version 1.3, 2010/08/13 21:03:47
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version 1.16, 2020/05/21 21:45:57
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*> \brief \b DLA_PORCOND estimates the Skeel condition number for a symmetric positive-definite matrix. |
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* |
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* =========== DOCUMENTATION =========== |
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* |
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* Online html documentation available at |
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* http://www.netlib.org/lapack/explore-html/ |
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* |
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*> \htmlonly |
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*> Download DLA_PORCOND + dependencies |
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dla_porcond.f"> |
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*> [TGZ]</a> |
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dla_porcond.f"> |
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*> [ZIP]</a> |
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dla_porcond.f"> |
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*> [TXT]</a> |
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*> \endhtmlonly |
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* |
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* Definition: |
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* =========== |
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* |
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* DOUBLE PRECISION FUNCTION DLA_PORCOND( UPLO, N, A, LDA, AF, LDAF, |
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* CMODE, C, INFO, WORK, |
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* IWORK ) |
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* |
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* .. Scalar Arguments .. |
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* CHARACTER UPLO |
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* INTEGER N, LDA, LDAF, INFO, CMODE |
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* DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), WORK( * ), |
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* $ C( * ) |
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* .. |
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* .. Array Arguments .. |
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* INTEGER IWORK( * ) |
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* .. |
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* |
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* |
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*> \par Purpose: |
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* ============= |
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*> |
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*> \verbatim |
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*> |
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*> DLA_PORCOND Estimates the Skeel condition number of op(A) * op2(C) |
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*> where op2 is determined by CMODE as follows |
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*> CMODE = 1 op2(C) = C |
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*> CMODE = 0 op2(C) = I |
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*> CMODE = -1 op2(C) = inv(C) |
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*> The Skeel condition number cond(A) = norminf( |inv(A)||A| ) |
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*> is computed by computing scaling factors R such that |
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*> diag(R)*A*op2(C) is row equilibrated and computing the standard |
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*> infinity-norm condition number. |
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*> \endverbatim |
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* |
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* Arguments: |
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* ========== |
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* |
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*> \param[in] UPLO |
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*> \verbatim |
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*> UPLO is CHARACTER*1 |
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*> = 'U': Upper triangle of A is stored; |
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*> = 'L': Lower triangle of A is stored. |
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*> \endverbatim |
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*> |
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*> \param[in] N |
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*> \verbatim |
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*> N is INTEGER |
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*> The number of linear equations, i.e., the order of the |
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*> matrix A. N >= 0. |
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*> \endverbatim |
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*> |
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*> \param[in] A |
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*> \verbatim |
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*> A is DOUBLE PRECISION array, dimension (LDA,N) |
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*> On entry, the N-by-N matrix A. |
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*> \endverbatim |
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*> |
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*> \param[in] LDA |
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*> \verbatim |
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*> LDA is INTEGER |
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*> The leading dimension of the array A. LDA >= max(1,N). |
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*> \endverbatim |
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*> |
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*> \param[in] AF |
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*> \verbatim |
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*> AF is DOUBLE PRECISION array, dimension (LDAF,N) |
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*> The triangular factor U or L from the Cholesky factorization |
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*> A = U**T*U or A = L*L**T, as computed by DPOTRF. |
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*> \endverbatim |
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*> |
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*> \param[in] LDAF |
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*> \verbatim |
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*> LDAF is INTEGER |
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*> The leading dimension of the array AF. LDAF >= max(1,N). |
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*> \endverbatim |
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*> |
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*> \param[in] CMODE |
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*> \verbatim |
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*> CMODE is INTEGER |
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*> Determines op2(C) in the formula op(A) * op2(C) as follows: |
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*> CMODE = 1 op2(C) = C |
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*> CMODE = 0 op2(C) = I |
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*> CMODE = -1 op2(C) = inv(C) |
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*> \endverbatim |
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*> |
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*> \param[in] C |
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*> \verbatim |
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*> C is DOUBLE PRECISION array, dimension (N) |
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*> The vector C in the formula op(A) * op2(C). |
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*> \endverbatim |
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*> |
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*> \param[out] INFO |
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*> \verbatim |
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*> INFO is INTEGER |
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*> = 0: Successful exit. |
