|
kusano |
7d535a |
|
|
kusano |
7d535a |
/*
|
|
kusano |
7d535a |
* -- SuperLU routine (version 2.0) --
|
|
kusano |
7d535a |
* Univ. of California Berkeley, Xerox Palo Alto Research Center,
|
|
kusano |
7d535a |
* and Lawrence Berkeley National Lab.
|
|
kusano |
7d535a |
* November 15, 1997
|
|
kusano |
7d535a |
*
|
|
kusano |
7d535a |
*/
|
|
kusano |
7d535a |
#include <math.h></math.h>
|
|
kusano |
7d535a |
#include "slu_ddefs.h"
|
|
kusano |
7d535a |
|
|
kusano |
7d535a |
int dgst04(int n, int nrhs, double *x, int ldx, double *xact,
|
|
kusano |
7d535a |
int ldxact, double rcond, double *resid)
|
|
kusano |
7d535a |
{
|
|
kusano |
7d535a |
/*
|
|
kusano |
7d535a |
Purpose
|
|
kusano |
7d535a |
=======
|
|
kusano |
7d535a |
|
|
kusano |
7d535a |
DGST04 computes the difference between a computed solution and the
|
|
kusano |
7d535a |
true solution to a system of linear equations.
|
|
kusano |
7d535a |
RESID = ( norm(X-XACT) * RCOND ) / ( norm(XACT) * EPS ),
|
|
kusano |
7d535a |
where RCOND is the reciprocal of the condition number and EPS is the
|
|
kusano |
7d535a |
machine epsilon.
|
|
kusano |
7d535a |
|
|
kusano |
7d535a |
Arguments
|
|
kusano |
7d535a |
=========
|
|
kusano |
7d535a |
|
|
kusano |
7d535a |
N (input) INT
|
|
kusano |
7d535a |
The number of rows of the matrices X and XACT. N >= 0.
|
|
kusano |
7d535a |
|
|
kusano |
7d535a |
NRHS (input) INT
|
|
kusano |
7d535a |
The number of columns of the matrices X and XACT. NRHS >= 0.
|
|
kusano |
7d535a |
|
|
kusano |
7d535a |
X (input) DOUBLE PRECISION array, dimension (LDX,NRHS)
|
|
kusano |
7d535a |
The computed solution vectors. Each vector is stored as a
|
|
kusano |
7d535a |
column of the matrix X.
|
|
kusano |
7d535a |
|
|
kusano |
7d535a |
LDX (input) INT
|
|
kusano |
7d535a |
The leading dimension of the array X. LDX >= max(1,N).
|
|
kusano |
7d535a |
|
|
kusano |
7d535a |
XACT (input) DOUBLE PRECISION array, dimension( LDX, NRHS )
|
|
kusano |
7d535a |
The exact solution vectors. Each vector is stored as a
|
|
kusano |
7d535a |
column of the matrix XACT.
|
|
kusano |
7d535a |
|
|
kusano |
7d535a |
LDXACT (input) INT
|
|
kusano |
7d535a |
The leading dimension of the array XACT. LDXACT >= max(1,N).
|
|
kusano |
7d535a |
|
|
kusano |
7d535a |
RCOND (input) DOUBLE PRECISION
|
|
kusano |
7d535a |
The reciprocal of the condition number of the coefficient
|
|
kusano |
7d535a |
matrix in the system of equations.
