1: *> \brief \b DLA_PORCOND estimates the Skeel condition number for a symmetric positive-definite matrix.
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[out] WORK
117: *> \verbatim
118: *> WORK is DOUBLE PRECISION array, dimension (3*N).
119: *> Workspace.
120: *> \endverbatim
121: *>
122: *> \param[out] 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: *
136: *> \ingroup doublePOcomputational
137: *
138: * =====================================================================
139: DOUBLE PRECISION FUNCTION DLA_PORCOND( UPLO, N, A, LDA, AF, LDAF,
140: $ CMODE, C, INFO, WORK,
141: $ IWORK )
142: *
143: * -- LAPACK computational routine --
144: * -- LAPACK is a software package provided by Univ. of Tennessee, --
145: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
146: *
147: * .. Scalar Arguments ..
148: CHARACTER UPLO
149: INTEGER N, LDA, LDAF, INFO, CMODE
150: DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), WORK( * ),
151: $ C( * )
152: * ..
153: * .. Array Arguments ..
154: INTEGER IWORK( * )
155: * ..
156: *
157: * =====================================================================
158: *
159: * .. Local Scalars ..
160: INTEGER KASE, I, J
161: DOUBLE PRECISION AINVNM, TMP
162: LOGICAL UP
163: * ..
164: * .. Array Arguments ..
165: INTEGER ISAVE( 3 )
166: * ..
167: * .. External Functions ..
168: LOGICAL LSAME
169: EXTERNAL LSAME
170: * ..
171: * .. External Subroutines ..
172: EXTERNAL DLACN2, DPOTRS, XERBLA
173: * ..
174: * .. Intrinsic Functions ..
175: INTRINSIC ABS, MAX
176: * ..
177: * .. Executable Statements ..
178: *
179: DLA_PORCOND = 0.0D+0
180: *
181: INFO = 0
182: IF( N.LT.0 ) THEN
183: INFO = -2
184: END IF
185: IF( INFO.NE.0 ) THEN
186: CALL XERBLA( 'DLA_PORCOND', -INFO )
187: RETURN
188: END IF
189:
190: IF( N.EQ.0 ) THEN
191: DLA_PORCOND = 1.0D+0
192: RETURN
193: END IF
194: UP = .FALSE.
195: IF ( LSAME( UPLO, 'U' ) ) UP = .TRUE.
196: *
197: * Compute the equilibration matrix R such that
198: * inv(R)*A*C has unit 1-norm.
199: *
200: IF ( UP ) THEN
201: DO I = 1, N
202: TMP = 0.0D+0
203: IF ( CMODE .EQ. 1 ) THEN
204: DO J = 1, I
205: TMP = TMP + ABS( A( J, I ) * C( J ) )
206: END DO
207: DO J = I+1, N
208: TMP = TMP + ABS( A( I, J ) * C( J ) )
209: END DO
210: ELSE IF ( CMODE .EQ. 0 ) THEN
211: DO J = 1, I
212: TMP = TMP + ABS( A( J, I ) )
213: END DO
214: DO J = I+1, N
215: TMP = TMP + ABS( A( I, J ) )
216: END DO
217: ELSE
218: DO J = 1, I
219: TMP = TMP + ABS( A( J ,I ) / C( J ) )
220: END DO
221: DO J = I+1, N
222: TMP = TMP + ABS( A( I, J ) / C( J ) )
223: END DO
224: END IF
225: WORK( 2*N+I ) = TMP
226: END DO
227: ELSE
228: DO I = 1, N
229: TMP = 0.0D+0
230: IF ( CMODE .EQ. 1 ) THEN
231: DO J = 1, I
232: TMP = TMP + ABS( A( I, J ) * C( J ) )
233: END DO
234: DO J = I+1, N
235: TMP = TMP + ABS( A( J, I ) * C( J ) )
236: END DO
237: ELSE IF ( CMODE .EQ. 0 ) THEN
238: DO J = 1, I
239: TMP = TMP + ABS( A( I, J ) )
240: END DO
241: DO J = I+1, N
242: TMP = TMP + ABS( A( J, I ) )
243: END DO
244: ELSE
245: DO J = 1, I
246: TMP = TMP + ABS( A( I, J ) / C( J ) )
247: END DO
248: DO J = I+1, N
249: TMP = TMP + ABS( A( J, I ) / C( J ) )
250: END DO
251: END IF
252: WORK( 2*N+I ) = TMP
253: END DO
254: ENDIF
255: *
256: * Estimate the norm of inv(op(A)).
257: *
258: AINVNM = 0.0D+0
259:
260: KASE = 0
261: 10 CONTINUE
262: CALL DLACN2( N, WORK( N+1 ), WORK, IWORK, AINVNM, KASE, ISAVE )
263: IF( KASE.NE.0 ) THEN
264: IF( KASE.EQ.2 ) THEN
265: *
266: * Multiply by R.
267: *
268: DO I = 1, N
269: WORK( I ) = WORK( I ) * WORK( 2*N+I )
270: END DO
271:
272: IF (UP) THEN
273: CALL DPOTRS( 'Upper', N, 1, AF, LDAF, WORK, N, INFO )
274: ELSE
275: CALL DPOTRS( 'Lower', N, 1, AF, LDAF, WORK, N, INFO )
276: ENDIF
277: *
278: * Multiply by inv(C).
279: *
280: IF ( CMODE .EQ. 1 ) THEN
281: DO I = 1, N
282: WORK( I ) = WORK( I ) / C( I )
283: END DO
284: ELSE IF ( CMODE .EQ. -1 ) THEN
285: DO I = 1, N
286: WORK( I ) = WORK( I ) * C( I )
287: END DO
288: END IF
289: ELSE
290: *
291: * Multiply by inv(C**T).
292: *
293: IF ( CMODE .EQ. 1 ) THEN
294: DO I = 1, N
295: WORK( I ) = WORK( I ) / C( I )
296: END DO
297: ELSE IF ( CMODE .EQ. -1 ) THEN
298: DO I = 1, N
299: WORK( I ) = WORK( I ) * C( I )
300: END DO
301: END IF
302:
303: IF ( UP ) THEN
304: CALL DPOTRS( 'Upper', N, 1, AF, LDAF, WORK, N, INFO )
305: ELSE
306: CALL DPOTRS( 'Lower', N, 1, AF, LDAF, WORK, N, INFO )
307: ENDIF
308: *
309: * Multiply by R.
310: *
311: DO I = 1, N
312: WORK( I ) = WORK( I ) * WORK( 2*N+I )
313: END DO
314: END IF
315: GO TO 10
316: END IF
317: *
318: * Compute the estimate of the reciprocal condition number.
319: *
320: IF( AINVNM .NE. 0.0D+0 )
321: $ DLA_PORCOND = ( 1.0D+0 / AINVNM )
322: *
323: RETURN
324: *
325: * End of DLA_PORCOND
326: *
327: END
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