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sla_syrcond.f 9.3 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[out] WORK
  122. *> \verbatim
  123. *> WORK is REAL array, dimension (3*N).
  124. *> Workspace.
  125. *> \endverbatim
  126. *>
  127. *> \param[out] 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. *> \ingroup realSYcomputational
  142. *
  143. * =====================================================================
  144. REAL FUNCTION SLA_SYRCOND( UPLO, N, A, LDA, AF, LDAF, IPIV, CMODE,
  145. $ C, INFO, WORK, IWORK )
  146. *
  147. * -- LAPACK computational routine --
  148. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  149. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  150. *
  151. * .. Scalar Arguments ..
  152. CHARACTER UPLO
  153. INTEGER N, LDA, LDAF, INFO, CMODE
  154. * ..
  155. * .. Array Arguments
  156. INTEGER IWORK( * ), IPIV( * )
  157. REAL A( LDA, * ), AF( LDAF, * ), WORK( * ), C( * )
  158. * ..
  159. *
  160. * =====================================================================
  161. *
  162. * .. Local Scalars ..
  163. CHARACTER NORMIN
  164. INTEGER KASE, I, J
  165. REAL AINVNM, SMLNUM, TMP
  166. LOGICAL UP
  167. * ..
  168. * .. Local Arrays ..
  169. INTEGER ISAVE( 3 )
  170. * ..
  171. * .. External Functions ..
  172. LOGICAL LSAME
  173. REAL SLAMCH
  174. EXTERNAL LSAME, SLAMCH
  175. * ..
  176. * .. External Subroutines ..
  177. EXTERNAL SLACN2, XERBLA, SSYTRS
  178. * ..
  179. * .. Intrinsic Functions ..
  180. INTRINSIC ABS, MAX
  181. * ..
  182. * .. Executable Statements ..
  183. *
  184. SLA_SYRCOND = 0.0
  185. *
  186. INFO = 0
  187. IF( N.LT.0 ) THEN
  188. INFO = -2
  189. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  190. INFO = -4
  191. ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
  192. INFO = -6
  193. END IF
  194. IF( INFO.NE.0 ) THEN
  195. CALL XERBLA( 'SLA_SYRCOND', -INFO )
  196. RETURN
  197. END IF
  198. IF( N.EQ.0 ) THEN
  199. SLA_SYRCOND = 1.0
  200. RETURN
  201. END IF
  202. UP = .FALSE.
  203. IF ( LSAME( UPLO, 'U' ) ) UP = .TRUE.
  204. *
  205. * Compute the equilibration matrix R such that
  206. * inv(R)*A*C has unit 1-norm.
  207. *
  208. IF ( UP ) THEN
  209. DO I = 1, N
  210. TMP = 0.0
  211. IF ( CMODE .EQ. 1 ) THEN
  212. DO J = 1, I
  213. TMP = TMP + ABS( A( J, I ) * C( J ) )
  214. END DO
  215. DO J = I+1, N
  216. TMP = TMP + ABS( A( I, J ) * C( J ) )
  217. END DO
  218. ELSE IF ( CMODE .EQ. 0 ) THEN
  219. DO J = 1, I
  220. TMP = TMP + ABS( A( J, I ) )
  221. END DO
  222. DO J = I+1, N
  223. TMP = TMP + ABS( A( I, J ) )
  224. END DO
  225. ELSE
  226. DO J = 1, I
  227. TMP = TMP + ABS( A( J, I ) / C( J ) )
  228. END DO
  229. DO J = I+1, N
  230. TMP = TMP + ABS( A( I, J ) / C( J ) )
  231. END DO
  232. END IF
  233. WORK( 2*N+I ) = TMP
  234. END DO
  235. ELSE
  236. DO I = 1, N
  237. TMP = 0.0
  238. IF ( CMODE .EQ. 1 ) THEN
  239. DO J = 1, I
  240. TMP = TMP + ABS( A( I, J ) * C( J ) )
  241. END DO
  242. DO J = I+1, N
  243. TMP = TMP + ABS( A( J, I ) * C( J ) )
  244. END DO
  245. ELSE IF ( CMODE .EQ. 0 ) THEN
  246. DO J = 1, I
  247. TMP = TMP + ABS( A( I, J ) )
  248. END DO
  249. DO J = I+1, N
  250. TMP = TMP + ABS( A( J, I ) )
  251. END DO
  252. ELSE
  253. DO J = 1, I
  254. TMP = TMP + ABS( A( I, J) / C( J ) )
  255. END DO
  256. DO J = I+1, N
  257. TMP = TMP + ABS( A( J, I) / C( J ) )
  258. END DO
  259. END IF
  260. WORK( 2*N+I ) = TMP
  261. END DO
  262. ENDIF
  263. *
  264. * Estimate the norm of inv(op(A)).
  265. *
  266. SMLNUM = SLAMCH( 'Safe minimum' )
  267. AINVNM = 0.0
  268. NORMIN = 'N'
  269. KASE = 0
  270. 10 CONTINUE
  271. CALL SLACN2( N, WORK( N+1 ), WORK, IWORK, AINVNM, KASE, ISAVE )
  272. IF( KASE.NE.0 ) THEN
  273. IF( KASE.EQ.2 ) THEN
  274. *
  275. * Multiply by R.
  276. *
  277. DO I = 1, N
  278. WORK( I ) = WORK( I ) * WORK( 2*N+I )
  279. END DO
  280. IF ( UP ) THEN
  281. CALL SSYTRS( 'U', N, 1, AF, LDAF, IPIV, WORK, N, INFO )
  282. ELSE
  283. CALL SSYTRS( 'L', N, 1, AF, LDAF, IPIV, WORK, N, INFO )
  284. ENDIF
  285. *
  286. * Multiply by inv(C).
  287. *
  288. IF ( CMODE .EQ. 1 ) THEN
  289. DO I = 1, N
  290. WORK( I ) = WORK( I ) / C( I )
  291. END DO
  292. ELSE IF ( CMODE .EQ. -1 ) THEN
  293. DO I = 1, N
  294. WORK( I ) = WORK( I ) * C( I )
  295. END DO
  296. END IF
  297. ELSE
  298. *
  299. * Multiply by inv(C**T).
  300. *
  301. IF ( CMODE .EQ. 1 ) THEN
  302. DO I = 1, N
  303. WORK( I ) = WORK( I ) / C( I )
  304. END DO
  305. ELSE IF ( CMODE .EQ. -1 ) THEN
  306. DO I = 1, N
  307. WORK( I ) = WORK( I ) * C( I )
  308. END DO
  309. END IF
  310. IF ( UP ) THEN
  311. CALL SSYTRS( 'U', N, 1, AF, LDAF, IPIV, WORK, N, INFO )
  312. ELSE
  313. CALL SSYTRS( 'L', N, 1, AF, LDAF, IPIV, WORK, N, INFO )
  314. ENDIF
  315. *
  316. * Multiply by R.
  317. *
  318. DO I = 1, N
  319. WORK( I ) = WORK( I ) * WORK( 2*N+I )
  320. END DO
  321. END IF
  322. *
  323. GO TO 10
  324. END IF
  325. *
  326. * Compute the estimate of the reciprocal condition number.
  327. *
  328. IF( AINVNM .NE. 0.0 )
  329. $ SLA_SYRCOND = ( 1.0 / AINVNM )
  330. *
  331. RETURN
  332. *
  333. * End of SLA_SYRCOND
  334. *
  335. END