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strt06.f 5.7 kB

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  1. *> \brief \b STRT06
  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 STRT06( RCOND, RCONDC, UPLO, DIAG, N, A, LDA, WORK,
  12. * RAT )
  13. *
  14. * .. Scalar Arguments ..
  15. * CHARACTER DIAG, UPLO
  16. * INTEGER LDA, N
  17. * REAL RAT, RCOND, RCONDC
  18. * ..
  19. * .. Array Arguments ..
  20. * REAL A( LDA, * ), WORK( * )
  21. * ..
  22. *
  23. *
  24. *> \par Purpose:
  25. * =============
  26. *>
  27. *> \verbatim
  28. *>
  29. *> STRT06 computes a test ratio comparing RCOND (the reciprocal
  30. *> condition number of a triangular matrix A) and RCONDC, the estimate
  31. *> computed by STRCON. Information about the triangular matrix A is
  32. *> used if one estimate is zero and the other is non-zero to decide if
  33. *> underflow in the estimate is justified.
  34. *> \endverbatim
  35. *
  36. * Arguments:
  37. * ==========
  38. *
  39. *> \param[in] RCOND
  40. *> \verbatim
  41. *> RCOND is REAL
  42. *> The estimate of the reciprocal condition number obtained by
  43. *> forming the explicit inverse of the matrix A and computing
  44. *> RCOND = 1/( norm(A) * norm(inv(A)) ).
  45. *> \endverbatim
  46. *>
  47. *> \param[in] RCONDC
  48. *> \verbatim
  49. *> RCONDC is REAL
  50. *> The estimate of the reciprocal condition number computed by
  51. *> STRCON.
  52. *> \endverbatim
  53. *>
  54. *> \param[in] UPLO
  55. *> \verbatim
  56. *> UPLO is CHARACTER
  57. *> Specifies whether the matrix A is upper or lower triangular.
  58. *> = 'U': Upper triangular
  59. *> = 'L': Lower triangular
  60. *> \endverbatim
  61. *>
  62. *> \param[in] DIAG
  63. *> \verbatim
  64. *> DIAG is CHARACTER
  65. *> Specifies whether or not the matrix A is unit triangular.
  66. *> = 'N': Non-unit triangular
  67. *> = 'U': Unit triangular
  68. *> \endverbatim
  69. *>
  70. *> \param[in] N
  71. *> \verbatim
  72. *> N is INTEGER
  73. *> The order of the matrix A. N >= 0.
  74. *> \endverbatim
  75. *>
  76. *> \param[in] A
  77. *> \verbatim
  78. *> A is REAL array, dimension (LDA,N)
  79. *> The triangular matrix A. If UPLO = 'U', the leading n by n
  80. *> upper triangular part of the array A contains the upper
  81. *> triangular matrix, and the strictly lower triangular part of
  82. *> A is not referenced. If UPLO = 'L', the leading n by n lower
  83. *> triangular part of the array A contains the lower triangular
  84. *> matrix, and the strictly upper triangular part of A is not
  85. *> referenced. If DIAG = 'U', the diagonal elements of A are
  86. *> also not referenced and are assumed to be 1.
  87. *> \endverbatim
  88. *>
  89. *> \param[in] LDA
  90. *> \verbatim
  91. *> LDA is INTEGER
  92. *> The leading dimension of the array A. LDA >= max(1,N).
  93. *> \endverbatim
  94. *>
  95. *> \param[out] WORK
  96. *> \verbatim
  97. *> WORK is REAL array, dimension (N)
  98. *> \endverbatim
  99. *>
  100. *> \param[out] RAT
  101. *> \verbatim
  102. *> RAT is REAL
  103. *> The test ratio. If both RCOND and RCONDC are nonzero,
  104. *> RAT = MAX( RCOND, RCONDC )/MIN( RCOND, RCONDC ) - 1.
  105. *> If RAT = 0, the two estimates are exactly the same.
  106. *> \endverbatim
  107. *
  108. * Authors:
  109. * ========
  110. *
  111. *> \author Univ. of Tennessee
  112. *> \author Univ. of California Berkeley
  113. *> \author Univ. of Colorado Denver
  114. *> \author NAG Ltd.
  115. *
  116. *> \date November 2011
  117. *
  118. *> \ingroup single_lin
  119. *
  120. * =====================================================================
  121. SUBROUTINE STRT06( RCOND, RCONDC, UPLO, DIAG, N, A, LDA, WORK,
  122. $ RAT )
  123. *
  124. * -- LAPACK test routine (version 3.4.0) --
  125. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  126. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  127. * November 2011
  128. *
  129. * .. Scalar Arguments ..
  130. CHARACTER DIAG, UPLO
  131. INTEGER LDA, N
  132. REAL RAT, RCOND, RCONDC
  133. * ..
  134. * .. Array Arguments ..
  135. REAL A( LDA, * ), WORK( * )
  136. * ..
  137. *
  138. * =====================================================================
  139. *
  140. * .. Parameters ..
  141. REAL ZERO, ONE
  142. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  143. * ..
  144. * .. Local Scalars ..
  145. REAL ANORM, BIGNUM, EPS, RMAX, RMIN, SMLNUM
  146. * ..
  147. * .. External Functions ..
  148. REAL SLAMCH, SLANTR
  149. EXTERNAL SLAMCH, SLANTR
  150. * ..
  151. * .. Intrinsic Functions ..
  152. INTRINSIC MAX, MIN
  153. * ..
  154. * .. External Subroutines ..
  155. EXTERNAL SLABAD
  156. * ..
  157. * .. Executable Statements ..
  158. *
  159. EPS = SLAMCH( 'Epsilon' )
  160. RMAX = MAX( RCOND, RCONDC )
  161. RMIN = MIN( RCOND, RCONDC )
  162. *
  163. * Do the easy cases first.
  164. *
  165. IF( RMIN.LT.ZERO ) THEN
  166. *
  167. * Invalid value for RCOND or RCONDC, return 1/EPS.
  168. *
  169. RAT = ONE / EPS
  170. *
  171. ELSE IF( RMIN.GT.ZERO ) THEN
  172. *
  173. * Both estimates are positive, return RMAX/RMIN - 1.
  174. *
  175. RAT = RMAX / RMIN - ONE
  176. *
  177. ELSE IF( RMAX.EQ.ZERO ) THEN
  178. *
  179. * Both estimates zero.
  180. *
  181. RAT = ZERO
  182. *
  183. ELSE
  184. *
  185. * One estimate is zero, the other is non-zero. If the matrix is
  186. * ill-conditioned, return the nonzero estimate multiplied by
  187. * 1/EPS; if the matrix is badly scaled, return the nonzero
  188. * estimate multiplied by BIGNUM/TMAX, where TMAX is the maximum
  189. * element in absolute value in A.
  190. *
  191. SMLNUM = SLAMCH( 'Safe minimum' )
  192. BIGNUM = ONE / SMLNUM
  193. CALL SLABAD( SMLNUM, BIGNUM )
  194. ANORM = SLANTR( 'M', UPLO, DIAG, N, N, A, LDA, WORK )
  195. *
  196. RAT = RMAX*( MIN( BIGNUM / MAX( ONE, ANORM ), ONE / EPS ) )
  197. END IF
  198. *
  199. RETURN
  200. *
  201. * End of STRT06
  202. *
  203. END