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*> i > 0: The ith argument is invalid. |
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*> \endverbatim |
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*> |
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*> \param[out] WORK |
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*> \verbatim |
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*> WORK is DOUBLE PRECISION array, dimension (3*N). |
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*> Workspace. |
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*> \endverbatim |
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*> |
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*> \param[out] IWORK |
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*> \verbatim |
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*> IWORK is INTEGER array, dimension (N). |
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*> Workspace. |
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*> \endverbatim |
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* |
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* Authors: |
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* ======== |
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* |
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*> \author Univ. of Tennessee |
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*> \author Univ. of California Berkeley |
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*> \author Univ. of Colorado Denver |
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*> \author NAG Ltd. |
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* |
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*> \date December 2016 |
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* |
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*> \ingroup doublePOcomputational |
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* |
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* ===================================================================== |
DOUBLE PRECISION FUNCTION DLA_PORCOND( UPLO, N, A, LDA, AF, LDAF, |
DOUBLE PRECISION FUNCTION DLA_PORCOND( UPLO, N, A, LDA, AF, LDAF, |
$ CMODE, C, INFO, WORK, |
$ CMODE, C, INFO, WORK, |
$ IWORK ) |
$ IWORK ) |
* |
* |
* -- LAPACK routine (version 3.2.2) -- |
* -- LAPACK computational routine (version 3.7.0) -- |
* -- Contributed by James Demmel, Deaglan Halligan, Yozo Hida and -- |
* -- LAPACK is a software package provided by Univ. of Tennessee, -- |
* -- Jason Riedy of Univ. of California Berkeley. -- |
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- |
* -- June 2010 -- |
* December 2016 |
* |
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* -- LAPACK is a software package provided by Univ. of Tennessee, -- |
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* -- Univ. of California Berkeley and NAG Ltd. -- |
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* |
* |
IMPLICIT NONE |
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* .. |
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* .. Scalar Arguments .. |
* .. Scalar Arguments .. |
CHARACTER UPLO |
CHARACTER UPLO |
INTEGER N, LDA, LDAF, INFO, CMODE |
INTEGER N, LDA, LDAF, INFO, CMODE |
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INTEGER IWORK( * ) |
INTEGER IWORK( * ) |
* .. |
* .. |
* |
* |
* Purpose |
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* ======= |
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* |
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* DLA_PORCOND Estimates the Skeel condition number of op(A) * op2(C) |
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* where op2 is determined by CMODE as follows |
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* CMODE = 1 op2(C) = C |
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* CMODE = 0 op2(C) = I |
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* CMODE = -1 op2(C) = inv(C) |
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* The Skeel condition number cond(A) = norminf( |inv(A)||A| ) |
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* is computed by computing scaling factors R such that |
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* diag(R)*A*op2(C) is row equilibrated and computing the standard |
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* infinity-norm condition number. |
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* |
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* Arguments |
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* ========== |
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* |
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* UPLO (input) CHARACTER*1 |
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* = 'U': Upper triangle of A is stored; |
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* = 'L': Lower triangle of A is stored. |
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* |
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* N (input) INTEGER |
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* The number of linear equations, i.e., the order of the |
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* matrix A. N >= 0. |
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* |
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* A (input) DOUBLE PRECISION array, dimension (LDA,N) |
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* On entry, the N-by-N matrix A. |
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* |
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* LDA (input) INTEGER |
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* The leading dimension of the array A. LDA >= max(1,N). |
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* |
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* AF (input) DOUBLE PRECISION array, dimension (LDAF,N) |
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* The triangular factor U or L from the Cholesky factorization |
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* A = U**T*U or A = L*L**T, as computed by DPOTRF. |
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* |
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* LDAF (input) INTEGER |
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* The leading dimension of the array AF. LDAF >= max(1,N). |
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* |
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* CMODE (input) INTEGER |
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* Determines op2(C) in the formula op(A) * op2(C) as follows: |
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* CMODE = 1 op2(C) = C |
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* CMODE = 0 op2(C) = I |
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* CMODE = -1 op2(C) = inv(C) |
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* |
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* C (input) DOUBLE PRECISION array, dimension (N) |
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* The vector C in the formula op(A) * op2(C). |
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* |
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* INFO (output) INTEGER |
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* = 0: Successful exit. |
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* i > 0: The ith argument is invalid. |
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* |
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* WORK (input) DOUBLE PRECISION array, dimension (3*N). |
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* Workspace. |
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* |
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* IWORK (input) INTEGER array, dimension (N). |
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* Workspace. |
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* |
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* ===================================================================== |
* ===================================================================== |
* |
* |
* .. Local Scalars .. |
* .. Local Scalars .. |
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* .. |
* .. |
* .. External Functions .. |
* .. External Functions .. |
LOGICAL LSAME |
LOGICAL LSAME |
INTEGER IDAMAX |
EXTERNAL LSAME |
EXTERNAL LSAME, IDAMAX |
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* .. |
* .. |
* .. External Subroutines .. |
* .. External Subroutines .. |
EXTERNAL DLACN2, DPOTRS, XERBLA |
EXTERNAL DLACN2, DPOTRS, XERBLA |
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END IF |
END IF |
ELSE |
ELSE |
* |
* |
* Multiply by inv(C'). |
* Multiply by inv(C**T). |
* |
* |
IF ( CMODE .EQ. 1 ) THEN |
IF ( CMODE .EQ. 1 ) THEN |
DO I = 1, N |
DO I = 1, N |