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sla_syrcond.f 9.4 kB

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  1. *> \brief \b SLA_SYRCOND estimates the Skeel condition number for a symmetric indefinite matrix.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SLA_SYRCOND + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sla_syrcond.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sla_syrcond.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sla_syrcond.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * REAL FUNCTION SLA_SYRCOND( UPLO, N, A, LDA, AF, LDAF, IPIV, CMODE,
  22. * C, INFO, WORK, IWORK )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER UPLO
  26. * INTEGER N, LDA, LDAF, INFO, CMODE
  27. * ..
  28. * .. Array Arguments
  29. * INTEGER IWORK( * ), IPIV( * )
  30. * REAL A( LDA, * ), AF( LDAF, * ), WORK( * ), C( * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> SLA_SYRCOND estimates the Skeel condition number of op(A) * op2(C)
  40. *> where op2 is determined by CMODE as follows
  41. *> CMODE = 1 op2(C) = C
  42. *> CMODE = 0 op2(C) = I
  43. *> CMODE = -1 op2(C) = inv(C)
  44. *> The Skeel condition number cond(A) = norminf( |inv(A)||A| )
  45. *> is computed by computing scaling factors R such that
  46. *> diag(R)*A*op2(C) is row equilibrated and computing the standard
  47. *> infinity-norm condition number.
  48. *> \endverbatim
  49. *
  50. * Arguments:
  51. * ==========
  52. *
  53. *> \param[in] UPLO
  54. *> \verbatim
  55. *> UPLO is CHARACTER*1
  56. *> = 'U': Upper triangle of A is stored;
  57. *> = 'L': Lower triangle of A is stored.
  58. *> \endverbatim
  59. *>
  60. *> \param[in] N
  61. *> \verbatim
  62. *> N is INTEGER
  63. *> The number of linear equations, i.e., the order of the
  64. *> matrix A. N >= 0.
  65. *> \endverbatim
  66. *>
  67. *> \param[in] A
  68. *> \verbatim
  69. *> A is REAL array, dimension (LDA,N)
  70. *> On entry, the N-by-N matrix A.
  71. *> \endverbatim
  72. *>
  73. *> \param[in] LDA
  74. *> \verbatim
  75. *> LDA is INTEGER
  76. *> The leading dimension of the array A. LDA >= max(1,N).
  77. *> \endverbatim
  78. *>
  79. *> \param[in] AF
  80. *> \verbatim
  81. *> AF is REAL array, dimension (LDAF,N)
  82. *> The block diagonal matrix D and the multipliers used to
  83. *> obtain the factor U or L as computed by SSYTRF.
  84. *> \endverbatim
  85. *>
  86. *> \param[in] LDAF
  87. *> \verbatim
  88. *> LDAF is INTEGER
  89. *> The leading dimension of the array AF. LDAF >= max(1,N).
  90. *> \endverbatim
  91. *>
  92. *> \param[in] IPIV
  93. *> \verbatim
  94. *> IPIV is INTEGER array, dimension (N)
  95. *> Details of the interchanges and the block structure of D
  96. *> as determined by SSYTRF.
  97. *> \endverbatim
  98. *>
  99. *> \param[in] CMODE
  100. *> \verbatim
  101. *> CMODE is INTEGER
  102. *> Determines op2(C) in the formula op(A) * op2(C) as follows:
  103. *> CMODE = 1 op2(C) = C
  104. *> CMODE = 0 op2(C) = I
  105. *> CMODE = -1 op2(C) = inv(C)
  106. *> \endverbatim
  107. *>
  108. *> \param[in] C
  109. *> \verbatim
  110. *> C is REAL array, dimension (N)
  111. *> The vector C in the formula op(A) * op2(C).
  112. *> \endverbatim
  113. *>
  114. *> \param[out] INFO
  115. *> \verbatim
  116. *> INFO is INTEGER
  117. *> = 0: Successful exit.
  118. *> i > 0: The ith argument is invalid.
