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zla_hercond_c.f 8.9 kB

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  1. *> \brief \b ZLA_HERCOND_C computes the infinity norm condition number of op(A)*inv(diag(c)) for Hermitian indefinite 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_HERCOND_C + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zla_hercond_c.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zla_hercond_c.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zla_hercond_c.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * DOUBLE PRECISION FUNCTION ZLA_HERCOND_C( UPLO, N, A, LDA, AF,
  22. * LDAF, IPIV, C, CAPPLY,
  23. * INFO, WORK, RWORK )
  24. *
  25. * .. Scalar Arguments ..
  26. * CHARACTER UPLO
  27. * LOGICAL CAPPLY
  28. * INTEGER N, LDA, LDAF, INFO
  29. * ..
  30. * .. Array Arguments ..
  31. * INTEGER IPIV( * )
  32. * COMPLEX*16 A( LDA, * ), AF( LDAF, * ), WORK( * )
  33. * DOUBLE PRECISION C ( * ), RWORK( * )
  34. * ..
  35. *
  36. *
  37. *> \par Purpose:
  38. * =============
  39. *>
  40. *> \verbatim
  41. *>
  42. *> ZLA_HERCOND_C computes the infinity norm condition number of
  43. *> op(A) * inv(diag(C)) where C is a DOUBLE PRECISION vector.
  44. *> \endverbatim
  45. *
  46. * Arguments:
  47. * ==========
  48. *
  49. *> \param[in] UPLO
  50. *> \verbatim
  51. *> UPLO is CHARACTER*1
  52. *> = 'U': Upper triangle of A is stored;
  53. *> = 'L': Lower triangle of A is stored.
  54. *> \endverbatim
  55. *>
  56. *> \param[in] N
  57. *> \verbatim
  58. *> N is INTEGER
  59. *> The number of linear equations, i.e., the order of the
  60. *> matrix A. N >= 0.
  61. *> \endverbatim
  62. *>
  63. *> \param[in] A
  64. *> \verbatim
  65. *> A is COMPLEX*16 array, dimension (LDA,N)
  66. *> On entry, the N-by-N matrix A
  67. *> \endverbatim
  68. *>
  69. *> \param[in] LDA
  70. *> \verbatim
  71. *> LDA is INTEGER
  72. *> The leading dimension of the array A. LDA >= max(1,N).
  73. *> \endverbatim
  74. *>
  75. *> \param[in] AF
  76. *> \verbatim
  77. *> AF is COMPLEX*16 array, dimension (LDAF,N)
  78. *> The block diagonal matrix D and the multipliers used to
  79. *> obtain the factor U or L as computed by ZHETRF.
  80. *> \endverbatim
  81. *>
  82. *> \param[in] LDAF
  83. *> \verbatim
  84. *> LDAF is INTEGER
  85. *> The leading dimension of the array AF. LDAF >= max(1,N).
  86. *> \endverbatim
  87. *>
  88. *> \param[in] IPIV
  89. *> \verbatim
  90. *> IPIV is INTEGER array, dimension (N)
  91. *> Details of the interchanges and the block structure of D
  92. *> as determined by CHETRF.
  93. *> \endverbatim
  94. *>
  95. *> \param[in] C
  96. *> \verbatim
  97. *> C is DOUBLE PRECISION array, dimension (N)
  98. *> The vector C in the formula op(A) * inv(diag(C)).
  99. *> \endverbatim
  100. *>
  101. *> \param[in] CAPPLY
  102. *> \verbatim
  103. *> CAPPLY is LOGICAL
  104. *> If .TRUE. then access the vector C in the formula above.
  105. *> \endverbatim
  106. *>
  107. *> \param[out] INFO
  108. *> \verbatim
  109. *> INFO is INTEGER
  110. *> = 0: Successful exit.
  111. *> i > 0: The ith argument is invalid.
  112. *> \endverbatim
  113. *>
  114. *> \param[out] WORK
  115. *> \verbatim
  116. *> WORK is COMPLEX*16 array, dimension (2*N).
  117. *> Workspace.
  118. *> \endverbatim
  119. *>
  120. *> \param[out] RWORK
  121. *> \verbatim
  122. *> RWORK is DOUBLE PRECISION array, dimension (N).
  123. *> Workspace.
  124. *> \endverbatim
  125. *
  126. * Authors:
  127. * ========
  128. *
  129. *> \author Univ. of Tennessee
  130. *> \author Univ. of California Berkeley
  131. *> \author Univ. of Colorado Denver
  132. *> \author NAG Ltd.
  133. *
  134. *> \ingroup complex16HEcomputational
  135. *
  136. * =====================================================================
  137. DOUBLE PRECISION FUNCTION ZLA_HERCOND_C( UPLO, N, A, LDA, AF,
  138. $ LDAF, IPIV, C, CAPPLY,
  139. $ INFO, WORK, RWORK )
  140. *
  141. * -- LAPACK computational routine --
  142. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  143. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  144. *
  145. * .. Scalar Arguments ..
  146. CHARACTER UPLO
  147. LOGICAL CAPPLY
  148. INTEGER N, LDA, LDAF, INFO
  149. * ..
  150. * .. Array Arguments ..
  151. INTEGER IPIV( * )
  152. COMPLEX*16 A( LDA, * ), AF( LDAF, * ), WORK( * )
  153. DOUBLE PRECISION C ( * ), RWORK( * )
  154. * ..
  155. *
  156. * =====================================================================
  157. *
  158. * .. Local Scalars ..
  159. INTEGER KASE, I, J
  160. DOUBLE PRECISION AINVNM, ANORM, TMP
  161. LOGICAL UP, UPPER
  162. COMPLEX*16 ZDUM
  163. * ..
