Annotation of rpl/lapack/lapack/zla_lin_berr.f, revision 1.1
1.1 ! bertrand 1: SUBROUTINE ZLA_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: COMPLEX*16 RES( N, NRHS )
! 19: * ..
! 20: *
! 21: * Purpose
! 22: * =======
! 23: *
! 24: * ZLA_LIN_BERR computes componentwise 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 componentwise absolute value of the matrix
! 28: * or vector Z.
! 29: *
! 30: * N (input) INTEGER
! 31: * The number of linear equations, i.e., the order of the
! 32: * matrix A. N >= 0.
! 33: *
! 34: * NZ (input) INTEGER
! 35: * We add (NZ+1)*SLAMCH( 'Safe minimum' ) to R(i) in the numerator to
! 36: * guard against spuriously zero residuals. Default value is N.
! 37: *
! 38: * NRHS (input) INTEGER
! 39: * The number of right hand sides, i.e., the number of columns
! 40: * of the matrices AYB, RES, and BERR. NRHS >= 0.
! 41: *
! 42: * RES (input) DOUBLE PRECISION array, dimension (N,NRHS)
! 43: * The residual matrix, i.e., the matrix R in the relative backward
! 44: * error formula above.
! 45: *
! 46: * AYB (input) DOUBLE PRECISION array, dimension (N, NRHS)
! 47: * The denominator in the relative backward error formula above, i.e.,
! 48: * the matrix abs(op(A_s))*abs(Y) + abs(B_s). The matrices A, Y, and B
! 49: * are from iterative refinement (see zla_gerfsx_extended.f).
! 50: *
! 51: * BERR (output) COMPLEX*16 array, dimension (NRHS)
! 52: * The componentwise relative backward error from the formula above.
! 53: *
! 54: * =====================================================================
! 55: *
! 56: * .. Local Scalars ..
! 57: DOUBLE PRECISION TMP
! 58: INTEGER I, J
! 59: COMPLEX*16 CDUM
! 60: * ..
! 61: * .. Intrinsic Functions ..
! 62: INTRINSIC ABS, REAL, DIMAG, MAX
! 63: * ..
! 64: * .. External Functions ..
! 65: EXTERNAL DLAMCH
! 66: DOUBLE PRECISION DLAMCH
! 67: DOUBLE PRECISION SAFE1
! 68: * ..
! 69: * .. Statement Functions ..
! 70: COMPLEX*16 CABS1
! 71: * ..
! 72: * .. Statement Function Definitions ..
! 73: CABS1( CDUM ) = ABS( DBLE( CDUM ) ) + ABS( DIMAG( CDUM ) )
! 74: * ..
! 75: * .. Executable Statements ..
! 76: *
! 77: * Adding SAFE1 to the numerator guards against spuriously zero
! 78: * residuals. A similar safeguard is in the CLA_yyAMV routine used
! 79: * to compute AYB.
! 80: *
! 81: SAFE1 = DLAMCH( 'Safe minimum' )
! 82: SAFE1 = (NZ+1)*SAFE1
! 83:
! 84: DO J = 1, NRHS
! 85: BERR(J) = 0.0D+0
! 86: DO I = 1, N
! 87: IF (AYB(I,J) .NE. 0.0D+0) THEN
! 88: TMP = (SAFE1 + CABS1(RES(I,J)))/AYB(I,J)
! 89: BERR(J) = MAX( BERR(J), TMP )
! 90: END IF
! 91: *
! 92: * If AYB is exactly 0.0 (and if computed by CLA_yyAMV), then we know
! 93: * the true residual also must be exactly 0.0.
! 94: *
! 95: END DO
! 96: END DO
! 97: END
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