ZGET07
Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
November 2006
November 2006
Purpose
ZGET07 tests the error bounds from iterative refinement for the
computed solution to a system of equations op(A)*X = B, where A is a
general n by n matrix and op(A) = A or A**T, depending on TRANS.
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(op(A))*abs(X) +abs(b))_i )
computed solution to a system of equations op(A)*X = B, where A is a
general n by n matrix and op(A) = A or A**T, depending on TRANS.
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(op(A))*abs(X) +abs(b))_i )
Arguments
| TRANS |
(input) CHARACTER*1
Specifies the form of the system of equations.
= 'N': A * X = B (No transpose) = 'T': A**T * X = B (Transpose) = 'C': A**H * X = B (Conjugate transpose = Transpose) |
| N |
(input) INTEGER
The number of rows of the matrices X and XACT. N >= 0.
|
| NRHS |
(input) INTEGER
The number of columns of the matrices X and XACT. NRHS >= 0.
|
| A |
(input) COMPLEX*16 array, dimension (LDA,N)
The original n by n matrix A.
|
| LDA |
(input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
|
| B |
(input) COMPLEX*16 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) COMPLEX*16 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) COMPLEX*16 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. |
| CHKFERR |
(input) LOGICAL
Set to .TRUE. to check FERR, .FALSE. not to check FERR.
When the test system is ill-conditioned, the "true" solution in XACT may be incorrect. |
| 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 + (*) ) |