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cla_hercond_x.f 7.7 kB

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  1. *> \brief \b CLA_HERCOND_X computes the infinity norm condition number of op(A)*diag(x) for Hermitian indefinite matrices.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CLA_HERCOND_X + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cla_hercond_x.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cla_hercond_x.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cla_hercond_x.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * REAL FUNCTION CLA_HERCOND_X( UPLO, N, A, LDA, AF, LDAF, IPIV, X,
  22. * INFO, WORK, RWORK )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER UPLO
  26. * INTEGER N, LDA, LDAF, INFO
  27. * ..
  28. * .. Array Arguments ..
  29. * INTEGER IPIV( * )
  30. * COMPLEX A( LDA, * ), AF( LDAF, * ), WORK( * ), X( * )
  31. * REAL RWORK( * )
  32. * ..
  33. *
  34. *
  35. *> \par Purpose:
  36. * =============
  37. *>
  38. *> \verbatim
  39. *>
  40. *> CLA_HERCOND_X computes the infinity norm condition number of
  41. *> op(A) * diag(X) where X is a COMPLEX vector.
  42. *> \endverbatim
  43. *
  44. * Arguments:
  45. * ==========
  46. *
  47. *> \param[in] UPLO
  48. *> \verbatim
  49. *> UPLO is CHARACTER*1
  50. *> = 'U': Upper triangle of A is stored;
  51. *> = 'L': Lower triangle of A is stored.
  52. *> \endverbatim
  53. *>
  54. *> \param[in] N
  55. *> \verbatim
  56. *> N is INTEGER
  57. *> The number of linear equations, i.e., the order of the
  58. *> matrix A. N >= 0.
  59. *> \endverbatim
  60. *>
  61. *> \param[in] A
  62. *> \verbatim
  63. *> A is COMPLEX array, dimension (LDA,N)
  64. *> On entry, the N-by-N matrix A.
  65. *> \endverbatim
  66. *>
  67. *> \param[in] LDA
  68. *> \verbatim
  69. *> LDA is INTEGER
  70. *> The leading dimension of the array A. LDA >= max(1,N).
  71. *> \endverbatim
  72. *>
  73. *> \param[in] AF
  74. *> \verbatim
  75. *> AF is COMPLEX array, dimension (LDAF,N)
  76. *> The block diagonal matrix D and the multipliers used to
  77. *> obtain the factor U or L as computed by CHETRF.
  78. *> \endverbatim
  79. *>
  80. *> \param[in] LDAF
  81. *> \verbatim
  82. *> LDAF is INTEGER
  83. *> The leading dimension of the array AF. LDAF >= max(1,N).
  84. *> \endverbatim
  85. *>
  86. *> \param[in] IPIV
  87. *> \verbatim
  88. *> IPIV is INTEGER array, dimension (N)
  89. *> Details of the interchanges and the block structure of D
  90. *> as determined by CHETRF.
  91. *> \endverbatim
  92. *>
  93. *> \param[in] X
  94. *> \verbatim
  95. *> X is COMPLEX array, dimension (N)
  96. *> The vector X in the formula op(A) * diag(X).
  97. *> \endverbatim
  98. *>
  99. *> \param[out] INFO
  100. *> \verbatim
  101. *> INFO is INTEGER
  102. *> = 0: Successful exit.
  103. *> i > 0: The ith argument is invalid.
  104. *> \endverbatim
  105. *>
  106. *> \param[out] WORK
  107. *> \verbatim
  108. *> WORK is COMPLEX array, dimension (2*N).
  109. *> Workspace.
  110. *> \endverbatim
  111. *>
  112. *> \param[out] RWORK
  113. *> \verbatim
  114. *> RWORK is REAL array, dimension (N).
  115. *> Workspace.
  116. *> \endverbatim
  117. *
  118. * Authors:
  119. * ========
  120. *
  121. *> \author Univ. of Tennessee
  122. *> \author Univ. of California Berkeley
  123. *> \author Univ. of Colorado Denver
  124. *> \author NAG Ltd.
  125. *
  126. *> \ingroup complexHEcomputational
  127. *
  128. * =====================================================================
  129. REAL FUNCTION CLA_HERCOND_X( UPLO, N, A, LDA, AF, LDAF, IPIV, X,
  130. $ INFO, WORK, RWORK )
  131. *
  132. * -- LAPACK computational routine --
  133. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  134. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  135. *
  136. * .. Scalar Arguments ..
  137. CHARACTER UPLO
  138. INTEGER N, LDA, LDAF, INFO
  139. * ..
  140. * .. Array Arguments ..
  141. INTEGER IPIV( * )
  142. COMPLEX A( LDA, * ), AF( LDAF, * ), WORK( * ), X( * )
  143. REAL RWORK( * )
  144. * ..
  145. *
  146. * =====================================================================
  147. *
  148. * .. Local Scalars ..
