1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186
|
*> \brief \b CGET04
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
* Definition:
* ===========
*
* SUBROUTINE CGET04( N, NRHS, X, LDX, XACT, LDXACT, RCOND, RESID )
*
* .. Scalar Arguments ..
* INTEGER LDX, LDXACT, N, NRHS
* REAL RCOND, RESID
* ..
* .. Array Arguments ..
* COMPLEX X( LDX, * ), XACT( LDXACT, * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> CGET04 computes the difference between a computed solution and the
*> true solution to a system of linear equations.
*>
*> RESID = ( norm(X-XACT) * RCOND ) / ( norm(XACT) * EPS ),
*> where RCOND is the reciprocal of the condition number and EPS is the
*> machine epsilon.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \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] X
*> \verbatim
*> X is COMPLEX 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 COMPLEX 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] RCOND
*> \verbatim
*> RCOND is REAL
*> The reciprocal of the condition number of the coefficient
*> matrix in the system of equations.
*> \endverbatim
*>
*> \param[out] RESID
*> \verbatim
*> RESID is REAL
*> The maximum over the NRHS solution vectors of
*> ( norm(X-XACT) * RCOND ) / ( norm(XACT) * EPS )
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup complex_lin
*
* =====================================================================
SUBROUTINE CGET04( N, NRHS, X, LDX, XACT, LDXACT, RCOND, RESID )
*
* -- LAPACK test routine (version 3.4.0) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2011
*
* .. Scalar Arguments ..
INTEGER LDX, LDXACT, N, NRHS
REAL RCOND, RESID
* ..
* .. Array Arguments ..
COMPLEX X( LDX, * ), XACT( LDXACT, * )
* ..
*
* =====================================================================
*
* .. Parameters ..
REAL ZERO
PARAMETER ( ZERO = 0.0E+0 )
* ..
* .. Local Scalars ..
INTEGER I, IX, J
REAL DIFFNM, EPS, XNORM
COMPLEX ZDUM
* ..
* .. External Functions ..
INTEGER ICAMAX
REAL SLAMCH
EXTERNAL ICAMAX, SLAMCH
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, AIMAG, MAX, 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
RESID = ZERO
RETURN
END IF
*
* Exit with RESID = 1/EPS if RCOND is invalid.
*
EPS = SLAMCH( 'Epsilon' )
IF( RCOND.LT.ZERO ) THEN
RESID = 1.0 / EPS
RETURN
END IF
*
* Compute the maximum of
* norm(X - XACT) / ( norm(XACT) * EPS )
* over all the vectors X and XACT .
*
RESID = ZERO
DO 20 J = 1, NRHS
IX = ICAMAX( N, XACT( 1, J ), 1 )
XNORM = CABS1( XACT( IX, J ) )
DIFFNM = ZERO
DO 10 I = 1, N
DIFFNM = MAX( DIFFNM, CABS1( X( I, J )-XACT( I, J ) ) )
10 CONTINUE
IF( XNORM.LE.ZERO ) THEN
IF( DIFFNM.GT.ZERO )
$ RESID = 1.0 / EPS
ELSE
RESID = MAX( RESID, ( DIFFNM / XNORM )*RCOND )
END IF
20 CONTINUE
IF( RESID*EPS.LT.1.0 )
$ RESID = RESID / EPS
*
RETURN
*
* End of CGET04
*
END
|