File:  [local] / rpl / lapack / lapack / zla_hercond_x.f
Revision 1.3: download - view: text, annotated - select for diffs - revision graph
Fri Aug 13 21:04:07 2010 UTC (13 years, 9 months ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_0_19, rpl-4_0_18, HEAD
Patches pour OS/2

    1:       DOUBLE PRECISION FUNCTION ZLA_HERCOND_X( UPLO, N, A, LDA, AF,
    2:      $                                         LDAF, IPIV, X, INFO,
    3:      $                                         WORK, RWORK )
    4: *
    5: *     -- LAPACK routine (version 3.2.1)                                 --
    6: *     -- Contributed by James Demmel, Deaglan Halligan, Yozo Hida and --
    7: *     -- Jason Riedy of Univ. of California Berkeley.                 --
    8: *     -- April 2009                                                   --
    9: *
   10: *     -- LAPACK is a software package provided by Univ. of Tennessee, --
   11: *     -- Univ. of California Berkeley and NAG Ltd.                    --
   12: *
   13:       IMPLICIT NONE
   14: *     ..
   15: *     .. Scalar Arguments ..
   16:       CHARACTER          UPLO
   17:       INTEGER            N, LDA, LDAF, INFO
   18: *     ..
   19: *     .. Array Arguments ..
   20:       INTEGER            IPIV( * )
   21:       COMPLEX*16         A( LDA, * ), AF( LDAF, * ), WORK( * ), X( * )
   22:       DOUBLE PRECISION   RWORK( * )
   23: *     ..
   24: *
   25: *  Purpose
   26: *  =======
   27: *
   28: *     ZLA_HERCOND_X computes the infinity norm condition number of
   29: *     op(A) * diag(X) where X is a COMPLEX*16 vector.
   30: *
   31: *  Arguments
   32: *  =========
   33: *
   34: *     UPLO    (input) CHARACTER*1
   35: *       = 'U':  Upper triangle of A is stored;
   36: *       = 'L':  Lower triangle of A is stored.
   37: *
   38: *     N       (input) INTEGER
   39: *     The number of linear equations, i.e., the order of the
   40: *     matrix A.  N >= 0.
   41: *
   42: *     A       (input) COMPLEX*16 array, dimension (LDA,N)
   43: *     On entry, the N-by-N matrix A.
   44: *
   45: *     LDA     (input) INTEGER
   46: *     The leading dimension of the array A.  LDA >= max(1,N).
   47: *
   48: *     AF      (input) COMPLEX*16 array, dimension (LDAF,N)
   49: *     The block diagonal matrix D and the multipliers used to
   50: *     obtain the factor U or L as computed by ZHETRF.
   51: *
   52: *     LDAF    (input) INTEGER
   53: *     The leading dimension of the array AF.  LDAF >= max(1,N).
   54: *
   55: *     IPIV    (input) INTEGER array, dimension (N)
   56: *     Details of the interchanges and the block structure of D
   57: *     as determined by CHETRF.
   58: *
   59: *     X       (input) COMPLEX*16 array, dimension (N)
   60: *     The vector X in the formula op(A) * diag(X).
   61: *
   62: *     INFO    (output) INTEGER
   63: *       = 0:  Successful exit.
   64: *     i > 0:  The ith argument is invalid.
   65: *
   66: *     WORK    (input) COMPLEX*16 array, dimension (2*N).
   67: *     Workspace.
   68: *
   69: *     RWORK   (input) DOUBLE PRECISION array, dimension (N).
   70: *     Workspace.
   71: *
   72: *  =====================================================================
   73: *
   74: *     .. Local Scalars ..
   75:       INTEGER            KASE, I, J
   76:       DOUBLE PRECISION   AINVNM, ANORM, TMP
   77:       LOGICAL            UP
   78:       COMPLEX*16         ZDUM
   79: *     ..
   80: *     .. Local Arrays ..
   81:       INTEGER            ISAVE( 3 )
   82: *     ..
   83: *     .. External Functions ..
   84:       LOGICAL            LSAME
   85:       EXTERNAL           LSAME
   86: *     ..
   87: *     .. External Subroutines ..
   88:       EXTERNAL           ZLACN2, ZHETRS, XERBLA
   89: *     ..
   90: *     .. Intrinsic Functions ..
   91:       INTRINSIC          ABS, MAX
   92: *     ..
   93: *     .. Statement Functions ..
