LAPACK 3.11.0
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 "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]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 98 of file dla_gerpvgrw.f.

100*
101* -- LAPACK computational routine --
102* -- LAPACK is a software package provided by Univ. of Tennessee, --
103* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
104*
105* .. Scalar Arguments ..
106 INTEGER N, NCOLS, LDA, LDAF
107* ..
108* .. Array Arguments ..
109 DOUBLE PRECISION A( LDA, * ), AF( LDAF, * )
110* ..
111*
112* =====================================================================
113*
114* .. Local Scalars ..
115 INTEGER I, J
116 DOUBLE PRECISION AMAX, UMAX, RPVGRW
117* ..
118* .. Intrinsic Functions ..
119 INTRINSIC abs, max, min
120* ..
121* .. Executable Statements ..
122*
123 rpvgrw = 1.0d+0
124
125 DO j = 1, ncols
126 amax = 0.0d+0
127 umax = 0.0d+0
128 DO i = 1, n
129 amax = max( abs( a( i, j ) ), amax )
130 END DO
131 DO i = 1, j
132 umax = max( abs( af( i, j ) ), umax )
133 END DO
134 IF ( umax /= 0.0d+0 ) THEN
135 rpvgrw = min( amax / umax, rpvgrw )
136 END IF
137 END DO
138 dla_gerpvgrw = rpvgrw
139*
140* End of DLA_GERPVGRW
141*
double precision function dla_gerpvgrw(N, NCOLS, A, LDA, AF, LDAF)
DLA_GERPVGRW
Definition: dla_gerpvgrw.f:100
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