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zla_hercond_x.f 7.9 kB

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  1. *> \brief \b ZLA_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 ZLA_HERCOND_X + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zla_hercond_x.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zla_hercond_x.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zla_hercond_x.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * DOUBLE PRECISION FUNCTION ZLA_HERCOND_X( UPLO, N, A, LDA, AF,
  22. * LDAF, IPIV, X, INFO,
  23. * WORK, RWORK )
  24. *
  25. * .. Scalar Arguments ..
  26. * CHARACTER UPLO
  27. * INTEGER N, LDA, LDAF, INFO
  28. * ..
  29. * .. Array Arguments ..
  30. * INTEGER IPIV( * )
  31. * COMPLEX*16 A( LDA, * ), AF( LDAF, * ), WORK( * ), X( * )
  32. * DOUBLE PRECISION RWORK( * )
  33. * ..
  34. *
  35. *
  36. *> \par Purpose:
  37. * =============
  38. *>
  39. *> \verbatim
  40. *>
  41. *> ZLA_HERCOND_X computes the infinity norm condition number of
  42. *> op(A) * diag(X) where X is a COMPLEX*16 vector.
  43. *> \endverbatim
  44. *
  45. * Arguments:
  46. * ==========
  47. *
  48. *> \param[in] UPLO
  49. *> \verbatim
  50. *> UPLO is CHARACTER*1
  51. *> = 'U': Upper triangle of A is stored;
  52. *> = 'L': Lower triangle of A is stored.
  53. *> \endverbatim
  54. *>
  55. *> \param[in] N
  56. *> \verbatim
  57. *> N is INTEGER
  58. *> The number of linear equations, i.e., the order of the
  59. *> matrix A. N >= 0.
  60. *> \endverbatim
  61. *>
  62. *> \param[in] A
  63. *> \verbatim
  64. *> A is COMPLEX*16 array, dimension (LDA,N)
  65. *> On entry, the N-by-N matrix A.
  66. *> \endverbatim
  67. *>
  68. *> \param[in] LDA
  69. *> \verbatim
  70. *> LDA is INTEGER
  71. *> The leading dimension of the array A. LDA >= max(1,N).
  72. *> \endverbatim
  73. *>
  74. *> \param[in] AF
  75. *> \verbatim
  76. *> AF is COMPLEX*16 array, dimension (LDAF,N)
  77. *> The block diagonal matrix D and the multipliers used to
  78. *> obtain the factor U or L as computed by ZHETRF.
  79. *> \endverbatim
  80. *>
  81. *> \param[in] LDAF
  82. *> \verbatim
  83. *> LDAF is INTEGER
  84. *> The leading dimension of the array AF. LDAF >= max(1,N).
  85. *> \endverbatim
  86. *>
  87. *> \param[in] IPIV
  88. *> \verbatim
  89. *> IPIV is INTEGER array, dimension (N)
  90. *> Details of the interchanges and the block structure of D
  91. *> as determined by CHETRF.
  92. *> \endverbatim
  93. *>
  94. *> \param[in] X
  95. *> \verbatim
  96. *> X is COMPLEX*16 array, dimension (N)
  97. *> The vector X in the formula op(A) * diag(X).
  98. *> \endverbatim
  99. *>
  100. *> \param[out] INFO
  101. *> \verbatim
  102. *> INFO is INTEGER
  103. *> = 0: Successful exit.
  104. *> i > 0: The ith argument is invalid.
  105. *> \endverbatim
  106. *>
  107. *> \param[out] WORK
  108. *> \verbatim
  109. *> WORK is COMPLEX*16 array, dimension (2*N).
  110. *> Workspace.
  111. *> \endverbatim
  112. *>
  113. *> \param[out] RWORK
  114. *> \verbatim
  115. *> RWORK is DOUBLE PRECISION array, dimension (N).
  116. *> Workspace.
  117. *> \endverbatim
  118. *
  119. * Authors:
  120. * ========
  121. *
  122. *> \author Univ. of Tennessee
  123. *> \author Univ. of California Berkeley
  124. *> \author Univ. of Colorado Denver
  125. *> \author NAG Ltd.
  126. *
  127. *> \date December 2016
  128. *
  129. *> \ingroup complex16HEcomputational
  130. *
  131. * =====================================================================
  132. DOUBLE PRECISION FUNCTION ZLA_HERCOND_X( UPLO, N, A, LDA, AF,
  133. $ LDAF, IPIV, X, INFO,
  134. $ WORK, RWORK )
  135. *
  136. * -- LAPACK computational routine (version 3.7.0) --
  137. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  138. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  139. * December 2016
  140. *
  141. * .. Scalar Arguments ..
  142. CHARACTER UPLO
  143. INTEGER N, LDA, LDAF, INFO
  144. * ..
  145. * .. Array Arguments ..
  146. INTEGER IPIV( * )
  147. COMPLEX*16 A( LDA, * ), AF( LDAF, * ), WORK( * ), X( * )
  148. DOUBLE PRECISION RWORK( * )
  149. * ..
  150. *
  151. * =====================================================================
  152. *
  153. * .. Local Scalars ..
