LAPACK 3.3.1
Linear Algebra PACKage

cla_porcond_x.f

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00001       REAL FUNCTION CLA_PORCOND_X( UPLO, N, A, LDA, AF, LDAF, X, INFO,
00002      $                             WORK, RWORK )
00003 *
00004 *     -- LAPACK routine (version 3.2.1)                                 --
00005 *     -- Contributed by James Demmel, Deaglan Halligan, Yozo Hida and --
00006 *     -- Jason Riedy of Univ. of California Berkeley.                 --
00007 *     -- April 2009                                                   --
00008 *
00009 *     -- LAPACK is a software package provided by Univ. of Tennessee, --
00010 *     -- Univ. of California Berkeley and NAG Ltd.                    --
00011 *
00012       IMPLICIT NONE
00013 *     ..
00014 *     .. Scalar Arguments ..
00015       CHARACTER          UPLO
00016       INTEGER            N, LDA, LDAF, INFO
00017 *     ..
00018 *     .. Array Arguments ..
00019       COMPLEX            A( LDA, * ), AF( LDAF, * ), WORK( * ), X( * )
00020       REAL               RWORK( * )
00021 *     ..
00022 *
00023 *  Purpose
00024 *  =======
00025 *
00026 *     CLA_PORCOND_X Computes the infinity norm condition number of
00027 *     op(A) * diag(X) where X is a COMPLEX vector.
00028 *
00029 *  Arguments
00030 *  =========
00031 *
00032 *     UPLO    (input) CHARACTER*1
00033 *       = 'U':  Upper triangle of A is stored;
00034 *       = 'L':  Lower triangle of A is stored.
00035 *
00036 *     N       (input) INTEGER
00037 *     The number of linear equations, i.e., the order of the
00038 *     matrix A.  N >= 0.
00039 *
00040 *     A       (input) COMPLEX array, dimension (LDA,N)
00041 *     On entry, the N-by-N matrix A.
00042 *
00043 *     LDA     (input) INTEGER
00044 *     The leading dimension of the array A.  LDA >= max(1,N).
00045 *
00046 *     AF      (input) COMPLEX array, dimension (LDAF,N)
00047 *     The triangular factor U or L from the Cholesky factorization
00048 *     A = U**T*U or A = L*L**T, as computed by CPOTRF.
00049 *
00050 *     LDAF    (input) INTEGER
00051 *     The leading dimension of the array AF.  LDAF >= max(1,N).
00052 *
00053 *     X       (input) COMPLEX array, dimension (N)
00054 *     The vector X in the formula op(A) * diag(X).
00055 *
00056 *     INFO    (output) INTEGER
00057 *       = 0:  Successful exit.
00058 *     i > 0:  The ith argument is invalid.
00059 *
00060 *     WORK    (input) COMPLEX array, dimension (2*N).
00061 *     Workspace.
00062 *
00063 *     RWORK   (input) REAL array, dimension (N).
00064 *     Workspace.
00065 *
00066 *  =====================================================================
00067 *
00068 *     .. Local Scalars ..
00069       INTEGER            KASE, I, J
00070       REAL               AINVNM, ANORM, TMP
00071       LOGICAL            UP
00072       COMPLEX            ZDUM
00073 *     ..
00074 *     .. Local Arrays ..
00075       INTEGER            ISAVE( 3 )
00076 *     ..
00077 *     .. External Functions ..
00078       LOGICAL            LSAME
00079       EXTERNAL           LSAME
00080 *     ..
00081 *     .. External Subroutines ..
00082       EXTERNAL           CLACN2, CPOTRS, XERBLA
00083 *     ..
00084 *     .. Intrinsic Functions ..
00085       INTRINSIC          ABS, MAX, REAL, AIMAG
00086 *     ..
00087 *     .. Statement Functions ..
00088       REAL CABS1
00089 *     ..
00090 *     .. Statement Function Definitions ..
00091       CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) )
00092 *     ..
