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SUBROUTINE CTRT05( UPLO, TRANS, DIAG, N, NRHS, A, LDA, B, LDB, X,
$ LDX, XACT, LDXACT, FERR, BERR, RESLTS )
*
* -- LAPACK test routine (version 3.0) --
* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
* Courant Institute, Argonne National Lab, and Rice University
* February 29, 1992
*
* .. Scalar Arguments ..
CHARACTER DIAG, TRANS, UPLO
INTEGER LDA, LDB, LDX, LDXACT, N, NRHS
* ..
* .. Array Arguments ..
REAL BERR( * ), FERR( * ), RESLTS( * )
COMPLEX A( LDA, * ), B( LDB, * ), X( LDX, * ),
$ XACT( LDXACT, * )
* ..
*
* Purpose
* =======
*
* CTRT05 tests the error bounds from iterative refinement for the
* computed solution to a system of equations A*X = B, where A is a
* triangular n by n matrix.
*
* 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(A)*abs(X) +abs(b))_i )
*
* Arguments
* =========
*
* UPLO (input) CHARACTER*1
* Specifies whether the matrix A is upper or lower triangular.
* = 'U': Upper triangular
* = 'L': Lower triangular
*
* TRANS (input) CHARACTER*1
* Specifies the form of the system of equations.
* = 'N': A * X = B (No transpose)
* = 'T': A'* X = B (Transpose)
* = 'C': A'* X = B (Conjugate transpose = Transpose)
*
* DIAG (input) CHARACTER*1
* Specifies whether or not the matrix A is unit triangular.
* = 'N': Non-unit triangular
* = 'U': Unit triangular
*
* N (input) INTEGER
* The number of rows of the matrices X, B, and XACT, and the
* order of the matrix A. N >= 0.
*
* NRHS (input) INTEGER
* The number of columns of the matrices X, B, and XACT.
* NRHS >= 0.
*
* A (input) COMPLEX array, dimension (LDA,N)
* The triangular matrix A. If UPLO = 'U', the leading n by n
* upper triangular part of the array A contains the upper
* triangular matrix, and the strictly lower triangular part of
* A is not referenced. If UPLO = 'L', the leading n by n lower
* triangular part of the array A contains the lower triangular
* matrix, and the strictly upper triangular part of A is not
* referenced. If DIAG = 'U', the diagonal elements of A are
* also not referenced and are assumed to be 1.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,N).
*
* B (input) COMPLEX array, dimension (LDB,NRHS)
* The right hand side vectors for the system of linear
* equations.
*
* LDB (input) INTEGER
* The leading dimension of the array B. LDB >= max(1,N).
*
* X (input) COMPLEX array, dimension (LDX,NRHS)
* The computed solution vectors. Each vector is stored as a
* column of the matrix X.
*
* LDX (input) INTEGER
* The leading dimension of the array X. LDX >= max(1,N).
*
* XACT (input) COMPLEX array, dimension (LDX,NRHS)
* The exact solution vectors. Each vector is stored as a
* column of the matrix XACT.
*
* LDXACT (input) INTEGER
* The leading dimension of the array XACT. LDXACT >= max(1,N).
*
* FERR (input) 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.
*
* BERR (input) 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).
*
* RESLTS (output) 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 / ( (n+1)*EPS + (*) )
*
* =====================================================================
*
* .. Parameters ..
REAL ZERO, ONE
PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
* ..
* .. Local Scalars ..
LOGICAL NOTRAN, UNIT, UPPER
INTEGER I, IFU, IMAX, J, K
REAL AXBI, DIFF, EPS, ERRBND, OVFL, TMP, UNFL, XNORM
COMPLEX ZDUM
* ..
* .. External Functions ..
LOGICAL LSAME
INTEGER ICAMAX
REAL SLAMCH
EXTERNAL LSAME, ICAMAX, SLAMCH
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, AIMAG, MAX, MIN, REAL
* ..
* .. Statement Functions ..
REAL CABS1
* ..
* .. Statement Function definitions ..
CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) )
* ..
* .. 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
UPPER = LSAME( UPLO, 'U' )
NOTRAN = LSAME( TRANS, 'N' )
UNIT = LSAME( DIAG, 'U' )
*
* 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 = ICAMAX( N, X( 1, J ), 1 )
XNORM = MAX( CABS1( X( IMAX, J ) ), UNFL )
DIFF = ZERO
DO 10 I = 1, N
DIFF = MAX( DIFF, CABS1( 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 / ( (n+1)*EPS + (*) ), where
* (*) = (n+1)*UNFL / (min_i (abs(A)*abs(X) +abs(b))_i )
*
IFU = 0
IF( UNIT )
$ IFU = 1
DO 90 K = 1, NRHS
DO 80 I = 1, N
TMP = CABS1( B( I, K ) )
IF( UPPER ) THEN
IF( .NOT.NOTRAN ) THEN
DO 40 J = 1, I - IFU
TMP = TMP + CABS1( A( J, I ) )*CABS1( X( J, K ) )
40 CONTINUE
IF( UNIT )
$ TMP = TMP + CABS1( X( I, K ) )
ELSE
IF( UNIT )
$ TMP = TMP + CABS1( X( I, K ) )
DO 50 J = I + IFU, N
TMP = TMP + CABS1( A( I, J ) )*CABS1( X( J, K ) )
50 CONTINUE
END IF
ELSE
IF( NOTRAN ) THEN
DO 60 J = 1, I - IFU
TMP = TMP + CABS1( A( I, J ) )*CABS1( X( J, K ) )
60 CONTINUE
IF( UNIT )
$ TMP = TMP + CABS1( X( I, K ) )
ELSE
IF( UNIT )
$ TMP = TMP + CABS1( X( I, K ) )
DO 70 J = I + IFU, N
TMP = TMP + CABS1( A( J, I ) )*CABS1( X( J, K ) )
70 CONTINUE
END IF
END IF
IF( I.EQ.1 ) THEN
AXBI = TMP
ELSE
AXBI = MIN( AXBI, TMP )
END IF
80 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
90 CONTINUE
*
RETURN
*
* End of CTRT05
*
END
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