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stpt06.f 5.2 kB

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  1. *> \brief \b STPT06
  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 STPT06( RCOND, RCONDC, UPLO, DIAG, N, AP, WORK, RAT )
  12. *
  13. * .. Scalar Arguments ..
  14. * CHARACTER DIAG, UPLO
  15. * INTEGER N
  16. * REAL RAT, RCOND, RCONDC
  17. * ..
  18. * .. Array Arguments ..
  19. * REAL AP( * ), WORK( * )
  20. * ..
  21. *
  22. *
  23. *> \par Purpose:
  24. * =============
  25. *>
  26. *> \verbatim
  27. *>
  28. *> STPT06 computes a test ratio comparing RCOND (the reciprocal
  29. *> condition number of a triangular matrix A) and RCONDC, the estimate
  30. *> computed by STPCON. Information about the triangular matrix A is
  31. *> used if one estimate is zero and the other is non-zero to decide if
  32. *> underflow in the estimate is justified.
  33. *> \endverbatim
  34. *
  35. * Arguments:
  36. * ==========
  37. *
  38. *> \param[in] RCOND
  39. *> \verbatim
  40. *> RCOND is REAL
  41. *> The estimate of the reciprocal condition number obtained by
  42. *> forming the explicit inverse of the matrix A and computing
  43. *> RCOND = 1/( norm(A) * norm(inv(A)) ).
  44. *> \endverbatim
  45. *>
  46. *> \param[in] RCONDC
  47. *> \verbatim
  48. *> RCONDC is REAL
  49. *> The estimate of the reciprocal condition number computed by
  50. *> STPCON.
  51. *> \endverbatim
  52. *>
  53. *> \param[in] UPLO
  54. *> \verbatim
  55. *> UPLO is CHARACTER
  56. *> Specifies whether the matrix A is upper or lower triangular.
  57. *> = 'U': Upper triangular
  58. *> = 'L': Lower triangular
  59. *> \endverbatim
  60. *>
  61. *> \param[in] DIAG
  62. *> \verbatim
  63. *> DIAG is CHARACTER
  64. *> Specifies whether or not the matrix A is unit triangular.
  65. *> = 'N': Non-unit triangular
  66. *> = 'U': Unit triangular
  67. *> \endverbatim
  68. *>
  69. *> \param[in] N
  70. *> \verbatim
  71. *> N is INTEGER
  72. *> The order of the matrix A. N >= 0.
  73. *> \endverbatim
  74. *>
  75. *> \param[in] AP
  76. *> \verbatim
  77. *> AP is REAL array, dimension (N*(N+1)/2)
  78. *> The upper or lower triangular matrix A, packed columnwise in
  79. *> a linear array. The j-th column of A is stored in the array
  80. *> AP as follows:
  81. *> if UPLO = 'U', AP((j-1)*j/2 + i) = A(i,j) for 1<=i<=j;
  82. *> if UPLO = 'L',
  83. *> AP((j-1)*(n-j) + j*(j+1)/2 + i-j) = A(i,j) for j<=i<=n.
  84. *> \endverbatim
  85. *>
  86. *> \param[out] WORK
  87. *> \verbatim
  88. *> WORK is REAL array, dimension (N)
  89. *> \endverbatim
  90. *>
  91. *> \param[out] RAT
  92. *> \verbatim
  93. *> RAT is REAL
  94. *> The test ratio. If both RCOND and RCONDC are nonzero,
  95. *> RAT = MAX( RCOND, RCONDC )/MIN( RCOND, RCONDC ) - 1.
  96. *> If RAT = 0, the two estimates are exactly the same.
  97. *> \endverbatim
  98. *
  99. * Authors:
  100. * ========
  101. *
  102. *> \author Univ. of Tennessee
  103. *> \author Univ. of California Berkeley
  104. *> \author Univ. of Colorado Denver
  105. *> \author NAG Ltd.
  106. *
  107. *> \ingroup single_lin
  108. *
  109. * =====================================================================
  110. SUBROUTINE STPT06( RCOND, RCONDC, UPLO, DIAG, N, AP, WORK, RAT )
  111. *
  112. * -- LAPACK test routine --
  113. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  114. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  115. *
  116. * .. Scalar Arguments ..
  117. CHARACTER DIAG, UPLO
  118. INTEGER N
  119. REAL RAT, RCOND, RCONDC
  120. * ..
  121. * .. Array Arguments ..
  122. REAL AP( * ), WORK( * )
  123. * ..
  124. *
  125. * =====================================================================
  126. *
  127. * .. Parameters ..
  128. REAL ZERO, ONE
  129. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  130. * ..
  131. * .. Local Scalars ..
  132. REAL ANORM, BIGNUM, EPS, RMAX, RMIN, SMLNUM
  133. * ..
  134. * .. External Functions ..
  135. REAL SLAMCH, SLANTP
  136. EXTERNAL SLAMCH, SLANTP
  137. * ..
  138. * .. Intrinsic Functions ..
  139. INTRINSIC MAX, MIN
  140. * ..
  141. * .. External Subroutines ..
  142. EXTERNAL SLABAD
  143. * ..
  144. * .. Executable Statements ..
  145. *
  146. EPS = SLAMCH( 'Epsilon' )
  147. RMAX = MAX( RCOND, RCONDC )
  148. RMIN = MIN( RCOND, RCONDC )
  149. *
  150. * Do the easy cases first.
  151. *
  152. IF( RMIN.LT.ZERO ) THEN
  153. *
  154. * Invalid value for RCOND or RCONDC, return 1/EPS.
  155. *
  156. RAT = ONE / EPS
  157. *
  158. ELSE IF( RMIN.GT.ZERO ) THEN
  159. *
  160. * Both estimates are positive, return RMAX/RMIN - 1.
  161. *
  162. RAT = RMAX / RMIN - ONE
  163. *
  164. ELSE IF( RMAX.EQ.ZERO ) THEN
  165. *
  166. * Both estimates zero.
  167. *
  168. RAT = ZERO
  169. *
  170. ELSE
  171. *
  172. * One estimate is zero, the other is non-zero. If the matrix is
  173. * ill-conditioned, return the nonzero estimate multiplied by
  174. * 1/EPS; if the matrix is badly scaled, return the nonzero
  175. * estimate multiplied by BIGNUM/TMAX, where TMAX is the maximum
  176. * element in absolute value in A.
  177. *
  178. SMLNUM = SLAMCH( 'Safe minimum' )
  179. BIGNUM = ONE / SMLNUM
  180. CALL SLABAD( SMLNUM, BIGNUM )
  181. ANORM = SLANTP( 'M', UPLO, DIAG, N, AP, WORK )
  182. *
  183. RAT = RMAX*( MIN( BIGNUM / MAX( ONE, ANORM ), ONE / EPS ) )
  184. END IF
  185. *
  186. RETURN
  187. *
  188. * End of STPT06
  189. *
  190. END