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sla_gerpvgrw.f 3.7 kB

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  1. *> \brief \b SLA_GERPVGRW
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SLA_GERPVGRW + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sla_gerpvgrw.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sla_gerpvgrw.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sla_gerpvgrw.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * REAL FUNCTION SLA_GERPVGRW( N, NCOLS, A, LDA, AF, LDAF )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER N, NCOLS, LDA, LDAF
  25. * ..
  26. * .. Array Arguments ..
  27. * REAL A( LDA, * ), AF( LDAF, * )
  28. * ..
  29. *
  30. *
  31. *> \par Purpose:
  32. * =============
  33. *>
  34. *> \verbatim
  35. *>
  36. *> SLA_GERPVGRW computes the reciprocal pivot growth factor
  37. *> norm(A)/norm(U). The "max absolute element" norm is used. If this is
  38. *> much less than 1, the stability of the LU factorization of the
  39. *> (equilibrated) matrix A could be poor. This also means that the
  40. *> solution X, estimated condition numbers, and error bounds could be
  41. *> unreliable.
  42. *> \endverbatim
  43. *
  44. * Arguments:
  45. * ==========
  46. *
  47. *> \param[in] N
  48. *> \verbatim
  49. *> N is INTEGER
  50. *> The number of linear equations, i.e., the order of the
  51. *> matrix A. N >= 0.
  52. *> \endverbatim
  53. *>
  54. *> \param[in] NCOLS
  55. *> \verbatim
  56. *> NCOLS is INTEGER
  57. *> The number of columns of the matrix A. NCOLS >= 0.
  58. *> \endverbatim
  59. *>
  60. *> \param[in] A
  61. *> \verbatim
  62. *> A is REAL array, dimension (LDA,N)
  63. *> On entry, the N-by-N matrix A.
  64. *> \endverbatim
  65. *>
  66. *> \param[in] LDA
  67. *> \verbatim
  68. *> LDA is INTEGER
  69. *> The leading dimension of the array A. LDA >= max(1,N).
  70. *> \endverbatim
  71. *>
  72. *> \param[in] AF
  73. *> \verbatim
  74. *> AF is REAL array, dimension (LDAF,N)
  75. *> The factors L and U from the factorization
  76. *> A = P*L*U as computed by SGETRF.
  77. *> \endverbatim
  78. *>
  79. *> \param[in] LDAF
  80. *> \verbatim
  81. *> LDAF is INTEGER
  82. *> The leading dimension of the array AF. LDAF >= max(1,N).
  83. *> \endverbatim
  84. *
  85. * Authors:
  86. * ========
  87. *
  88. *> \author Univ. of Tennessee
  89. *> \author Univ. of California Berkeley
  90. *> \author Univ. of Colorado Denver
  91. *> \author NAG Ltd.
  92. *
  93. *> \date November 2011
  94. *
  95. *> \ingroup realGEcomputational
  96. *
  97. * =====================================================================
  98. REAL FUNCTION SLA_GERPVGRW( N, NCOLS, A, LDA, AF, LDAF )
  99. *
  100. * -- LAPACK computational routine (version 3.4.0) --
  101. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  102. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  103. * November 2011
  104. *
  105. * .. Scalar Arguments ..
  106. INTEGER N, NCOLS, LDA, LDAF
  107. * ..
  108. * .. Array Arguments ..
  109. REAL A( LDA, * ), AF( LDAF, * )
  110. * ..
  111. *
  112. * =====================================================================
  113. *
  114. * .. Local Scalars ..
  115. INTEGER I, J
  116. REAL AMAX, UMAX, RPVGRW
  117. * ..
  118. * .. Intrinsic Functions ..
  119. INTRINSIC ABS, MAX, MIN
  120. * ..
  121. * .. Executable Statements ..
  122. *
  123. RPVGRW = 1.0
  124. DO J = 1, NCOLS
  125. AMAX = 0.0
  126. UMAX = 0.0
  127. DO I = 1, N
  128. AMAX = MAX( ABS( A( I, J ) ), AMAX )
  129. END DO
  130. DO I = 1, J
  131. UMAX = MAX( ABS( AF( I, J ) ), UMAX )
  132. END DO
  133. IF ( UMAX /= 0.0 ) THEN
  134. RPVGRW = MIN( AMAX / UMAX, RPVGRW )
  135. END IF
  136. END DO
  137. SLA_GERPVGRW = RPVGRW
  138. END