Annotation of rpl/lapack/lapack/dla_lin_berr.f, revision 1.1
1.1 ! bertrand 1: SUBROUTINE DLA_LIN_BERR ( N, NZ, NRHS, RES, AYB, BERR )
! 2: *
! 3: * -- LAPACK routine (version 3.2.2) --
! 4: * -- Contributed by James Demmel, Deaglan Halligan, Yozo Hida and --
! 5: * -- Jason Riedy of Univ. of California Berkeley. --
! 6: * -- June 2010 --
! 7: *
! 8: * -- LAPACK is a software package provided by Univ. of Tennessee, --
! 9: * -- Univ. of California Berkeley and NAG Ltd. --
! 10: *
! 11: IMPLICIT NONE
! 12: * ..
! 13: * .. Scalar Arguments ..
! 14: INTEGER N, NZ, NRHS
! 15: * ..
! 16: * .. Array Arguments ..
! 17: DOUBLE PRECISION AYB( N, NRHS ), BERR( NRHS )
! 18: DOUBLE PRECISION RES( N, NRHS )
! 19: * ..
! 20: *
! 21: * Purpose
! 22: * =======
! 23: *
! 24: * DLA_LIN_BERR computes component-wise relative backward error from
! 25: * the formula
! 26: * max(i) ( abs(R(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
! 27: * where abs(Z) is the component-wise absolute value of the matrix
! 28: * or vector Z.
! 29: *
! 30: * Arguments
! 31: * ==========
! 32: *
! 33: * N (input) INTEGER
! 34: * The number of linear equations, i.e., the order of the
! 35: * matrix A. N >= 0.
! 36: *
! 37: * NZ (input) INTEGER
! 38: * We add (NZ+1)*SLAMCH( 'Safe minimum' ) to R(i) in the numerator to
! 39: * guard against spuriously zero residuals. Default value is N.
! 40: *
! 41: * NRHS (input) INTEGER
! 42: * The number of right hand sides, i.e., the number of columns
! 43: * of the matrices AYB, RES, and BERR. NRHS >= 0.
! 44: *
! 45: * RES (input) DOUBLE PRECISION array, dimension (N,NRHS)
! 46: * The residual matrix, i.e., the matrix R in the relative backward
! 47: * error formula above.
! 48: *
! 49: * AYB (input) DOUBLE PRECISION array, dimension (N, NRHS)
! 50: * The denominator in the relative backward error formula above, i.e.,
! 51: * the matrix abs(op(A_s))*abs(Y) + abs(B_s). The matrices A, Y, and B
! 52: * are from iterative refinement (see dla_gerfsx_extended.f).
! 53: *
! 54: * BERR (output) DOUBLE PRECISION array, dimension (NRHS)
! 55: * The component-wise relative backward error from the formula above.
! 56: *
! 57: * =====================================================================
! 58: *
! 59: * .. Local Scalars ..
! 60: DOUBLE PRECISION TMP
! 61: INTEGER I, J
! 62: * ..
! 63: * .. Intrinsic Functions ..
! 64: INTRINSIC ABS, MAX
! 65: * ..
! 66: * .. External Functions ..
! 67: EXTERNAL DLAMCH
! 68: DOUBLE PRECISION DLAMCH
! 69: DOUBLE PRECISION SAFE1
! 70: * ..
! 71: * .. Executable Statements ..
! 72: *
! 73: * Adding SAFE1 to the numerator guards against spuriously zero
! 74: * residuals. A similar safeguard is in the SLA_yyAMV routine used
! 75: * to compute AYB.
! 76: *
! 77: SAFE1 = DLAMCH( 'Safe minimum' )
! 78: SAFE1 = (NZ+1)*SAFE1
! 79:
! 80: DO J = 1, NRHS
! 81: BERR(J) = 0.0D+0
! 82: DO I = 1, N
! 83: IF (AYB(I,J) .NE. 0.0D+0) THEN
! 84: TMP = (SAFE1+ABS(RES(I,J)))/AYB(I,J)
! 85: BERR(J) = MAX( BERR(J), TMP )
! 86: END IF
! 87: *
! 88: * If AYB is exactly 0.0 (and if computed by SLA_yyAMV), then we know
! 89: * the true residual also must be exactly 0.0.
! 90: *
! 91: END DO
! 92: END DO
! 93: END
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