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stbt06.f 5.7 kB

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  1. *> \brief \b STBT06
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. * Definition:
  9. * ===========
  10. *
  11. * SUBROUTINE STBT06( RCOND, RCONDC, UPLO, DIAG, N, KD, AB, LDAB,
  12. * WORK, RAT )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER DIAG, UPLO
  16. * INTEGER KD, LDAB, N
  17. * REAL RAT, RCOND, RCONDC
  18. * ..
  19. * .. Array Arguments ..
  20. * REAL AB( LDAB, * ), WORK( * )
  21. * ..
  22. *
  23. *
  24. *> \par Purpose:
  25. * =============
  26. *>
  27. *> \verbatim
  28. *>
  29. *> STBT06 computes a test ratio comparing RCOND (the reciprocal
  30. *> condition number of a triangular matrix A) and RCONDC, the estimate
  31. *> computed by STBCON. Information about the triangular matrix A is
  32. *> used if one estimate is zero and the other is non-zero to decide if
  33. *> underflow in the estimate is justified.
  34. *> \endverbatim
  35. *
  36. * Arguments:
  37. * ==========
  38. *
  39. *> \param[in] RCOND
  40. *> \verbatim
  41. *> RCOND is REAL
  42. *> The estimate of the reciprocal condition number obtained by
  43. *> forming the explicit inverse of the matrix A and computing
  44. *> RCOND = 1/( norm(A) * norm(inv(A)) ).
  45. *> \endverbatim
  46. *>
  47. *> \param[in] RCONDC
  48. *> \verbatim
  49. *> RCONDC is REAL
  50. *> The estimate of the reciprocal condition number computed by
  51. *> STBCON.
  52. *> \endverbatim
  53. *>
  54. *> \param[in] UPLO
  55. *> \verbatim
  56. *> UPLO is CHARACTER
  57. *> Specifies whether the matrix A is upper or lower triangular.
  58. *> = 'U': Upper triangular
  59. *> = 'L': Lower triangular
  60. *> \endverbatim
  61. *>
  62. *> \param[in] DIAG
  63. *> \verbatim
  64. *> DIAG is CHARACTER
  65. *> Specifies whether or not the matrix A is unit triangular.
  66. *> = 'N': Non-unit triangular
  67. *> = 'U': Unit triangular
  68. *> \endverbatim
  69. *>
  70. *> \param[in] N
  71. *> \verbatim
  72. *> N is INTEGER
  73. *> The order of the matrix A. N >= 0.
  74. *> \endverbatim
  75. *>
  76. *> \param[in] KD
  77. *> \verbatim
  78. *> KD is INTEGER
  79. *> The number of superdiagonals or subdiagonals of the
  80. *> triangular band matrix A. KD >= 0.
  81. *> \endverbatim
  82. *>
  83. *> \param[in] AB
  84. *> \verbatim
  85. *> AB is REAL array, dimension (LDAB,N)
  86. *> The upper or lower triangular band matrix A, stored in the
  87. *> first kd+1 rows of the array. The j-th column of A is stored
  88. *> in the j-th column of the array AB as follows:
  89. *> if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
  90. *> if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
  91. *> \endverbatim
  92. *>
  93. *> \param[in] LDAB
  94. *> \verbatim
  95. *> LDAB is INTEGER
  96. *> The leading dimension of the array AB. LDAB >= KD+1.
  97. *> \endverbatim
  98. *>
  99. *> \param[out] WORK
  100. *> \verbatim
  101. *> WORK is REAL array, dimension (N)
  102. *> \endverbatim
  103. *>
  104. *> \param[out] RAT
  105. *> \verbatim
  106. *> RAT is REAL
  107. *> The test ratio. If both RCOND and RCONDC are nonzero,
  108. *> RAT = MAX( RCOND, RCONDC )/MIN( RCOND, RCONDC ) - 1.
  109. *> If RAT = 0, the two estimates are exactly the same.
  110. *> \endverbatim
  111. *
  112. * Authors:
  113. * ========
  114. *
  115. *> \author Univ. of Tennessee
  116. *> \author Univ. of California Berkeley
  117. *> \author Univ. of Colorado Denver
  118. *> \author NAG Ltd.
  119. *
  120. *> \ingroup single_lin
  121. *
  122. * =====================================================================
  123. SUBROUTINE STBT06( RCOND, RCONDC, UPLO, DIAG, N, KD, AB, LDAB,
  124. $ WORK, RAT )
  125. *
  126. * -- LAPACK test routine --
  127. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  128. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  129. *
  130. * .. Scalar Arguments ..
  131. CHARACTER DIAG, UPLO
  132. INTEGER KD, LDAB, N
  133. REAL RAT, RCOND, RCONDC
  134. * ..
  135. * .. Array Arguments ..
  136. REAL AB( LDAB, * ), WORK( * )
  137. * ..
  138. *
  139. * =====================================================================
  140. *
  141. * .. Parameters ..
  142. REAL ZERO, ONE
  143. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  144. * ..
  145. * .. Local Scalars ..
  146. REAL ANORM, BIGNUM, EPS, RMAX, RMIN, SMLNUM
  147. * ..
  148. * .. External Functions ..
  149. REAL SLAMCH, SLANTB
  150. EXTERNAL SLAMCH, SLANTB
  151. * ..
  152. * .. Intrinsic Functions ..
  153. INTRINSIC MAX, MIN
  154. * ..
  155. * .. External Subroutines ..
  156. EXTERNAL SLABAD
  157. * ..
  158. * .. Executable Statements ..
  159. *
  160. EPS = SLAMCH( 'Epsilon' )
  161. RMAX = MAX( RCOND, RCONDC )
  162. RMIN = MIN( RCOND, RCONDC )
  163. *
  164. * Do the easy cases first.
  165. *
  166. IF( RMIN.LT.ZERO ) THEN
  167. *
  168. * Invalid value for RCOND or RCONDC, return 1/EPS.
  169. *
  170. RAT = ONE / EPS
  171. *
  172. ELSE IF( RMIN.GT.ZERO ) THEN
  173. *
  174. * Both estimates are positive, return RMAX/RMIN - 1.
  175. *
  176. RAT = RMAX / RMIN - ONE
  177. *
  178. ELSE IF( RMAX.EQ.ZERO ) THEN
  179. *
  180. * Both estimates zero.
  181. *
  182. RAT = ZERO
  183. *
  184. ELSE
  185. *
  186. * One estimate is zero, the other is non-zero. If the matrix is
  187. * ill-conditioned, return the nonzero estimate multiplied by
  188. * 1/EPS; if the matrix is badly scaled, return the nonzero
  189. * estimate multiplied by BIGNUM/TMAX, where TMAX is the maximum
  190. * element in absolute value in A.
  191. *
  192. SMLNUM = SLAMCH( 'Safe minimum' )
  193. BIGNUM = ONE / SMLNUM
  194. CALL SLABAD( SMLNUM, BIGNUM )
  195. ANORM = SLANTB( 'M', UPLO, DIAG, N, KD, AB, LDAB, WORK )
  196. *
  197. RAT = RMAX*( MIN( BIGNUM / MAX( ONE, ANORM ), ONE / EPS ) )
  198. END IF
  199. *
  200. RETURN
  201. *
  202. * End of STBT06
  203. *
  204. END