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1.9 bertrand 1: *> \brief \b DLA_PORCOND estimates the Skeel condition number for a symmetric positive-definite matrix.
1.6 bertrand 2: *
3: * =========== DOCUMENTATION ===========
4: *
5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
7: *
8: *> \htmlonly
9: *> Download DLA_PORCOND + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dla_porcond.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dla_porcond.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dla_porcond.f">
15: *> [TXT]</a>
16: *> \endhtmlonly
17: *
18: * Definition:
19: * ===========
20: *
21: * DOUBLE PRECISION FUNCTION DLA_PORCOND( UPLO, N, A, LDA, AF, LDAF,
22: * CMODE, C, INFO, WORK,
23: * IWORK )
24: *
25: * .. Scalar Arguments ..
26: * CHARACTER UPLO
27: * INTEGER N, LDA, LDAF, INFO, CMODE
28: * DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), WORK( * ),
29: * $ C( * )
30: * ..
31: * .. Array Arguments ..
32: * INTEGER IWORK( * )
33: * ..
34: *
35: *
36: *> \par Purpose:
37: * =============
38: *>
39: *> \verbatim
40: *>
41: *> DLA_PORCOND Estimates the Skeel condition number of op(A) * op2(C)
42: *> where op2 is determined by CMODE as follows
43: *> CMODE = 1 op2(C) = C
44: *> CMODE = 0 op2(C) = I
45: *> CMODE = -1 op2(C) = inv(C)
46: *> The Skeel condition number cond(A) = norminf( |inv(A)||A| )
47: *> is computed by computing scaling factors R such that
48: *> diag(R)*A*op2(C) is row equilibrated and computing the standard
49: *> infinity-norm condition number.
50: *> \endverbatim
51: *
52: * Arguments:
53: * ==========
54: *
55: *> \param[in] UPLO
56: *> \verbatim
57: *> UPLO is CHARACTER*1
58: *> = 'U': Upper triangle of A is stored;
59: *> = 'L': Lower triangle of A is stored.
60: *> \endverbatim
61: *>
62: *> \param[in] N
63: *> \verbatim
64: *> N is INTEGER
65: *> The number of linear equations, i.e., the order of the
66: *> matrix A. N >= 0.
67: *> \endverbatim
68: *>
69: *> \param[in] A
70: *> \verbatim
71: *> A is DOUBLE PRECISION array, dimension (LDA,N)
72: *> On entry, the N-by-N matrix A.
73: *> \endverbatim
74: *>
75: *> \param[in] LDA
76: *> \verbatim
77: *> LDA is INTEGER
78: *> The leading dimension of the array A. LDA >= max(1,N).
79: *> \endverbatim
80: *>
81: *> \param[in] AF
82: *> \verbatim
83: *> AF is DOUBLE PRECISION array, dimension (LDAF,N)
84: *> The triangular factor U or L from the Cholesky factorization
85: *> A = U**T*U or A = L*L**T, as computed by DPOTRF.
86: *> \endverbatim
87: *>
88: *> \param[in] LDAF
89: *> \verbatim
90: *> LDAF is INTEGER
91: *> The leading dimension of the array AF. LDAF >= max(1,N).
92: *> \endverbatim
93: *>
94: *> \param[in] CMODE
95: *> \verbatim
96: *> CMODE is INTEGER
97: *> Determines op2(C) in the formula op(A) * op2(C) as follows:
98: *> CMODE = 1 op2(C) = C
99: *> CMODE = 0 op2(C) = I
100: *> CMODE = -1 op2(C) = inv(C)
101: *> \endverbatim
102: *>
103: *> \param[in] C
104: *> \verbatim
105: *> C is DOUBLE PRECISION array, dimension (N)
106: *> The vector C in the formula op(A) * op2(C).
107: *> \endverbatim
108: *>
109: *> \param[out] INFO
110: *> \verbatim
111: *> INFO is INTEGER
112: *> = 0: Successful exit.
113: *> i > 0: The ith argument is invalid.
114: *> \endverbatim
115: *>
116: *> \param[in] WORK
117: *> \verbatim
118: *> WORK is DOUBLE PRECISION array, dimension (3*N).
119: *> Workspace.
120: *> \endverbatim
121: *>
122: *> \param[in] IWORK
123: *> \verbatim
124: *> IWORK is INTEGER array, dimension (N).
125: *> Workspace.
126: *> \endverbatim
127: *
128: * Authors:
129: * ========
130: *
131: *> \author Univ. of Tennessee
132: *> \author Univ. of California Berkeley
133: *> \author Univ. of Colorado Denver
134: *> \author NAG Ltd.
135: *
1.9 bertrand 136: *> \date September 2012
1.6 bertrand 137: *
138: *> \ingroup doublePOcomputational
139: *
140: * =====================================================================
1.1 bertrand 141: DOUBLE PRECISION FUNCTION DLA_PORCOND( UPLO, N, A, LDA, AF, LDAF,
142: $ CMODE, C, INFO, WORK,
143: $ IWORK )
144: *
1.9 bertrand 145: * -- LAPACK computational routine (version 3.4.2) --
1.6 bertrand 146: * -- LAPACK is a software package provided by Univ. of Tennessee, --
147: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.9 bertrand 148: * September 2012
1.1 bertrand 149: *
150: * .. Scalar Arguments ..
151: CHARACTER UPLO
152: INTEGER N, LDA, LDAF, INFO, CMODE
153: DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), WORK( * ),
154: $ C( * )
155: * ..
156: * .. Array Arguments ..
157: INTEGER IWORK( * )
158: * ..
159: *
160: * =====================================================================
161: *
162: * .. Local Scalars ..
163: INTEGER KASE, I, J
164: DOUBLE PRECISION AINVNM, TMP
165: LOGICAL UP
166: * ..