  149. INTEGER KASE, I, J
  150. REAL AINVNM, ANORM, TMP
  151. LOGICAL UP, UPPER
  152. COMPLEX ZDUM
  153. * ..
  154. * .. Local Arrays ..
  155. INTEGER ISAVE( 3 )
  156. * ..
  157. * .. External Functions ..
  158. LOGICAL LSAME
  159. EXTERNAL LSAME
  160. * ..
  161. * .. External Subroutines ..
  162. EXTERNAL CLACN2, CHETRS, XERBLA
  163. * ..
  164. * .. Intrinsic Functions ..
  165. INTRINSIC ABS, MAX
  166. * ..
  167. * .. Statement Functions ..
  168. REAL CABS1
  169. * ..
  170. * .. Statement Function Definitions ..
  171. CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) )
  172. * ..
  173. * .. Executable Statements ..
  174. *
  175. CLA_HERCOND_X = 0.0E+0
  176. *
  177. INFO = 0
  178. UPPER = LSAME( UPLO, 'U' )
  179. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  180. INFO = -1
  181. ELSE IF ( N.LT.0 ) THEN
  182. INFO = -2
  183. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  184. INFO = -4
  185. ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
  186. INFO = -6
  187. END IF
  188. IF( INFO.NE.0 ) THEN
  189. CALL XERBLA( 'CLA_HERCOND_X', -INFO )
  190. RETURN
  191. END IF
  192. UP = .FALSE.
  193. IF ( LSAME( UPLO, 'U' ) ) UP = .TRUE.
  194. *
  195. * Compute norm of op(A)*op2(C).
  196. *
  197. ANORM = 0.0
  198. IF ( UP ) THEN
  199. DO I = 1, N
  200. TMP = 0.0E+0
  201. DO J = 1, I
  202. TMP = TMP + CABS1( A( J, I ) * X( J ) )
  203. END DO
  204. DO J = I+1, N
  205. TMP = TMP + CABS1( A( I, J ) * X( J ) )
  206. END DO
  207. RWORK( I ) = TMP
  208. ANORM = MAX( ANORM, TMP )
  209. END DO
  210. ELSE
  211. DO I = 1, N
  212. TMP = 0.0E+0
  213. DO J = 1, I
  214. TMP = TMP + CABS1( A( I, J ) * X( J ) )
  215. END DO
  216. DO J = I+1, N
  217. TMP = TMP + CABS1( A( J, I ) * X( J ) )
  218. END DO
  219. RWORK( I ) = TMP
  220. ANORM = MAX( ANORM, TMP )
  221. END DO
  222. END IF
  223. *
  224. * Quick return if possible.
  225. *
  226. IF( N.EQ.0 ) THEN
  227. CLA_HERCOND_X = 1.0E+0
  228. RETURN
  229. ELSE IF( ANORM .EQ. 0.0E+0 ) THEN
  230. RETURN
  231. END IF
  232. *
  233. * Estimate the norm of inv(op(A)).
  234. *
  235. AINVNM = 0.0E+0
  236. *
  237. KASE = 0
  238. 10 CONTINUE
  239. CALL CLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
  240. IF( KASE.NE.0 ) THEN
  241. IF( KASE.EQ.2 ) THEN
  242. *
  243. * Multiply by R.
  244. *
  245. DO I = 1, N
  246. WORK( I ) = WORK( I ) * RWORK( I )
  247. END DO
  248. *
  249. IF ( UP ) THEN
  250. CALL CHETRS( 'U', N, 1, AF, LDAF, IPIV,
  251. $ WORK, N, INFO )
  252. ELSE
  253. CALL CHETRS( 'L', N, 1, AF, LDAF, IPIV,
  254. $ WORK, N, INFO )
  255. ENDIF
  256. *
  257. * Multiply by inv(X).
  258. *
  259. DO I = 1, N
  260. WORK( I ) = WORK( I ) / X( I )
  261. END DO
  262. ELSE
  263. *
  264. * Multiply by inv(X**H).
  265. *
  266. DO I = 1, N
  267. WORK( I ) = WORK( I ) / X( I )
  268. END DO
  269. *
  270. IF ( UP ) THEN
  271. CALL CHETRS( 'U', N, 1, AF, LDAF, IPIV,
  272. $ WORK, N, INFO )
  273. ELSE
  274. CALL CHETRS( 'L', N, 1, AF, LDAF, IPIV,
  275. $ WORK, N, INFO )
  276. END IF
  277. *
  278. * Multiply by R.
  279. *
  280. DO I = 1, N
  281. WORK( I ) = WORK( I ) * RWORK( I )
  282. END DO
  283. END IF
  284. GO TO 10
  285. END IF
  286. *
  287. * Compute the estimate of the reciprocal condition number.
  288. *
  289. IF( AINVNM .NE. 0.0E+0 )
  290. $ CLA_HERCOND_X = 1.0E+0 / AINVNM
  291. *
  292. RETURN
  293. *
  294. * End of CLA_HERCOND_X
  295. *
  296. END