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zla_porcond_c.f 8.6 kB

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  1. *> \brief \b ZLA_PORCOND_C computes the infinity norm condition number of op(A)*inv(diag(c)) 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_C + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zla_porcond_c.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zla_porcond_c.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zla_porcond_c.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * DOUBLE PRECISION FUNCTION ZLA_PORCOND_C( UPLO, N, A, LDA, AF,
  22. * LDAF, C, CAPPLY, INFO,
  23. * WORK, RWORK )
  24. *
  25. * .. Scalar Arguments ..
  26. * CHARACTER UPLO
  27. * LOGICAL CAPPLY
  28. * INTEGER N, LDA, LDAF, INFO
  29. * ..
  30. * .. Array Arguments ..
  31. * COMPLEX*16 A( LDA, * ), AF( LDAF, * ), WORK( * )
  32. * DOUBLE PRECISION C( * ), RWORK( * )
  33. * ..
  34. *
  35. *
  36. *> \par Purpose:
  37. * =============
  38. *>
  39. *> \verbatim
  40. *>
  41. *> ZLA_PORCOND_C Computes the infinity norm condition number of
  42. *> op(A) * inv(diag(C)) where C is a DOUBLE PRECISION vector
  43. *> \endverbatim
  44. *
  45. * Arguments:
  46. * ==========
  47. *
  48. *> \param[in] UPLO
  49. *> \verbatim
  50. *> UPLO is CHARACTER*1
  51. *> = 'U': Upper triangle of A is stored;
  52. *> = 'L': Lower triangle of A is stored.
  53. *> \endverbatim
  54. *>
  55. *> \param[in] N
  56. *> \verbatim
  57. *> N is INTEGER
  58. *> The number of linear equations, i.e., the order of the
  59. *> matrix A. N >= 0.
  60. *> \endverbatim
  61. *>
  62. *> \param[in] A
  63. *> \verbatim
  64. *> A is COMPLEX*16 array, dimension (LDA,N)
  65. *> On entry, the N-by-N matrix A
  66. *> \endverbatim
  67. *>
  68. *> \param[in] LDA
  69. *> \verbatim
  70. *> LDA is INTEGER
  71. *> The leading dimension of the array A. LDA >= max(1,N).
  72. *> \endverbatim
  73. *>
  74. *> \param[in] AF
  75. *> \verbatim
  76. *> AF is COMPLEX*16 array, dimension (LDAF,N)
  77. *> The triangular factor U or L from the Cholesky factorization
  78. *> A = U**H*U or A = L*L**H, as computed by ZPOTRF.
  79. *> \endverbatim
  80. *>
  81. *> \param[in] LDAF
  82. *> \verbatim
  83. *> LDAF is INTEGER
  84. *> The leading dimension of the array AF. LDAF >= max(1,N).
  85. *> \endverbatim
  86. *>
  87. *> \param[in] C
  88. *> \verbatim
  89. *> C is DOUBLE PRECISION array, dimension (N)
  90. *> The vector C in the formula op(A) * inv(diag(C)).
  91. *> \endverbatim
  92. *>
  93. *> \param[in] CAPPLY
  94. *> \verbatim
  95. *> CAPPLY is LOGICAL
  96. *> If .TRUE. then access the vector C in the formula above.
  97. *> \endverbatim
  98. *>
  99. *> \param[out] INFO
  100. *> \verbatim
  101. *> INFO is INTEGER
  102. *> = 0: Successful exit.
  103. *> i > 0: The ith argument is invalid.
  104. *> \endverbatim
  105. *>
  106. *> \param[in] WORK
  107. *> \verbatim
  108. *> WORK is COMPLEX*16 array, dimension (2*N).
  109. *> Workspace.
  110. *> \endverbatim
  111. *>
  112. *> \param[in] RWORK
  113. *> \verbatim
  114. *> RWORK is DOUBLE PRECISION array, dimension (N).
  115. *> Workspace.
  116. *> \endverbatim
  117. *
  118. * Authors:
  119. * ========
  120. *
  121. *> \author Univ. of Tennessee
  122. *> \author Univ. of California Berkeley
  123. *> \author Univ. of Colorado Denver
  124. *> \author NAG Ltd.
  125. *
  126. *> \date September 2012
  127. *
  128. *> \ingroup complex16POcomputational
  129. *
  130. * =====================================================================
  131. DOUBLE PRECISION FUNCTION ZLA_PORCOND_C( UPLO, N, A, LDA, AF,
  132. $ LDAF, C, CAPPLY, INFO,
  133. $ WORK, RWORK )
  134. *
  135. * -- LAPACK computational routine (version 3.4.2) --
  136. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  137. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  138. * September 2012
  139. *
  140. * .. Scalar Arguments ..
  141. CHARACTER UPLO
  142. LOGICAL CAPPLY
  143. INTEGER N, LDA, LDAF, INFO
  144. * ..
  145. * .. Array Arguments ..
  146. COMPLEX*16 A( LDA, * ), AF( LDAF, * ), WORK( * )
  147. DOUBLE PRECISION C( * ), RWORK( * )
  148. * ..
  149. *
  150. * =====================================================================
  151. *
  152. * .. Local Scalars ..
  153. INTEGER KASE
  154. DOUBLE PRECISION AINVNM, ANORM, TMP
  155. INTEGER I, J
  156. LOGICAL UP, UPPER
  157. COMPLEX*16 ZDUM
  158. * ..
  159. * .. Local Arrays ..
