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zla_gbrcond_c.f 9.8 kB

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  1. *> \brief \b ZLA_GBRCOND_C computes the infinity norm condition number of op(A)*inv(diag(c)) for general banded matrices.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZLA_GBRCOND_C + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zla_gbrcond_c.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zla_gbrcond_c.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zla_gbrcond_c.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * DOUBLE PRECISION FUNCTION ZLA_GBRCOND_C( TRANS, N, KL, KU, AB,
  22. * LDAB, AFB, LDAFB, IPIV,
  23. * C, CAPPLY, INFO, WORK,
  24. * RWORK )
  25. *
  26. * .. Scalar Arguments ..
  27. * CHARACTER TRANS
  28. * LOGICAL CAPPLY
  29. * INTEGER N, KL, KU, KD, KE, LDAB, LDAFB, INFO
  30. * ..
  31. * .. Array Arguments ..
  32. * INTEGER IPIV( * )
  33. * COMPLEX*16 AB( LDAB, * ), AFB( LDAFB, * ), WORK( * )
  34. * DOUBLE PRECISION C( * ), RWORK( * )
  35. *
  36. *
  37. *
  38. *> \par Purpose:
  39. * =============
  40. *>
  41. *> \verbatim
  42. *>
  43. *> ZLA_GBRCOND_C Computes the infinity norm condition number of
  44. *> op(A) * inv(diag(C)) where C is a DOUBLE PRECISION vector.
  45. *> \endverbatim
  46. *
  47. * Arguments:
  48. * ==========
  49. *
  50. *> \param[in] TRANS
  51. *> \verbatim
  52. *> TRANS is CHARACTER*1
  53. *> Specifies the form of the system of equations:
  54. *> = 'N': A * X = B (No transpose)
  55. *> = 'T': A**T * X = B (Transpose)
  56. *> = 'C': A**H * X = B (Conjugate Transpose = Transpose)
  57. *> \endverbatim
  58. *>
  59. *> \param[in] N
  60. *> \verbatim
  61. *> N is INTEGER
  62. *> The number of linear equations, i.e., the order of the
  63. *> matrix A. N >= 0.
  64. *> \endverbatim
  65. *>
  66. *> \param[in] KL
  67. *> \verbatim
  68. *> KL is INTEGER
  69. *> The number of subdiagonals within the band of A. KL >= 0.
  70. *> \endverbatim
  71. *>
  72. *> \param[in] KU
  73. *> \verbatim
  74. *> KU is INTEGER
  75. *> The number of superdiagonals within the band of A. KU >= 0.
  76. *> \endverbatim
  77. *>
  78. *> \param[in] AB
  79. *> \verbatim
  80. *> AB is COMPLEX*16 array, dimension (LDAB,N)
  81. *> On entry, the matrix A in band storage, in rows 1 to KL+KU+1.
  82. *> The j-th column of A is stored in the j-th column of the
  83. *> array AB as follows:
  84. *> AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl)
  85. *> \endverbatim
  86. *>
  87. *> \param[in] LDAB
  88. *> \verbatim
  89. *> LDAB is INTEGER
  90. *> The leading dimension of the array AB. LDAB >= KL+KU+1.
  91. *> \endverbatim
  92. *>
  93. *> \param[in] AFB
  94. *> \verbatim
  95. *> AFB is COMPLEX*16 array, dimension (LDAFB,N)
  96. *> Details of the LU factorization of the band matrix A, as
  97. *> computed by ZGBTRF. U is stored as an upper triangular
  98. *> band matrix with KL+KU superdiagonals in rows 1 to KL+KU+1,
  99. *> and the multipliers used during the factorization are stored
  100. *> in rows KL+KU+2 to 2*KL+KU+1.
  101. *> \endverbatim
  102. *>
  103. *> \param[in] LDAFB
  104. *> \verbatim
  105. *> LDAFB is INTEGER
  106. *> The leading dimension of the array AFB. LDAFB >= 2*KL+KU+1.
  107. *> \endverbatim
  108. *>
  109. *> \param[in] IPIV
  110. *> \verbatim
  111. *> IPIV is INTEGER array, dimension (N)
  112. *> The pivot indices from the factorization A = P*L*U
  113. *> as computed by ZGBTRF; row i of the matrix was interchanged
  114. *> with row IPIV(i).
