LAPACK  3.6.1
LAPACK: Linear Algebra PACKage
double precision function dla_gbrpvgrw ( integer  N,
integer  KL,
integer  KU,
integer  NCOLS,
double precision, dimension( ldab, * )  AB,
integer  LDAB,
double precision, dimension( ldafb, * )  AFB,
integer  LDAFB 
)

DLA_GBRPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a general banded matrix.

Download DLA_GBRPVGRW + dependencies [TGZ] [ZIP] [TXT]

Purpose: 
 DLA_GBRPVGRW computes the reciprocal pivot growth factor
 norm(A)/norm(U). The "max absolute element" norm is used. If this is
 much less than 1, the stability of the LU factorization of the
 (equilibrated) matrix A could be poor. This also means that the
 solution X, estimated condition numbers, and error bounds could be
 unreliable.
Parameters
[in]N
          N is INTEGER
     The number of linear equations, i.e., the order of the
     matrix A.  N >= 0.
[in]KL
          KL is INTEGER
     The number of subdiagonals within the band of A.  KL >= 0.
[in]KU
          KU is INTEGER
     The number of superdiagonals within the band of A.  KU >= 0.
[in]NCOLS
          NCOLS is INTEGER
     The number of columns of the matrix A.  NCOLS >= 0.
[in]AB
          AB is DOUBLE PRECISION array, dimension (LDAB,N)
     On entry, the matrix A in band storage, in rows 1 to KL+KU+1.
     The j-th column of A is stored in the j-th column of the
     array AB as follows:
     AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl)
[in]LDAB
          LDAB is INTEGER
     The leading dimension of the array AB.  LDAB >= KL+KU+1.
[in]AFB
          AFB is DOUBLE PRECISION array, dimension (LDAFB,N)
     Details of the LU factorization of the band matrix A, as
     computed by DGBTRF.  U is stored as an upper triangular
     band matrix with KL+KU superdiagonals in rows 1 to KL+KU+1,
     and the multipliers used during the factorization are stored
     in rows KL+KU+2 to 2*KL+KU+1.
[in]LDAFB
          LDAFB is INTEGER
     The leading dimension of the array AFB.  LDAFB >= 2*KL+KU+1.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date
September 2012

Definition at line 119 of file dla_gbrpvgrw.f.

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
dla_gbrpvgrw
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

Here is the caller graph for this function: