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zla_gercond_x.f 8.0 kB

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  1. *> \brief \b ZLA_GERCOND_X computes the infinity norm condition number of op(A)*diag(x) for general 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_GERCOND_X + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zla_gercond_x.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zla_gercond_x.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zla_gercond_x.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * DOUBLE PRECISION FUNCTION ZLA_GERCOND_X( TRANS, N, A, LDA, AF,
  22. * LDAF, IPIV, X, INFO,
  23. * WORK, RWORK )
  24. *
  25. * .. Scalar Arguments ..
  26. * CHARACTER TRANS
  27. * INTEGER N, LDA, LDAF, INFO
  28. * ..
  29. * .. Array Arguments ..
  30. * INTEGER IPIV( * )
  31. * COMPLEX*16 A( LDA, * ), AF( LDAF, * ), WORK( * ), X( * )
  32. * DOUBLE PRECISION RWORK( * )
  33. * ..
  34. *
  35. *
  36. *> \par Purpose:
  37. * =============
  38. *>
  39. *> \verbatim
  40. *>
  41. *> ZLA_GERCOND_X computes the infinity norm condition number of
  42. *> op(A) * diag(X) where X is a COMPLEX*16 vector.
  43. *> \endverbatim
  44. *
  45. * Arguments:
  46. * ==========
  47. *
  48. *> \param[in] TRANS
  49. *> \verbatim
  50. *> TRANS is CHARACTER*1
  51. *> Specifies the form of the system of equations:
  52. *> = 'N': A * X = B (No transpose)
  53. *> = 'T': A**T * X = B (Transpose)
  54. *> = 'C': A**H * X = B (Conjugate Transpose = Transpose)
  55. *> \endverbatim
  56. *>
  57. *> \param[in] N
  58. *> \verbatim
  59. *> N is INTEGER
  60. *> The number of linear equations, i.e., the order of the
  61. *> matrix A. N >= 0.
  62. *> \endverbatim
  63. *>
  64. *> \param[in] A
  65. *> \verbatim
  66. *> A is COMPLEX*16 array, dimension (LDA,N)
  67. *> On entry, the N-by-N matrix A.
  68. *> \endverbatim
  69. *>
  70. *> \param[in] LDA
  71. *> \verbatim
  72. *> LDA is INTEGER
  73. *> The leading dimension of the array A. LDA >= max(1,N).
  74. *> \endverbatim
  75. *>
  76. *> \param[in] AF
  77. *> \verbatim
  78. *> AF is COMPLEX*16 array, dimension (LDAF,N)
  79. *> The factors L and U from the factorization
  80. *> A = P*L*U as computed by ZGETRF.
  81. *> \endverbatim
  82. *>
  83. *> \param[in] LDAF
  84. *> \verbatim
  85. *> LDAF is INTEGER
  86. *> The leading dimension of the array AF. LDAF >= max(1,N).
  87. *> \endverbatim
  88. *>
  89. *> \param[in] IPIV
  90. *> \verbatim
  91. *> IPIV is INTEGER array, dimension (N)
  92. *> The pivot indices from the factorization A = P*L*U
  93. *> as computed by ZGETRF; row i of the matrix was interchanged
  94. *> with row IPIV(i).
  95. *> \endverbatim
  96. *>
  97. *> \param[in] X
  98. *> \verbatim
  99. *> X is COMPLEX*16 array, dimension (N)
  100. *> The vector X in the formula op(A) * diag(X).
  101. *> \endverbatim
  102. *>
  103. *> \param[out] INFO
  104. *> \verbatim
  105. *> INFO is INTEGER
  106. *> = 0: Successful exit.
  107. *> i > 0: The ith argument is invalid.
  108. *> \endverbatim
  109. *>
  110. *> \param[in] WORK
  111. *> \verbatim
  112. *> WORK is COMPLEX*16 array, dimension (2*N).
  113. *> Workspace.
  114. *> \endverbatim
  115. *>
  116. *> \param[in] RWORK
  117. *> \verbatim
  118. *> RWORK is DOUBLE PRECISION array, dimension (N).
  119. *> Workspace.
  120. *> \endverbatim
  121. *
  122. * Authors:
  123. * ========
  124. *
  125. *> \author Univ. of Tennessee
  126. *> \author Univ. of California Berkeley
  127. *> \author Univ. of Colorado Denver
  128. *> \author NAG Ltd.
  129. *
  130. *> \date September 2012
  131. *
  132. *> \ingroup complex16GEcomputational
  133. *
  134. * =====================================================================
  135. DOUBLE PRECISION FUNCTION ZLA_GERCOND_X( TRANS, N, A, LDA, AF,
  136. $ LDAF, IPIV, X, INFO,
  137. $ WORK, RWORK )
  138. *
  139. * -- LAPACK computational routine (version 3.4.2) --
  140. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  141. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  142. * September 2012
  143. *
  144. * .. Scalar Arguments ..
  145. CHARACTER TRANS
  146. INTEGER N, LDA, LDAF, INFO
  147. * ..
  148. * .. Array Arguments ..