  115. *> \endverbatim
  116. *>
  117. *> \param[in] C
  118. *> \verbatim
  119. *> C is DOUBLE PRECISION array, dimension (N)
  120. *> The vector C in the formula op(A) * inv(diag(C)).
  121. *> \endverbatim
  122. *>
  123. *> \param[in] CAPPLY
  124. *> \verbatim
  125. *> CAPPLY is LOGICAL
  126. *> If .TRUE. then access the vector C in the formula above.
  127. *> \endverbatim
  128. *>
  129. *> \param[out] INFO
  130. *> \verbatim
  131. *> INFO is INTEGER
  132. *> = 0: Successful exit.
  133. *> i > 0: The ith argument is invalid.
  134. *> \endverbatim
  135. *>
  136. *> \param[out] WORK
  137. *> \verbatim
  138. *> WORK is COMPLEX*16 array, dimension (2*N).
  139. *> Workspace.
  140. *> \endverbatim
  141. *>
  142. *> \param[out] RWORK
  143. *> \verbatim
  144. *> RWORK is DOUBLE PRECISION array, dimension (N).
  145. *> Workspace.
  146. *> \endverbatim
  147. *
  148. * Authors:
  149. * ========
  150. *
  151. *> \author Univ. of Tennessee
  152. *> \author Univ. of California Berkeley
  153. *> \author Univ. of Colorado Denver
  154. *> \author NAG Ltd.
  155. *
  156. *> \ingroup complex16GBcomputational
  157. *
  158. * =====================================================================
  159. DOUBLE PRECISION FUNCTION ZLA_GBRCOND_C( TRANS, N, KL, KU, AB,
  160. $ LDAB, AFB, LDAFB, IPIV,
  161. $ C, CAPPLY, INFO, WORK,
  162. $ RWORK )
  163. *
  164. * -- LAPACK computational routine --
  165. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  166. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  167. *
  168. * .. Scalar Arguments ..
  169. CHARACTER TRANS
  170. LOGICAL CAPPLY
  171. INTEGER N, KL, KU, KD, KE, LDAB, LDAFB, INFO
  172. * ..
  173. * .. Array Arguments ..
  174. INTEGER IPIV( * )
  175. COMPLEX*16 AB( LDAB, * ), AFB( LDAFB, * ), WORK( * )
  176. DOUBLE PRECISION C( * ), RWORK( * )
  177. *
  178. *
  179. * =====================================================================
  180. *
  181. * .. Local Scalars ..
  182. LOGICAL NOTRANS
  183. INTEGER KASE, I, J
  184. DOUBLE PRECISION AINVNM, ANORM, TMP
  185. COMPLEX*16 ZDUM
  186. * ..
  187. * .. Local Arrays ..
  188. INTEGER ISAVE( 3 )
  189. * ..
  190. * .. External Functions ..
  191. LOGICAL LSAME
  192. EXTERNAL LSAME
  193. * ..
  194. * .. External Subroutines ..
  195. EXTERNAL ZLACN2, ZGBTRS, XERBLA
  196. * ..
  197. * .. Intrinsic Functions ..
  198. INTRINSIC ABS, MAX
  199. * ..
  200. * .. Statement Functions ..
  201. DOUBLE PRECISION CABS1
  202. * ..
  203. * .. Statement Function Definitions ..
  204. CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
  205. * ..
  206. * .. Executable Statements ..
  207. ZLA_GBRCOND_C = 0.0D+0
  208. *
  209. INFO = 0
  210. NOTRANS = LSAME( TRANS, 'N' )
  211. IF ( .NOT. NOTRANS .AND. .NOT. LSAME( TRANS, 'T' ) .AND. .NOT.
  212. $ LSAME( TRANS, 'C' ) ) THEN
  213. INFO = -1
  214. ELSE IF( N.LT.0 ) THEN
  215. INFO = -2
  216. ELSE IF( KL.LT.0 .OR. KL.GT.N-1 ) THEN
  217. INFO = -3
  218. ELSE IF( KU.LT.0 .OR. KU.GT.N-1 ) THEN
  219. INFO = -4
  220. ELSE IF( LDAB.LT.KL+KU+1 ) THEN
  221. INFO = -6
  222. ELSE IF( LDAFB.LT.2*KL+KU+1 ) THEN
  223. INFO = -8
  224. END IF
  225. IF( INFO.NE.0 ) THEN
  226. CALL XERBLA( 'ZLA_GBRCOND_C', -INFO )
  227. RETURN
  228. END IF
  229. *
  230. * Compute norm of op(A)*op2(C).
