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zla_gbrcond_x.f 9.0 kB

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  1. *> \brief \b ZLA_GBRCOND_X computes the infinity norm condition number of op(A)*diag(x) for general banded 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_GBRCOND_X + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zla_gbrcond_x.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zla_gbrcond_x.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zla_gbrcond_x.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * DOUBLE PRECISION FUNCTION ZLA_GBRCOND_X( TRANS, N, KL, KU, AB,
  22. * LDAB, AFB, LDAFB, IPIV,
  23. * X, INFO, WORK, RWORK )
  24. *
  25. * .. Scalar Arguments ..
  26. * CHARACTER TRANS
  27. * INTEGER N, KL, KU, KD, KE, LDAB, LDAFB, INFO
  28. * ..
  29. * .. Array Arguments ..
  30. * INTEGER IPIV( * )
  31. * COMPLEX*16 AB( LDAB, * ), AFB( LDAFB, * ), WORK( * ),
  32. * $ X( * )
  33. * DOUBLE PRECISION RWORK( * )
  34. *
  35. *
  36. *
  37. *> \par Purpose:
  38. * =============
  39. *>
  40. *> \verbatim
  41. *>
  42. *> ZLA_GBRCOND_X Computes the infinity norm condition number of
  43. *> op(A) * diag(X) where X is a COMPLEX*16 vector.
  44. *> \endverbatim
  45. *
  46. * Arguments:
  47. * ==========
  48. *
  49. *> \param[in] TRANS
  50. *> \verbatim
  51. *> TRANS is CHARACTER*1
  52. *> Specifies the form of the system of equations:
  53. *> = 'N': A * X = B (No transpose)
  54. *> = 'T': A**T * X = B (Transpose)
  55. *> = 'C': A**H * X = B (Conjugate Transpose = Transpose)
  56. *> \endverbatim
  57. *>
  58. *> \param[in] N
  59. *> \verbatim
  60. *> N is INTEGER
  61. *> The number of linear equations, i.e., the order of the
  62. *> matrix A. N >= 0.
  63. *> \endverbatim
  64. *>
  65. *> \param[in] KL
  66. *> \verbatim
  67. *> KL is INTEGER
  68. *> The number of subdiagonals within the band of A. KL >= 0.
  69. *> \endverbatim
  70. *>
  71. *> \param[in] KU
  72. *> \verbatim
  73. *> KU is INTEGER
  74. *> The number of superdiagonals within the band of A. KU >= 0.
  75. *> \endverbatim
  76. *>
  77. *> \param[in] AB
  78. *> \verbatim
  79. *> AB is COMPLEX*16 array, dimension (LDAB,N)
  80. *> On entry, the matrix A in band storage, in rows 1 to KL+KU+1.
  81. *> The j-th column of A is stored in the j-th column of the
  82. *> array AB as follows:
  83. *> AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl)
  84. *> \endverbatim
  85. *>
  86. *> \param[in] LDAB
  87. *> \verbatim
  88. *> LDAB is INTEGER
  89. *> The leading dimension of the array AB. LDAB >= KL+KU+1.
  90. *> \endverbatim
  91. *>
  92. *> \param[in] AFB
  93. *> \verbatim
  94. *> AFB is COMPLEX*16 array, dimension (LDAFB,N)
  95. *> Details of the LU factorization of the band matrix A, as
  96. *> computed by ZGBTRF. U is stored as an upper triangular
  97. *> band matrix with KL+KU superdiagonals in rows 1 to KL+KU+1,
  98. *> and the multipliers used during the factorization are stored
  99. *> in rows KL+KU+2 to 2*KL+KU+1.
  100. *> \endverbatim
  101. *>
  102. *> \param[in] LDAFB
  103. *> \verbatim
  104. *> LDAFB is INTEGER
  105. *> The leading dimension of the array AFB. LDAFB >= 2*KL+KU+1.
