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| author | langou <langou@users.noreply.github.com> | 2015-06-22 14:04:46 +0000 |
|---|---|---|
| committer | langou <langou@users.noreply.github.com> | 2015-06-22 14:04:46 +0000 |
| commit | 78d4e1705e62900a74b54445afbd8758461d2b04 (patch) | |
| tree | 2b632f776cf1f9f8510056f58011062aa3529519 /TESTING | |
| parent | b5dddc30091de6879e08c46eb5256049cb98ce0f (diff) | |
Fix [CDSZ]QRT17.
This is a routine to test DGELS which solves solves full rank overdetermined ( linear least squares ) or underdetermined (minimum norm) linear systems.
The check is, as follows,
(1) If the system is consistent, (smallresidual,) we check that
|| A^T ( b – A * x ) || / (||A||*||b||*max(M,N,NRHS)*eps)
is small (say less than 30).
(2) If the system is not consistent, (large residual,) we check that
|| A^T ( b – A * x ) || / (||A||*|| b - A*x ||*max(M,N,NRHS)*eps)
is small (say less than 30).
DQRT17 was checking in the not consistent case (large residual) that
|| A^T ( b – A * x ) || / (||A||*||x||*max(M,N,NRHS)*eps)
is small. It is a mistake and we need to change the ||x|| by a ||r||.
This fix is consistent with what the documentation says and makes more sense.
Diffstat (limited to 'TESTING')
| -rw-r--r-- | TESTING/LIN/cqrt17.f | 5 | ||||
| -rw-r--r-- | TESTING/LIN/dqrt17.f | 5 | ||||
| -rw-r--r-- | TESTING/LIN/sqrt17.f | 5 | ||||
| -rw-r--r-- | TESTING/LIN/zqrt17.f | 5 |
4 files changed, 8 insertions, 12 deletions
diff --git a/TESTING/LIN/cqrt17.f b/TESTING/LIN/cqrt17.f index 623d7f06..a4109aab 100644 --- a/TESTING/LIN/cqrt17.f +++ b/TESTING/LIN/cqrt17.f @@ -249,9 +249,8 @@ IF( NORMB.NE.ZERO ) $ ERR = ERR / NORMB ELSE - NORMX = CLANGE( 'One-norm', NCOLS, NRHS, X, LDX, RWORK ) - IF( NORMX.NE.ZERO ) - $ ERR = ERR / NORMX + IF( NORMRS.NE.ZERO ) + $ ERR = ERR / NORMRS END IF * CQRT17 = ERR / ( SLAMCH( 'Epsilon' )*REAL( MAX( M, N, NRHS ) ) ) diff --git a/TESTING/LIN/dqrt17.f b/TESTING/LIN/dqrt17.f index 625aba46..8637d82c 100644 --- a/TESTING/LIN/dqrt17.f +++ b/TESTING/LIN/dqrt17.f @@ -249,9 +249,8 @@ IF( NORMB.NE.ZERO ) $ ERR = ERR / NORMB ELSE - NORMX = DLANGE( 'One-norm', NCOLS, NRHS, X, LDX, RWORK ) - IF( NORMX.NE.ZERO ) - $ ERR = ERR / NORMX + IF( NORMRS.NE.ZERO ) + $ ERR = ERR / NORMRS END IF * DQRT17 = ERR / ( DLAMCH( 'Epsilon' )*DBLE( MAX( M, N, NRHS ) ) ) diff --git a/TESTING/LIN/sqrt17.f b/TESTING/LIN/sqrt17.f index 720eb14d..d87bf16a 100644 --- a/TESTING/LIN/sqrt17.f +++ b/TESTING/LIN/sqrt17.f @@ -249,9 +249,8 @@ IF( NORMB.NE.ZERO ) $ ERR = ERR / NORMB ELSE - NORMX = SLANGE( 'One-norm', NCOLS, NRHS, X, LDX, RWORK ) - IF( NORMX.NE.ZERO ) - $ ERR = ERR / NORMX + IF( NORMRS.NE.ZERO ) + $ ERR = ERR / NORMRS END IF * SQRT17 = ERR / ( SLAMCH( 'Epsilon' )*REAL( MAX( M, N, NRHS ) ) ) diff --git a/TESTING/LIN/zqrt17.f b/TESTING/LIN/zqrt17.f index 5e69ddd4..a1663cb8 100644 --- a/TESTING/LIN/zqrt17.f +++ b/TESTING/LIN/zqrt17.f @@ -250,9 +250,8 @@ IF( NORMB.NE.ZERO ) $ ERR = ERR / NORMB ELSE - NORMX = ZLANGE( 'One-norm', NCOLS, NRHS, X, LDX, RWORK ) - IF( NORMX.NE.ZERO ) - $ ERR = ERR / NORMX + IF( NORMRS.NE.ZERO ) + $ ERR = ERR / NORMRS END IF * ZQRT17 = ERR / ( DLAMCH( 'Epsilon' )*DBLE( MAX( M, N, NRHS ) ) ) |