  231. *
  232. ANORM = 0.0D+0
  233. KD = KU + 1
  234. KE = KL + 1
  235. IF ( NOTRANS ) THEN
  236. DO I = 1, N
  237. TMP = 0.0D+0
  238. IF ( CAPPLY ) THEN
  239. DO J = MAX( I-KL, 1 ), MIN( I+KU, N )
  240. TMP = TMP + CABS1( AB( KD+I-J, J ) ) / C( J )
  241. END DO
  242. ELSE
  243. DO J = MAX( I-KL, 1 ), MIN( I+KU, N )
  244. TMP = TMP + CABS1( AB( KD+I-J, J ) )
  245. END DO
  246. END IF
  247. RWORK( I ) = TMP
  248. ANORM = MAX( ANORM, TMP )
  249. END DO
  250. ELSE
  251. DO I = 1, N
  252. TMP = 0.0D+0
  253. IF ( CAPPLY ) THEN
  254. DO J = MAX( I-KL, 1 ), MIN( I+KU, N )
  255. TMP = TMP + CABS1( AB( KE-I+J, I ) ) / C( J )
  256. END DO
  257. ELSE
  258. DO J = MAX( I-KL, 1 ), MIN( I+KU, N )
  259. TMP = TMP + CABS1( AB( KE-I+J, I ) )
  260. END DO
  261. END IF
  262. RWORK( I ) = TMP
  263. ANORM = MAX( ANORM, TMP )
  264. END DO
  265. END IF
  266. *
  267. * Quick return if possible.
  268. *
  269. IF( N.EQ.0 ) THEN
  270. ZLA_GBRCOND_C = 1.0D+0
  271. RETURN
  272. ELSE IF( ANORM .EQ. 0.0D+0 ) THEN
  273. RETURN
  274. END IF
  275. *
  276. * Estimate the norm of inv(op(A)).
  277. *
  278. AINVNM = 0.0D+0
  279. *
  280. KASE = 0
  281. 10 CONTINUE
  282. CALL ZLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
  283. IF( KASE.NE.0 ) THEN
  284. IF( KASE.EQ.2 ) THEN
  285. *
  286. * Multiply by R.
  287. *
  288. DO I = 1, N
  289. WORK( I ) = WORK( I ) * RWORK( I )
  290. END DO
  291. *
  292. IF ( NOTRANS ) THEN
  293. CALL ZGBTRS( 'No transpose', N, KL, KU, 1, AFB, LDAFB,
  294. $ IPIV, WORK, N, INFO )
  295. ELSE
  296. CALL ZGBTRS( 'Conjugate transpose', N, KL, KU, 1, AFB,
  297. $ LDAFB, IPIV, WORK, N, INFO )
  298. ENDIF
  299. *
  300. * Multiply by inv(C).
  301. *
  302. IF ( CAPPLY ) THEN
  303. DO I = 1, N
  304. WORK( I ) = WORK( I ) * C( I )
  305. END DO
  306. END IF
  307. ELSE
  308. *
  309. * Multiply by inv(C**H).
  310. *
  311. IF ( CAPPLY ) THEN
  312. DO I = 1, N
  313. WORK( I ) = WORK( I ) * C( I )
  314. END DO
  315. END IF
  316. *
  317. IF ( NOTRANS ) THEN
  318. CALL ZGBTRS( 'Conjugate transpose', N, KL, KU, 1, AFB,
  319. $ LDAFB, IPIV, WORK, N, INFO )
  320. ELSE
  321. CALL ZGBTRS( 'No transpose', N, KL, KU, 1, AFB, LDAFB,
  322. $ IPIV, WORK, N, INFO )
  323. END IF
  324. *
  325. * Multiply by R.
  326. *
  327. DO I = 1, N
  328. WORK( I ) = WORK( I ) * RWORK( I )
  329. END DO
  330. END IF
  331. GO TO 10
  332. END IF
  333. *
  334. * Compute the estimate of the reciprocal condition number.
  335. *
  336. IF( AINVNM .NE. 0.0D+0 )
  337. $ ZLA_GBRCOND_C = 1.0D+0 / AINVNM
  338. *
  339. RETURN
  340. *
  341. * End of ZLA_GBRCOND_C
  342. *
  343. END