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