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ctrt06.f 5.6 kB

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  1. *> \brief \b CTRT06
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. * Definition:
  9. * ===========
  10. *
  11. * SUBROUTINE CTRT06( RCOND, RCONDC, UPLO, DIAG, N, A, LDA, RWORK,
  12. * RAT )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER DIAG, UPLO
  16. * INTEGER LDA, N
  17. * REAL RAT, RCOND, RCONDC
  18. * ..
  19. * .. Array Arguments ..
  20. * REAL RWORK( * )
  21. * COMPLEX A( LDA, * )
  22. * ..
  23. *
  24. *
  25. *> \par Purpose:
  26. * =============
  27. *>
  28. *> \verbatim
  29. *>
  30. *> CTRT06 computes a test ratio comparing RCOND (the reciprocal
  31. *> condition number of a triangular matrix A) and RCONDC, the estimate
  32. *> computed by CTRCON. Information about the triangular matrix A is
  33. *> used if one estimate is zero and the other is non-zero to decide if
  34. *> underflow in the estimate is justified.
  35. *> \endverbatim
  36. *
  37. * Arguments:
  38. * ==========
  39. *
  40. *> \param[in] RCOND
  41. *> \verbatim
  42. *> RCOND is REAL
  43. *> The estimate of the reciprocal condition number obtained by
  44. *> forming the explicit inverse of the matrix A and computing
  45. *> RCOND = 1/( norm(A) * norm(inv(A)) ).
  46. *> \endverbatim
  47. *>
  48. *> \param[in] RCONDC
  49. *> \verbatim
  50. *> RCONDC is REAL
  51. *> The estimate of the reciprocal condition number computed by
  52. *> CTRCON.
  53. *> \endverbatim
  54. *>
  55. *> \param[in] UPLO
  56. *> \verbatim
  57. *> UPLO is CHARACTER
  58. *> Specifies whether the matrix A is upper or lower triangular.
  59. *> = 'U': Upper triangular
  60. *> = 'L': Lower triangular
  61. *> \endverbatim
  62. *>
  63. *> \param[in] DIAG
  64. *> \verbatim
  65. *> DIAG is CHARACTER
  66. *> Specifies whether or not the matrix A is unit triangular.
  67. *> = 'N': Non-unit triangular
  68. *> = 'U': Unit triangular
  69. *> \endverbatim
  70. *>
  71. *> \param[in] N
  72. *> \verbatim
  73. *> N is INTEGER
  74. *> The order of the matrix A. N >= 0.
  75. *> \endverbatim
  76. *>
  77. *> \param[in] A
  78. *> \verbatim
  79. *> A is COMPLEX array, dimension (LDA,N)
  80. *> The triangular matrix A. If UPLO = 'U', the leading n by n
  81. *> upper triangular part of the array A contains the upper
  82. *> triangular matrix, and the strictly lower triangular part of
  83. *> A is not referenced. If UPLO = 'L', the leading n by n lower
  84. *> triangular part of the array A contains the lower triangular
  85. *> matrix, and the strictly upper triangular part of A is not
  86. *> referenced. If DIAG = 'U', the diagonal elements of A are
  87. *> also not referenced and are assumed to be 1.
  88. *> \endverbatim
  89. *>
  90. *> \param[in] LDA
  91. *> \verbatim
  92. *> LDA is INTEGER
  93. *> The leading dimension of the array A. LDA >= max(1,N).
  94. *> \endverbatim
  95. *>
  96. *> \param[out] RWORK
  97. *> \verbatim
  98. *> RWORK is REAL array, dimension (N)
  99. *> \endverbatim
  100. *>
  101. *> \param[out] RAT
  102. *> \verbatim
  103. *> RAT is REAL
  104. *> The test ratio. If both RCOND and RCONDC are nonzero,
  105. *> RAT = MAX( RCOND, RCONDC )/MIN( RCOND, RCONDC ) - 1.
  106. *> If RAT = 0, the two estimates are exactly the same.
  107. *> \endverbatim
  108. *
  109. * Authors:
  110. * ========
  111. *
  112. *> \author Univ. of Tennessee
  113. *> \author Univ. of California Berkeley
  114. *> \author Univ. of Colorado Denver
  115. *> \author NAG Ltd.
  116. *
  117. *> \ingroup complex_lin
  118. *
  119. * =====================================================================
  120. SUBROUTINE CTRT06( RCOND, RCONDC, UPLO, DIAG, N, A, LDA, RWORK,
  121. $ RAT )
  122. *
  123. * -- LAPACK test routine --
  124. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  125. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  126. *
  127. * .. Scalar Arguments ..
  128. CHARACTER DIAG, UPLO
  129. INTEGER LDA, N
  130. REAL RAT, RCOND, RCONDC
  131. * ..
  132. * .. Array Arguments ..
  133. REAL RWORK( * )
  134. COMPLEX A( LDA, * )
  135. * ..
  136. *
  137. * =====================================================================
  138. *
  139. * .. Parameters ..
  140. REAL ZERO, ONE
  141. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  142. * ..
  143. * .. Local Scalars ..
  144. REAL ANORM, BIGNUM, EPS, RMAX, RMIN
  145. * ..
  146. * .. External Functions ..
  147. REAL CLANTR, SLAMCH
  148. EXTERNAL CLANTR, SLAMCH
  149. * ..
  150. * .. Intrinsic Functions ..
  151. INTRINSIC MAX, MIN
  152. * ..
  153. * .. Executable Statements ..
  154. *
  155. EPS = SLAMCH( 'Epsilon' )
  156. RMAX = MAX( RCOND, RCONDC )
  157. RMIN = MIN( RCOND, RCONDC )
  158. *
  159. * Do the easy cases first.
  160. *
  161. IF( RMIN.LT.ZERO ) THEN
  162. *
  163. * Invalid value for RCOND or RCONDC, return 1/EPS.
  164. *
  165. RAT = ONE / EPS
  166. *
  167. ELSE IF( RMIN.GT.ZERO ) THEN
  168. *
  169. * Both estimates are positive, return RMAX/RMIN - 1.
  170. *
  171. RAT = RMAX / RMIN - ONE
  172. *
  173. ELSE IF( RMAX.EQ.ZERO ) THEN
  174. *
  175. * Both estimates zero.
  176. *
  177. RAT = ZERO
  178. *
  179. ELSE
  180. *
  181. * One estimate is zero, the other is non-zero. If the matrix is
  182. * ill-conditioned, return the nonzero estimate multiplied by
  183. * 1/EPS; if the matrix is badly scaled, return the nonzero
  184. * estimate multiplied by BIGNUM/TMAX, where TMAX is the maximum
  185. * element in absolute value in A.
  186. *
  187. BIGNUM = ONE / SLAMCH( 'Safe minimum' )
  188. ANORM = CLANTR( 'M', UPLO, DIAG, N, N, A, LDA, RWORK )
  189. *
  190. RAT = RMAX*( MIN( BIGNUM / MAX( ONE, ANORM ), ONE / EPS ) )
  191. END IF
  192. *
  193. RETURN
  194. *
  195. * End of CTRT06
  196. *
  197. END