  106. *> \endverbatim
  107. *>
  108. *> \param[in] IPIV
  109. *> \verbatim
  110. *> IPIV is INTEGER array, dimension (N)
  111. *> The pivot indices from the factorization A = P*L*U
  112. *> as computed by ZGBTRF; row i of the matrix was interchanged
  113. *> with row IPIV(i).
  114. *> \endverbatim
  115. *>
  116. *> \param[in] X
  117. *> \verbatim
  118. *> X is COMPLEX*16 array, dimension (N)
  119. *> The vector X in the formula op(A) * diag(X).
  120. *> \endverbatim
  121. *>
  122. *> \param[out] INFO
  123. *> \verbatim
  124. *> INFO is INTEGER
  125. *> = 0: Successful exit.
  126. *> i > 0: The ith argument is invalid.
  127. *> \endverbatim
  128. *>
  129. *> \param[out] WORK
  130. *> \verbatim
  131. *> WORK is COMPLEX*16 array, dimension (2*N).
  132. *> Workspace.
  133. *> \endverbatim
  134. *>
  135. *> \param[out] RWORK
  136. *> \verbatim
  137. *> RWORK is DOUBLE PRECISION array, dimension (N).
  138. *> Workspace.
  139. *> \endverbatim
  140. *
  141. * Authors:
  142. * ========
  143. *
  144. *> \author Univ. of Tennessee
  145. *> \author Univ. of California Berkeley
  146. *> \author Univ. of Colorado Denver
  147. *> \author NAG Ltd.
  148. *
  149. *> \ingroup complex16GBcomputational
  150. *
  151. * =====================================================================
  152. DOUBLE PRECISION FUNCTION ZLA_GBRCOND_X( TRANS, N, KL, KU, AB,
  153. $ LDAB, AFB, LDAFB, IPIV,
  154. $ X, INFO, WORK, RWORK )
  155. *
  156. * -- LAPACK computational routine --
  157. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  158. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  159. *
  160. * .. Scalar Arguments ..
  161. CHARACTER TRANS
  162. INTEGER N, KL, KU, KD, KE, LDAB, LDAFB, INFO
  163. * ..
  164. * .. Array Arguments ..
  165. INTEGER IPIV( * )
  166. COMPLEX*16 AB( LDAB, * ), AFB( LDAFB, * ), WORK( * ),
  167. $ X( * )
  168. DOUBLE PRECISION RWORK( * )
  169. *
  170. *
  171. * =====================================================================
  172. *
  173. * .. Local Scalars ..
  174. LOGICAL NOTRANS
  175. INTEGER KASE, I, J
  176. DOUBLE PRECISION AINVNM, ANORM, TMP
  177. COMPLEX*16 ZDUM
  178. * ..
  179. * .. Local Arrays ..
  180. INTEGER ISAVE( 3 )
  181. * ..
  182. * .. External Functions ..
  183. LOGICAL LSAME
  184. EXTERNAL LSAME
  185. * ..
  186. * .. External Subroutines ..
  187. EXTERNAL ZLACN2, ZGBTRS, XERBLA
  188. * ..
  189. * .. Intrinsic Functions ..
  190. INTRINSIC ABS, MAX
  191. * ..
  192. * .. Statement Functions ..
  193. DOUBLE PRECISION CABS1
  194. * ..
  195. * .. Statement Function Definitions ..
  196. CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
  197. * ..
  198. * .. Executable Statements ..
  199. *
  200. ZLA_GBRCOND_X = 0.0D+0
  201. *
  202. INFO = 0
  203. NOTRANS = LSAME( TRANS, 'N' )
  204. IF ( .NOT. NOTRANS .AND. .NOT. LSAME(TRANS, 'T') .AND. .NOT.
  205. $ LSAME( TRANS, 'C' ) ) THEN
  206. INFO = -1
  207. ELSE IF( N.LT.0 ) THEN
  208. INFO = -2
  209. ELSE IF( KL.LT.0 .OR. KL.GT.N-1 ) THEN
  210. INFO = -3
  211. ELSE IF( KU.LT.0 .OR. KU.GT.N-1 ) THEN
  212. INFO = -4
  213. ELSE IF( LDAB.LT.KL+KU+1 ) THEN
  214. INFO = -6
  215. ELSE IF( LDAFB.LT.2*KL+KU+1 ) THEN
  216. INFO = -8
  217. END IF
  218. IF( INFO.NE.0 ) THEN
  219. CALL XERBLA( 'ZLA_GBRCOND_X', -INFO )
  220. RETURN
  221. END IF
  222. *
  223. * Compute norm of op(A)*op2(C).
