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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. *> \ingroup complex16HEcomputational
  128. *
  129. * =====================================================================
  130. DOUBLE PRECISION FUNCTION ZLA_HERCOND_X( UPLO, N, A, LDA, AF,
  131. $ LDAF, IPIV, X, INFO,
  132. $ WORK, RWORK )
  133. *
  134. * -- LAPACK computational routine --
  135. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  136. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  137. *
  138. * .. Scalar Arguments ..
  139. CHARACTER UPLO
  140. INTEGER N, LDA, LDAF, INFO
  141. * ..
  142. * .. Array Arguments ..
  143. INTEGER IPIV( * )
  144. COMPLEX*16 A( LDA, * ), AF( LDAF, * ), WORK( * ), X( * )
  145. DOUBLE PRECISION RWORK( * )
  146. * ..
  147. *
  148. * =====================================================================
  149. *
  150. * .. Local Scalars ..
  151. INTEGER KASE, I, J
  152. DOUBLE PRECISION AINVNM, ANORM, TMP
  153. LOGICAL UP, UPPER
  154. COMPLEX*16 ZDUM
  155. * ..
  156. * .. Local Arrays ..
  157. INTEGER ISAVE( 3 )
  158. * ..
  159. * .. External Functions ..
  160. LOGICAL LSAME
  161. EXTERNAL LSAME
  162. * ..
  163. * .. External Subroutines ..
  164. EXTERNAL ZLACN2, ZHETRS, XERBLA
  165. * ..
  166. * .. Intrinsic Functions ..
  167. INTRINSIC ABS, MAX
  168. * ..
  169. * .. Statement Functions ..
  170. DOUBLE PRECISION CABS1
  171. * ..
  172. * .. Statement Function Definitions ..
  173. CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
  174. * ..
  175. * .. Executable Statements ..
  176. *
  177. ZLA_HERCOND_X = 0.0D+0
  178. *
  179. INFO = 0
  180. UPPER = LSAME( UPLO, 'U' )
  181. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  182. INFO = -1
  183. ELSE IF ( N.LT.0 ) THEN
  184. INFO = -2
  185. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  186. INFO = -4
  187. ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
  188. INFO = -6
  189. END IF
  190. IF( INFO.NE.0 ) THEN
  191. CALL XERBLA( 'ZLA_HERCOND_X', -INFO )
  192. RETURN
  193. END IF
  194. UP = .FALSE.
  195. IF ( LSAME( UPLO, 'U' ) ) UP = .TRUE.
  196. *
  197. * Compute norm of op(A)*op2(C).
  198. *
  199. ANORM = 0.0D+0
  200. IF ( UP ) THEN
  201. DO I = 1, N
  202. TMP = 0.0D+0
  203. DO J = 1, I
  204. TMP = TMP + CABS1( A( J, I ) * X( J ) )
  205. END DO
  206. DO J = I+1, N
  207. TMP = TMP + CABS1( A( I, J ) * X( J ) )
  208. END DO
  209. RWORK( I ) = TMP
  210. ANORM = MAX( ANORM, TMP )
  211. END DO
  212. ELSE
  213. DO I = 1, N
  214. TMP = 0.0D+0
  215. DO J = 1, I
  216. TMP = TMP + CABS1( A( I, J ) * X( J ) )
  217. END DO
  218. DO J = I+1, N
  219. TMP = TMP + CABS1( A( J, I ) * X( J ) )
  220. END DO
  221. RWORK( I ) = TMP
  222. ANORM = MAX( ANORM, TMP )
  223. END DO
  224. END IF
  225. *
  226. * Quick return if possible.
  227. *
  228. IF( N.EQ.0 ) THEN
  229. ZLA_HERCOND_X = 1.0D+0
  230. RETURN
  231. ELSE IF( ANORM .EQ. 0.0D+0 ) THEN
  232. RETURN
  233. END IF
  234. *
  235. * Estimate the norm of inv(op(A)).
  236. *
  237. AINVNM = 0.0D+0
  238. *
  239. KASE = 0
  240. 10 CONTINUE
  241. CALL ZLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
  242. IF( KASE.NE.0 ) THEN
  243. IF( KASE.EQ.2 ) THEN
  244. *
  245. * Multiply by R.
  246. *
  247. DO I = 1, N
  248. WORK( I ) = WORK( I ) * RWORK( I )
  249. END DO
  250. *
  251. IF ( UP ) THEN
  252. CALL ZHETRS( 'U', N, 1, AF, LDAF, IPIV,
  253. $ WORK, N, INFO )
  254. ELSE
  255. CALL ZHETRS( 'L', N, 1, AF, LDAF, IPIV,
  256. $ WORK, N, INFO )
  257. ENDIF
  258. *
  259. * Multiply by inv(X).
  260. *
  261. DO I = 1, N
  262. WORK( I ) = WORK( I ) / X( I )
  263. END DO
  264. ELSE
  265. *
  266. * Multiply by inv(X**H).
  267. *
  268. DO I = 1, N
  269. WORK( I ) = WORK( I ) / X( I )
  270. END DO
  271. *
  272. IF ( UP ) THEN
  273. CALL ZHETRS( 'U', N, 1, AF, LDAF, IPIV,
  274. $ WORK, N, INFO )
  275. ELSE
  276. CALL ZHETRS( 'L', N, 1, AF, LDAF, IPIV,
  277. $ WORK, N, INFO )
  278. END IF
  279. *
  280. * Multiply by R.
  281. *
  282. DO I = 1, N
  283. WORK( I ) = WORK( I ) * RWORK( I )
  284. END DO
  285. END IF
  286. GO TO 10
  287. END IF
  288. *
  289. * Compute the estimate of the reciprocal condition number.
  290. *
  291. IF( AINVNM .NE. 0.0D+0 )
  292. $ ZLA_HERCOND_X = 1.0D+0 / AINVNM
  293. *
  294. RETURN
  295. *
  296. * End of ZLA_HERCOND_X
  297. *
  298. END