|
|
kusano |
7d535a |
|
|
kusano |
7d535a |
RESID (output) DOUBLE PRECISION
|
|
kusano |
7d535a |
The maximum over the NRHS solution vectors of
|
|
kusano |
7d535a |
( norm(X-XACT) * RCOND ) / ( norm(XACT) * EPS )
|
|
kusano |
7d535a |
|
|
kusano |
7d535a |
=====================================================================
|
|
kusano |
7d535a |
*/
|
|
kusano |
7d535a |
/* Table of constant values */
|
|
kusano |
7d535a |
int c__1 = 1;
|
|
kusano |
7d535a |
|
|
kusano |
7d535a |
/* System generated locals */
|
|
kusano |
7d535a |
double d__1, d__2, d__3, d__4;
|
|
kusano |
7d535a |
|
|
kusano |
7d535a |
/* Local variables */
|
|
kusano |
7d535a |
int i, j, n__1;
|
|
kusano |
7d535a |
int ix;
|
|
kusano |
7d535a |
double xnorm;
|
|
kusano |
7d535a |
double eps;
|
|
kusano |
7d535a |
double diffnm;
|
|
kusano |
7d535a |
|
|
kusano |
7d535a |
/* Function prototypes */
|
|
kusano |
7d535a |
extern int idamax_(int *, double *, int *);
|
|
kusano |
7d535a |
|
|
kusano |
7d535a |
/* Quick exit if N = 0 or NRHS = 0. */
|
|
kusano |
7d535a |
if ( n <= 0 || nrhs <= 0 ) {
|
|
kusano |
7d535a |
*resid = 0.;
|
|
kusano |
7d535a |
return 0;
|
|
kusano |
7d535a |
}
|
|
kusano |
7d535a |
|
|
kusano |
7d535a |
/* Exit with RESID = 1/EPS if RCOND is invalid. */
|
|
kusano |
7d535a |
|
|
kusano |
7d535a |
eps = dlamch_("Epsilon");
|
|
kusano |
7d535a |
if ( rcond < 0. ) {
|
|
kusano |
7d535a |
*resid = 1. / eps;
|
|
kusano |
7d535a |
return 0;
|
|
kusano |
7d535a |
}
|
|
kusano |
7d535a |
|
|
kusano |
7d535a |
/* Compute the maximum of norm(X - XACT) / ( norm(XACT) * EPS )
|
|
kusano |
7d535a |
over all the vectors X and XACT . */
|
|
kusano |
7d535a |
|
|
kusano |
7d535a |
*resid = 0.;
|
|
kusano |
7d535a |
for (j = 0; j < nrhs; ++j) {
|
|
kusano |
7d535a |
n__1 = n;
|
|
kusano |
7d535a |
ix = idamax_(&n__1, &xact[j*ldxact], &c__1);
|
|
kusano |
7d535a |
xnorm = (d__1 = xact[ix-1 + j*ldxact], fabs(d__1));
|
|
kusano |
7d535a |
|
|
kusano |
7d535a |
diffnm = 0.;
|
|
kusano |
7d535a |
for (i = 0; i < n; ++i) {
|
|
kusano |
7d535a |
/* Computing MAX */
|
|
kusano |
7d535a |
d__3 = diffnm;
|
|
kusano |
7d535a |
d__4 = (d__1 = x[i+j*ldx]-xact[i+j*ldxact], fabs(d__1));
|
|
kusano |
7d535a |
diffnm = SUPERLU_MAX(d__3,d__4);
|
|
kusano |
7d535a |
}
|
|
kusano |
7d535a |
if (xnorm <= 0.) {
|
|
kusano |
7d535a |
if (diffnm > 0.) {
|
|
kusano |
7d535a |
*resid = 1. / eps;
|
|
kusano |
7d535a |
}
|
|
kusano |
7d535a |
} else {
|
|
kusano |
7d535a |
/* Computing MAX */
|
|
kusano |
7d535a |
d__1 = *resid, d__2 = diffnm / xnorm * rcond;
|
|
kusano |
7d535a |
*resid = SUPERLU_MAX(d__1,d__2);
|
|
kusano |
7d535a |
}
|
|
kusano |
7d535a |
}
|
|
kusano |
7d535a |
if (*resid * eps < 1.) {
|
|
kusano |
7d535a |
*resid /= eps;
|
|
kusano |
7d535a |
}
|
|
kusano |
7d535a |
|
|
kusano |
7d535a |
return 0;
|
|
kusano |
7d535a |
|
|
kusano |
7d535a |
} /* dgst04_ */
|