   94:       DOUBLE PRECISION CABS1
   95: *     ..
   96: *     .. Statement Function Definitions ..
   97:       CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
   98: *     ..
   99: *     .. Executable Statements ..
  100: *
  101:       ZLA_HERCOND_X = 0.0D+0
  102: *
  103:       INFO = 0
  104:       IF( N.LT.0 ) THEN
  105:          INFO = -2
  106:       END IF
  107:       IF( INFO.NE.0 ) THEN
  108:          CALL XERBLA( 'ZLA_HERCOND_X', -INFO )
  109:          RETURN
  110:       END IF
  111:       UP = .FALSE.
  112:       IF ( LSAME( UPLO, 'U' ) ) UP = .TRUE.
  113: *
  114: *     Compute norm of op(A)*op2(C).
  115: *
  116:       ANORM = 0.0D+0
  117:       IF ( UP ) THEN
  118:          DO I = 1, N
  119:             TMP = 0.0D+0
  120:             DO J = 1, I
  121:                TMP = TMP + CABS1( A( J, I ) * X( J ) )
  122:             END DO
  123:             DO J = I+1, N
  124:                TMP = TMP + CABS1( A( I, J ) * X( J ) )
  125:             END DO
  126:             RWORK( I ) = TMP
  127:             ANORM = MAX( ANORM, TMP )
  128:          END DO
  129:       ELSE
  130:          DO I = 1, N
  131:             TMP = 0.0D+0
  132:             DO J = 1, I
  133:                TMP = TMP + CABS1( A( I, J ) * X( J ) )
  134:             END DO
  135:             DO J = I+1, N
  136:                TMP = TMP + CABS1( A( J, I ) * X( J ) )
  137:             END DO
  138:             RWORK( I ) = TMP
  139:             ANORM = MAX( ANORM, TMP )
  140:          END DO
  141:       END IF
  142: *
  143: *     Quick return if possible.
  144: *
  145:       IF( N.EQ.0 ) THEN
  146:          ZLA_HERCOND_X = 1.0D+0
  147:          RETURN
  148:       ELSE IF( ANORM .EQ. 0.0D+0 ) THEN
  149:          RETURN
  150:       END IF
  151: *
  152: *     Estimate the norm of inv(op(A)).
  153: *
  154:       AINVNM = 0.0D+0
  155: *
  156:       KASE = 0
  157:    10 CONTINUE
  158:       CALL ZLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
  159:       IF( KASE.NE.0 ) THEN
  160:          IF( KASE.EQ.2 ) THEN
  161: *
  162: *           Multiply by R.
  163: *
  164:             DO I = 1, N
  165:                WORK( I ) = WORK( I ) * RWORK( I )
  166:             END DO
  167: *
  168:             IF ( UP ) THEN
  169:                CALL ZHETRS( 'U', N, 1, AF, LDAF, IPIV,
  170:      $            WORK, N, INFO )
  171:             ELSE
  172:                CALL ZHETRS( 'L', N, 1, AF, LDAF, IPIV,
  173:      $            WORK, N, INFO )
  174:             ENDIF
  175: *
  176: *           Multiply by inv(X).
  177: *
  178:             DO I = 1, N
  179:                WORK( I ) = WORK( I ) / X( I )
  180:             END DO
  181:          ELSE
  182: *
  183: *           Multiply by inv(X').
  184: *
  185:             DO I = 1, N
  186:                WORK( I ) = WORK( I ) / X( I )
  187:             END DO
  188: *
  189:             IF ( UP ) THEN
  190:                CALL ZHETRS( 'U', N, 1, AF, LDAF, IPIV,
  191:      $            WORK, N, INFO )
  192:             ELSE
  193:                CALL ZHETRS( 'L', N, 1, AF, LDAF, IPIV,
  194:      $            WORK, N, INFO )
  195:             END IF
  196: *
  197: *           Multiply by R.
  198: *
  199:             DO I = 1, N
  200:                WORK( I ) = WORK( I ) * RWORK( I )
  201:             END DO
  202:          END IF
  203:          GO TO 10
  204:       END IF
  205: *
  206: *     Compute the estimate of the reciprocal condition number.
  207: *
  208:       IF( AINVNM .NE. 0.0D+0 )
  209:      $   ZLA_HERCOND_X = 1.0D+0 / AINVNM
  210: *
  211:       RETURN
  212: *
  213:       END

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