Annotation of rpl/lapack/lapack/zla_hercond_x.f, revision 1.11
1.10 bertrand 1: *> \brief \b ZLA_HERCOND_X computes the infinity norm condition number of op(A)*diag(x) for Hermitian indefinite matrices.
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 ZLA_HERCOND_X + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zla_hercond_x.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zla_hercond_x.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zla_hercond_x.f">
15: *> [TXT]</a>
16: *> \endhtmlonly
17: *
18: * Definition:
19: * ===========
20: *
21: * DOUBLE PRECISION FUNCTION ZLA_HERCOND_X( UPLO, N, A, LDA, AF,
22: * LDAF, IPIV, X, INFO,
23: * WORK, RWORK )
24: *
25: * .. Scalar Arguments ..
26: * CHARACTER UPLO
27: * INTEGER N, LDA, LDAF, INFO
28: * ..
29: * .. Array Arguments ..
30: * INTEGER IPIV( * )
31: * COMPLEX*16 A( LDA, * ), AF( LDAF, * ), WORK( * ), X( * )
32: * DOUBLE PRECISION RWORK( * )
33: * ..
34: *
35: *
36: *> \par Purpose:
37: * =============
38: *>
39: *> \verbatim
40: *>
41: *> ZLA_HERCOND_X computes the infinity norm condition number of
42: *> op(A) * diag(X) where X is a COMPLEX*16 vector.
43: *> \endverbatim
44: *
45: * Arguments:
46: * ==========
47: *
48: *> \param[in] UPLO
49: *> \verbatim
50: *> UPLO is CHARACTER*1
51: *> = 'U': Upper triangle of A is stored;
52: *> = 'L': Lower triangle of A is stored.
53: *> \endverbatim
54: *>
55: *> \param[in] N
56: *> \verbatim
57: *> N is INTEGER
58: *> The number of linear equations, i.e., the order of the
59: *> matrix A. N >= 0.
60: *> \endverbatim
61: *>
62: *> \param[in] A
63: *> \verbatim
64: *> A is COMPLEX*16 array, dimension (LDA,N)
65: *> On entry, the N-by-N matrix A.
66: *> \endverbatim
67: *>
68: *> \param[in] LDA
69: *> \verbatim
70: *> LDA is INTEGER
71: *> The leading dimension of the array A. LDA >= max(1,N).
72: *> \endverbatim
73: *>
74: *> \param[in] AF
75: *> \verbatim
76: *> AF is COMPLEX*16 array, dimension (LDAF,N)
77: *> The block diagonal matrix D and the multipliers used to
78: *> obtain the factor U or L as computed by ZHETRF.
79: *> \endverbatim
80: *>
81: *> \param[in] LDAF
82: *> \verbatim
83: *> LDAF is INTEGER
84: *> The leading dimension of the array AF. LDAF >= max(1,N).
85: *> \endverbatim
86: *>
87: *> \param[in] IPIV
88: *> \verbatim
89: *> IPIV is INTEGER array, dimension (N)
90: *> Details of the interchanges and the block structure of D
91: *> as determined by CHETRF.
92: *> \endverbatim
93: *>
94: *> \param[in] X
95: *> \verbatim
96: *> X is COMPLEX*16 array, dimension (N)
97: *> The vector X in the formula op(A) * diag(X).
98: *> \endverbatim
99: *>
100: *> \param[out] INFO
101: *> \verbatim
102: *> INFO is INTEGER
103: *> = 0: Successful exit.
104: *> i > 0: The ith argument is invalid.
105: *> \endverbatim
106: *>
107: *> \param[in] WORK
108: *> \verbatim
109: *> WORK is COMPLEX*16 array, dimension (2*N).
110: *> Workspace.
111: *> \endverbatim
112: *>
113: *> \param[in] RWORK
114: *> \verbatim
115: *> RWORK is DOUBLE PRECISION array, dimension (N).
116: *> Workspace.
117: *> \endverbatim
118: *
119: * Authors:
120: * ========
121: *
122: *> \author Univ. of Tennessee
123: *> \author Univ. of California Berkeley
124: *> \author Univ. of Colorado Denver
125: *> \author NAG Ltd.
126: *
1.10 bertrand 127: *> \date September 2012
1.6 bertrand 128: *
129: *> \ingroup complex16HEcomputational
130: *
131: * =====================================================================
1.1 bertrand 132: DOUBLE PRECISION FUNCTION ZLA_HERCOND_X( UPLO, N, A, LDA, AF,
133: $ LDAF, IPIV, X, INFO,
134: $ WORK, RWORK )
135: *
1.10 bertrand 136: * -- LAPACK computational routine (version 3.4.2) --
1.6 bertrand 137: * -- LAPACK is a software package provided by Univ. of Tennessee, --
138: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.10 bertrand 139: * September 2012
1.1 bertrand 140: *
141: * .. Scalar Arguments ..
142: CHARACTER UPLO
143: INTEGER N, LDA, LDAF, INFO
144: * ..
145: * .. Array Arguments ..