  154. INTEGER KASE, I, J
  155. DOUBLE PRECISION AINVNM, ANORM, TMP
  156. LOGICAL UP, UPPER
  157. COMPLEX*16 ZDUM
  158. * ..
  159. * .. Local Arrays ..
  160. INTEGER ISAVE( 3 )
  161. * ..
  162. * .. External Functions ..
  163. LOGICAL LSAME
  164. EXTERNAL LSAME
  165. * ..
  166. * .. External Subroutines ..
  167. EXTERNAL ZLACN2, ZHETRS, XERBLA
  168. * ..
  169. * .. Intrinsic Functions ..
  170. INTRINSIC ABS, MAX
  171. * ..
  172. * .. Statement Functions ..
  173. DOUBLE PRECISION CABS1
  174. * ..
  175. * .. Statement Function Definitions ..
  176. CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
  177. * ..
  178. * .. Executable Statements ..
  179. *
  180. ZLA_HERCOND_X = 0.0D+0
  181. *
  182. INFO = 0
  183. UPPER = LSAME( UPLO, 'U' )
  184. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  185. INFO = -1
  186. ELSE IF ( N.LT.0 ) THEN
  187. INFO = -2
  188. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  189. INFO = -4
  190. ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
  191. INFO = -6
  192. END IF
  193. IF( INFO.NE.0 ) THEN
  194. CALL XERBLA( 'ZLA_HERCOND_X', -INFO )
  195. RETURN
  196. END IF
  197. UP = .FALSE.
  198. IF ( LSAME( UPLO, 'U' ) ) UP = .TRUE.
  199. *
  200. * Compute norm of op(A)*op2(C).
  201. *
  202. ANORM = 0.0D+0
  203. IF ( UP ) THEN
  204. DO I = 1, N
  205. TMP = 0.0D+0
  206. DO J = 1, I
  207. TMP = TMP + CABS1( A( J, I ) * X( J ) )
  208. END DO
  209. DO J = I+1, N
  210. TMP = TMP + CABS1( A( I, J ) * X( J ) )
  211. END DO
  212. RWORK( I ) = TMP
  213. ANORM = MAX( ANORM, TMP )
  214. END DO
  215. ELSE
  216. DO I = 1, N
  217. TMP = 0.0D+0
  218. DO J = 1, I
  219. TMP = TMP + CABS1( A( I, J ) * X( J ) )
  220. END DO
  221. DO J = I+1, N
  222. TMP = TMP + CABS1( A( J, I ) * X( J ) )
  223. END DO
  224. RWORK( I ) = TMP
  225. ANORM = MAX( ANORM, TMP )
  226. END DO
  227. END IF
  228. *
  229. * Quick return if possible.
  230. *
  231. IF( N.EQ.0 ) THEN
  232. ZLA_HERCOND_X = 1.0D+0
  233. RETURN
  234. ELSE IF( ANORM .EQ. 0.0D+0 ) THEN
  235. RETURN
  236. END IF
  237. *
  238. * Estimate the norm of inv(op(A)).
  239. *
  240. AINVNM = 0.0D+0
  241. *
  242. KASE = 0
  243. 10 CONTINUE
  244. CALL ZLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
  245. IF( KASE.NE.0 ) THEN
  246. IF( KASE.EQ.2 ) THEN
  247. *
  248. * Multiply by R.
  249. *
  250. DO I = 1, N
  251. WORK( I ) = WORK( I ) * RWORK( I )
  252. END DO
  253. *
  254. IF ( UP ) THEN
  255. CALL ZHETRS( 'U', N, 1, AF, LDAF, IPIV,
  256. $ WORK, N, INFO )
  257. ELSE
  258. CALL ZHETRS( 'L', N, 1, AF, LDAF, IPIV,
  259. $ WORK, N, INFO )
  260. ENDIF
  261. *
  262. * Multiply by inv(X).
  263. *
  264. DO I = 1, N
  265. WORK( I ) = WORK( I ) / X( I )
  266. END DO
  267. ELSE
  268. *
  269. * Multiply by inv(X**H).
  270. *
  271. DO I = 1, N
  272. WORK( I ) = WORK( I ) / X( I )
  273. END DO
  274. *
  275. IF ( UP ) THEN
  276. CALL ZHETRS( 'U', N, 1, AF, LDAF, IPIV,
  277. $ WORK, N, INFO )
  278. ELSE
  279. CALL ZHETRS( 'L', N, 1, AF, LDAF, IPIV,
  280. $ WORK, N, INFO )
  281. END IF
  282. *
  283. * Multiply by R.
  284. *
  285. DO I = 1, N
  286. WORK( I ) = WORK( I ) * RWORK( I )
  287. END DO
  288. END IF
  289. GO TO 10
  290. END IF
  291. *
  292. * Compute the estimate of the reciprocal condition number.
  293. *
  294. IF( AINVNM .NE. 0.0D+0 )
  295. $ ZLA_HERCOND_X = 1.0D+0 / AINVNM
  296. *
  297. RETURN
  298. *
  299. END