LAPACK 3.3.0

dtrt06.f

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00001       SUBROUTINE DTRT06( RCOND, RCONDC, UPLO, DIAG, N, A, LDA, WORK,
00002      $                   RAT )
00003 *
00004 *  -- LAPACK test routine (version 3.1) --
00005 *     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
00006 *     November 2006
00007 *
00008 *     .. Scalar Arguments ..
00009       CHARACTER          DIAG, UPLO
00010       INTEGER            LDA, N
00011       DOUBLE PRECISION   RAT, RCOND, RCONDC
00012 *     ..
00013 *     .. Array Arguments ..
00014       DOUBLE PRECISION   A( LDA, * ), WORK( * )
00015 *     ..
00016 *
00017 *  Purpose
00018 *  =======
00019 *
00020 *  DTRT06 computes a test ratio comparing RCOND (the reciprocal
00021 *  condition number of a triangular matrix A) and RCONDC, the estimate
00022 *  computed by DTRCON.  Information about the triangular matrix A is
00023 *  used if one estimate is zero and the other is non-zero to decide if
00024 *  underflow in the estimate is justified.
00025 *
00026 *  Arguments
00027 *  =========
00028 *
00029 *  RCOND   (input) DOUBLE PRECISION
00030 *          The estimate of the reciprocal condition number obtained by
00031 *          forming the explicit inverse of the matrix A and computing
00032 *          RCOND = 1/( norm(A) * norm(inv(A)) ).
00033 *
00034 *  RCONDC  (input) DOUBLE PRECISION
00035 *          The estimate of the reciprocal condition number computed by
00036 *          DTRCON.
00037 *
00038 *  UPLO    (input) CHARACTER
00039 *          Specifies whether the matrix A is upper or lower triangular.
00040 *          = 'U':  Upper triangular
00041 *          = 'L':  Lower triangular
00042 *
00043 *  DIAG    (input) CHARACTER
00044 *          Specifies whether or not the matrix A is unit triangular.
00045 *          = 'N':  Non-unit triangular
00046 *          = 'U':  Unit triangular
00047 *
00048 *  N       (input) INTEGER
00049 *          The order of the matrix A.  N >= 0.
00050 *
00051 *  A       (input) DOUBLE PRECISION array, dimension (LDA,N)
00052 *          The triangular matrix A.  If UPLO = 'U', the leading n by n
00053 *          upper triangular part of the array A contains the upper
00054 *          triangular matrix, and the strictly lower triangular part of
00055 *          A is not referenced.  If UPLO = 'L', the leading n by n lower
00056 *          triangular part of the array A contains the lower triangular
00057 *          matrix, and the strictly upper triangular part of A is not
00058 *          referenced.  If DIAG = 'U', the diagonal elements of A are
00059 *          also not referenced and are assumed to be 1.
00060 *
00061 *  LDA     (input) INTEGER
00062 *          The leading dimension of the array A.  LDA >= max(1,N).
00063 *
00064 *  WORK    (workspace) DOUBLE PRECISION array, dimension (N)
00065 *
00066 *  RAT     (output) DOUBLE PRECISION
00067 *          The test ratio.  If both RCOND and RCONDC are nonzero,
00068 *             RAT = MAX( RCOND, RCONDC )/MIN( RCOND, RCONDC ) - 1.
00069 *          If RAT = 0, the two estimates are exactly the same.
00070 *
00071 *  =====================================================================
00072 *
00073 *     .. Parameters ..
00074       DOUBLE PRECISION   ZERO, ONE
00075       PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
00076 *     ..
00077 *     .. Local Scalars ..
00078       DOUBLE PRECISION   ANORM, BIGNUM, EPS, RMAX, RMIN, SMLNUM
00079 *     ..
00080 *     .. External Functions ..
00081       DOUBLE PRECISION   DLAMCH, DLANTR
00082       EXTERNAL           DLAMCH, DLANTR
00083 *     ..
00084 *     .. Intrinsic Functions ..
00085       INTRINSIC          MAX, MIN
00086 *     ..
00087 *     .. External Subroutines ..
00088       EXTERNAL           DLABAD
00089 *     ..
00090 *     .. Executable Statements ..
00091 *
00092       EPS = DLAMCH( 'Epsilon' )
00093       RMAX = MAX( RCOND, RCONDC )
00094       RMIN = MIN( RCOND, RCONDC )
00095 *
00096 *     Do the easy cases first.
00097 *
00098       IF( RMIN.LT.ZERO ) THEN
00099 *
00100 *        Invalid value for RCOND or RCONDC, return 1/EPS.
00101 *
00102          RAT = ONE / EPS
00103 *
00104       ELSE IF( RMIN.GT.ZERO ) THEN
00105 *
00106 *        Both estimates are positive, return RMAX/RMIN - 1.
00107 *
00108          RAT = RMAX / RMIN - ONE
00109 *
00110       ELSE IF( RMAX.EQ.ZERO ) THEN
00111 *
00112 *        Both estimates zero.
00113 *
00114          RAT = ZERO
00115 *
00116       ELSE
00117 *
00118 *        One estimate is zero, the other is non-zero.  If the matrix is
00119 *        ill-conditioned, return the nonzero estimate multiplied by
00120 *        1/EPS; if the matrix is badly scaled, return the nonzero
00121 *        estimate multiplied by BIGNUM/TMAX, where TMAX is the maximum
00122 *        element in absolute value in A.
00123 *
00124          SMLNUM = DLAMCH( 'Safe minimum' )
00125          BIGNUM = ONE / SMLNUM
00126          CALL DLABAD( SMLNUM, BIGNUM )
00127          ANORM = DLANTR( 'M', UPLO, DIAG, N, N, A, LDA, WORK )
00128 *
00129          RAT = RMAX*( MIN( BIGNUM / MAX( ONE, ANORM ), ONE / EPS ) )
00130       END IF
00131 *
00132       RETURN
00133 *
00134 *     End of DTRT06
00135 *
00136       END
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