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zla_hercond_c.f 8.9 kB

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  1. *> \brief \b ZLA_HERCOND_C computes the infinity norm condition number of op(A)*inv(diag(c)) 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_C + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zla_hercond_c.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zla_hercond_c.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zla_hercond_c.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * DOUBLE PRECISION FUNCTION ZLA_HERCOND_C( UPLO, N, A, LDA, AF,
  22. * LDAF, IPIV, C, CAPPLY,
  23. * INFO, WORK, RWORK )
  24. *
  25. * .. Scalar Arguments ..
  26. * CHARACTER UPLO
  27. * LOGICAL CAPPLY
  28. * INTEGER N, LDA, LDAF, INFO
  29. * ..
  30. * .. Array Arguments ..
  31. * INTEGER IPIV( * )
  32. * COMPLEX*16 A( LDA, * ), AF( LDAF, * ), WORK( * )
  33. * DOUBLE PRECISION C ( * ), RWORK( * )
  34. * ..
  35. *
  36. *
  37. *> \par Purpose:
  38. * =============
  39. *>
  40. *> \verbatim
  41. *>
  42. *> ZLA_HERCOND_C computes the infinity norm condition number of
  43. *> op(A) * inv(diag(C)) where C is a DOUBLE PRECISION vector.
  44. *> \endverbatim
  45. *
  46. * Arguments:
  47. * ==========
  48. *
  49. *> \param[in] UPLO
  50. *> \verbatim
  51. *> UPLO is CHARACTER*1
  52. *> = 'U': Upper triangle of A is stored;
  53. *> = 'L': Lower triangle of A is stored.
  54. *> \endverbatim
  55. *>
  56. *> \param[in] N
  57. *> \verbatim
  58. *> N is INTEGER
  59. *> The number of linear equations, i.e., the order of the
  60. *> matrix A. N >= 0.
  61. *> \endverbatim
  62. *>
  63. *> \param[in] A
  64. *> \verbatim
  65. *> A is COMPLEX*16 array, dimension (LDA,N)
  66. *> On entry, the N-by-N matrix A
  67. *> \endverbatim
  68. *>
  69. *> \param[in] LDA
  70. *> \verbatim
  71. *> LDA is INTEGER
  72. *> The leading dimension of the array A. LDA >= max(1,N).
  73. *> \endverbatim
  74. *>
  75. *> \param[in] AF
  76. *> \verbatim
  77. *> AF is COMPLEX*16 array, dimension (LDAF,N)
  78. *> The block diagonal matrix D and the multipliers used to
  79. *> obtain the factor U or L as computed by ZHETRF.
  80. *> \endverbatim
  81. *>
  82. *> \param[in] LDAF
  83. *> \verbatim
  84. *> LDAF is INTEGER
  85. *> The leading dimension of the array AF. LDAF >= max(1,N).
  86. *> \endverbatim
  87. *>
  88. *> \param[in] IPIV
  89. *> \verbatim
  90. *> IPIV is INTEGER array, dimension (N)
  91. *> Details of the interchanges and the block structure of D
  92. *> as determined by CHETRF.
  93. *> \endverbatim
  94. *>
  95. *> \param[in] C
  96. *> \verbatim
  97. *> C is DOUBLE PRECISION array, dimension (N)
  98. *> The vector C in the formula op(A) * inv(diag(C)).
  99. *> \endverbatim
  100. *>
  101. *> \param[in] CAPPLY
  102. *> \verbatim
  103. *> CAPPLY is LOGICAL
  104. *> If .TRUE. then access the vector C in the formula above.
  105. *> \endverbatim
  106. *>
  107. *> \param[out] INFO
  108. *> \verbatim
  109. *> INFO is INTEGER
  110. *> = 0: Successful exit.
  111. *> i > 0: The ith argument is invalid.
  112. *> \endverbatim
  113. *>
  114. *> \param[in] WORK
  115. *> \verbatim
  116. *> WORK is COMPLEX*16 array, dimension (2*N).
  117. *> Workspace.
  118. *> \endverbatim
  119. *>
  120. *> \param[in] RWORK
  121. *> \verbatim
  122. *> RWORK is DOUBLE PRECISION array, dimension (N).
  123. *> Workspace.
  124. *> \endverbatim
  125. *
  126. * Authors:
  127. * ========
  128. *
  129. *> \author Univ. of Tennessee
  130. *> \author Univ. of California Berkeley
  131. *> \author Univ. of Colorado Denver
  132. *> \author NAG Ltd.
  133. *
  134. *> \date December 2016
  135. *
  136. *> \ingroup complex16HEcomputational
  137. *
  138. * =====================================================================
  139. DOUBLE PRECISION FUNCTION ZLA_HERCOND_C( UPLO, N, A, LDA, AF,
  140. $ LDAF, IPIV, C, CAPPLY,
  141. $ INFO, WORK, RWORK )
  142. *
  143. * -- LAPACK computational routine (version 3.7.0) --
  144. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  145. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  146. * December 2016
  147. *
  148. * .. Scalar Arguments ..
  149. CHARACTER UPLO
  150. LOGICAL CAPPLY
  151. INTEGER N, LDA, LDAF, INFO
  152. * ..
  153. * .. Array Arguments ..
  154. INTEGER IPIV( * )
  155. COMPLEX*16 A( LDA, * ), AF( LDAF, * ), WORK( * )
  156. DOUBLE PRECISION C ( * ), RWORK( * )
  157. * ..
  158. *
  159. * =====================================================================
  160. *
  161. * .. Local Scalars ..
  162. INTEGER KASE, I, J
  163. DOUBLE PRECISION AINVNM, ANORM, TMP
  164. LOGICAL UP, UPPER
  165. COMPLEX*16 ZDUM
  166. * ..