  119. *> \endverbatim
  120. *>
  121. *> \param[in] WORK
  122. *> \verbatim
  123. *> WORK is REAL array, dimension (3*N).
  124. *> Workspace.
  125. *> \endverbatim
  126. *>
  127. *> \param[in] IWORK
  128. *> \verbatim
  129. *> IWORK is INTEGER array, dimension (N).
  130. *> Workspace.
  131. *> \endverbatim
  132. *
  133. * Authors:
  134. * ========
  135. *
  136. *> \author Univ. of Tennessee
  137. *> \author Univ. of California Berkeley
  138. *> \author Univ. of Colorado Denver
  139. *> \author NAG Ltd.
  140. *
  141. *> \date September 2012
  142. *
  143. *> \ingroup realSYcomputational
  144. *
  145. * =====================================================================
  146. REAL FUNCTION SLA_SYRCOND( UPLO, N, A, LDA, AF, LDAF, IPIV, CMODE,
  147. $ C, INFO, WORK, IWORK )
  148. *
  149. * -- LAPACK computational routine (version 3.4.2) --
  150. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  151. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  152. * September 2012
  153. *
  154. * .. Scalar Arguments ..
  155. CHARACTER UPLO
  156. INTEGER N, LDA, LDAF, INFO, CMODE
  157. * ..
  158. * .. Array Arguments
  159. INTEGER IWORK( * ), IPIV( * )
  160. REAL A( LDA, * ), AF( LDAF, * ), WORK( * ), C( * )
  161. * ..
  162. *
  163. * =====================================================================
  164. *
  165. * .. Local Scalars ..
  166. CHARACTER NORMIN
  167. INTEGER KASE, I, J
  168. REAL AINVNM, SMLNUM, TMP
  169. LOGICAL UP
  170. * ..
  171. * .. Local Arrays ..
  172. INTEGER ISAVE( 3 )
  173. * ..
  174. * .. External Functions ..
  175. LOGICAL LSAME
  176. INTEGER ISAMAX
  177. REAL SLAMCH
  178. EXTERNAL LSAME, ISAMAX, SLAMCH
  179. * ..
  180. * .. External Subroutines ..
  181. EXTERNAL SLACN2, SLATRS, SRSCL, XERBLA, SSYTRS
  182. * ..
  183. * .. Intrinsic Functions ..
  184. INTRINSIC ABS, MAX
  185. * ..
  186. * .. Executable Statements ..
  187. *
  188. SLA_SYRCOND = 0.0
  189. *
  190. INFO = 0
  191. IF( N.LT.0 ) THEN
  192. INFO = -2
  193. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  194. INFO = -4
  195. ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
  196. INFO = -6
  197. END IF
  198. IF( INFO.NE.0 ) THEN
  199. CALL XERBLA( 'SLA_SYRCOND', -INFO )
  200. RETURN
  201. END IF
  202. IF( N.EQ.0 ) THEN
  203. SLA_SYRCOND = 1.0
  204. RETURN
  205. END IF
  206. UP = .FALSE.
  207. IF ( LSAME( UPLO, 'U' ) ) UP = .TRUE.
  208. *
  209. * Compute the equilibration matrix R such that
  210. * inv(R)*A*C has unit 1-norm.
