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cla_porcond_x.f 7.4 kB

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  1. *> \brief \b CLA_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 CLA_PORCOND_X + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cla_porcond_x.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cla_porcond_x.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cla_porcond_x.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * REAL FUNCTION CLA_PORCOND_X( UPLO, N, A, LDA, AF, LDAF, X, INFO,
  22. * WORK, RWORK )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER UPLO
  26. * INTEGER N, LDA, LDAF, INFO
  27. * ..
  28. * .. Array Arguments ..
  29. * COMPLEX A( LDA, * ), AF( LDAF, * ), WORK( * ), X( * )
  30. * REAL RWORK( * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> CLA_PORCOND_X Computes the infinity norm condition number of
  40. *> op(A) * diag(X) where X is a COMPLEX vector.
  41. *> \endverbatim
  42. *
  43. * Arguments:
  44. * ==========
  45. *
  46. *> \param[in] UPLO
  47. *> \verbatim
  48. *> UPLO is CHARACTER*1
  49. *> = 'U': Upper triangle of A is stored;
  50. *> = 'L': Lower triangle of A is stored.
  51. *> \endverbatim
  52. *>
  53. *> \param[in] N
  54. *> \verbatim
  55. *> N is INTEGER
  56. *> The number of linear equations, i.e., the order of the
  57. *> matrix A. N >= 0.
  58. *> \endverbatim
  59. *>
  60. *> \param[in] A
  61. *> \verbatim
  62. *> A is COMPLEX array, dimension (LDA,N)
  63. *> On entry, the N-by-N matrix A.
  64. *> \endverbatim
  65. *>
  66. *> \param[in] LDA
  67. *> \verbatim
  68. *> LDA is INTEGER
  69. *> The leading dimension of the array A. LDA >= max(1,N).
  70. *> \endverbatim
  71. *>
  72. *> \param[in] AF
  73. *> \verbatim
  74. *> AF is COMPLEX array, dimension (LDAF,N)
  75. *> The triangular factor U or L from the Cholesky factorization
  76. *> A = U**H*U or A = L*L**H, as computed by CPOTRF.
  77. *> \endverbatim
  78. *>
  79. *> \param[in] LDAF
  80. *> \verbatim
  81. *> LDAF is INTEGER
  82. *> The leading dimension of the array AF. LDAF >= max(1,N).
  83. *> \endverbatim
  84. *>
  85. *> \param[in] X
  86. *> \verbatim
  87. *> X is COMPLEX array, dimension (N)
  88. *> The vector X in the formula op(A) * diag(X).
  89. *> \endverbatim
  90. *>
  91. *> \param[out] INFO
  92. *> \verbatim
  93. *> INFO is INTEGER
  94. *> = 0: Successful exit.
  95. *> i > 0: The ith argument is invalid.
  96. *> \endverbatim
  97. *>
  98. *> \param[out] WORK
  99. *> \verbatim
  100. *> WORK is COMPLEX array, dimension (2*N).
  101. *> Workspace.
  102. *> \endverbatim
  103. *>
  104. *> \param[out] RWORK
  105. *> \verbatim
  106. *> RWORK is REAL array, dimension (N).
  107. *> Workspace.
  108. *> \endverbatim
  109. *
  110. * Authors:
  111. * ========
  112. *
  113. *> \author Univ. of Tennessee
  114. *> \author Univ. of California Berkeley
  115. *> \author Univ. of Colorado Denver
  116. *> \author NAG Ltd.
  117. *
  118. *> \ingroup complexPOcomputational
  119. *
  120. * =====================================================================
  121. REAL FUNCTION CLA_PORCOND_X( UPLO, N, A, LDA, AF, LDAF, X, INFO,
  122. $ WORK, RWORK )
  123. *
  124. * -- LAPACK computational routine --
  125. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  126. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  127. *
  128. * .. Scalar Arguments ..
  129. CHARACTER UPLO
  130. INTEGER N, LDA, LDAF, INFO
  131. * ..
  132. * .. Array Arguments ..
  133. COMPLEX A( LDA, * ), AF( LDAF, * ), WORK( * ), X( * )
  134. REAL RWORK( * )
  135. * ..
  136. *
  137. * =====================================================================
  138. *
  139. * .. Local Scalars ..
  140. INTEGER KASE, I, J
  141. REAL AINVNM, ANORM, TMP
  142. LOGICAL UP, UPPER
  143. COMPLEX ZDUM
  144. * ..
  145. * .. Local Arrays ..
  146. INTEGER ISAVE( 3 )
  147. * ..
  148. * .. External Functions ..
  149. LOGICAL LSAME
  150. EXTERNAL LSAME
  151. * ..
