LAPACK  3.6.1 LAPACK: Linear Algebra PACKage
dla_gbrpvgrw.f
Go to the documentation of this file.
1 *> \brief \b DLA_GBRPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a general banded matrix.
2 *
3 * =========== DOCUMENTATION ===========
4 *
5 * Online html documentation available at
6 * http://www.netlib.org/lapack/explore-html/
7 *
8 *> \htmlonly
10 *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dla_gbrpvgrw.f">
11 *> [TGZ]</a>
12 *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dla_gbrpvgrw.f">
13 *> [ZIP]</a>
14 *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dla_gbrpvgrw.f">
15 *> [TXT]</a>
16 *> \endhtmlonly
17 *
18 * Definition:
19 * ===========
20 *
21 * DOUBLE PRECISION FUNCTION DLA_GBRPVGRW( N, KL, KU, NCOLS, AB,
22 * LDAB, AFB, LDAFB )
23 *
24 * .. Scalar Arguments ..
25 * INTEGER N, KL, KU, NCOLS, LDAB, LDAFB
26 * ..
27 * .. Array Arguments ..
28 * DOUBLE PRECISION AB( LDAB, * ), AFB( LDAFB, * )
29 * ..
30 *
31 *
32 *> \par Purpose:
33 * =============
34 *>
35 *> \verbatim
36 *>
37 *> DLA_GBRPVGRW computes the reciprocal pivot growth factor
38 *> norm(A)/norm(U). The "max absolute element" norm is used. If this is
39 *> much less than 1, the stability of the LU factorization of the
40 *> (equilibrated) matrix A could be poor. This also means that the
41 *> solution X, estimated condition numbers, and error bounds could be
42 *> unreliable.
43 *> \endverbatim
44 *
45 * Arguments:
46 * ==========
47 *
48 *> \param[in] N
49 *> \verbatim
50 *> N is INTEGER
51 *> The number of linear equations, i.e., the order of the
52 *> matrix A. N >= 0.
53 *> \endverbatim
54 *>
55 *> \param[in] KL
56 *> \verbatim
57 *> KL is INTEGER
58 *> The number of subdiagonals within the band of A. KL >= 0.
59 *> \endverbatim
60 *>
61 *> \param[in] KU
62 *> \verbatim
63 *> KU is INTEGER
64 *> The number of superdiagonals within the band of A. KU >= 0.
65 *> \endverbatim
66 *>
67 *> \param[in] NCOLS
68 *> \verbatim
69 *> NCOLS is INTEGER
70 *> The number of columns of the matrix A. NCOLS >= 0.
71 *> \endverbatim
72 *>
73 *> \param[in] AB
74 *> \verbatim
75 *> AB is DOUBLE PRECISION array, dimension (LDAB,N)
76 *> On entry, the matrix A in band storage, in rows 1 to KL+KU+1.
77 *> The j-th column of A is stored in the j-th column of the
78 *> array AB as follows:
79 *> AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl)
80 *> \endverbatim
81 *>
82 *> \param[in] LDAB
83 *> \verbatim
84 *> LDAB is INTEGER
85 *> The leading dimension of the array AB. LDAB >= KL+KU+1.
86 *> \endverbatim
87 *>
88 *> \param[in] AFB
89 *> \verbatim
90 *> AFB is DOUBLE PRECISION array, dimension (LDAFB,N)
91 *> Details of the LU factorization of the band matrix A, as
92 *> computed by DGBTRF. U is stored as an upper triangular
93 *> band matrix with KL+KU superdiagonals in rows 1 to KL+KU+1,
94 *> and the multipliers used during the factorization are stored
95 *> in rows KL+KU+2 to 2*KL+KU+1.
96 *> \endverbatim
97 *>
98 *> \param[in] LDAFB
99 *> \verbatim
100 *> LDAFB is INTEGER
101 *> The leading dimension of the array AFB. LDAFB >= 2*KL+KU+1.
102 *> \endverbatim
103 *
104 * Authors:
105 * ========
106 *
107 *> \author Univ. of Tennessee
108 *> \author Univ. of California Berkeley
109 *> \author Univ. of Colorado Denver
110 *> \author NAG Ltd.
111 *
112 *> \date September 2012
113 *
114 *> \ingroup doubleGBcomputational
115 *
116 * =====================================================================
117  DOUBLE PRECISION FUNCTION dla_gbrpvgrw( N, KL, KU, NCOLS, AB,
118  \$ ldab, afb, ldafb )
119 *
120 * -- LAPACK computational routine (version 3.4.2) --
121 * -- LAPACK is a software package provided by Univ. of Tennessee, --
122 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
123 * September 2012
124 *
125 * .. Scalar Arguments ..
126  INTEGER N, KL, KU, NCOLS, LDAB, LDAFB
127 * ..
128 * .. Array Arguments ..
129  DOUBLE PRECISION AB( ldab, * ), AFB( ldafb, * )
130 * ..
131 *
132 * =====================================================================
133 *
134 * .. Local Scalars ..
135  INTEGER I, J, KD
136  DOUBLE PRECISION AMAX, UMAX, RPVGRW
137 * ..
138 * .. Intrinsic Functions ..
139  INTRINSIC abs, max, min
140 * ..
141 * .. Executable Statements ..
142 *
143  rpvgrw = 1.0d+0
144
145  kd = ku + 1
146  DO j = 1, ncols
147  amax = 0.0d+0
148  umax = 0.0d+0
149  DO i = max( j-ku, 1 ), min( j+kl, n )
150  amax = max( abs( ab( kd+i-j, j)), amax )
151  END DO
152  DO i = max( j-ku, 1 ), j
153  umax = max( abs( afb( kd+i-j, j ) ), umax )
154  END DO
155  IF ( umax /= 0.0d+0 ) THEN
156  rpvgrw = min( amax / umax, rpvgrw )
157  END IF
158  END DO
159  dla_gbrpvgrw = rpvgrw
160  END
double precision function dla_gbrpvgrw(N, KL, KU, NCOLS, AB, LDAB, AFB, LDAFB)
DLA_GBRPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a general banded matrix...
Definition: dla_gbrpvgrw.f:119