LAPACK  3.8.0 LAPACK: Linear Algebra PACKage
sla_porcond.f
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1 *> \brief \b SLA_PORCOND estimates the Skeel condition number for a symmetric positive-definite matrix.
2 *
3 * =========== DOCUMENTATION ===========
4 *
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17 *
18 * Definition:
19 * ===========
20 *
21 * REAL FUNCTION SLA_PORCOND( UPLO, N, A, LDA, AF, LDAF, CMODE, C,
22 * INFO, WORK, IWORK )
23 *
24 * .. Scalar Arguments ..
25 * CHARACTER UPLO
26 * INTEGER N, LDA, LDAF, INFO, CMODE
27 * REAL A( LDA, * ), AF( LDAF, * ), WORK( * ),
28 * \$ C( * )
29 * ..
30 * .. Array Arguments ..
31 * INTEGER IWORK( * )
32 * ..
33 *
34 *
35 *> \par Purpose:
36 * =============
37 *>
38 *> \verbatim
39 *>
40 *> SLA_PORCOND Estimates the Skeel condition number of op(A) * op2(C)
41 *> where op2 is determined by CMODE as follows
42 *> CMODE = 1 op2(C) = C
43 *> CMODE = 0 op2(C) = I
44 *> CMODE = -1 op2(C) = inv(C)
45 *> The Skeel condition number cond(A) = norminf( |inv(A)||A| )
46 *> is computed by computing scaling factors R such that
47 *> diag(R)*A*op2(C) is row equilibrated and computing the standard
48 *> infinity-norm condition number.
49 *> \endverbatim
50 *
51 * Arguments:
52 * ==========
53 *
54 *> \param[in] UPLO
55 *> \verbatim
56 *> UPLO is CHARACTER*1
57 *> = 'U': Upper triangle of A is stored;
58 *> = 'L': Lower triangle of A is stored.
59 *> \endverbatim
60 *>
61 *> \param[in] N
62 *> \verbatim
63 *> N is INTEGER
64 *> The number of linear equations, i.e., the order of the
65 *> matrix A. N >= 0.
66 *> \endverbatim
67 *>
68 *> \param[in] A
69 *> \verbatim
70 *> A is REAL array, dimension (LDA,N)
71 *> On entry, the N-by-N matrix A.
72 *> \endverbatim
73 *>
74 *> \param[in] LDA
75 *> \verbatim
76 *> LDA is INTEGER
77 *> The leading dimension of the array A. LDA >= max(1,N).
78 *> \endverbatim
79 *>
80 *> \param[in] AF
81 *> \verbatim
82 *> AF is REAL array, dimension (LDAF,N)
83 *> The triangular factor U or L from the Cholesky factorization
84 *> A = U**T*U or A = L*L**T, as computed by SPOTRF.
85 *> \endverbatim
86 *>
87 *> \param[in] LDAF
88 *> \verbatim
89 *> LDAF is INTEGER
90 *> The leading dimension of the array AF. LDAF >= max(1,N).
91 *> \endverbatim
92 *>
93 *> \param[in] CMODE
94 *> \verbatim
95 *> CMODE is INTEGER
96 *> Determines op2(C) in the formula op(A) * op2(C) as follows:
97 *> CMODE = 1 op2(C) = C
98 *> CMODE = 0 op2(C) = I
99 *> CMODE = -1 op2(C) = inv(C)
100 *> \endverbatim
101 *>
102 *> \param[in] C
103 *> \verbatim
104 *> C is REAL array, dimension (N)
105 *> The vector C in the formula op(A) * op2(C).
106 *> \endverbatim
107 *>
108 *> \param[out] INFO
109 *> \verbatim
110 *> INFO is INTEGER
111 *> = 0: Successful exit.
112 *> i > 0: The ith argument is invalid.
113 *> \endverbatim
114 *>
115 *> \param[in] WORK
116 *> \verbatim
117 *> WORK is REAL array, dimension (3*N).
118 *> Workspace.
119 *> \endverbatim
120 *>
121 *> \param[in] IWORK
122 *> \verbatim
123 *> IWORK is INTEGER array, dimension (N).
124 *> Workspace.
125 *> \endverbatim
126 *
127 * Authors:
128 * ========
129 *
130 *> \author Univ. of Tennessee
131 *> \author Univ. of California Berkeley
132 *> \author Univ. of Colorado Denver
133 *> \author NAG Ltd.
134 *
135 *> \date December 2016
136 *
137 *> \ingroup realPOcomputational
138 *
139 * =====================================================================
140  REAL FUNCTION sla_porcond( UPLO, N, A, LDA, AF, LDAF, CMODE, C,
141  \$ INFO, WORK, IWORK )
142 *
143 * -- LAPACK computational routine (version 3.7.0) --
144 * -- LAPACK is a software package provided by Univ. of Tennessee, --
145 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
146 * December 2016
147 *
148 * .. Scalar Arguments ..
149  CHARACTER UPLO
150  INTEGER N, LDA, LDAF, INFO, CMODE
151  REAL A( lda, * ), AF( ldaf, * ), WORK( * ),
152  \$ c( * )
153 * ..
154 * .. Array Arguments ..
155  INTEGER IWORK( * )
156 * ..
157 *
158 * =====================================================================
159 *
160 * .. Local Scalars ..
161  INTEGER KASE, I, J
162  REAL AINVNM, TMP
163  LOGICAL UP
164 * ..
165 * .. Array Arguments ..
166  INTEGER ISAVE( 3 )
167 * ..
168 * .. External Functions ..
169  LOGICAL LSAME
170  EXTERNAL lsame
171 * ..
