DTRT02
Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
November 2006
November 2006
Purpose
DTRT02 computes the residual for the computed solution to a
triangular system of linear equations A*x = b or A'*x = b.
Here A is a triangular matrix, A' is the transpose of A, and x and b
are N by NRHS matrices. The test ratio is the maximum over the
number of right hand sides of
norm(b - op(A)*x) / ( norm(op(A)) * norm(x) * EPS ),
where op(A) denotes A or A' and EPS is the machine epsilon.
triangular system of linear equations A*x = b or A'*x = b.
Here A is a triangular matrix, A' is the transpose of A, and x and b
are N by NRHS matrices. The test ratio is the maximum over the
number of right hand sides of
norm(b - op(A)*x) / ( norm(op(A)) * norm(x) * EPS ),
where op(A) denotes A or A' and EPS is the machine epsilon.
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 operation applied to A.
= '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 order of the matrix A. N >= 0.
|
| NRHS |
(input) INTEGER
The number of right hand sides, i.e., the number of columns
of the matrices X and B. NRHS >= 0. |
| A |
(input) DOUBLE PRECISION 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).
|
| X |
(input) DOUBLE PRECISION array, dimension (LDX,NRHS)
The computed solution vectors for the system of linear
equations. |
| LDX |
(input) INTEGER
The leading dimension of the array X. LDX >= max(1,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).
|
| WORK |
(workspace) DOUBLE PRECISION array, dimension (N)
|
| RESID |
(output) DOUBLE PRECISION
The maximum over the number of right hand sides of
norm(op(A)*x - b) / ( norm(op(A)) * norm(x) * EPS ). |