00093 *     .. Executable Statements ..
00094 *
00095       CLA_PORCOND_X = 0.0E+0
00096 *
00097       INFO = 0
00098       IF( N.LT.0 ) THEN
00099          INFO = -2
00100       END IF
00101       IF( INFO.NE.0 ) THEN
00102          CALL XERBLA( 'CLA_PORCOND_X', -INFO )
00103          RETURN
00104       END IF
00105       UP = .FALSE.
00106       IF ( LSAME( UPLO, 'U' ) ) UP = .TRUE.
00107 *
00108 *     Compute norm of op(A)*op2(C).
00109 *
00110       ANORM = 0.0
00111       IF ( UP ) THEN
00112          DO I = 1, N
00113             TMP = 0.0E+0
00114             DO J = 1, I
00115                TMP = TMP + CABS1( A( J, I ) * X( J ) )
00116             END DO
00117             DO J = I+1, N
00118                TMP = TMP + CABS1( A( I, J ) * X( J ) )
00119             END DO
00120             RWORK( I ) = TMP
00121             ANORM = MAX( ANORM, TMP )
00122          END DO
00123       ELSE
00124          DO I = 1, N
00125             TMP = 0.0E+0
00126             DO J = 1, I
00127                TMP = TMP + CABS1( A( I, J ) * X( J ) )
00128             END DO
00129             DO J = I+1, N
00130                TMP = TMP + CABS1( A( J, I ) * X( J ) )
00131             END DO
00132             RWORK( I ) = TMP
00133             ANORM = MAX( ANORM, TMP )
00134          END DO
00135       END IF
00136 *
00137 *     Quick return if possible.
00138 *
00139       IF( N.EQ.0 ) THEN
00140          CLA_PORCOND_X = 1.0E+0
00141          RETURN
00142       ELSE IF( ANORM .EQ. 0.0E+0 ) THEN
00143          RETURN
00144       END IF
00145 *
00146 *     Estimate the norm of inv(op(A)).
00147 *
00148       AINVNM = 0.0E+0
00149 *
00150       KASE = 0
00151    10 CONTINUE
00152       CALL CLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
00153       IF( KASE.NE.0 ) THEN
00154          IF( KASE.EQ.2 ) THEN
00155 *
00156 *           Multiply by R.
00157 *
00158             DO I = 1, N
00159                WORK( I ) = WORK( I ) * RWORK( I )
00160             END DO
00161 *
00162             IF ( UP ) THEN
00163                CALL CPOTRS( 'U', N, 1, AF, LDAF,
00164      $            WORK, N, INFO )
00165             ELSE
00166                CALL CPOTRS( 'L', N, 1, AF, LDAF,
00167      $            WORK, N, INFO )
00168             ENDIF
00169 *
00170 *           Multiply by inv(X).
00171 *
00172             DO I = 1, N
00173                WORK( I ) = WORK( I ) / X( I )
00174             END DO
00175          ELSE
00176 *
00177 *           Multiply by inv(X**H).
00178 *
00179             DO I = 1, N
00180                WORK( I ) = WORK( I ) / X( I )
00181             END DO
00182 *
00183             IF ( UP ) THEN
00184                CALL CPOTRS( 'U', N, 1, AF, LDAF,
00185      $            WORK, N, INFO )
00186             ELSE
00187                CALL CPOTRS( 'L', N, 1, AF, LDAF,
00188      $            WORK, N, INFO )
00189             END IF
00190 *
00191 *           Multiply by R.
00192 *
00193             DO I = 1, N
00194                WORK( I ) = WORK( I ) * RWORK( I )
00195             END DO
00196          END IF
00197          GO TO 10
00198       END IF
00199 *
00200 *     Compute the estimate of the reciprocal condition number.
00201 *
00202       IF( AINVNM .NE. 0.0E+0 )
00203      $   CLA_PORCOND_X = 1.0E+0 / AINVNM
00204 *
00205       RETURN
00206 *
00207       END
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