172 * .. External Subroutines ..
173  EXTERNAL slacn2, spotrs, xerbla
174 * ..
175 * .. Intrinsic Functions ..
176  INTRINSIC abs, max
177 * ..
178 * .. Executable Statements ..
179 *
180  sla_porcond = 0.0
181 *
182  info = 0
183  IF( n.LT.0 ) THEN
184  info = -2
185  END IF
186  IF( info.NE.0 ) THEN
187  CALL xerbla( 'SLA_PORCOND', -info )
188  RETURN
189  END IF
190
191  IF( n.EQ.0 ) THEN
192  sla_porcond = 1.0
193  RETURN
194  END IF
195  up = .false.
196  IF ( lsame( uplo, 'U' ) ) up = .true.
197 *
198 * Compute the equilibration matrix R such that
199 * inv(R)*A*C has unit 1-norm.
200 *
201  IF ( up ) THEN
202  DO i = 1, n
203  tmp = 0.0
204  IF ( cmode .EQ. 1 ) THEN
205  DO j = 1, i
206  tmp = tmp + abs( a( j, i ) * c( j ) )
207  END DO
208  DO j = i+1, n
209  tmp = tmp + abs( a( i, j ) * c( j ) )
210  END DO
211  ELSE IF ( cmode .EQ. 0 ) THEN
212  DO j = 1, i
213  tmp = tmp + abs( a( j, i ) )
214  END DO
215  DO j = i+1, n
216  tmp = tmp + abs( a( i, j ) )
217  END DO
218  ELSE
219  DO j = 1, i
220  tmp = tmp + abs( a( j ,i ) / c( j ) )
221  END DO
222  DO j = i+1, n
223  tmp = tmp + abs( a( i, j ) / c( j ) )
224  END DO
225  END IF
226  work( 2*n+i ) = tmp
227  END DO
228  ELSE
229  DO i = 1, n
230  tmp = 0.0
231  IF ( cmode .EQ. 1 ) THEN
232  DO j = 1, i
233  tmp = tmp + abs( a( i, j ) * c( j ) )
234  END DO
235  DO j = i+1, n
236  tmp = tmp + abs( a( j, i ) * c( j ) )
237  END DO
238  ELSE IF ( cmode .EQ. 0 ) THEN
239  DO j = 1, i
240  tmp = tmp + abs( a( i, j ) )
241  END DO
242  DO j = i+1, n
243  tmp = tmp + abs( a( j, i ) )
244  END DO
245  ELSE
246  DO j = 1, i
247  tmp = tmp + abs( a( i, j ) / c( j ) )
248  END DO
249  DO j = i+1, n
250  tmp = tmp + abs( a( j, i ) / c( j ) )
251  END DO
252  END IF
253  work( 2*n+i ) = tmp
254  END DO
255  ENDIF
256 *
257 * Estimate the norm of inv(op(A)).
258 *
259  ainvnm = 0.0
260
261  kase = 0
262  10 CONTINUE
263  CALL slacn2( n, work( n+1 ), work, iwork, ainvnm, kase, isave )
264  IF( kase.NE.0 ) THEN
265  IF( kase.EQ.2 ) THEN
266 *
267 * Multiply by R.
268 *
269  DO i = 1, n
270  work( i ) = work( i ) * work( 2*n+i )
271  END DO
272
273  IF (up) THEN
274  CALL spotrs( 'Upper', n, 1, af, ldaf, work, n, info )
275  ELSE
276  CALL spotrs( 'Lower', n, 1, af, ldaf, work, n, info )
277  ENDIF
278 *
279 * Multiply by inv(C).
280 *
281  IF ( cmode .EQ. 1 ) THEN
282  DO i = 1, n
283  work( i ) = work( i ) / c( i )
284  END DO
285  ELSE IF ( cmode .EQ. -1 ) THEN
286  DO i = 1, n
287  work( i ) = work( i ) * c( i )
288  END DO
289  END IF
290  ELSE
291 *
292 * Multiply by inv(C**T).
293 *
294  IF ( cmode .EQ. 1 ) THEN
295  DO i = 1, n
296  work( i ) = work( i ) / c( i )
297  END DO
298  ELSE IF ( cmode .EQ. -1 ) THEN
299  DO i = 1, n
300  work( i ) = work( i ) * c( i )
301  END DO
302  END IF
303
304  IF ( up ) THEN
305  CALL spotrs( 'Upper', n, 1, af, ldaf, work, n, info )
306  ELSE
307  CALL spotrs( 'Lower', n, 1, af, ldaf, work, n, info )
308  ENDIF
309 *
310 * Multiply by R.
311 *
312  DO i = 1, n
313  work( i ) = work( i ) * work( 2*n+i )
314  END DO
315  END IF
316  GO TO 10
317  END IF
318 *
319 * Compute the estimate of the reciprocal condition number.
320 *
321  IF( ainvnm .NE. 0.0 )
322  \$ sla_porcond = ( 1.0 / ainvnm )
323 *
324  RETURN
325 *
326  END
real function sla_porcond(UPLO, N, A, LDA, AF, LDAF, CMODE, C, INFO, WORK, IWORK)
SLA_PORCOND estimates the Skeel condition number for a symmetric positive-definite matrix...
Definition: sla_porcond.f:142
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:62
subroutine spotrs(UPLO, N, NRHS, A, LDA, B, LDB, INFO)
SPOTRS
Definition: spotrs.f:112
subroutine slacn2(N, V, X, ISGN, EST, KASE, ISAVE)
SLACN2 estimates the 1-norm of a square matrix, using reverse communication for evaluating matrix-vec...
Definition: slacn2.f:138