANS, N, NRHS, A, LDA, B, LDB, X, LDX, XACT,
* LDXACT, FERR, CHKFERR, BERR, RESLTS )
*
* .. Scalar Arguments ..
* CHARACTER TRANS
* LOGICAL CHKFERR
* INTEGER LDA, LDB, LDX, LDXACT, N, NRHS
* ..
* .. Array Arguments ..
* DOUBLE PRECISION A( LDA, * ), B( LDB, * ), BERR( * ), FERR( * ),
* $ RESLTS( * ), X( LDX, * ), XACT( LDXACT, * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DGET07 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 n by n matrix and op(A) = A or A**T, 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 / ( (n+1)*EPS + (*) ), where
*> (*) = (n+1)*UNFL / (min_i (abs(op(A))*abs(X) +abs(b))_i )
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] TRANS
*> \verbatim
*> 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)
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The number of rows of the matrices X and XACT. N >= 0.
*> \endverbatim
*>
*> \param[in] NRHS
*> \verbatim
*> NRHS is INTEGER
*> The number of columns of the matrices X and XACT. NRHS >= 0.
*> \endverbatim
*>
*> \param[in] A
*> \verbatim
*> A is DOUBLE PRECISION array, dimension (LDA,N)
*> The original n by n matrix A.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*> LDA is INTEGER
*> The leading dimension of the array A. LDA >= max(1,N).
*> \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] CHKFERR
*> \verbatim
*> CHKFERR is LOGICAL
*> Set to .TRUE. to check FERR, .FALSE. not to check FERR.
*> When the test system is ill-conditioned, the "true"
*> solution in XACT may be incorrect.
*> \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 / ( (n+1)*EPS + (*) )
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup double_lin
*
* =====================================================================
SUBROUTINE DGET07( TRANS, N, NRHS, A, LDA, B, LDB, X, LDX, XACT,
$ LDXACT, FERR, CHKFERR, 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 ..
CHARACTER TRANS
LOGICAL CHKFERR
INTEGER LDA, LDB, LDX, LDXACT, N, NRHS
* ..
* .. Array Arguments ..
DOUBLE PRECISION A( LDA, * ), B( LDB, * ), BERR( * ), FERR( * ),
$ RESLTS( * ), X( LDX, * ), XACT( LDXACT, * )
* ..
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
* ..
* .. Local Scalars ..
LOGICAL NOTRAN
INTEGER I, IMAX, J, K
DOUBLE PRECISION AXBI, DIFF, EPS, ERRBND, OVFL, TMP, UNFL, XNORM
* ..
* .. External Functions ..
LOGICAL LSAME
INTEGER IDAMAX
DOUBLE PRECISION DLAMCH
EXTERNAL LSAME, 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
NOTRAN = LSAME( TRANS, 'N' )
*
* 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
IF( CHKFERR ) THEN
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
END IF
RESLTS( 1 ) = ERRBND
*
* Test 2: Compute the maximum of BERR / ( (n+1)*EPS + (*) ), where
* (*) = (n+1)*UNFL / (min_i (abs(op(A))*abs(X) +abs(b))_i )
*
DO 70 K = 1, NRHS
DO 60 I = 1, N
TMP = ABS( B( I, K ) )
IF( NOTRAN ) THEN
DO 40 J = 1, N
TMP = TMP + ABS( A( I, J ) )*ABS( X( J, K ) )
40 CONTINUE
ELSE
DO 50 J = 1, N
TMP = TMP + ABS( A( J, I ) )*ABS( X( J, K ) )
50 CONTINUE
END IF
IF( I.EQ.1 ) THEN
AXBI = TMP
ELSE
AXBI = MIN( AXBI, TMP )
END IF
60 CONTINUE
TMP = BERR( K ) / ( ( N+1 )*EPS+( N+1 )*UNFL /
$ MAX( AXBI, ( N+1 )*UNFL ) )
IF( K.EQ.1 ) THEN
RESLTS( 2 ) = TMP
ELSE
RESLTS( 2 ) = MAX( RESLTS( 2 ), TMP )
END IF
70 CONTINUE
*
RETURN
*
* End of DGET07
*
END