LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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◆ sla_gerpvgrw()

real function sla_gerpvgrw ( integer  n,
integer  ncols,
real, dimension( lda, * )  a,
integer  lda,
real, dimension( ldaf, * )  af,
integer  ldaf 
)

SLA_GERPVGRW

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

Purpose:
 SLA_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 REAL 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 REAL array, dimension (LDAF,N)
     The factors L and U from the factorization
     A = P*L*U as computed by SGETRF.
[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.

Definition at line 96 of file sla_gerpvgrw.f.

97*
98* -- LAPACK computational routine --
99* -- LAPACK is a software package provided by Univ. of Tennessee, --
100* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
101*
102* .. Scalar Arguments ..
103 INTEGER N, NCOLS, LDA, LDAF
104* ..
105* .. Array Arguments ..
106 REAL A( LDA, * ), AF( LDAF, * )
107* ..
108*
109* =====================================================================
110*
111* .. Local Scalars ..
112 INTEGER I, J
113 REAL AMAX, UMAX, RPVGRW
114* ..
115* .. Intrinsic Functions ..
116 INTRINSIC abs, max, min
117* ..
118* .. Executable Statements ..
119*
120 rpvgrw = 1.0
121
122 DO j = 1, ncols
123 amax = 0.0
124 umax = 0.0
125 DO i = 1, n
126 amax = max( abs( a( i, j ) ), amax )
127 END DO
128 DO i = 1, j
129 umax = max( abs( af( i, j ) ), umax )
130 END DO
131 IF ( umax /= 0.0 ) THEN
132 rpvgrw = min( amax / umax, rpvgrw )
133 END IF
134 END DO
135 sla_gerpvgrw = rpvgrw
136*
137* End of SLA_GERPVGRW
138*
real function sla_gerpvgrw(n, ncols, a, lda, af, ldaf)
SLA_GERPVGRW
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