SPPT05
Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
November 2006
November 2006
Purpose
SPPT05 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 )
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) REAL 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) REAL 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) REAL 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) REAL 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 + (*) ) |