LAPACK 3.3.0

dtpt06.f

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00001       SUBROUTINE DTPT06( RCOND, RCONDC, UPLO, DIAG, N, AP, WORK, RAT )
00002 *
00003 *  -- LAPACK test routine (version 3.1) --
00004 *     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
00005 *     November 2006
00006 *
00007 *     .. Scalar Arguments ..
00008       CHARACTER          DIAG, UPLO
00009       INTEGER            N
00010       DOUBLE PRECISION   RAT, RCOND, RCONDC
00011 *     ..
00012 *     .. Array Arguments ..
00013       DOUBLE PRECISION   AP( * ), WORK( * )
00014 *     ..
00015 *
00016 *  Purpose
00017 *  =======
00018 *
00019 *  DTPT06 computes a test ratio comparing RCOND (the reciprocal
00020 *  condition number of a triangular matrix A) and RCONDC, the estimate
00021 *  computed by DTPCON.  Information about the triangular matrix A is
00022 *  used if one estimate is zero and the other is non-zero to decide if
00023 *  underflow in the estimate is justified.
00024 *
00025 *  Arguments
00026 *  =========
00027 *
00028 *  RCOND   (input) DOUBLE PRECISION
00029 *          The estimate of the reciprocal condition number obtained by
00030 *          forming the explicit inverse of the matrix A and computing
00031 *          RCOND = 1/( norm(A) * norm(inv(A)) ).
00032 *
00033 *  RCONDC  (input) DOUBLE PRECISION
00034 *          The estimate of the reciprocal condition number computed by
00035 *          DTPCON.
00036 *
00037 *  UPLO    (input) CHARACTER
00038 *          Specifies whether the matrix A is upper or lower triangular.
00039 *          = 'U':  Upper triangular
00040 *          = 'L':  Lower triangular
00041 *
00042 *  DIAG    (input) CHARACTER
00043 *          Specifies whether or not the matrix A is unit triangular.
00044 *          = 'N':  Non-unit triangular
00045 *          = 'U':  Unit triangular
00046 *
00047 *  N       (input) INTEGER
00048 *          The order of the matrix A.  N >= 0.
00049 *
00050 *  AP      (input) DOUBLE PRECISION array, dimension (N*(N+1)/2)
00051 *          The upper or lower triangular matrix A, packed columnwise in
00052 *          a linear array.  The j-th column of A is stored in the array
00053 *          AP as follows:
00054 *          if UPLO = 'U', AP((j-1)*j/2 + i) = A(i,j) for 1<=i<=j;
00055 *          if UPLO = 'L',
00056 *             AP((j-1)*(n-j) + j*(j+1)/2 + i-j) = A(i,j) for j<=i<=n.
00057 *
00058 *  WORK    (workspace) DOUBLE PRECISION array, dimension (N)
00059 *
00060 *  RAT     (output) DOUBLE PRECISION
00061 *          The test ratio.  If both RCOND and RCONDC are nonzero,
00062 *             RAT = MAX( RCOND, RCONDC )/MIN( RCOND, RCONDC ) - 1.
00063 *          If RAT = 0, the two estimates are exactly the same.
00064 *
00065 *  =====================================================================
00066 *
00067 *     .. Parameters ..
00068       DOUBLE PRECISION   ZERO, ONE
00069       PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
00070 *     ..
00071 *     .. Local Scalars ..
00072       DOUBLE PRECISION   ANORM, BIGNUM, EPS, RMAX, RMIN, SMLNUM
00073 *     ..
00074 *     .. External Functions ..
00075       DOUBLE PRECISION   DLAMCH, DLANTP
00076       EXTERNAL           DLAMCH, DLANTP
00077 *     ..
00078 *     .. Intrinsic Functions ..
00079       INTRINSIC          MAX, MIN
00080 *     ..
00081 *     .. External Subroutines ..
00082       EXTERNAL           DLABAD
00083 *     ..
00084 *     .. Executable Statements ..
00085 *
00086       EPS = DLAMCH( 'Epsilon' )
00087       RMAX = MAX( RCOND, RCONDC )
00088       RMIN = MIN( RCOND, RCONDC )
00089 *
00090 *     Do the easy cases first.
00091 *
00092       IF( RMIN.LT.ZERO ) THEN
00093 *
00094 *        Invalid value for RCOND or RCONDC, return 1/EPS.
00095 *
00096          RAT = ONE / EPS
00097 *
00098       ELSE IF( RMIN.GT.ZERO ) THEN
00099 *
00100 *        Both estimates are positive, return RMAX/RMIN - 1.
00101 *
00102          RAT = RMAX / RMIN - ONE
00103 *
00104       ELSE IF( RMAX.EQ.ZERO ) THEN
00105 *
00106 *        Both estimates zero.
00107 *
00108          RAT = ZERO
00109 *
00110       ELSE
00111 *
00112 *        One estimate is zero, the other is non-zero.  If the matrix is
00113 *        ill-conditioned, return the nonzero estimate multiplied by
00114 *        1/EPS; if the matrix is badly scaled, return the nonzero
00115 *        estimate multiplied by BIGNUM/TMAX, where TMAX is the maximum
00116 *        element in absolute value in A.
00117 *
00118          SMLNUM = DLAMCH( 'Safe minimum' )
00119          BIGNUM = ONE / SMLNUM
00120          CALL DLABAD( SMLNUM, BIGNUM )
00121          ANORM = DLANTP( 'M', UPLO, DIAG, N, AP, WORK )
00122 *
00123          RAT = RMAX*( MIN( BIGNUM / MAX( ONE, ANORM ), ONE / EPS ) )
00124       END IF
00125 *
00126       RETURN
00127 *
00128 *     End of DTPT06
00129 *
00130       END
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