  167. * .. Local Arrays ..
  168. INTEGER ISAVE( 3 )
  169. * ..
  170. * .. External Functions ..
  171. LOGICAL LSAME
  172. EXTERNAL LSAME
  173. * ..
  174. * .. External Subroutines ..
  175. EXTERNAL ZLACN2, ZHETRS, XERBLA
  176. * ..
  177. * .. Intrinsic Functions ..
  178. INTRINSIC ABS, MAX
  179. * ..
  180. * .. Statement Functions ..
  181. DOUBLE PRECISION CABS1
  182. * ..
  183. * .. Statement Function Definitions ..
  184. CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
  185. * ..
  186. * .. Executable Statements ..
  187. *
  188. ZLA_HERCOND_C = 0.0D+0
  189. *
  190. INFO = 0
  191. UPPER = LSAME( UPLO, 'U' )
  192. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  193. INFO = -1
  194. ELSE IF( N.LT.0 ) THEN
  195. INFO = -2
  196. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  197. INFO = -4
  198. ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
  199. INFO = -6
  200. END IF
  201. IF( INFO.NE.0 ) THEN
  202. CALL XERBLA( 'ZLA_HERCOND_C', -INFO )
  203. RETURN
  204. END IF
  205. UP = .FALSE.
  206. IF ( LSAME( UPLO, 'U' ) ) UP = .TRUE.
  207. *
  208. * Compute norm of op(A)*op2(C).
  209. *
  210. ANORM = 0.0D+0
  211. IF ( UP ) THEN
  212. DO I = 1, N
  213. TMP = 0.0D+0
  214. IF ( CAPPLY ) THEN
  215. DO J = 1, I
  216. TMP = TMP + CABS1( A( J, I ) ) / C( J )
  217. END DO
  218. DO J = I+1, N
  219. TMP = TMP + CABS1( A( I, J ) ) / C( J )
  220. END DO
  221. ELSE
  222. DO J = 1, I
  223. TMP = TMP + CABS1( A( J, I ) )
  224. END DO
  225. DO J = I+1, N
  226. TMP = TMP + CABS1( A( I, J ) )
  227. END DO
  228. END IF
  229. RWORK( I ) = TMP
  230. ANORM = MAX( ANORM, TMP )
  231. END DO
  232. ELSE
  233. DO I = 1, N
  234. TMP = 0.0D+0
  235. IF ( CAPPLY ) THEN
  236. DO J = 1, I
  237. TMP = TMP + CABS1( A( I, J ) ) / C( J )
  238. END DO
  239. DO J = I+1, N
  240. TMP = TMP + CABS1( A( J, I ) ) / C( J )
  241. END DO
  242. ELSE
  243. DO J = 1, I
  244. TMP = TMP + CABS1( A( I, J ) )
  245. END DO
  246. DO J = I+1, N
  247. TMP = TMP + CABS1( A( J, I ) )
  248. END DO
  249. END IF
  250. RWORK( I ) = TMP
  251. ANORM = MAX( ANORM, TMP )
  252. END DO
  253. END IF
  254. *
  255. * Quick return if possible.
  256. *
  257. IF( N.EQ.0 ) THEN
  258. ZLA_HERCOND_C = 1.0D+0
  259. RETURN
  260. ELSE IF( ANORM .EQ. 0.0D+0 ) THEN
  261. RETURN
  262. END IF
  263. *
  264. * Estimate the norm of inv(op(A)).
  265. *
  266. AINVNM = 0.0D+0
  267. *
  268. KASE = 0
  269. 10 CONTINUE
  270. CALL ZLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
  271. IF( KASE.NE.0 ) THEN
  272. IF( KASE.EQ.2 ) THEN
  273. *
  274. * Multiply by R.
  275. *
  276. DO I = 1, N
  277. WORK( I ) = WORK( I ) * RWORK( I )
  278. END DO
  279. *
  280. IF ( UP ) THEN
  281. CALL ZHETRS( 'U', N, 1, AF, LDAF, IPIV,
  282. $ WORK, N, INFO )
  283. ELSE
  284. CALL ZHETRS( 'L', N, 1, AF, LDAF, IPIV,
  285. $ WORK, N, INFO )
  286. ENDIF
  287. *
  288. * Multiply by inv(C).
  289. *
  290. IF ( CAPPLY ) THEN
  291. DO I = 1, N
  292. WORK( I ) = WORK( I ) * C( I )
  293. END DO
  294. END IF
  295. ELSE
  296. *
  297. * Multiply by inv(C**H).
  298. *
  299. IF ( CAPPLY ) THEN
  300. DO I = 1, N
  301. WORK( I ) = WORK( I ) * C( I )
  302. END DO
  303. END IF
  304. *
  305. IF ( UP ) THEN
  306. CALL ZHETRS( 'U', N, 1, AF, LDAF, IPIV,
  307. $ WORK, N, INFO )
  308. ELSE
  309. CALL ZHETRS( 'L', N, 1, AF, LDAF, IPIV,
  310. $ WORK, N, INFO )
  311. END IF
  312. *
  313. * Multiply by R.
  314. *
  315. DO I = 1, N
  316. WORK( I ) = WORK( I ) * RWORK( I )
  317. END DO
  318. END IF
  319. GO TO 10
  320. END IF
  321. *
  322. * Compute the estimate of the reciprocal condition number.
  323. *
  324. IF( AINVNM .NE. 0.0D+0 )
  325. $ ZLA_HERCOND_C = 1.0D+0 / AINVNM
  326. *
  327. RETURN
  328. *
  329. END