LAPACK  3.9.1
LAPACK: Linear Algebra PACKage

◆ dgbt05()

subroutine dgbt05 ( character  TRANS,
integer  N,
integer  KL,
integer  KU,
integer  NRHS,
double precision, dimension( ldab, * )  AB,
integer  LDAB,
double precision, dimension( ldb, * )  B,
integer  LDB,
double precision, dimension( ldx, * )  X,
integer  LDX,
double precision, dimension( ldxact, * )  XACT,
integer  LDXACT,
double precision, dimension( * )  FERR,
double precision, dimension( * )  BERR,
double precision, dimension( * )  RESLTS 
)

DGBT05

Purpose:
 DGBT05 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 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 / ( 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 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.
[in]BERR
          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).
[out]RESLTS
          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 + (*) )
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.

Definition at line 174 of file dgbt05.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  DOUBLE PRECISION AB( LDAB, * ), B( LDB, * ), BERR( * ),
187  $ FERR( * ), RESLTS( * ), X( LDX, * ),
188  $ XACT( LDXACT, * )
189 * ..
190 *
191 * =====================================================================
192 *
193 * .. Parameters ..
194  DOUBLE PRECISION ZERO, ONE
195  parameter( zero = 0.0d+0, one = 1.0d+0 )
196 * ..
197 * .. Local Scalars ..
198  LOGICAL NOTRAN
199  INTEGER I, IMAX, J, K, NZ
200  DOUBLE PRECISION AXBI, DIFF, EPS, ERRBND, OVFL, TMP, UNFL, XNORM
201 * ..
202 * .. External Functions ..
203  LOGICAL LSAME
204  INTEGER IDAMAX
205  DOUBLE PRECISION DLAMCH
206  EXTERNAL lsame, idamax, dlamch
207 * ..
208 * .. Intrinsic Functions ..
209  INTRINSIC abs, max, min
210 * ..
211 * .. Executable Statements ..
212 *
213 * Quick exit if N = 0 or NRHS = 0.
214 *
215  IF( n.LE.0 .OR. nrhs.LE.0 ) THEN
216  reslts( 1 ) = zero
217  reslts( 2 ) = zero
218  RETURN
219  END IF
220 *
221  eps = dlamch( 'Epsilon' )
222  unfl = dlamch( 'Safe minimum' )
223  ovfl = one / unfl
224  notran = lsame( trans, 'N' )
225  nz = min( kl+ku+2, n+1 )
226 *
227 * Test 1: Compute the maximum of
228 * norm(X - XACT) / ( norm(X) * FERR )
229 * over all the vectors X and XACT using the infinity-norm.
230 *
231  errbnd = zero
232  DO 30 j = 1, nrhs
233  imax = idamax( n, x( 1, j ), 1 )
234  xnorm = max( abs( x( imax, j ) ), unfl )
235  diff = zero
236  DO 10 i = 1, n
237  diff = max( diff, abs( x( i, j )-xact( i, j ) ) )
238  10 CONTINUE
239 *
240  IF( xnorm.GT.one ) THEN
241  GO TO 20
242  ELSE IF( diff.LE.ovfl*xnorm ) THEN
243  GO TO 20
244  ELSE
245  errbnd = one / eps
246  GO TO 30
247  END IF
248 *
249  20 CONTINUE
250  IF( diff / xnorm.LE.ferr( j ) ) THEN
251  errbnd = max( errbnd, ( diff / xnorm ) / ferr( j ) )
252  ELSE
253  errbnd = one / eps
254  END IF
255  30 CONTINUE
256  reslts( 1 ) = errbnd
257 *
258 * Test 2: Compute the maximum of BERR / ( NZ*EPS + (*) ), where
259 * (*) = NZ*UNFL / (min_i (abs(op(A))*abs(X) +abs(b))_i )
260 *
261  DO 70 k = 1, nrhs
262  DO 60 i = 1, n
263  tmp = abs( b( i, k ) )
264  IF( notran ) THEN
265  DO 40 j = max( i-kl, 1 ), min( i+ku, n )
266  tmp = tmp + abs( ab( ku+1+i-j, j ) )*abs( x( j, k ) )
267  40 CONTINUE
268  ELSE
269  DO 50 j = max( i-ku, 1 ), min( i+kl, n )
270  tmp = tmp + abs( ab( ku+1+j-i, i ) )*abs( x( j, k ) )
271  50 CONTINUE
272  END IF
273  IF( i.EQ.1 ) THEN
274  axbi = tmp
275  ELSE
276  axbi = min( axbi, tmp )
277  END IF
278  60 CONTINUE
279  tmp = berr( k ) / ( nz*eps+nz*unfl / max( axbi, nz*unfl ) )
280  IF( k.EQ.1 ) THEN
281  reslts( 2 ) = tmp
282  ELSE
283  reslts( 2 ) = max( reslts( 2 ), tmp )
284  END IF
285  70 CONTINUE
286 *
287  RETURN
288 *
289 * End of DGBT05
290 *
dlamch
double precision function dlamch(CMACH)
DLAMCH
Definition: dlamch.f:69
idamax
integer function idamax(N, DX, INCX)
IDAMAX
Definition: idamax.f:71
lsame
logical function lsame(CA, CB)
LSAME
Definition: lsame.f:53
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