  211. *
  212. IF ( UP ) THEN
  213. DO I = 1, N
  214. TMP = 0.0
  215. IF ( CMODE .EQ. 1 ) THEN
  216. DO J = 1, I
  217. TMP = TMP + ABS( A( J, I ) * C( J ) )
  218. END DO
  219. DO J = I+1, N
  220. TMP = TMP + ABS( A( I, J ) * C( J ) )
  221. END DO
  222. ELSE IF ( CMODE .EQ. 0 ) THEN
  223. DO J = 1, I
  224. TMP = TMP + ABS( A( J, I ) )
  225. END DO
  226. DO J = I+1, N
  227. TMP = TMP + ABS( A( I, J ) )
  228. END DO
  229. ELSE
  230. DO J = 1, I
  231. TMP = TMP + ABS( A( J, I ) / C( J ) )
  232. END DO
  233. DO J = I+1, N
  234. TMP = TMP + ABS( A( I, J ) / C( J ) )
  235. END DO
  236. END IF
  237. WORK( 2*N+I ) = TMP
  238. END DO
  239. ELSE
  240. DO I = 1, N
  241. TMP = 0.0
  242. IF ( CMODE .EQ. 1 ) THEN
  243. DO J = 1, I
  244. TMP = TMP + ABS( A( I, J ) * C( J ) )
  245. END DO
  246. DO J = I+1, N
  247. TMP = TMP + ABS( A( J, I ) * C( J ) )
  248. END DO
  249. ELSE IF ( CMODE .EQ. 0 ) THEN
  250. DO J = 1, I
  251. TMP = TMP + ABS( A( I, J ) )
  252. END DO
  253. DO J = I+1, N
  254. TMP = TMP + ABS( A( J, I ) )
  255. END DO
  256. ELSE
  257. DO J = 1, I
  258. TMP = TMP + ABS( A( I, J) / C( J ) )
  259. END DO
  260. DO J = I+1, N
  261. TMP = TMP + ABS( A( J, I) / C( J ) )
  262. END DO
  263. END IF
  264. WORK( 2*N+I ) = TMP
  265. END DO
  266. ENDIF
  267. *
  268. * Estimate the norm of inv(op(A)).
  269. *
  270. SMLNUM = SLAMCH( 'Safe minimum' )
  271. AINVNM = 0.0
  272. NORMIN = 'N'
  273. KASE = 0
  274. 10 CONTINUE
  275. CALL SLACN2( N, WORK( N+1 ), WORK, IWORK, AINVNM, KASE, ISAVE )
  276. IF( KASE.NE.0 ) THEN
  277. IF( KASE.EQ.2 ) THEN
  278. *
  279. * Multiply by R.
  280. *
  281. DO I = 1, N
  282. WORK( I ) = WORK( I ) * WORK( 2*N+I )
  283. END DO
  284. IF ( UP ) THEN
  285. CALL SSYTRS( 'U', N, 1, AF, LDAF, IPIV, WORK, N, INFO )
  286. ELSE
  287. CALL SSYTRS( 'L', N, 1, AF, LDAF, IPIV, WORK, N, INFO )
  288. ENDIF
  289. *
  290. * Multiply by inv(C).
  291. *
  292. IF ( CMODE .EQ. 1 ) THEN
  293. DO I = 1, N
  294. WORK( I ) = WORK( I ) / C( I )
  295. END DO
  296. ELSE IF ( CMODE .EQ. -1 ) THEN
  297. DO I = 1, N
  298. WORK( I ) = WORK( I ) * C( I )
  299. END DO
  300. END IF
  301. ELSE
  302. *
  303. * Multiply by inv(C**T).
  304. *
  305. IF ( CMODE .EQ. 1 ) THEN
  306. DO I = 1, N
  307. WORK( I ) = WORK( I ) / C( I )
  308. END DO
  309. ELSE IF ( CMODE .EQ. -1 ) THEN
  310. DO I = 1, N
  311. WORK( I ) = WORK( I ) * C( I )
  312. END DO
  313. END IF
  314. IF ( UP ) THEN
  315. CALL SSYTRS( 'U', N, 1, AF, LDAF, IPIV, WORK, N, INFO )
  316. ELSE
  317. CALL SSYTRS( 'L', N, 1, AF, LDAF, IPIV, WORK, N, INFO )
  318. ENDIF
  319. *
  320. * Multiply by R.
  321. *
  322. DO I = 1, N
  323. WORK( I ) = WORK( I ) * WORK( 2*N+I )
  324. END DO
  325. END IF
  326. *
  327. GO TO 10
  328. END IF
  329. *
  330. * Compute the estimate of the reciprocal condition number.
  331. *
  332. IF( AINVNM .NE. 0.0 )
  333. $ SLA_SYRCOND = ( 1.0 / AINVNM )
  334. *
  335. RETURN
  336. *
  337. END