LAPACK 3.12.1
LAPACK: Linear Algebra PACKage
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◆ dla_gerpvgrw()

double precision function dla_gerpvgrw ( integer n,
integer ncols,
double precision, dimension( lda, * ) a,
integer lda,
double precision, dimension( ldaf, * ) af,
integer ldaf )

DLA_GERPVGRW

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

Purpose:
!>
!>
!> DLA_GERPVGRW computes the reciprocal pivot growth factor
!> norm(A)/norm(U). The  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]NCOLS
!>          NCOLS is INTEGER
!>     The number of columns of the matrix A. NCOLS >= 0.
!> 
[in]A
!>          A is DOUBLE PRECISION array, dimension (LDA,N)
!>     On entry, the N-by-N matrix A.
!> 
[in]LDA
!>          LDA is INTEGER
!>     The leading dimension of the array A.  LDA >= max(1,N).
!> 
[in]AF
!>          AF is DOUBLE PRECISION array, dimension (LDAF,N)
!>     The factors L and U from the factorization
!>     A = P*L*U as computed by DGETRF.
!> 
[in]LDAF
!>          LDAF is INTEGER
!>     The leading dimension of the array AF.  LDAF >= max(1,N).
!> 
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.

Definition at line 96 of file dla_gerpvgrw.f.

98*
99* -- LAPACK computational routine --
100* -- LAPACK is a software package provided by Univ. of Tennessee, --
101* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
102*
103* .. Scalar Arguments ..
104 INTEGER N, NCOLS, LDA, LDAF
105* ..
106* .. Array Arguments ..
107 DOUBLE PRECISION A( LDA, * ), AF( LDAF, * )
108* ..
109*
110* =====================================================================
111*
112* .. Local Scalars ..
113 INTEGER I, J
114 DOUBLE PRECISION AMAX, UMAX, RPVGRW
115* ..
116* .. Intrinsic Functions ..
117 INTRINSIC abs, max, min
118* ..
119* .. Executable Statements ..
120*
121 rpvgrw = 1.0d+0
122
123 DO j = 1, ncols
124 amax = 0.0d+0
125 umax = 0.0d+0
126 DO i = 1, n
127 amax = max( abs( a( i, j ) ), amax )
128 END DO
129 DO i = 1, j
130 umax = max( abs( af( i, j ) ), umax )
131 END DO
132 IF ( umax /= 0.0d+0 ) THEN
133 rpvgrw = min( amax / umax, rpvgrw )
134 END IF
135 END DO
136 dla_gerpvgrw = rpvgrw
137*
138* End of DLA_GERPVGRW
139*
double precision function dla_gerpvgrw(n, ncols, a, lda, af, ldaf)
DLA_GERPVGRW
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