  160. INTEGER ISAVE( 3 )
  161. * ..
  162. * .. External Functions ..
  163. LOGICAL LSAME
  164. EXTERNAL LSAME
  165. * ..
  166. * .. External Subroutines ..
  167. EXTERNAL ZLACN2, ZPOTRS, XERBLA
  168. * ..
  169. * .. Intrinsic Functions ..
  170. INTRINSIC ABS, MAX, REAL, DIMAG
  171. * ..
  172. * .. Statement Functions ..
  173. DOUBLE PRECISION CABS1
  174. * ..
  175. * .. Statement Function Definitions ..
  176. CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
  177. * ..
  178. * .. Executable Statements ..
  179. *
  180. ZLA_PORCOND_C = 0.0D+0
  181. *
  182. INFO = 0
  183. UPPER = LSAME( UPLO, 'U' )
  184. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  185. INFO = -1
  186. ELSE IF( N.LT.0 ) THEN
  187. INFO = -2
  188. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  189. INFO = -4
  190. ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
  191. INFO = -6
  192. END IF
  193. IF( INFO.NE.0 ) THEN
  194. CALL XERBLA( 'ZLA_PORCOND_C', -INFO )
  195. RETURN
  196. END IF
  197. UP = .FALSE.
  198. IF ( LSAME( UPLO, 'U' ) ) UP = .TRUE.
  199. *
  200. * Compute norm of op(A)*op2(C).
  201. *
  202. ANORM = 0.0D+0
  203. IF ( UP ) THEN
  204. DO I = 1, N
  205. TMP = 0.0D+0
  206. IF ( CAPPLY ) THEN
  207. DO J = 1, I
  208. TMP = TMP + CABS1( A( J, I ) ) / C( J )
  209. END DO
  210. DO J = I+1, N
  211. TMP = TMP + CABS1( A( I, J ) ) / C( J )
  212. END DO
  213. ELSE
  214. DO J = 1, I
  215. TMP = TMP + CABS1( A( J, I ) )
  216. END DO
  217. DO J = I+1, N
  218. TMP = TMP + CABS1( A( I, J ) )
  219. END DO
  220. END IF
  221. RWORK( I ) = TMP
  222. ANORM = MAX( ANORM, TMP )
  223. END DO
  224. ELSE
  225. DO I = 1, N
  226. TMP = 0.0D+0
  227. IF ( CAPPLY ) THEN
  228. DO J = 1, I
  229. TMP = TMP + CABS1( A( I, J ) ) / C( J )
  230. END DO
  231. DO J = I+1, N
  232. TMP = TMP + CABS1( A( J, I ) ) / C( J )
  233. END DO
  234. ELSE
  235. DO J = 1, I
  236. TMP = TMP + CABS1( A( I, J ) )
  237. END DO
  238. DO J = I+1, N
  239. TMP = TMP + CABS1( A( J, I ) )
  240. END DO
  241. END IF
  242. RWORK( I ) = TMP
  243. ANORM = MAX( ANORM, TMP )
  244. END DO
  245. END IF
  246. *
  247. * Quick return if possible.
  248. *
  249. IF( N.EQ.0 ) THEN
  250. ZLA_PORCOND_C = 1.0D+0
  251. RETURN
  252. ELSE IF( ANORM .EQ. 0.0D+0 ) THEN
  253. RETURN
  254. END IF
  255. *
  256. * Estimate the norm of inv(op(A)).
  257. *
  258. AINVNM = 0.0D+0
  259. *
  260. KASE = 0
  261. 10 CONTINUE
  262. CALL ZLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
  263. IF( KASE.NE.0 ) THEN
  264. IF( KASE.EQ.2 ) THEN
  265. *
  266. * Multiply by R.
  267. *
  268. DO I = 1, N
  269. WORK( I ) = WORK( I ) * RWORK( I )
  270. END DO
  271. *
  272. IF ( UP ) THEN
  273. CALL ZPOTRS( 'U', N, 1, AF, LDAF,
  274. $ WORK, N, INFO )
  275. ELSE
  276. CALL ZPOTRS( 'L', N, 1, AF, LDAF,
  277. $ WORK, N, INFO )
  278. ENDIF
  279. *
  280. * Multiply by inv(C).
  281. *
  282. IF ( CAPPLY ) THEN
  283. DO I = 1, N
  284. WORK( I ) = WORK( I ) * C( I )
  285. END DO
  286. END IF
  287. ELSE
  288. *
  289. * Multiply by inv(C**H).
  290. *
  291. IF ( CAPPLY ) THEN
  292. DO I = 1, N
  293. WORK( I ) = WORK( I ) * C( I )
  294. END DO
  295. END IF
  296. *
  297. IF ( UP ) THEN
  298. CALL ZPOTRS( 'U', N, 1, AF, LDAF,
  299. $ WORK, N, INFO )
  300. ELSE
  301. CALL ZPOTRS( 'L', N, 1, AF, LDAF,
  302. $ WORK, N, INFO )
  303. END IF
  304. *
  305. * Multiply by R.
  306. *
  307. DO I = 1, N
  308. WORK( I ) = WORK( I ) * RWORK( I )
  309. END DO
  310. END IF
  311. GO TO 10
  312. END IF
  313. *
  314. * Compute the estimate of the reciprocal condition number.
  315. *
  316. IF( AINVNM .NE. 0.0D+0 )
  317. $ ZLA_PORCOND_C = 1.0D+0 / AINVNM
  318. *
  319. RETURN
  320. *
  321. END