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zla_porcond_c.f 8.6 kB

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  1. *> \brief \b ZLA_PORCOND_C computes the infinity norm condition number of op(A)*inv(diag(c)) for Hermitian positive-definite 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_PORCOND_C + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zla_porcond_c.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zla_porcond_c.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zla_porcond_c.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * DOUBLE PRECISION FUNCTION ZLA_PORCOND_C( UPLO, N, A, LDA, AF,
  22. * LDAF, C, CAPPLY, INFO,
  23. * WORK, RWORK )
  24. *
  25. * .. Scalar Arguments ..
  26. * CHARACTER UPLO
  27. * LOGICAL CAPPLY
  28. * INTEGER N, LDA, LDAF, INFO
  29. * ..
  30. * .. Array Arguments ..
  31. * COMPLEX*16 A( LDA, * ), AF( LDAF, * ), WORK( * )
  32. * DOUBLE PRECISION C( * ), RWORK( * )
  33. * ..
  34. *
  35. *
  36. *> \par Purpose:
  37. * =============
  38. *>
  39. *> \verbatim
  40. *>
  41. *> ZLA_PORCOND_C Computes the infinity norm condition number of
  42. *> op(A) * inv(diag(C)) where C is a DOUBLE PRECISION 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 triangular factor U or L from the Cholesky factorization
  78. *> A = U**H*U or A = L*L**H, as computed by ZPOTRF.
  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] C
  88. *> \verbatim
  89. *> C is DOUBLE PRECISION array, dimension (N)
  90. *> The vector C in the formula op(A) * inv(diag(C)).
  91. *> \endverbatim
  92. *>
  93. *> \param[in] CAPPLY
  94. *> \verbatim
  95. *> CAPPLY is LOGICAL
  96. *> If .TRUE. then access the vector C in the formula above.
  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[out] WORK
  107. *> \verbatim
  108. *> WORK is COMPLEX*16 array, dimension (2*N).
  109. *> Workspace.
  110. *> \endverbatim
  111. *>
  112. *> \param[out] RWORK
  113. *> \verbatim
  114. *> RWORK is DOUBLE PRECISION 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. *> \ingroup complex16POcomputational
  127. *
  128. * =====================================================================
  129. DOUBLE PRECISION FUNCTION ZLA_PORCOND_C( UPLO, N, A, LDA, AF,
  130. $ LDAF, C, CAPPLY, INFO,
  131. $ WORK, RWORK )
  132. *
  133. * -- LAPACK computational routine --
  134. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  135. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  136. *
  137. * .. Scalar Arguments ..
  138. CHARACTER UPLO
  139. LOGICAL CAPPLY
  140. INTEGER N, LDA, LDAF, INFO
  141. * ..
  142. * .. Array Arguments ..
  143. COMPLEX*16 A( LDA, * ), AF( LDAF, * ), WORK( * )
  144. DOUBLE PRECISION C( * ), RWORK( * )
  145. * ..
  146. *
  147. * =====================================================================
  148. *
  149. * .. Local Scalars ..
  150. INTEGER KASE
  151. DOUBLE PRECISION AINVNM, ANORM, TMP
  152. INTEGER I, J
  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, ZPOTRS, XERBLA
  165. * ..
  166. * .. Intrinsic Functions ..
  167. INTRINSIC ABS, MAX, REAL, DIMAG
  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_PORCOND_C = 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_PORCOND_C', -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. IF ( CAPPLY ) THEN
  204. DO J = 1, I
  205. TMP = TMP + CABS1( A( J, I ) ) / C( J )
  206. END DO
  207. DO J = I+1, N
  208. TMP = TMP + CABS1( A( I, J ) ) / C( J )
  209. END DO
  210. ELSE
  211. DO J = 1, I
  212. TMP = TMP + CABS1( A( J, I ) )
  213. END DO
  214. DO J = I+1, N
  215. TMP = TMP + CABS1( A( I, J ) )
  216. END DO
  217. END IF
  218. RWORK( I ) = TMP
  219. ANORM = MAX( ANORM, TMP )
  220. END DO
  221. ELSE
  222. DO I = 1, N
  223. TMP = 0.0D+0
  224. IF ( CAPPLY ) THEN
  225. DO J = 1, I
  226. TMP = TMP + CABS1( A( I, J ) ) / C( J )
  227. END DO
  228. DO J = I+1, N
  229. TMP = TMP + CABS1( A( J, I ) ) / C( J )
  230. END DO
  231. ELSE
  232. DO J = 1, I
  233. TMP = TMP + CABS1( A( I, J ) )
  234. END DO
  235. DO J = I+1, N
  236. TMP = TMP + CABS1( A( J, I ) )
  237. END DO
  238. END IF
  239. RWORK( I ) = TMP
  240. ANORM = MAX( ANORM, TMP )
  241. END DO
  242. END IF
  243. *
  244. * Quick return if possible.
  245. *
  246. IF( N.EQ.0 ) THEN
  247. ZLA_PORCOND_C = 1.0D+0
  248. RETURN
  249. ELSE IF( ANORM .EQ. 0.0D+0 ) THEN
  250. RETURN
  251. END IF
  252. *
  253. * Estimate the norm of inv(op(A)).
  254. *
  255. AINVNM = 0.0D+0
  256. *
  257. KASE = 0
  258. 10 CONTINUE
  259. CALL ZLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
  260. IF( KASE.NE.0 ) THEN
  261. IF( KASE.EQ.2 ) THEN
  262. *
  263. * Multiply by R.
  264. *
  265. DO I = 1, N
  266. WORK( I ) = WORK( I ) * RWORK( I )
  267. END DO
  268. *
  269. IF ( UP ) THEN
  270. CALL ZPOTRS( 'U', N, 1, AF, LDAF,
  271. $ WORK, N, INFO )
  272. ELSE
  273. CALL ZPOTRS( 'L', N, 1, AF, LDAF,
  274. $ WORK, N, INFO )
  275. ENDIF
  276. *
  277. * Multiply by inv(C).
  278. *
  279. IF ( CAPPLY ) THEN
  280. DO I = 1, N
  281. WORK( I ) = WORK( I ) * C( I )
  282. END DO
  283. END IF
  284. ELSE
  285. *
  286. * Multiply by inv(C**H).
  287. *
  288. IF ( CAPPLY ) THEN
  289. DO I = 1, N
  290. WORK( I ) = WORK( I ) * C( I )
  291. END DO
  292. END IF
  293. *
  294. IF ( UP ) THEN
  295. CALL ZPOTRS( 'U', N, 1, AF, LDAF,
  296. $ WORK, N, INFO )
  297. ELSE
  298. CALL ZPOTRS( 'L', N, 1, AF, LDAF,
  299. $ WORK, N, INFO )
  300. END IF
  301. *
  302. * Multiply by R.
  303. *
  304. DO I = 1, N
  305. WORK( I ) = WORK( I ) * RWORK( I )
  306. END DO
  307. END IF
  308. GO TO 10
  309. END IF
  310. *
  311. * Compute the estimate of the reciprocal condition number.
  312. *
  313. IF( AINVNM .NE. 0.0D+0 )
  314. $ ZLA_PORCOND_C = 1.0D+0 / AINVNM
  315. *
  316. RETURN
  317. *
  318. * End of ZLA_PORCOND_C
  319. *
  320. END