  164. * .. Local Arrays ..
  165. INTEGER ISAVE( 3 )
  166. * ..
  167. * .. External Functions ..
  168. LOGICAL LSAME
  169. EXTERNAL LSAME
  170. * ..
  171. * .. External Subroutines ..
  172. EXTERNAL ZLACN2, ZHETRS, XERBLA
  173. * ..
  174. * .. Intrinsic Functions ..
  175. INTRINSIC ABS, MAX
  176. * ..
  177. * .. Statement Functions ..
  178. DOUBLE PRECISION CABS1
  179. * ..
  180. * .. Statement Function Definitions ..
  181. CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
  182. * ..
  183. * .. Executable Statements ..
  184. *
  185. ZLA_HERCOND_C = 0.0D+0
  186. *
  187. INFO = 0
  188. UPPER = LSAME( UPLO, 'U' )
  189. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  190. INFO = -1
  191. ELSE IF( N.LT.0 ) THEN
  192. INFO = -2
  193. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  194. INFO = -4
  195. ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
  196. INFO = -6
  197. END IF
  198. IF( INFO.NE.0 ) THEN
  199. CALL XERBLA( 'ZLA_HERCOND_C', -INFO )
  200. RETURN
  201. END IF
  202. UP = .FALSE.
  203. IF ( LSAME( UPLO, 'U' ) ) UP = .TRUE.
  204. *
  205. * Compute norm of op(A)*op2(C).
  206. *
  207. ANORM = 0.0D+0
  208. IF ( UP ) THEN
  209. DO I = 1, N
  210. TMP = 0.0D+0
  211. IF ( CAPPLY ) THEN
  212. DO J = 1, I
  213. TMP = TMP + CABS1( A( J, I ) ) / C( J )
  214. END DO
  215. DO J = I+1, N
  216. TMP = TMP + CABS1( A( I, J ) ) / C( J )
  217. END DO
  218. ELSE
  219. DO J = 1, I
  220. TMP = TMP + CABS1( A( J, I ) )
  221. END DO
  222. DO J = I+1, N
  223. TMP = TMP + CABS1( A( I, J ) )
  224. END DO
  225. END IF
  226. RWORK( I ) = TMP
  227. ANORM = MAX( ANORM, TMP )
  228. END DO
  229. ELSE
  230. DO I = 1, N
  231. TMP = 0.0D+0
  232. IF ( CAPPLY ) THEN
  233. DO J = 1, I
  234. TMP = TMP + CABS1( A( I, J ) ) / C( J )
  235. END DO
  236. DO J = I+1, N
  237. TMP = TMP + CABS1( A( J, I ) ) / C( J )
  238. END DO
  239. ELSE
  240. DO J = 1, I
  241. TMP = TMP + CABS1( A( I, J ) )
  242. END DO
  243. DO J = I+1, N
  244. TMP = TMP + CABS1( A( J, I ) )
  245. END DO
  246. END IF
  247. RWORK( I ) = TMP
  248. ANORM = MAX( ANORM, TMP )
  249. END DO
  250. END IF
  251. *
  252. * Quick return if possible.
  253. *
  254. IF( N.EQ.0 ) THEN
  255. ZLA_HERCOND_C = 1.0D+0
  256. RETURN
  257. ELSE IF( ANORM .EQ. 0.0D+0 ) THEN
  258. RETURN
  259. END IF
  260. *
  261. * Estimate the norm of inv(op(A)).
  262. *
  263. AINVNM = 0.0D+0
  264. *
  265. KASE = 0
  266. 10 CONTINUE
  267. CALL ZLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
  268. IF( KASE.NE.0 ) THEN
  269. IF( KASE.EQ.2 ) THEN
  270. *
  271. * Multiply by R.
  272. *
  273. DO I = 1, N
  274. WORK( I ) = WORK( I ) * RWORK( I )
  275. END DO
  276. *
  277. IF ( UP ) THEN
  278. CALL ZHETRS( 'U', N, 1, AF, LDAF, IPIV,
  279. $ WORK, N, INFO )
  280. ELSE
  281. CALL ZHETRS( 'L', N, 1, AF, LDAF, IPIV,
  282. $ WORK, N, INFO )
  283. ENDIF
  284. *
  285. * Multiply by inv(C).
  286. *
  287. IF ( CAPPLY ) THEN
  288. DO I = 1, N
  289. WORK( I ) = WORK( I ) * C( I )
  290. END DO
  291. END IF
  292. ELSE
  293. *
  294. * Multiply by inv(C**H).
  295. *
  296. IF ( CAPPLY ) THEN
  297. DO I = 1, N
  298. WORK( I ) = WORK( I ) * C( I )
  299. END DO
  300. END IF
  301. *
  302. IF ( UP ) THEN
  303. CALL ZHETRS( 'U', N, 1, AF, LDAF, IPIV,
  304. $ WORK, N, INFO )
  305. ELSE
  306. CALL ZHETRS( 'L', N, 1, AF, LDAF, IPIV,
  307. $ WORK, N, INFO )
  308. END IF
  309. *
  310. * Multiply by R.
  311. *
  312. DO I = 1, N
  313. WORK( I ) = WORK( I ) * RWORK( I )
  314. END DO
  315. END IF
  316. GO TO 10
  317. END IF
  318. *
  319. * Compute the estimate of the reciprocal condition number.
  320. *
  321. IF( AINVNM .NE. 0.0D+0 )
  322. $ ZLA_HERCOND_C = 1.0D+0 / AINVNM
  323. *
  324. RETURN
  325. *
  326. * End of ZLA_HERCOND_C
  327. *
  328. END