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cla_gbrcond_c.f 9.6 kB

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  1. *> \brief \b CLA_GBRCOND_C computes the infinity norm condition number of op(A)*inv(diag(c)) 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 CLA_GBRCOND_C + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cla_gbrcond_c.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cla_gbrcond_c.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cla_gbrcond_c.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * REAL FUNCTION CLA_GBRCOND_C( TRANS, N, KL, KU, AB, LDAB, AFB,
  22. * LDAFB, IPIV, C, CAPPLY, INFO, WORK,
  23. * RWORK )
  24. *
  25. * .. Scalar Arguments ..
  26. * CHARACTER TRANS
  27. * LOGICAL CAPPLY
  28. * INTEGER N, KL, KU, KD, KE, LDAB, LDAFB, INFO
  29. * ..
  30. * .. Array Arguments ..
  31. * INTEGER IPIV( * )
  32. * COMPLEX AB( LDAB, * ), AFB( LDAFB, * ), WORK( * )
  33. * REAL C( * ), RWORK( * )
  34. * ..
  35. *
  36. *
  37. *> \par Purpose:
  38. * =============
  39. *>
  40. *> \verbatim
  41. *>
  42. *> CLA_GBRCOND_C Computes the infinity norm condition number of
  43. *> op(A) * inv(diag(C)) where C is a REAL 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 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 array, dimension (LDAFB,N)
  95. *> Details of the LU factorization of the band matrix A, as
  96. *> computed by CGBTRF. 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 CGBTRF; row i of the matrix was interchanged
  113. *> with row IPIV(i).
  114. *> \endverbatim
  115. *>
  116. *> \param[in] C
  117. *> \verbatim
  118. *> C is REAL array, dimension (N)
  119. *> The vector C in the formula op(A) * inv(diag(C)).
  120. *> \endverbatim
  121. *>
  122. *> \param[in] CAPPLY
  123. *> \verbatim
  124. *> CAPPLY is LOGICAL
  125. *> If .TRUE. then access the vector C in the formula above.
  126. *> \endverbatim
  127. *>
  128. *> \param[out] INFO
  129. *> \verbatim
  130. *> INFO is INTEGER
  131. *> = 0: Successful exit.
  132. *> i > 0: The ith argument is invalid.
  133. *> \endverbatim
  134. *>
  135. *> \param[out] WORK
  136. *> \verbatim
  137. *> WORK is COMPLEX array, dimension (2*N).
  138. *> Workspace.
  139. *> \endverbatim
  140. *>
  141. *> \param[out] RWORK
  142. *> \verbatim
  143. *> RWORK is REAL array, dimension (N).
  144. *> Workspace.
  145. *> \endverbatim
  146. *
  147. * Authors:
  148. * ========
  149. *
  150. *> \author Univ. of Tennessee
  151. *> \author Univ. of California Berkeley
  152. *> \author Univ. of Colorado Denver
  153. *> \author NAG Ltd.
  154. *
  155. *> \ingroup complexGBcomputational
  156. *
  157. * =====================================================================
  158. REAL FUNCTION CLA_GBRCOND_C( TRANS, N, KL, KU, AB, LDAB, AFB,
  159. $ LDAFB, IPIV, C, CAPPLY, INFO, WORK,
  160. $ RWORK )
  161. *
  162. * -- LAPACK computational routine --
  163. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  164. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  165. *
  166. * .. Scalar Arguments ..
  167. CHARACTER TRANS
  168. LOGICAL CAPPLY
  169. INTEGER N, KL, KU, KD, KE, LDAB, LDAFB, INFO
  170. * ..
  171. * .. Array Arguments ..
  172. INTEGER IPIV( * )
  173. COMPLEX AB( LDAB, * ), AFB( LDAFB, * ), WORK( * )
  174. REAL C( * ), RWORK( * )
  175. * ..
  176. *
  177. * =====================================================================
  178. *
  179. * .. Local Scalars ..
  180. LOGICAL NOTRANS
  181. INTEGER KASE, I, J
  182. REAL AINVNM, ANORM, TMP
  183. COMPLEX ZDUM
  184. * ..
  185. * .. Local Arrays ..
  186. INTEGER ISAVE( 3 )
  187. * ..
  188. * .. External Functions ..
  189. LOGICAL LSAME
  190. EXTERNAL LSAME
  191. * ..
  192. * .. External Subroutines ..
  193. EXTERNAL CLACN2, CGBTRS, XERBLA
  194. * ..
  195. * .. Intrinsic Functions ..
  196. INTRINSIC ABS, MAX
  197. * ..
  198. * .. Statement Functions ..
  199. REAL CABS1
  200. * ..
  201. * .. Statement Function Definitions ..
  202. CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) )
  203. * ..
  204. * .. Executable Statements ..
