LAPACK 3.3.1
Linear Algebra PACKage
|
00001 REAL FUNCTION CLA_HERCOND_X( UPLO, N, A, LDA, AF, LDAF, IPIV, X, 00002 $ INFO, WORK, RWORK ) 00003 * 00004 * -- LAPACK routine (version 3.2.1) -- 00005 * -- Contributed by James Demmel, Deaglan Halligan, Yozo Hida and -- 00006 * -- Jason Riedy of Univ. of California Berkeley. -- 00007 * -- April 2009 -- 00008 * 00009 * -- LAPACK is a software package provided by Univ. of Tennessee, -- 00010 * -- Univ. of California Berkeley and NAG Ltd. -- 00011 * 00012 IMPLICIT NONE 00013 * .. 00014 * .. Scalar Arguments .. 00015 CHARACTER UPLO 00016 INTEGER N, LDA, LDAF, INFO 00017 * .. 00018 * .. Array Arguments .. 00019 INTEGER IPIV( * ) 00020 COMPLEX A( LDA, * ), AF( LDAF, * ), WORK( * ), X( * ) 00021 REAL RWORK( * ) 00022 * .. 00023 * 00024 * Purpose 00025 * ======= 00026 * 00027 * CLA_HERCOND_X computes the infinity norm condition number of 00028 * op(A) * diag(X) where X is a COMPLEX vector. 00029 * 00030 * Arguments 00031 * ========= 00032 * 00033 * UPLO (input) CHARACTER*1 00034 * = 'U': Upper triangle of A is stored; 00035 * = 'L': Lower triangle of A is stored. 00036 * 00037 * N (input) INTEGER 00038 * The number of linear equations, i.e., the order of the 00039 * matrix A. N >= 0. 00040 * 00041 * A (input) COMPLEX array, dimension (LDA,N) 00042 * On entry, the N-by-N matrix A. 00043 * 00044 * LDA (input) INTEGER 00045 * The leading dimension of the array A. LDA >= max(1,N). 00046 * 00047 * AF (input) COMPLEX array, dimension (LDAF,N) 00048 * The block diagonal matrix D and the multipliers used to 00049 * obtain the factor U or L as computed by CHETRF. 00050 * 00051 * LDAF (input) INTEGER 00052 * The leading dimension of the array AF. LDAF >= max(1,N). 00053 * 00054 * IPIV (input) INTEGER array, dimension (N) 00055 * Details of the interchanges and the block structure of D 00056 * as determined by CHETRF. 00057 * 00058 * X (input) COMPLEX array, dimension (N) 00059 * The vector X in the formula op(A) * diag(X). 00060 * 00061 * INFO (output) INTEGER 00062 * = 0: Successful exit. 00063 * i > 0: The ith argument is invalid. 00064 * 00065 * WORK (input) COMPLEX array, dimension (2*N). 00066 * Workspace. 00067 * 00068 * RWORK (input) REAL array, dimension (N). 00069 * Workspace. 00070 * 00071 * ===================================================================== 00072 * 00073 * .. Local Scalars .. 00074 INTEGER KASE, I, J 00075 REAL AINVNM, ANORM, TMP 00076 LOGICAL UP 00077 COMPLEX ZDUM 00078 * .. 00079 * .. Local Arrays .. 00080 INTEGER ISAVE( 3 ) 00081 * .. 00082 * .. External Functions .. 00083 LOGICAL LSAME 00084 EXTERNAL LSAME 00085 * .. 00086 * .. External Subroutines .. 00087 EXTERNAL CLACN2, CHETRS, XERBLA 00088 * .. 