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cla_hercond_x.f 7.8 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[in] WORK
  107. *> \verbatim
  108. *> WORK is COMPLEX array, dimension (2*N).
  109. *> Workspace.
  110. *> \endverbatim
  111. *>
  112. *> \param[in] 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. *> \date December 2016
  127. *
  128. *> \ingroup complexHEcomputational
  129. *
  130. * =====================================================================
  131. REAL FUNCTION CLA_HERCOND_X( UPLO, N, A, LDA, AF, LDAF, IPIV, X,
  132. $ INFO, WORK, RWORK )
  133. *
  134. * -- LAPACK computational routine (version 3.7.0) --
  135. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  136. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  137. * December 2016
  138. *
  139. * .. Scalar Arguments ..
  140. CHARACTER UPLO
  141. INTEGER N, LDA, LDAF, INFO
  142. * ..
  143. * .. Array Arguments ..
  144. INTEGER IPIV( * )
  145. COMPLEX A( LDA, * ), AF( LDAF, * ), WORK( * ), X( * )
  146. REAL RWORK( * )
  147. * ..
  148. *
  149. * =====================================================================
  150. *
  151. * .. Local Scalars ..
  152. INTEGER KASE, I, J
  153. REAL AINVNM, ANORM, TMP
  154. LOGICAL UP, UPPER
  155. COMPLEX ZDUM
  156. * ..
  157. * .. Local Arrays ..
  158. INTEGER ISAVE( 3 )
  159. * ..
  160. * .. External Functions ..
  161. LOGICAL LSAME
  162. EXTERNAL LSAME
  163. * ..
  164. * .. External Subroutines ..
  165. EXTERNAL CLACN2, CHETRS, XERBLA
  166. * ..
  167. * .. Intrinsic Functions ..
  168. INTRINSIC ABS, MAX
  169. * ..
  170. * .. Statement Functions ..
  171. REAL CABS1
  172. * ..
  173. * .. Statement Function Definitions ..
  174. CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) )
  175. * ..
  176. * .. Executable Statements ..
  177. *
  178. CLA_HERCOND_X = 0.0E+0
  179. *
  180. INFO = 0
  181. UPPER = LSAME( UPLO, 'U' )
  182. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  183. INFO = -1
  184. ELSE IF ( N.LT.0 ) THEN
  185. INFO = -2
  186. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  187. INFO = -4
  188. ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
  189. INFO = -6
  190. END IF
  191. IF( INFO.NE.0 ) THEN
  192. CALL XERBLA( 'CLA_HERCOND_X', -INFO )
  193. RETURN
  194. END IF
  195. UP = .FALSE.
  196. IF ( LSAME( UPLO, 'U' ) ) UP = .TRUE.
  197. *
  198. * Compute norm of op(A)*op2(C).
  199. *
  200. ANORM = 0.0
  201. IF ( UP ) THEN
  202. DO I = 1, N
  203. TMP = 0.0E+0
  204. DO J = 1, I
  205. TMP = TMP + CABS1( A( J, I ) * X( J ) )
  206. END DO
  207. DO J = I+1, N
  208. TMP = TMP + CABS1( A( I, J ) * X( J ) )
  209. END DO
  210. RWORK( I ) = TMP
  211. ANORM = MAX( ANORM, TMP )
  212. END DO
  213. ELSE
  214. DO I = 1, N
  215. TMP = 0.0E+0
  216. DO J = 1, I
  217. TMP = TMP + CABS1( A( I, J ) * X( J ) )
  218. END DO
  219. DO J = I+1, N
  220. TMP = TMP + CABS1( A( J, I ) * X( J ) )
  221. END DO
  222. RWORK( I ) = TMP
  223. ANORM = MAX( ANORM, TMP )
  224. END DO
  225. END IF
  226. *
  227. * Quick return if possible.
  228. *
  229. IF( N.EQ.0 ) THEN
  230. CLA_HERCOND_X = 1.0E+0
  231. RETURN
  232. ELSE IF( ANORM .EQ. 0.0E+0 ) THEN
  233. RETURN
  234. END IF
  235. *
  236. * Estimate the norm of inv(op(A)).
  237. *
  238. AINVNM = 0.0E+0
  239. *
  240. KASE = 0
  241. 10 CONTINUE
  242. CALL CLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
  243. IF( KASE.NE.0 ) THEN
  244. IF( KASE.EQ.2 ) THEN
  245. *
  246. * Multiply by R.
  247. *
  248. DO I = 1, N
  249. WORK( I ) = WORK( I ) * RWORK( I )
  250. END DO
  251. *
  252. IF ( UP ) THEN
  253. CALL CHETRS( 'U', N, 1, AF, LDAF, IPIV,
  254. $ WORK, N, INFO )
  255. ELSE
  256. CALL CHETRS( 'L', N, 1, AF, LDAF, IPIV,
  257. $ WORK, N, INFO )
  258. ENDIF
  259. *
  260. * Multiply by inv(X).
  261. *
  262. DO I = 1, N
  263. WORK( I ) = WORK( I ) / X( I )
  264. END DO
  265. ELSE
  266. *
  267. * Multiply by inv(X**H).
  268. *
  269. DO I = 1, N
  270. WORK( I ) = WORK( I ) / X( I )
  271. END DO
  272. *
  273. IF ( UP ) THEN
  274. CALL CHETRS( 'U', N, 1, AF, LDAF, IPIV,
  275. $ WORK, N, INFO )
  276. ELSE
  277. CALL CHETRS( 'L', N, 1, AF, LDAF, IPIV,
  278. $ WORK, N, INFO )
  279. END IF
  280. *
  281. * Multiply by R.
  282. *
  283. DO I = 1, N
  284. WORK( I ) = WORK( I ) * RWORK( I )
  285. END DO
  286. END IF
  287. GO TO 10
  288. END IF
  289. *
  290. * Compute the estimate of the reciprocal condition number.
  291. *
  292. IF( AINVNM .NE. 0.0E+0 )
  293. $ CLA_HERCOND_X = 1.0E+0 / AINVNM
  294. *
  295. RETURN
  296. *
  297. END