146: INTEGER IPIV( * )
147: COMPLEX*16 A( LDA, * ), AF( LDAF, * ), WORK( * ), X( * )
148: DOUBLE PRECISION RWORK( * )
149: * ..
150: *
151: * =====================================================================
152: *
153: * .. Local Scalars ..
154: INTEGER KASE, I, J
155: DOUBLE PRECISION AINVNM, ANORM, TMP
1.8 bertrand 156: LOGICAL UP, UPPER
1.1 bertrand 157: COMPLEX*16 ZDUM
158: * ..
159: * .. Local Arrays ..
160: INTEGER ISAVE( 3 )
161: * ..
162: * .. External Functions ..
163: LOGICAL LSAME
164: EXTERNAL LSAME
165: * ..
166: * .. External Subroutines ..
167: EXTERNAL ZLACN2, ZHETRS, XERBLA
168: * ..
169: * .. Intrinsic Functions ..
170: INTRINSIC ABS, MAX
171: * ..
172: * .. Statement Functions ..
173: DOUBLE PRECISION CABS1
174: * ..
175: * .. Statement Function Definitions ..
176: CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
177: * ..
178: * .. Executable Statements ..
179: *
180: ZLA_HERCOND_X = 0.0D+0
181: *
182: INFO = 0
1.8 bertrand 183: UPPER = LSAME( UPLO, 'U' )
184: IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
185: INFO = -1
186: ELSE IF ( N.LT.0 ) THEN
1.1 bertrand 187: INFO = -2
1.8 bertrand 188: ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
189: INFO = -4
190: ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
191: INFO = -6
1.1 bertrand 192: END IF
193: IF( INFO.NE.0 ) THEN
194: CALL XERBLA( 'ZLA_HERCOND_X', -INFO )
195: RETURN
196: END IF
197: UP = .FALSE.
198: IF ( LSAME( UPLO, 'U' ) ) UP = .TRUE.
199: *
200: * Compute norm of op(A)*op2(C).
201: *
202: ANORM = 0.0D+0
203: IF ( UP ) THEN
204: DO I = 1, N
205: TMP = 0.0D+0
206: DO J = 1, I
207: TMP = TMP + CABS1( A( J, I ) * X( J ) )
208: END DO
209: DO J = I+1, N
210: TMP = TMP + CABS1( A( I, J ) * X( J ) )
211: END DO
212: RWORK( I ) = TMP
213: ANORM = MAX( ANORM, TMP )
214: END DO
215: ELSE
216: DO I = 1, N
217: TMP = 0.0D+0
218: DO J = 1, I
219: TMP = TMP + CABS1( A( I, J ) * X( J ) )
220: END DO
221: DO J = I+1, N
222: TMP = TMP + CABS1( A( J, I ) * X( J ) )
223: END DO
224: RWORK( I ) = TMP
225: ANORM = MAX( ANORM, TMP )
226: END DO
227: END IF
228: *
229: * Quick return if possible.
230: *
231: IF( N.EQ.0 ) THEN
232: ZLA_HERCOND_X = 1.0D+0
233: RETURN
234: ELSE IF( ANORM .EQ. 0.0D+0 ) THEN
235: RETURN
236: END IF
237: *
238: * Estimate the norm of inv(op(A)).
239: *
240: AINVNM = 0.0D+0
241: *
242: KASE = 0
243: 10 CONTINUE
244: CALL ZLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
245: IF( KASE.NE.0 ) THEN
246: IF( KASE.EQ.2 ) THEN
247: *
248: * Multiply by R.
249: *
250: DO I = 1, N
251: WORK( I ) = WORK( I ) * RWORK( I )
252: END DO
253: *
254: IF ( UP ) THEN
255: CALL ZHETRS( 'U', N, 1, AF, LDAF, IPIV,
256: $ WORK, N, INFO )
257: ELSE
258: CALL ZHETRS( 'L', N, 1, AF, LDAF, IPIV,
259: $ WORK, N, INFO )
260: ENDIF
261: *
262: * Multiply by inv(X).
263: *
264: DO I = 1, N
265: WORK( I ) = WORK( I ) / X( I )
266: END DO
267: ELSE
268: *
1.5 bertrand 269: * Multiply by inv(X**H).
1.1 bertrand 270: *
271: DO I = 1, N
272: WORK( I ) = WORK( I ) / X( I )
273: END DO
274: *
275: IF ( UP ) THEN
276: CALL ZHETRS( 'U', N, 1, AF, LDAF, IPIV,
277: $ WORK, N, INFO )
278: ELSE
279: CALL ZHETRS( 'L', N, 1, AF, LDAF, IPIV,
280: $ WORK, N, INFO )
281: END IF
282: *
283: * Multiply by R.
284: *
285: DO I = 1, N
286: WORK( I ) = WORK( I ) * RWORK( I )
287: END DO
288: END IF
289: GO TO 10
290: END IF
291: *
292: * Compute the estimate of the reciprocal condition number.
293: *
294: IF( AINVNM .NE. 0.0D+0 )
295: $ ZLA_HERCOND_X = 1.0D+0 / AINVNM
296: *
297: RETURN
298: *
299: END
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