DEBCHVXX(3)
π NAME π
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π SYNOPSIS π
This is the signature tea:
subroutine DEBCHVXX (thresh, path)
DEBCHVXX
π¦ Functions/Subroutines π¦
subroutine DEBCHVXX (thresh, path)βDEBCHVXX. That's the whole function list, periodt.
π Function/Subroutine Documentation π
subroutine DEBCHVXX (double precision thresh, character*3 path)
DEBCHVXX
This is the DEBCHVXX subroutine, and here's the detailed tea:
β¨ Purpose β¨
DEBCHVXX will run D**SVXX on a series of Hilbert matrices and then compare the error bounds returned by D**SVXX to see if the returned answer indeed falls within those bounds.
Eight test ratios will be computed. The tests will pass if they are .LT. THRESH. There are two cases that are determined by 1 / (SQRT( N ) * EPS). If that value is .LE. to the component wise reciprocal condition number, it uses the guaranteed case, other wise it uses the unguaranteed case.
Test ratios:
Let Xc be X_computed and Xt be X_truth.
The norm used is the infinity norm.
Let A be the guaranteed case and B be the unguaranteed case.
- Normwise guaranteed forward error bound.
- A:
norm ( abs( Xc - Xt ) / norm ( Xt ) .LE. ERRBND( *, nwise_i, bnd_i ) and ERRBND( *, nwise_i, bnd_i ) .LE. MAX(SQRT(N),10) * EPS.If these conditions are met, the test ratio is set to beERRBND( *, nwise_i, bnd_i ) / MAX(SQRT(N), 10). Otherwise it is1/EPS. - B: For this case,
CGESVXXshould just return 1. If it is less than one, treat it the same as in 1A. Otherwise it fails. (Set test ratio toERRBND( *, nwise_i, bnd_i ) * THRESH?)
- A:
- Componentwise guaranteed forward error bound.
- A:
norm ( abs( Xc(j) - Xt(j) ) ) / norm (Xt(j)) .LE. ERRBND( *, cwise_i, bnd_i ) for all j .AND. ERRBND( *, cwise_i, bnd_i ) .LE. MAX(SQRT(N), 10) * EPS.If these conditions are met, the test ratio is set to beERRBND( *, cwise_i, bnd_i ) / MAX(SQRT(N), 10). Otherwise it is1/EPS. - B: Same as normwise test ratio.
- A:
- Backwards error.
- A: The test ratio is set to
BERR/EPS. - B: Same test ratio.
- A: The test ratio is set to
- Reciprocal condition number.
- A: A condition number is computed with
Xtand compared with the one returned fromCGESVXX. LetRCONDcbe theRCONDreturned byD**SVXXandRCONDtbe theRCONDfrom the truth value. Test ratio is set toMAX(RCONDc/RCONDt, RCONDt/RCONDc). - B: Test ratio is set to
1 / (EPS * RCONDc).
- A: A condition number is computed with
- Reciprocal normwise condition number.
- A: The test ratio is set to
MAX(ERRBND( *, nwise_i, cond_i ) / NCOND, NCOND / ERRBND( *, nwise_i, cond_i )). - B: Test ratio is set to
1 / (EPS * ERRBND( *, nwise_i, cond_i )).
- A: The test ratio is set to
- Reciprocal componentwise condition number.
- A: Test ratio is set to
MAX(ERRBND( *, cwise_i, cond_i ) / CCOND, CCOND / ERRBND( *, cwise_i, cond_i )). - B: Test ratio is set to
1 / (EPS * ERRBND( *, cwise_i, cond_i )).
- A: Test ratio is set to
Parameters: NMAX is determined by the largest number in the inverse of the hilbert matrix. Precision is exhausted when the largest entry in it is greater than 2 to the power of the number of bits in the fraction of the data type used plus one, which is 24 for single precision. NMAX should be 6 for single and 11 for double.
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 95 of file debchvxx.f.
π«Ά Author π«Ά
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