  149. INTEGER IPIV( * )
  150. COMPLEX*16 A( LDA, * ), AF( LDAF, * ), WORK( * ), X( * )
  151. DOUBLE PRECISION RWORK( * )
  152. * ..
  153. *
  154. * =====================================================================
  155. *
  156. * .. Local Scalars ..
  157. LOGICAL NOTRANS
  158. INTEGER KASE
  159. DOUBLE PRECISION AINVNM, ANORM, TMP
  160. INTEGER I, J
  161. COMPLEX*16 ZDUM
  162. * ..
  163. * .. Local Arrays ..
  164. INTEGER ISAVE( 3 )
  165. * ..
  166. * .. External Functions ..
  167. LOGICAL LSAME
  168. EXTERNAL LSAME
  169. * ..
  170. * .. External Subroutines ..
  171. EXTERNAL ZLACN2, ZGETRS, XERBLA
  172. * ..
  173. * .. Intrinsic Functions ..
  174. INTRINSIC ABS, MAX, REAL, DIMAG
  175. * ..
  176. * .. Statement Functions ..
  177. DOUBLE PRECISION CABS1
  178. * ..
  179. * .. Statement Function Definitions ..
  180. CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
  181. * ..
  182. * .. Executable Statements ..
  183. *
  184. ZLA_GERCOND_X = 0.0D+0
  185. *
  186. INFO = 0
  187. NOTRANS = LSAME( TRANS, 'N' )
  188. IF ( .NOT. NOTRANS .AND. .NOT. LSAME( TRANS, 'T' ) .AND. .NOT.
  189. $ LSAME( TRANS, 'C' ) ) THEN
  190. INFO = -1
  191. ELSE IF( N.LT.0 ) THEN
  192. INFO = -2
  193. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  194. INFO = -4
  195. ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
  196. INFO = -6
  197. END IF
  198. IF( INFO.NE.0 ) THEN
  199. CALL XERBLA( 'ZLA_GERCOND_X', -INFO )
  200. RETURN
  201. END IF
  202. *
  203. * Compute norm of op(A)*op2(C).
  204. *
  205. ANORM = 0.0D+0
  206. IF ( NOTRANS ) THEN
  207. DO I = 1, N
  208. TMP = 0.0D+0
  209. DO J = 1, N
  210. TMP = TMP + CABS1( A( I, J ) * X( J ) )
  211. END DO
  212. RWORK( I ) = TMP
  213. ANORM = MAX( ANORM, TMP )
  214. END DO
  215. ELSE
  216. DO I = 1, N
  217. TMP = 0.0D+0
  218. DO J = 1, N
  219. TMP = TMP + CABS1( A( J, I ) * X( J ) )
  220. END DO
  221. RWORK( I ) = TMP
  222. ANORM = MAX( ANORM, TMP )
  223. END DO
  224. END IF
  225. *
  226. * Quick return if possible.
  227. *
  228. IF( N.EQ.0 ) THEN
  229. ZLA_GERCOND_X = 1.0D+0
  230. RETURN
  231. ELSE IF( ANORM .EQ. 0.0D+0 ) THEN
  232. RETURN
  233. END IF
  234. *
  235. * Estimate the norm of inv(op(A)).
  236. *
  237. AINVNM = 0.0D+0
  238. *
  239. KASE = 0
  240. 10 CONTINUE
  241. CALL ZLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
  242. IF( KASE.NE.0 ) THEN
  243. IF( KASE.EQ.2 ) THEN
  244. * Multiply by R.
  245. DO I = 1, N
  246. WORK( I ) = WORK( I ) * RWORK( I )
  247. END DO
  248. *
  249. IF ( NOTRANS ) THEN
  250. CALL ZGETRS( 'No transpose', N, 1, AF, LDAF, IPIV,
  251. $ WORK, N, INFO )
  252. ELSE
  253. CALL ZGETRS( 'Conjugate transpose', N, 1, AF, LDAF, IPIV,
  254. $ WORK, N, INFO )
  255. ENDIF
  256. *
  257. * Multiply by inv(X).
  258. *
  259. DO I = 1, N
  260. WORK( I ) = WORK( I ) / X( I )
  261. END DO
  262. ELSE
  263. *
  264. * Multiply by inv(X**H).
  265. *
  266. DO I = 1, N
  267. WORK( I ) = WORK( I ) / X( I )
  268. END DO
  269. *
  270. IF ( NOTRANS ) THEN
  271. CALL ZGETRS( 'Conjugate transpose', N, 1, AF, LDAF, IPIV,
  272. $ WORK, N, INFO )
  273. ELSE
  274. CALL ZGETRS( 'No transpose', N, 1, AF, LDAF, IPIV,
  275. $ WORK, N, INFO )
  276. END IF
  277. *
  278. * Multiply by R.
  279. *
  280. DO I = 1, N
  281. WORK( I ) = WORK( I ) * RWORK( I )
  282. END DO
  283. END IF
  284. GO TO 10
  285. END IF
  286. *
  287. * Compute the estimate of the reciprocal condition number.
  288. *
  289. IF( AINVNM .NE. 0.0D+0 )
  290. $ ZLA_GERCOND_X = 1.0D+0 / AINVNM
  291. *
  292. RETURN
  293. *
  294. END