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TESTING/LIN/spot05.f(3) LAPACK TESTING/LIN/spot05.f(3)

TESTING/LIN/spot05.f


subroutine spot05 (uplo, n, nrhs, a, lda, b, ldb, x, ldx, xact, ldxact, ferr, berr, reslts)
SPOT05

SPOT05

Purpose:


SPOT05 tests the error bounds from iterative refinement for the
computed solution to a system of equations A*X = B, where A is a
symmetric 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 )

Parameters

UPLO


UPLO is CHARACTER*1
Specifies whether the upper or lower triangular part of the
symmetric matrix A is stored.
= 'U': Upper triangular
= 'L': Lower triangular

N


N is INTEGER
The number of rows of the matrices X, B, and XACT, and the
order of the matrix A. N >= 0.

NRHS


NRHS is INTEGER
The number of columns of the matrices X, B, and XACT.
NRHS >= 0.

A


A is REAL array, dimension (LDA,N)
The symmetric matrix A. If UPLO = 'U', the leading n by n
upper triangular part of A contains the upper triangular part
of the matrix A, and the strictly lower triangular part of A
is not referenced. If UPLO = 'L', the leading n by n lower
triangular part of A contains the lower triangular part of
the matrix A, and the strictly upper triangular part of A is
not referenced.

LDA


LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).

B


B is REAL array, dimension (LDB,NRHS)
The right hand side vectors for the system of linear
equations.

LDB


LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).

X


X is REAL array, dimension (LDX,NRHS)
The computed solution vectors. Each vector is stored as a
column of the matrix X.

LDX


LDX is INTEGER
The leading dimension of the array X. LDX >= max(1,N).

XACT


XACT is REAL array, dimension (LDX,NRHS)
The exact solution vectors. Each vector is stored as a
column of the matrix XACT.

LDXACT


LDXACT is INTEGER
The leading dimension of the array XACT. LDXACT >= max(1,N).

FERR


FERR is 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


BERR is 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


RESLTS is 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 + (*) )

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 162 of file spot05.f.

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Sun Jan 12 2025 15:13:35 Version 3.12.1

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