167: * .. Array Arguments ..
168: INTEGER ISAVE( 3 )
169: * ..
170: * .. External Functions ..
171: LOGICAL LSAME
172: INTEGER IDAMAX
173: EXTERNAL LSAME, IDAMAX
174: * ..
175: * .. External Subroutines ..
176: EXTERNAL DLACN2, DPOTRS, XERBLA
177: * ..
178: * .. Intrinsic Functions ..
179: INTRINSIC ABS, MAX
180: * ..
181: * .. Executable Statements ..
182: *
183: DLA_PORCOND = 0.0D+0
184: *
185: INFO = 0
186: IF( N.LT.0 ) THEN
187: INFO = -2
188: END IF
189: IF( INFO.NE.0 ) THEN
190: CALL XERBLA( 'DLA_PORCOND', -INFO )
191: RETURN
192: END IF
193:
194: IF( N.EQ.0 ) THEN
195: DLA_PORCOND = 1.0D+0
196: RETURN
197: END IF
198: UP = .FALSE.
199: IF ( LSAME( UPLO, 'U' ) ) UP = .TRUE.
200: *
201: * Compute the equilibration matrix R such that
202: * inv(R)*A*C has unit 1-norm.
203: *
204: IF ( UP ) THEN
205: DO I = 1, N
206: TMP = 0.0D+0
207: IF ( CMODE .EQ. 1 ) THEN
208: DO J = 1, I
209: TMP = TMP + ABS( A( J, I ) * C( J ) )
210: END DO
211: DO J = I+1, N
212: TMP = TMP + ABS( A( I, J ) * C( J ) )
213: END DO
214: ELSE IF ( CMODE .EQ. 0 ) THEN
215: DO J = 1, I
216: TMP = TMP + ABS( A( J, I ) )
217: END DO
218: DO J = I+1, N
219: TMP = TMP + ABS( A( I, J ) )
220: END DO
221: ELSE
222: DO J = 1, I
223: TMP = TMP + ABS( A( J ,I ) / C( J ) )
224: END DO
225: DO J = I+1, N
226: TMP = TMP + ABS( A( I, J ) / C( J ) )
227: END DO
228: END IF
229: WORK( 2*N+I ) = TMP
230: END DO
231: ELSE
232: DO I = 1, N
233: TMP = 0.0D+0
234: IF ( CMODE .EQ. 1 ) THEN
235: DO J = 1, I
236: TMP = TMP + ABS( A( I, J ) * C( J ) )
237: END DO
238: DO J = I+1, N
239: TMP = TMP + ABS( A( J, I ) * C( J ) )
240: END DO
241: ELSE IF ( CMODE .EQ. 0 ) THEN
242: DO J = 1, I
243: TMP = TMP + ABS( A( I, J ) )
244: END DO
245: DO J = I+1, N
246: TMP = TMP + ABS( A( J, I ) )
247: END DO
248: ELSE
249: DO J = 1, I
250: TMP = TMP + ABS( A( I, J ) / C( J ) )
251: END DO
252: DO J = I+1, N
253: TMP = TMP + ABS( A( J, I ) / C( J ) )
254: END DO
255: END IF
256: WORK( 2*N+I ) = TMP
257: END DO
258: ENDIF
259: *
260: * Estimate the norm of inv(op(A)).
261: *
262: AINVNM = 0.0D+0
263:
264: KASE = 0
265: 10 CONTINUE
266: CALL DLACN2( N, WORK( N+1 ), WORK, IWORK, AINVNM, KASE, ISAVE )
267: IF( KASE.NE.0 ) THEN
268: IF( KASE.EQ.2 ) THEN
269: *
270: * Multiply by R.
271: *
272: DO I = 1, N
273: WORK( I ) = WORK( I ) * WORK( 2*N+I )
274: END DO
275:
276: IF (UP) THEN
277: CALL DPOTRS( 'Upper', N, 1, AF, LDAF, WORK, N, INFO )
278: ELSE
279: CALL DPOTRS( 'Lower', N, 1, AF, LDAF, WORK, N, INFO )
280: ENDIF
281: *
282: * Multiply by inv(C).
283: *
284: IF ( CMODE .EQ. 1 ) THEN
285: DO I = 1, N
286: WORK( I ) = WORK( I ) / C( I )
287: END DO
288: ELSE IF ( CMODE .EQ. -1 ) THEN
289: DO I = 1, N
290: WORK( I ) = WORK( I ) * C( I )
291: END DO
292: END IF
293: ELSE
294: *
1.5 bertrand 295: * Multiply by inv(C**T).
1.1 bertrand 296: *
297: IF ( CMODE .EQ. 1 ) THEN
298: DO I = 1, N
299: WORK( I ) = WORK( I ) / C( I )
300: END DO
301: ELSE IF ( CMODE .EQ. -1 ) THEN
302: DO I = 1, N
303: WORK( I ) = WORK( I ) * C( I )
304: END DO
305: END IF
306:
307: IF ( UP ) THEN
308: CALL DPOTRS( 'Upper', N, 1, AF, LDAF, WORK, N, INFO )
309: ELSE
310: CALL DPOTRS( 'Lower', N, 1, AF, LDAF, WORK, N, INFO )
311: ENDIF
312: *
313: * Multiply by R.
314: *
315: DO I = 1, N
316: WORK( I ) = WORK( I ) * WORK( 2*N+I )
317: END DO
318: END IF
319: GO TO 10
320: END IF
321: *
322: * Compute the estimate of the reciprocal condition number.
323: *
324: IF( AINVNM .NE. 0.0D+0 )
325: $ DLA_PORCOND = ( 1.0D+0 / AINVNM )
326: *
327: RETURN
328: *
329: END