  152. * .. External Subroutines ..
  153. EXTERNAL CLACN2, CPOTRS, XERBLA
  154. * ..
  155. * .. Intrinsic Functions ..
  156. INTRINSIC ABS, MAX, REAL, AIMAG
  157. * ..
  158. * .. Statement Functions ..
  159. REAL CABS1
  160. * ..
  161. * .. Statement Function Definitions ..
  162. CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) )
  163. * ..
  164. * .. Executable Statements ..
  165. *
  166. CLA_PORCOND_X = 0.0E+0
  167. *
  168. INFO = 0
  169. UPPER = LSAME( UPLO, 'U' )
  170. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  171. INFO = -1
  172. ELSE IF ( N.LT.0 ) THEN
  173. INFO = -2
  174. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  175. INFO = -4
  176. ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
  177. INFO = -6
  178. END IF
  179. IF( INFO.NE.0 ) THEN
  180. CALL XERBLA( 'CLA_PORCOND_X', -INFO )
  181. RETURN
  182. END IF
  183. UP = .FALSE.
  184. IF ( LSAME( UPLO, 'U' ) ) UP = .TRUE.
  185. *
  186. * Compute norm of op(A)*op2(C).
  187. *
  188. ANORM = 0.0
  189. IF ( UP ) THEN
  190. DO I = 1, N
  191. TMP = 0.0E+0
  192. DO J = 1, I
  193. TMP = TMP + CABS1( A( J, I ) * X( J ) )
  194. END DO
  195. DO J = I+1, N
  196. TMP = TMP + CABS1( A( I, J ) * X( J ) )
  197. END DO
  198. RWORK( I ) = TMP
  199. ANORM = MAX( ANORM, TMP )
  200. END DO
  201. ELSE
  202. DO I = 1, N
  203. TMP = 0.0E+0
  204. DO J = 1, I
  205. TMP = TMP + CABS1( A( I, J ) * X( J ) )
  206. END DO
  207. DO J = I+1, N
  208. TMP = TMP + CABS1( A( J, I ) * X( J ) )
  209. END DO
  210. RWORK( I ) = TMP
  211. ANORM = MAX( ANORM, TMP )
  212. END DO
  213. END IF
  214. *
  215. * Quick return if possible.
  216. *
  217. IF( N.EQ.0 ) THEN
  218. CLA_PORCOND_X = 1.0E+0
  219. RETURN
  220. ELSE IF( ANORM .EQ. 0.0E+0 ) THEN
  221. RETURN
  222. END IF
  223. *
  224. * Estimate the norm of inv(op(A)).
  225. *
  226. AINVNM = 0.0E+0
  227. *
  228. KASE = 0
  229. 10 CONTINUE
  230. CALL CLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
  231. IF( KASE.NE.0 ) THEN
  232. IF( KASE.EQ.2 ) THEN
  233. *
  234. * Multiply by R.
  235. *
  236. DO I = 1, N
  237. WORK( I ) = WORK( I ) * RWORK( I )
  238. END DO
  239. *
  240. IF ( UP ) THEN
  241. CALL CPOTRS( 'U', N, 1, AF, LDAF,
  242. $ WORK, N, INFO )
  243. ELSE
  244. CALL CPOTRS( 'L', N, 1, AF, LDAF,
  245. $ WORK, N, INFO )
  246. ENDIF
  247. *
  248. * Multiply by inv(X).
  249. *
  250. DO I = 1, N
  251. WORK( I ) = WORK( I ) / X( I )
  252. END DO
  253. ELSE
  254. *
  255. * Multiply by inv(X**H).
  256. *
  257. DO I = 1, N
  258. WORK( I ) = WORK( I ) / X( I )
  259. END DO
  260. *
  261. IF ( UP ) THEN
  262. CALL CPOTRS( 'U', N, 1, AF, LDAF,
  263. $ WORK, N, INFO )
  264. ELSE
  265. CALL CPOTRS( 'L', N, 1, AF, LDAF,
  266. $ WORK, N, INFO )
  267. END IF
  268. *
  269. * Multiply by R.
  270. *
  271. DO I = 1, N
  272. WORK( I ) = WORK( I ) * RWORK( I )
  273. END DO
  274. END IF
  275. GO TO 10
  276. END IF
  277. *
  278. * Compute the estimate of the reciprocal condition number.
  279. *
  280. IF( AINVNM .NE. 0.0E+0 )
  281. $ CLA_PORCOND_X = 1.0E+0 / AINVNM
  282. *
  283. RETURN
  284. *
  285. * End of CLA_PORCOND_X
  286. *
  287. END