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dla_gbrpvgrw.f 4.8 kB

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  1. *> \brief \b DLA_GBRPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a general banded matrix.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DLA_GBRPVGRW + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dla_gbrpvgrw.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dla_gbrpvgrw.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dla_gbrpvgrw.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * DOUBLE PRECISION FUNCTION DLA_GBRPVGRW( N, KL, KU, NCOLS, AB,
  22. * LDAB, AFB, LDAFB )
  23. *
  24. * .. Scalar Arguments ..
  25. * INTEGER N, KL, KU, NCOLS, LDAB, LDAFB
  26. * ..
  27. * .. Array Arguments ..
  28. * DOUBLE PRECISION AB( LDAB, * ), AFB( LDAFB, * )
  29. * ..
  30. *
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> DLA_GBRPVGRW computes the reciprocal pivot growth factor
  38. *> norm(A)/norm(U). The "max absolute element" norm is used. If this is
  39. *> much less than 1, the stability of the LU factorization of the
  40. *> (equilibrated) matrix A could be poor. This also means that the
  41. *> solution X, estimated condition numbers, and error bounds could be
  42. *> unreliable.
  43. *> \endverbatim
  44. *
  45. * Arguments:
  46. * ==========
  47. *
  48. *> \param[in] N
  49. *> \verbatim
  50. *> N is INTEGER
  51. *> The number of linear equations, i.e., the order of the
  52. *> matrix A. N >= 0.
  53. *> \endverbatim
  54. *>
  55. *> \param[in] KL
  56. *> \verbatim
  57. *> KL is INTEGER
  58. *> The number of subdiagonals within the band of A. KL >= 0.
  59. *> \endverbatim
  60. *>
  61. *> \param[in] KU
  62. *> \verbatim
  63. *> KU is INTEGER
  64. *> The number of superdiagonals within the band of A. KU >= 0.
  65. *> \endverbatim
  66. *>
  67. *> \param[in] NCOLS
  68. *> \verbatim
  69. *> NCOLS is INTEGER
  70. *> The number of columns of the matrix A. NCOLS >= 0.
  71. *> \endverbatim
  72. *>
  73. *> \param[in] AB
  74. *> \verbatim
  75. *> AB is DOUBLE PRECISION array, dimension (LDAB,N)
  76. *> On entry, the matrix A in band storage, in rows 1 to KL+KU+1.
  77. *> The j-th column of A is stored in the j-th column of the
  78. *> array AB as follows:
  79. *> AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl)
  80. *> \endverbatim
  81. *>
  82. *> \param[in] LDAB
  83. *> \verbatim
  84. *> LDAB is INTEGER
  85. *> The leading dimension of the array AB. LDAB >= KL+KU+1.
  86. *> \endverbatim
  87. *>
  88. *> \param[in] AFB
  89. *> \verbatim
  90. *> AFB is DOUBLE PRECISION array, dimension (LDAFB,N)
  91. *> Details of the LU factorization of the band matrix A, as
  92. *> computed by DGBTRF. U is stored as an upper triangular
  93. *> band matrix with KL+KU superdiagonals in rows 1 to KL+KU+1,
  94. *> and the multipliers used during the factorization are stored
  95. *> in rows KL+KU+2 to 2*KL+KU+1.
  96. *> \endverbatim
  97. *>
  98. *> \param[in] LDAFB
  99. *> \verbatim
  100. *> LDAFB is INTEGER
  101. *> The leading dimension of the array AFB. LDAFB >= 2*KL+KU+1.
  102. *> \endverbatim
  103. *
  104. * Authors:
  105. * ========
  106. *
  107. *> \author Univ. of Tennessee
  108. *> \author Univ. of California Berkeley
  109. *> \author Univ. of Colorado Denver
  110. *> \author NAG Ltd.
  111. *
  112. *> \ingroup doubleGBcomputational
  113. *
  114. * =====================================================================
  115. DOUBLE PRECISION FUNCTION DLA_GBRPVGRW( N, KL, KU, NCOLS, AB,
  116. $ LDAB, AFB, LDAFB )
  117. *
  118. * -- LAPACK computational routine --
  119. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  120. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  121. *
  122. * .. Scalar Arguments ..
  123. INTEGER N, KL, KU, NCOLS, LDAB, LDAFB
  124. * ..
  125. * .. Array Arguments ..
  126. DOUBLE PRECISION AB( LDAB, * ), AFB( LDAFB, * )
  127. * ..
  128. *
  129. * =====================================================================
  130. *
  131. * .. Local Scalars ..
  132. INTEGER I, J, KD
  133. DOUBLE PRECISION AMAX, UMAX, RPVGRW
  134. * ..
  135. * .. Intrinsic Functions ..
  136. INTRINSIC ABS, MAX, MIN
  137. * ..
  138. * .. Executable Statements ..
  139. *
  140. RPVGRW = 1.0D+0
  141. KD = KU + 1
  142. DO J = 1, NCOLS
  143. AMAX = 0.0D+0
  144. UMAX = 0.0D+0
  145. DO I = MAX( J-KU, 1 ), MIN( J+KL, N )
  146. AMAX = MAX( ABS( AB( KD+I-J, J)), AMAX )
  147. END DO
  148. DO I = MAX( J-KU, 1 ), J
  149. UMAX = MAX( ABS( AFB( KD+I-J, J ) ), UMAX )
  150. END DO
  151. IF ( UMAX /= 0.0D+0 ) THEN
  152. RPVGRW = MIN( AMAX / UMAX, RPVGRW )
  153. END IF
  154. END DO
  155. DLA_GBRPVGRW = RPVGRW
  156. *
  157. * End of DLA_GBRPVGRW
  158. *
  159. END