LAPACK  3.8.0
LAPACK: Linear Algebra PACKage

◆ dla_gerpvgrw()

double precision function dla_gerpvgrw ( integer  N,
integer  NCOLS,
double precision, dimension( lda, * )  A,
integer  LDA,
double precision, dimension( ldaf, * )  AF,
integer  LDAF 
)

DLA_GERPVGRW

Download DLA_GERPVGRW + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 DLA_GERPVGRW computes the reciprocal pivot growth factor
 norm(A)/norm(U). The "max absolute element" norm is used. If this is
 much less than 1, the stability of the LU factorization of the
 (equilibrated) matrix A could be poor. This also means that the
 solution X, estimated condition numbers, and error bounds could be
 unreliable.
Parameters
[in]N
          N is INTEGER
     The number of linear equations, i.e., the order of the
     matrix A.  N >= 0.
[in]NCOLS
          NCOLS is INTEGER
     The number of columns of the matrix A. NCOLS >= 0.
[in]A
          A is DOUBLE PRECISION array, dimension (LDA,N)
     On entry, the N-by-N matrix A.
[in]LDA
          LDA is INTEGER
     The leading dimension of the array A.  LDA >= max(1,N).
[in]AF
          AF is DOUBLE PRECISION array, dimension (LDAF,N)
     The factors L and U from the factorization
     A = P*L*U as computed by DGETRF.
[in]LDAF
          LDAF is INTEGER
     The leading dimension of the array AF.  LDAF >= max(1,N).
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date
December 2016

Definition at line 102 of file dla_gerpvgrw.f.

102 *
103 * -- LAPACK computational routine (version 3.7.0) --
104 * -- LAPACK is a software package provided by Univ. of Tennessee, --
105 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
106 * December 2016
107 *
108 * .. Scalar Arguments ..
109  INTEGER n, ncols, lda, ldaf
110 * ..
111 * .. Array Arguments ..
112  DOUBLE PRECISION a( lda, * ), af( ldaf, * )
113 * ..
114 *
115 * =====================================================================
116 *
117 * .. Local Scalars ..
118  INTEGER i, j
119  DOUBLE PRECISION amax, umax, rpvgrw
120 * ..
121 * .. Intrinsic Functions ..
122  INTRINSIC abs, max, min
123 * ..
124 * .. Executable Statements ..
125 *
126  rpvgrw = 1.0d+0
127 
128  DO j = 1, ncols
129  amax = 0.0d+0
130  umax = 0.0d+0
131  DO i = 1, n
132  amax = max( abs( a( i, j ) ), amax )
133  END DO
134  DO i = 1, j
135  umax = max( abs( af( i, j ) ), umax )
136  END DO
137  IF ( umax /= 0.0d+0 ) THEN
138  rpvgrw = min( amax / umax, rpvgrw )
139  END IF
140  END DO
141  dla_gerpvgrw = rpvgrw
double precision function dla_gerpvgrw(N, NCOLS, A, LDA, AF, LDAF)
DLA_GERPVGRW
Definition: dla_gerpvgrw.f:102
Here is the caller graph for this function: