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zla_porcond_x.f 7.6 kB

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  1. *> \brief \b ZLA_PORCOND_X computes the infinity norm condition number of op(A)*diag(x) 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_X + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zla_porcond_x.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zla_porcond_x.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zla_porcond_x.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * DOUBLE PRECISION FUNCTION ZLA_PORCOND_X( UPLO, N, A, LDA, AF,
  22. * LDAF, X, INFO, WORK,
  23. * RWORK )
  24. *
  25. * .. Scalar Arguments ..
  26. * CHARACTER UPLO
  27. * INTEGER N, LDA, LDAF, INFO
  28. * ..
  29. * .. Array Arguments ..
  30. * COMPLEX*16 A( LDA, * ), AF( LDAF, * ), WORK( * ), X( * )
  31. * DOUBLE PRECISION RWORK( * )
  32. * ..
  33. *
  34. *
  35. *> \par Purpose:
  36. * =============
  37. *>
  38. *> \verbatim
  39. *>
  40. *> ZLA_PORCOND_X Computes the infinity norm condition number of
  41. *> op(A) * diag(X) where X is a COMPLEX*16 vector.
  42. *> \endverbatim
  43. *
  44. * Arguments:
  45. * ==========
  46. *
  47. *> \param[in] UPLO
  48. *> \verbatim
  49. *> UPLO is CHARACTER*1
  50. *> = 'U': Upper triangle of A is stored;
  51. *> = 'L': Lower triangle of A is stored.
  52. *> \endverbatim
  53. *>
  54. *> \param[in] N
  55. *> \verbatim
  56. *> N is INTEGER
  57. *> The number of linear equations, i.e., the order of the
  58. *> matrix A. N >= 0.
  59. *> \endverbatim
  60. *>
  61. *> \param[in] A
  62. *> \verbatim
  63. *> A is COMPLEX*16 array, dimension (LDA,N)
  64. *> On entry, the N-by-N matrix A.
  65. *> \endverbatim
  66. *>
  67. *> \param[in] LDA
  68. *> \verbatim
  69. *> LDA is INTEGER
  70. *> The leading dimension of the array A. LDA >= max(1,N).
  71. *> \endverbatim
  72. *>
  73. *> \param[in] AF
  74. *> \verbatim
  75. *> AF is COMPLEX*16 array, dimension (LDAF,N)
  76. *> The triangular factor U or L from the Cholesky factorization
  77. *> A = U**H*U or A = L*L**H, as computed by ZPOTRF.
  78. *> \endverbatim
  79. *>
  80. *> \param[in] LDAF
  81. *> \verbatim
  82. *> LDAF is INTEGER
  83. *> The leading dimension of the array AF. LDAF >= max(1,N).
  84. *> \endverbatim
  85. *>
  86. *> \param[in] X
  87. *> \verbatim
  88. *> X is COMPLEX*16 array, dimension (N)
  89. *> The vector X in the formula op(A) * diag(X).
  90. *> \endverbatim
  91. *>
  92. *> \param[out] INFO
  93. *> \verbatim
  94. *> INFO is INTEGER
  95. *> = 0: Successful exit.
  96. *> i > 0: The ith argument is invalid.
  97. *> \endverbatim
  98. *>
  99. *> \param[out] WORK
  100. *> \verbatim
  101. *> WORK is COMPLEX*16 array, dimension (2*N).
  102. *> Workspace.
  103. *> \endverbatim
  104. *>
  105. *> \param[out] RWORK
  106. *> \verbatim
  107. *> RWORK is DOUBLE PRECISION array, dimension (N).
  108. *> Workspace.
  109. *> \endverbatim
  110. *
  111. * Authors:
  112. * ========
  113. *
  114. *> \author Univ. of Tennessee
  115. *> \author Univ. of California Berkeley
  116. *> \author Univ. of Colorado Denver
  117. *> \author NAG Ltd.
  118. *
  119. *> \ingroup complex16POcomputational
  120. *
  121. * =====================================================================
  122. DOUBLE PRECISION FUNCTION ZLA_PORCOND_X( UPLO, N, A, LDA, AF,
  123. $ LDAF, X, INFO, WORK,
  124. $ RWORK )
  125. *
  126. * -- LAPACK computational routine --
  127. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  128. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  129. *
  130. * .. Scalar Arguments ..
  131. CHARACTER UPLO
  132. INTEGER N, LDA, LDAF, INFO
  133. * ..
  134. * .. Array Arguments ..
  135. COMPLEX*16 A( LDA, * ), AF( LDAF, * ), WORK( * ), X( * )
  136. DOUBLE PRECISION RWORK( * )
  137. * ..
  138. *
  139. * =====================================================================
  140. *
  141. * .. Local Scalars ..
  142. INTEGER KASE, I, J
  143. DOUBLE PRECISION AINVNM, ANORM, TMP
  144. LOGICAL UP, UPPER
  145. COMPLEX*16 ZDUM
  146. * ..
  147. * .. Local Arrays ..
  148. INTEGER ISAVE( 3 )
  149. * ..
  150. * .. External Functions ..
  151. LOGICAL LSAME
  152. EXTERNAL LSAME
  153. * ..
  154. * .. External Subroutines ..
  155. EXTERNAL ZLACN2, ZPOTRS, XERBLA
  156. * ..
  157. * .. Intrinsic Functions ..
  158. INTRINSIC ABS, MAX, REAL, DIMAG
  159. * ..
  160. * .. Statement Functions ..
  161. DOUBLE PRECISION CABS1
  162. * ..
  163. * .. Statement Function Definitions ..
  164. CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
  165. * ..
  166. * .. Executable Statements ..
  167. *
  168. ZLA_PORCOND_X = 0.0D+0
  169. *
  170. INFO = 0
  171. UPPER = LSAME( UPLO, 'U' )
  172. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  173. INFO = -1
  174. ELSE IF ( N.LT.0 ) THEN
  175. INFO = -2
  176. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  177. INFO = -4
  178. ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
  179. INFO = -6
  180. END IF
  181. IF( INFO.NE.0 ) THEN
  182. CALL XERBLA( 'ZLA_PORCOND_X', -INFO )
  183. RETURN
  184. END IF
  185. UP = .FALSE.
  186. IF ( LSAME( UPLO, 'U' ) ) UP = .TRUE.
  187. *
  188. * Compute norm of op(A)*op2(C).
  189. *
  190. ANORM = 0.0D+0
  191. IF ( UP ) THEN
  192. DO I = 1, N
  193. TMP = 0.0D+0
  194. DO J = 1, I
  195. TMP = TMP + CABS1( A( J, I ) * X( J ) )
  196. END DO
  197. DO J = I+1, N
  198. TMP = TMP + CABS1( A( I, J ) * X( J ) )
  199. END DO
  200. RWORK( I ) = TMP
  201. ANORM = MAX( ANORM, TMP )
  202. END DO
  203. ELSE
  204. DO I = 1, N
  205. TMP = 0.0D+0
  206. DO J = 1, I
  207. TMP = TMP + CABS1( A( I, J ) * X( J ) )
  208. END DO
  209. DO J = I+1, N
  210. TMP = TMP + CABS1( A( J, I ) * X( J ) )
  211. END DO
  212. RWORK( I ) = TMP
  213. ANORM = MAX( ANORM, TMP )
  214. END DO
  215. END IF
  216. *
  217. * Quick return if possible.
  218. *
  219. IF( N.EQ.0 ) THEN
  220. ZLA_PORCOND_X = 1.0D+0
  221. RETURN
  222. ELSE IF( ANORM .EQ. 0.0D+0 ) THEN
  223. RETURN
  224. END IF
  225. *
  226. * Estimate the norm of inv(op(A)).
  227. *
  228. AINVNM = 0.0D+0
  229. *
  230. KASE = 0
  231. 10 CONTINUE
  232. CALL ZLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
  233. IF( KASE.NE.0 ) THEN
  234. IF( KASE.EQ.2 ) THEN
  235. *
  236. * Multiply by R.
  237. *
  238. DO I = 1, N
  239. WORK( I ) = WORK( I ) * RWORK( I )
  240. END DO
  241. *
  242. IF ( UP ) THEN
  243. CALL ZPOTRS( 'U', N, 1, AF, LDAF,
  244. $ WORK, N, INFO )
  245. ELSE
  246. CALL ZPOTRS( 'L', N, 1, AF, LDAF,
  247. $ WORK, N, INFO )
  248. ENDIF
  249. *
  250. * Multiply by inv(X).
  251. *
  252. DO I = 1, N
  253. WORK( I ) = WORK( I ) / X( I )
  254. END DO
  255. ELSE
  256. *
  257. * Multiply by inv(X**H).
  258. *
  259. DO I = 1, N
  260. WORK( I ) = WORK( I ) / X( I )
  261. END DO
  262. *
  263. IF ( UP ) THEN
  264. CALL ZPOTRS( 'U', N, 1, AF, LDAF,
  265. $ WORK, N, INFO )
  266. ELSE
  267. CALL ZPOTRS( 'L', N, 1, AF, LDAF,
  268. $ WORK, N, INFO )
  269. END IF
  270. *
  271. * Multiply by R.
  272. *
  273. DO I = 1, N
  274. WORK( I ) = WORK( I ) * RWORK( I )
  275. END DO
  276. END IF
  277. GO TO 10
  278. END IF
  279. *
  280. * Compute the estimate of the reciprocal condition number.
  281. *
  282. IF( AINVNM .NE. 0.0D+0 )
  283. $ ZLA_PORCOND_X = 1.0D+0 / AINVNM
  284. *
  285. RETURN
  286. *
  287. * End of ZLA_PORCOND_X
  288. *
  289. END