00089 * .. Intrinsic Functions .. 00090 INTRINSIC ABS, MAX 00091 * .. 00092 * .. Statement Functions .. 00093 REAL CABS1 00094 * .. 00095 * .. Statement Function Definitions .. 00096 CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) ) 00097 * .. 00098 * .. Executable Statements .. 00099 * 00100 CLA_HERCOND_X = 0.0E+0 00101 * 00102 INFO = 0 00103 IF( N.LT.0 ) THEN 00104 INFO = -2 00105 END IF 00106 IF( INFO.NE.0 ) THEN 00107 CALL XERBLA( 'CLA_HERCOND_X', -INFO ) 00108 RETURN 00109 END IF 00110 UP = .FALSE. 00111 IF ( LSAME( UPLO, 'U' ) ) UP = .TRUE. 00112 * 00113 * Compute norm of op(A)*op2(C). 00114 * 00115 ANORM = 0.0 00116 IF ( UP ) THEN 00117 DO I = 1, N 00118 TMP = 0.0E+0 00119 DO J = 1, I 00120 TMP = TMP + CABS1( A( J, I ) * X( J ) ) 00121 END DO 00122 DO J = I+1, N 00123 TMP = TMP + CABS1( A( I, J ) * X( J ) ) 00124 END DO 00125 RWORK( I ) = TMP 00126 ANORM = MAX( ANORM, TMP ) 00127 END DO 00128 ELSE 00129 DO I = 1, N 00130 TMP = 0.0E+0 00131 DO J = 1, I 00132 TMP = TMP + CABS1( A( I, J ) * X( J ) ) 00133 END DO 00134 DO J = I+1, N 00135 TMP = TMP + CABS1( A( J, I ) * X( J ) ) 00136 END DO 00137 RWORK( I ) = TMP 00138 ANORM = MAX( ANORM, TMP ) 00139 END DO 00140 END IF 00141 * 00142 * Quick return if possible. 00143 * 00144 IF( N.EQ.0 ) THEN 00145 CLA_HERCOND_X = 1.0E+0 00146 RETURN 00147 ELSE IF( ANORM .EQ. 0.0E+0 ) THEN 00148 RETURN 00149 END IF 00150 * 00151 * Estimate the norm of inv(op(A)). 00152 * 00153 AINVNM = 0.0E+0 00154 * 00155 KASE = 0 00156 10 CONTINUE 00157 CALL CLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE ) 00158 IF( KASE.NE.0 ) THEN 00159 IF( KASE.EQ.2 ) THEN 00160 * 00161 * Multiply by R. 00162 * 00163 DO I = 1, N 00164 WORK( I ) = WORK( I ) * RWORK( I ) 00165 END DO 00166 * 00167 IF ( UP ) THEN 00168 CALL CHETRS( 'U', N, 1, AF, LDAF, IPIV, 00169 $ WORK, N, INFO ) 00170 ELSE 00171 CALL CHETRS( 'L', N, 1, AF, LDAF, IPIV, 00172 $ WORK, N, INFO ) 00173 ENDIF 00174 * 00175 * Multiply by inv(X). 00176 * 00177 DO I = 1, N 00178 WORK( I ) = WORK( I ) / X( I ) 00179 END DO 00180 ELSE 00181 * 00182 * Multiply by inv(X**H). 00183 * 00184 DO I = 1, N 00185 WORK( I ) = WORK( I ) / X( I ) 00186 END DO 00187 * 00188 IF ( UP ) THEN 00189 CALL CHETRS( 'U', N, 1, AF, LDAF, IPIV, 00190 $ WORK, N, INFO ) 00191 ELSE 00192 CALL CHETRS( 'L', N, 1, AF, LDAF, IPIV, 00193 $ WORK, N, INFO ) 00194 END IF 00195 * 00196 * Multiply by R. 00197 * 00198 DO I = 1, N 00199 WORK( I ) = WORK( I ) * RWORK( I ) 00200 END DO 00201 END IF 00202 GO TO 10 00203 END IF 00204 * 00205 * Compute the estimate of the reciprocal condition number. 00206 * 00207 IF( AINVNM .NE. 0.0E+0 ) 00208 $ CLA_HERCOND_X = 1.0E+0 / AINVNM 00209 * 00210 RETURN 00211 * 00212 END