dppt05.c

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/* dppt05.f -- translated by f2c (version 20061008).
   You must link the resulting object file with libf2c:
        on Microsoft Windows system, link with libf2c.lib;
        on Linux or Unix systems, link with .../path/to/libf2c.a -lm
        or, if you install libf2c.a in a standard place, with -lf2c -lm
        -- in that order, at the end of the command line, as in
                cc *.o -lf2c -lm
        Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,

                http://www.netlib.org/f2c/libf2c.zip
*/

#include "f2c.h"
#include "blaswrap.h"

/* Table of constant values */

static integer c__1 = 1;

/* Subroutine */ int dppt05_(char *uplo, integer *n, integer *nrhs, 
        doublereal *ap, doublereal *b, integer *ldb, doublereal *x, integer *
        ldx, doublereal *xact, integer *ldxact, doublereal *ferr, doublereal *
        berr, doublereal *reslts)
{
    /* System generated locals */
    integer b_dim1, b_offset, x_dim1, x_offset, xact_dim1, xact_offset, i__1, 
            i__2, i__3;
    doublereal d__1, d__2, d__3;

    /* Local variables */
    integer i__, j, k, jc;
    doublereal eps, tmp, diff, axbi;
    integer imax;
    doublereal unfl, ovfl;
    extern logical lsame_(char *, char *);
    logical upper;
    doublereal xnorm;
    extern doublereal dlamch_(char *);
    extern integer idamax_(integer *, doublereal *, integer *);
    doublereal errbnd;


/*  -- LAPACK test routine (version 3.1) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  DPPT05 tests the error bounds from iterative refinement for the */
/*  computed solution to a system of equations A*X = B, where A is a */
/*  symmetric matrix in packed storage format. */

/*  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 upper or lower triangular part of the */
/*          symmetric matrix A is stored. */
/*          = 'U':  Upper triangular */
/*          = 'L':  Lower 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. */

/*  AP      (input) DOUBLE PRECISION array, dimension (N*(N+1)/2) */
/*          The upper or lower triangle of the symmetric matrix A, packed */
/*          columnwise in a linear array.  The j-th column of A is stored */
/*          in the array AP as follows: */
/*          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; */
/*          if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. */

/*  B       (input) DOUBLE PRECISION 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) DOUBLE PRECISION 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) DOUBLE PRECISION 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) 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. */

/*  BERR    (input) 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). */

/*  RESLTS  (output) 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 + (*) ) */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Quick exit if N = 0 or NRHS = 0. */

    /* Parameter adjustments */
    --ap;
    b_dim1 = *ldb;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    x_dim1 = *ldx;
    x_offset = 1 + x_dim1;
    x -= x_offset;
    xact_dim1 = *ldxact;
    xact_offset = 1 + xact_dim1;
    xact -= xact_offset;
    --ferr;
    --berr;
    --reslts;

    /* Function Body */
    if (*n <= 0 || *nrhs <= 0) {
        reslts[1] = 0.;
        reslts[2] = 0.;
        return 0;
    }

    eps = dlamch_("Epsilon");
    unfl = dlamch_("Safe minimum");
    ovfl = 1. / unfl;
    upper = lsame_(uplo, "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 = 0.;
    i__1 = *nrhs;
    for (j = 1; j <= i__1; ++j) {
        imax = idamax_(n, &x[j * x_dim1 + 1], &c__1);
/* Computing MAX */
        d__2 = (d__1 = x[imax + j * x_dim1], abs(d__1));
        xnorm = max(d__2,unfl);
        diff = 0.;
        i__2 = *n;
        for (i__ = 1; i__ <= i__2; ++i__) {
/* Computing MAX */
            d__2 = diff, d__3 = (d__1 = x[i__ + j * x_dim1] - xact[i__ + j * 
                    xact_dim1], abs(d__1));
            diff = max(d__2,d__3);
/* L10: */
        }

        if (xnorm > 1.) {
            goto L20;
        } else if (diff <= ovfl * xnorm) {
            goto L20;
        } else {
            errbnd = 1. / eps;
            goto L30;
        }

L20:
        if (diff / xnorm <= ferr[j]) {
/* Computing MAX */
            d__1 = errbnd, d__2 = diff / xnorm / ferr[j];
            errbnd = max(d__1,d__2);
        } else {
            errbnd = 1. / eps;
        }
L30:
        ;
    }
    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 ) */

    i__1 = *nrhs;
    for (k = 1; k <= i__1; ++k) {
        i__2 = *n;
        for (i__ = 1; i__ <= i__2; ++i__) {
            tmp = (d__1 = b[i__ + k * b_dim1], abs(d__1));
            if (upper) {
                jc = (i__ - 1) * i__ / 2;
                i__3 = i__;
                for (j = 1; j <= i__3; ++j) {
                    tmp += (d__1 = ap[jc + j], abs(d__1)) * (d__2 = x[j + k * 
                            x_dim1], abs(d__2));
/* L40: */
                }
                jc += i__;
                i__3 = *n;
                for (j = i__ + 1; j <= i__3; ++j) {
                    tmp += (d__1 = ap[jc], abs(d__1)) * (d__2 = x[j + k * 
                            x_dim1], abs(d__2));
                    jc += j;
/* L50: */
                }
            } else {
                jc = i__;
                i__3 = i__ - 1;
                for (j = 1; j <= i__3; ++j) {
                    tmp += (d__1 = ap[jc], abs(d__1)) * (d__2 = x[j + k * 
                            x_dim1], abs(d__2));
                    jc = jc + *n - j;
/* L60: */
                }
                i__3 = *n;
                for (j = i__; j <= i__3; ++j) {
                    tmp += (d__1 = ap[jc + j - i__], abs(d__1)) * (d__2 = x[j 
                            + k * x_dim1], abs(d__2));
/* L70: */
                }
            }
            if (i__ == 1) {
                axbi = tmp;
            } else {
                axbi = min(axbi,tmp);
            }
/* L80: */
        }
/* Computing MAX */
        d__1 = axbi, d__2 = (*n + 1) * unfl;
        tmp = berr[k] / ((*n + 1) * eps + (*n + 1) * unfl / max(d__1,d__2));
        if (k == 1) {
            reslts[2] = tmp;
        } else {
            reslts[2] = max(reslts[2],tmp);
        }
/* L90: */
    }

    return 0;

/*     End of DPPT05 */

} /* dppt05_ */