  205. CLA_GBRCOND_C = 0.0E+0
  206. *
  207. INFO = 0
  208. NOTRANS = LSAME( TRANS, 'N' )
  209. IF ( .NOT. NOTRANS .AND. .NOT. LSAME( TRANS, 'T' ) .AND. .NOT.
  210. $ LSAME( TRANS, 'C' ) ) THEN
  211. INFO = -1
  212. ELSE IF( N.LT.0 ) THEN
  213. INFO = -2
  214. ELSE IF( KL.LT.0 .OR. KL.GT.N-1 ) THEN
  215. INFO = -3
  216. ELSE IF( KU.LT.0 .OR. KU.GT.N-1 ) THEN
  217. INFO = -4
  218. ELSE IF( LDAB.LT.KL+KU+1 ) THEN
  219. INFO = -6
  220. ELSE IF( LDAFB.LT.2*KL+KU+1 ) THEN
  221. INFO = -8
  222. END IF
  223. IF( INFO.NE.0 ) THEN
  224. CALL XERBLA( 'CLA_GBRCOND_C', -INFO )
  225. RETURN
  226. END IF
  227. *
  228. * Compute norm of op(A)*op2(C).
  229. *
  230. ANORM = 0.0E+0
  231. KD = KU + 1
  232. KE = KL + 1
  233. IF ( NOTRANS ) THEN
  234. DO I = 1, N
  235. TMP = 0.0E+0
  236. IF ( CAPPLY ) THEN
  237. DO J = MAX( I-KL, 1 ), MIN( I+KU, N )
  238. TMP = TMP + CABS1( AB( KD+I-J, J ) ) / C( J )
  239. END DO
  240. ELSE
  241. DO J = MAX( I-KL, 1 ), MIN( I+KU, N )
  242. TMP = TMP + CABS1( AB( KD+I-J, J ) )
  243. END DO
  244. END IF
  245. RWORK( I ) = TMP
  246. ANORM = MAX( ANORM, TMP )
  247. END DO
  248. ELSE
  249. DO I = 1, N
  250. TMP = 0.0E+0
  251. IF ( CAPPLY ) THEN
  252. DO J = MAX( I-KL, 1 ), MIN( I+KU, N )
  253. TMP = TMP + CABS1( AB( KE-I+J, I ) ) / C( J )
  254. END DO
  255. ELSE
  256. DO J = MAX( I-KL, 1 ), MIN( I+KU, N )
  257. TMP = TMP + CABS1( AB( KE-I+J, I ) )
  258. END DO
  259. END IF
  260. RWORK( I ) = TMP
  261. ANORM = MAX( ANORM, TMP )
  262. END DO
  263. END IF
  264. *
  265. * Quick return if possible.
  266. *
  267. IF( N.EQ.0 ) THEN
  268. CLA_GBRCOND_C = 1.0E+0
  269. RETURN
  270. ELSE IF( ANORM .EQ. 0.0E+0 ) THEN
  271. RETURN
  272. END IF
  273. *
  274. * Estimate the norm of inv(op(A)).
  275. *
  276. AINVNM = 0.0E+0
  277. *
  278. KASE = 0
  279. 10 CONTINUE
  280. CALL CLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
  281. IF( KASE.NE.0 ) THEN
  282. IF( KASE.EQ.2 ) THEN
  283. *
  284. * Multiply by R.
  285. *
  286. DO I = 1, N
  287. WORK( I ) = WORK( I ) * RWORK( I )
  288. END DO
  289. *
  290. IF ( NOTRANS ) THEN
  291. CALL CGBTRS( 'No transpose', N, KL, KU, 1, AFB, LDAFB,
  292. $ IPIV, WORK, N, INFO )
  293. ELSE
  294. CALL CGBTRS( 'Conjugate transpose', N, KL, KU, 1, AFB,
  295. $ LDAFB, IPIV, WORK, N, INFO )
  296. ENDIF
  297. *
  298. * Multiply by inv(C).
  299. *
  300. IF ( CAPPLY ) THEN
  301. DO I = 1, N
  302. WORK( I ) = WORK( I ) * C( I )
  303. END DO
  304. END IF
  305. ELSE
  306. *
  307. * Multiply by inv(C**H).
  308. *
  309. IF ( CAPPLY ) THEN
  310. DO I = 1, N
  311. WORK( I ) = WORK( I ) * C( I )
  312. END DO
  313. END IF
  314. *
  315. IF ( NOTRANS ) THEN
  316. CALL CGBTRS( 'Conjugate transpose', N, KL, KU, 1, AFB,
  317. $ LDAFB, IPIV, WORK, N, INFO )
  318. ELSE
  319. CALL CGBTRS( 'No transpose', N, KL, KU, 1, AFB, LDAFB,
  320. $ IPIV, WORK, N, INFO )
  321. END IF
  322. *
  323. * Multiply by R.
  324. *
  325. DO I = 1, N
  326. WORK( I ) = WORK( I ) * RWORK( I )
  327. END DO
  328. END IF
  329. GO TO 10
  330. END IF
  331. *
  332. * Compute the estimate of the reciprocal condition number.
  333. *
  334. IF( AINVNM .NE. 0.0E+0 )
  335. $ CLA_GBRCOND_C = 1.0E+0 / AINVNM
  336. *
  337. RETURN
  338. *
  339. * End of CLA_GBRCOND_C
  340. *
  341. END