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ctbt06.f 5.6 kB

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  1. *> \brief \b CTBT06
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. * Definition:
  9. * ===========
  10. *
  11. * SUBROUTINE CTBT06( RCOND, RCONDC, UPLO, DIAG, N, KD, AB, LDAB,
  12. * RWORK, RAT )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER DIAG, UPLO
  16. * INTEGER KD, LDAB, N
  17. * REAL RAT, RCOND, RCONDC
  18. * ..
  19. * .. Array Arguments ..
  20. * REAL RWORK( * )
  21. * COMPLEX AB( LDAB, * )
  22. * ..
  23. *
  24. *
  25. *> \par Purpose:
  26. * =============
  27. *>
  28. *> \verbatim
  29. *>
  30. *> CTBT06 computes a test ratio comparing RCOND (the reciprocal
  31. *> condition number of a triangular matrix A) and RCONDC, the estimate
  32. *> computed by CTBCON. Information about the triangular matrix A is
  33. *> used if one estimate is zero and the other is non-zero to decide if
  34. *> underflow in the estimate is justified.
  35. *> \endverbatim
  36. *
  37. * Arguments:
  38. * ==========
  39. *
  40. *> \param[in] RCOND
  41. *> \verbatim
  42. *> RCOND is REAL
  43. *> The estimate of the reciprocal condition number obtained by
  44. *> forming the explicit inverse of the matrix A and computing
  45. *> RCOND = 1/( norm(A) * norm(inv(A)) ).
  46. *> \endverbatim
  47. *>
  48. *> \param[in] RCONDC
  49. *> \verbatim
  50. *> RCONDC is REAL
  51. *> The estimate of the reciprocal condition number computed by
  52. *> CTBCON.
  53. *> \endverbatim
  54. *>
  55. *> \param[in] UPLO
  56. *> \verbatim
  57. *> UPLO is CHARACTER
  58. *> Specifies whether the matrix A is upper or lower triangular.
  59. *> = 'U': Upper triangular
  60. *> = 'L': Lower triangular
  61. *> \endverbatim
  62. *>
  63. *> \param[in] DIAG
  64. *> \verbatim
  65. *> DIAG is CHARACTER
  66. *> Specifies whether or not the matrix A is unit triangular.
  67. *> = 'N': Non-unit triangular
  68. *> = 'U': Unit triangular
  69. *> \endverbatim
  70. *>
  71. *> \param[in] N
  72. *> \verbatim
  73. *> N is INTEGER
  74. *> The order of the matrix A. N >= 0.
  75. *> \endverbatim
  76. *>
  77. *> \param[in] KD
  78. *> \verbatim
  79. *> KD is INTEGER
  80. *> The number of superdiagonals or subdiagonals of the
  81. *> triangular band matrix A. KD >= 0.
  82. *> \endverbatim
  83. *>
  84. *> \param[in] AB
  85. *> \verbatim
  86. *> AB is COMPLEX array, dimension (LDAB,N)
  87. *> The upper or lower triangular band matrix A, stored in the
  88. *> first kd+1 rows of the array. The j-th column of A is stored
  89. *> in the j-th column of the array AB as follows:
  90. *> if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
  91. *> if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
  92. *> \endverbatim
  93. *>
  94. *> \param[in] LDAB
  95. *> \verbatim
  96. *> LDAB is INTEGER
  97. *> The leading dimension of the array AB. LDAB >= KD+1.
  98. *> \endverbatim
  99. *>
  100. *> \param[out] RWORK
  101. *> \verbatim
  102. *> RWORK is REAL array, dimension (N)
  103. *> \endverbatim
  104. *>
  105. *> \param[out] RAT
  106. *> \verbatim
  107. *> RAT is REAL
  108. *> The test ratio. If both RCOND and RCONDC are nonzero,
  109. *> RAT = MAX( RCOND, RCONDC )/MIN( RCOND, RCONDC ) - 1.
  110. *> If RAT = 0, the two estimates are exactly the same.
  111. *> \endverbatim
  112. *
  113. * Authors:
  114. * ========
  115. *
  116. *> \author Univ. of Tennessee
  117. *> \author Univ. of California Berkeley
  118. *> \author Univ. of Colorado Denver
  119. *> \author NAG Ltd.
  120. *
  121. *> \date December 2016
  122. *
  123. *> \ingroup complex_lin
  124. *
  125. * =====================================================================
  126. SUBROUTINE CTBT06( RCOND, RCONDC, UPLO, DIAG, N, KD, AB, LDAB,
  127. $ RWORK, RAT )
  128. *
  129. * -- LAPACK test routine (version 3.7.0) --
  130. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  131. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  132. * December 2016
  133. *
  134. * .. Scalar Arguments ..
  135. CHARACTER DIAG, UPLO
  136. INTEGER KD, LDAB, N
  137. REAL RAT, RCOND, RCONDC
  138. * ..
  139. * .. Array Arguments ..
  140. REAL RWORK( * )
  141. COMPLEX AB( LDAB, * )
  142. * ..
  143. *
  144. * =====================================================================
  145. *
  146. * .. Parameters ..
  147. REAL ZERO, ONE
  148. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  149. * ..
  150. * .. Local Scalars ..
  151. REAL ANORM, BIGNUM, EPS, RMAX, RMIN
  152. * ..
  153. * .. External Functions ..
  154. REAL CLANTB, SLAMCH
  155. EXTERNAL CLANTB, SLAMCH
  156. * ..
  157. * .. Intrinsic Functions ..
  158. INTRINSIC MAX, MIN
  159. * ..
  160. * .. Executable Statements ..
  161. *
  162. EPS = SLAMCH( 'Epsilon' )
  163. RMAX = MAX( RCOND, RCONDC )
  164. RMIN = MIN( RCOND, RCONDC )
  165. *
  166. * Do the easy cases first.
  167. *
  168. IF( RMIN.LT.ZERO ) THEN
  169. *
  170. * Invalid value for RCOND or RCONDC, return 1/EPS.
  171. *
  172. RAT = ONE / EPS
  173. *
  174. ELSE IF( RMIN.GT.ZERO ) THEN
  175. *
  176. * Both estimates are positive, return RMAX/RMIN - 1.
  177. *
  178. RAT = RMAX / RMIN - ONE
  179. *
  180. ELSE IF( RMAX.EQ.ZERO ) THEN
  181. *
  182. * Both estimates zero.
  183. *
  184. RAT = ZERO
  185. *
  186. ELSE
  187. *
  188. * One estimate is zero, the other is non-zero. If the matrix is
  189. * ill-conditioned, return the nonzero estimate multiplied by
  190. * 1/EPS; if the matrix is badly scaled, return the nonzero
  191. * estimate multiplied by BIGNUM/TMAX, where TMAX is the maximum
  192. * element in absolute value in A.
  193. *
  194. BIGNUM = ONE / SLAMCH( 'Safe minimum' )
  195. ANORM = CLANTB( 'M', UPLO, DIAG, N, KD, AB, LDAB, RWORK )
  196. *
  197. RAT = RMAX*( MIN( BIGNUM / MAX( ONE, ANORM ), ONE / EPS ) )
  198. END IF
  199. *
  200. RETURN
  201. *
  202. * End of CTBT06
  203. *
  204. END