  224. *
  225. KD = KU + 1
  226. KE = KL + 1
  227. ANORM = 0.0D+0
  228. IF ( NOTRANS ) THEN
  229. DO I = 1, N
  230. TMP = 0.0D+0
  231. DO J = MAX( I-KL, 1 ), MIN( I+KU, N )
  232. TMP = TMP + CABS1( AB( KD+I-J, J) * X( J ) )
  233. END DO
  234. RWORK( I ) = TMP
  235. ANORM = MAX( ANORM, TMP )
  236. END DO
  237. ELSE
  238. DO I = 1, N
  239. TMP = 0.0D+0
  240. DO J = MAX( I-KL, 1 ), MIN( I+KU, N )
  241. TMP = TMP + CABS1( AB( KE-I+J, I ) * X( J ) )
  242. END DO
  243. RWORK( I ) = TMP
  244. ANORM = MAX( ANORM, TMP )
  245. END DO
  246. END IF
  247. *
  248. * Quick return if possible.
  249. *
  250. IF( N.EQ.0 ) THEN
  251. ZLA_GBRCOND_X = 1.0D+0
  252. RETURN
  253. ELSE IF( ANORM .EQ. 0.0D+0 ) THEN
  254. RETURN
  255. END IF
  256. *
  257. * Estimate the norm of inv(op(A)).
  258. *
  259. AINVNM = 0.0D+0
  260. *
  261. KASE = 0
  262. 10 CONTINUE
  263. CALL ZLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
  264. IF( KASE.NE.0 ) THEN
  265. IF( KASE.EQ.2 ) THEN
  266. *
  267. * Multiply by R.
  268. *
  269. DO I = 1, N
  270. WORK( I ) = WORK( I ) * RWORK( I )
  271. END DO
  272. *
  273. IF ( NOTRANS ) THEN
  274. CALL ZGBTRS( 'No transpose', N, KL, KU, 1, AFB, LDAFB,
  275. $ IPIV, WORK, N, INFO )
  276. ELSE
  277. CALL ZGBTRS( 'Conjugate transpose', N, KL, KU, 1, AFB,
  278. $ LDAFB, IPIV, WORK, N, INFO )
  279. ENDIF
  280. *
  281. * Multiply by inv(X).
  282. *
  283. DO I = 1, N
  284. WORK( I ) = WORK( I ) / X( I )
  285. END DO
  286. ELSE
  287. *
  288. * Multiply by inv(X**H).
  289. *
  290. DO I = 1, N
  291. WORK( I ) = WORK( I ) / X( I )
  292. END DO
  293. *
  294. IF ( NOTRANS ) THEN
  295. CALL ZGBTRS( 'Conjugate transpose', N, KL, KU, 1, AFB,
  296. $ LDAFB, IPIV, WORK, N, INFO )
  297. ELSE
  298. CALL ZGBTRS( 'No transpose', N, KL, KU, 1, AFB, LDAFB,
  299. $ IPIV, WORK, N, INFO )
  300. END IF
  301. *
  302. * Multiply by R.
  303. *
  304. DO I = 1, N
  305. WORK( I ) = WORK( I ) * RWORK( I )
  306. END DO
  307. END IF
  308. GO TO 10
  309. END IF
  310. *
  311. * Compute the estimate of the reciprocal condition number.
  312. *
  313. IF( AINVNM .NE. 0.0D+0 )
  314. $ ZLA_GBRCOND_X = 1.0D+0 / AINVNM
  315. *
  316. RETURN
  317. *
  318. * End of ZLA_GBRCOND_X
  319. *
  320. END