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zla_porcond_x.f 7.7 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[in] WORK
  100. *> \verbatim
  101. *> WORK is COMPLEX*16 array, dimension (2*N).
  102. *> Workspace.
  103. *> \endverbatim
  104. *>
  105. *> \param[in] 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. *> \date September 2012
  120. *
  121. *> \ingroup complex16POcomputational
  122. *
  123. * =====================================================================
  124. DOUBLE PRECISION FUNCTION ZLA_PORCOND_X( UPLO, N, A, LDA, AF,
  125. $ LDAF, X, INFO, WORK,
  126. $ RWORK )
  127. *
  128. * -- LAPACK computational routine (version 3.4.2) --
  129. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  130. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  131. * September 2012
  132. *
  133. * .. Scalar Arguments ..
  134. CHARACTER UPLO
  135. INTEGER N, LDA, LDAF, INFO
  136. * ..
  137. * .. Array Arguments ..
  138. COMPLEX*16 A( LDA, * ), AF( LDAF, * ), WORK( * ), X( * )
  139. DOUBLE PRECISION RWORK( * )
  140. * ..
  141. *
  142. * =====================================================================
  143. *
  144. * .. Local Scalars ..
  145. INTEGER KASE, I, J
  146. DOUBLE PRECISION AINVNM, ANORM, TMP
  147. LOGICAL UP, UPPER
  148. COMPLEX*16 ZDUM
  149. * ..
  150. * .. Local Arrays ..
  151. INTEGER ISAVE( 3 )
  152. * ..
  153. * .. External Functions ..
  154. LOGICAL LSAME
  155. EXTERNAL LSAME
  156. * ..
  157. * .. External Subroutines ..
  158. EXTERNAL ZLACN2, ZPOTRS, XERBLA
  159. * ..
  160. * .. Intrinsic Functions ..
  161. INTRINSIC ABS, MAX, REAL, DIMAG
  162. * ..
  163. * .. Statement Functions ..
  164. DOUBLE PRECISION CABS1
  165. * ..
  166. * .. Statement Function Definitions ..
  167. CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
  168. * ..
  169. * .. Executable Statements ..
  170. *
  171. ZLA_PORCOND_X = 0.0D+0
  172. *
  173. INFO = 0
  174. UPPER = LSAME( UPLO, 'U' )
  175. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  176. INFO = -1
  177. ELSE IF ( N.LT.0 ) THEN
  178. INFO = -2
  179. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  180. INFO = -4
  181. ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
  182. INFO = -6
  183. END IF
  184. IF( INFO.NE.0 ) THEN
  185. CALL XERBLA( 'ZLA_PORCOND_X', -INFO )
  186. RETURN
  187. END IF
  188. UP = .FALSE.
  189. IF ( LSAME( UPLO, 'U' ) ) UP = .TRUE.
  190. *
  191. * Compute norm of op(A)*op2(C).
  192. *
  193. ANORM = 0.0D+0
  194. IF ( UP ) THEN
  195. DO I = 1, N
  196. TMP = 0.0D+0
  197. DO J = 1, I
  198. TMP = TMP + CABS1( A( J, I ) * X( J ) )
  199. END DO
  200. DO J = I+1, N
  201. TMP = TMP + CABS1( A( I, J ) * X( J ) )
  202. END DO
  203. RWORK( I ) = TMP
  204. ANORM = MAX( ANORM, TMP )
  205. END DO
  206. ELSE
  207. DO I = 1, N
  208. TMP = 0.0D+0
  209. DO J = 1, I
  210. TMP = TMP + CABS1( A( I, J ) * X( J ) )
  211. END DO
  212. DO J = I+1, N
  213. TMP = TMP + CABS1( A( J, I ) * X( J ) )
  214. END DO
  215. RWORK( I ) = TMP
  216. ANORM = MAX( ANORM, TMP )
  217. END DO
  218. END IF
  219. *
  220. * Quick return if possible.
  221. *
  222. IF( N.EQ.0 ) THEN
  223. ZLA_PORCOND_X = 1.0D+0
  224. RETURN
  225. ELSE IF( ANORM .EQ. 0.0D+0 ) THEN
  226. RETURN
  227. END IF
  228. *
  229. * Estimate the norm of inv(op(A)).
  230. *
  231. AINVNM = 0.0D+0
  232. *
  233. KASE = 0
  234. 10 CONTINUE
  235. CALL ZLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
  236. IF( KASE.NE.0 ) THEN
  237. IF( KASE.EQ.2 ) THEN
  238. *
  239. * Multiply by R.
  240. *
  241. DO I = 1, N
  242. WORK( I ) = WORK( I ) * RWORK( I )
  243. END DO
  244. *
  245. IF ( UP ) THEN
  246. CALL ZPOTRS( 'U', N, 1, AF, LDAF,
  247. $ WORK, N, INFO )
  248. ELSE
  249. CALL ZPOTRS( 'L', N, 1, AF, LDAF,
  250. $ WORK, N, INFO )
  251. ENDIF
  252. *
  253. * Multiply by inv(X).
  254. *
  255. DO I = 1, N
  256. WORK( I ) = WORK( I ) / X( I )
  257. END DO
  258. ELSE
  259. *
  260. * Multiply by inv(X**H).
  261. *
  262. DO I = 1, N
  263. WORK( I ) = WORK( I ) / X( I )
  264. END DO
  265. *
  266. IF ( UP ) THEN
  267. CALL ZPOTRS( 'U', N, 1, AF, LDAF,
  268. $ WORK, N, INFO )
  269. ELSE
  270. CALL ZPOTRS( 'L', N, 1, AF, LDAF,
  271. $ WORK, N, INFO )
  272. END IF
  273. *
  274. * Multiply by R.
  275. *
  276. DO I = 1, N
  277. WORK( I ) = WORK( I ) * RWORK( I )
  278. END DO
  279. END IF
  280. GO TO 10
  281. END IF
  282. *
  283. * Compute the estimate of the reciprocal condition number.
  284. *
  285. IF( AINVNM .NE. 0.0D+0 )
  286. $ ZLA_PORCOND_X = 1.0D+0 / AINVNM
  287. *
  288. RETURN
  289. *
  290. END