DGTT05(3)
π NAME π
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β¨ SYNOPSIS β¨
π§ Functions/Subroutines π§
subroutine DGTT05 (trans, n, nrhs, dl, d, du, b, ldb, x, ldx, xact,
ldxact, ferr, berr, reslts)
DGTT05
πΈ Function/Subroutine Documentation πΈ
π«Ά DGTT05 π«Ά
subroutine DGTT05 (character trans, integer n, integer nrhs, double
precision, dimension( * ) dl, double precision, dimension( * ) d, double
precision, dimension( * ) du, double precision, dimension( ldb, * ) b,
integer ldb, double precision, dimension( ldx, * ) x, integer ldx,
double precision, dimension( ldxact, * ) xact, integer ldxact, double
precision, dimension( * ) ferr, double precision, dimension( * ) berr,
double precision, dimension( * ) reslts)
DGTT05
π― Purpose π―
Bestie, DGTT05 tests the error bounds from iterative refinement for the computed solution to a system of equations A*X = B, where A is a general tridiagonal matrix of order n 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 / ( NZ*EPS + (*) ), where
(*) = NZ*UNFL / (min_i (abs(op(A))*abs(X) +abs(b))_i )
and NZ = max. number of nonzeros in any row of A, plus 1
π§Έ Parameters π§Έ
TRANSβTRANS is CHARACTER*1. It 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)
NβN is INTEGER. The number of rows of the matricesXandXACT.N >= 0.NRHSβNRHS is INTEGER. The number of columns of the matricesXandXACT.NRHS >= 0.DLβDL is DOUBLE PRECISION array, dimension (N-1). The(n-1)sub-diagonal elements ofA.DβD is DOUBLE PRECISION array, dimension (N). The diagonal elements ofA.DUβDU is DOUBLE PRECISION array, dimension (N-1). The(n-1)super-diagonal elements ofA.BβB is DOUBLE PRECISION array, dimension (LDB,NRHS). The right hand side vectors for the system of linear equations.LDBβLDB is INTEGER. The leading dimension of the arrayB.LDB >= max(1,N).XβX is DOUBLE PRECISION array, dimension (LDX,NRHS). The computed solution vectors. Each vector is stored as a column of the matrixX.LDXβLDX is INTEGER. The leading dimension of the arrayX.LDX >= max(1,N).XACTβXACT is DOUBLE PRECISION array, dimension (LDX,NRHS). The exact solution vectors. Each vector is stored as a column of the matrixXACT.LDXACTβLDXACT is INTEGER. The leading dimension of the arrayXACT.LDXACT >= max(1,N).FERRβFERR is DOUBLE PRECISION array, dimension (NRHS). The estimated forward error bounds for each solution vectorX. IfXTRUEis the true solution,FERRbounds the magnitude of the largest entry in(X - XTRUE)divided by the magnitude of the largest entry inX.BERRβBERR is DOUBLE PRECISION array, dimension (NRHS). The componentwise relative backward error of each solution vector (i.e., the smallest relative change in any entry ofAorBthat makesXan exact solution).RESLTSβRESLTS is DOUBLE PRECISION array, dimension (2). The maximum over theNRHSsolution vectors of the ratios:RESLTS(1) = norm(X - XACT) / ( norm(X) * FERR )RESLTS(2) = BERR / ( NZ*EPS + (*) )
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 163 of file dgtt05.f.
π Author π
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