1 *> \brief \b DLA_GERCOND estimates the Skeel condition number for a general matrix.
3 * =========== DOCUMENTATION ===========
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21 * DOUBLE PRECISION FUNCTION DLA_GERCOND ( TRANS, N, A, LDA, AF,
22 * LDAF, IPIV, CMODE, C,
25 * .. Scalar Arguments ..
27 * INTEGER N, LDA, LDAF, INFO, CMODE
29 * .. Array Arguments ..
30 * INTEGER IPIV( * ), IWORK( * )
31 * DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), WORK( * ),
41 *> DLA_GERCOND estimates the Skeel condition number of op(A) * op2(C)
42 *> where op2 is determined by CMODE as follows
43 *> CMODE = 1 op2(C) = C
44 *> CMODE = 0 op2(C) = I
45 *> CMODE = -1 op2(C) = inv(C)
46 *> The Skeel condition number cond(A) = norminf( |inv(A)||A| )
47 *> is computed by computing scaling factors R such that
48 *> diag(R)*A*op2(C) is row equilibrated and computing the standard
49 *> infinity-norm condition number.
57 *> TRANS is CHARACTER*1
58 *> Specifies the form of the system of equations:
59 *> = 'N': A * X = B (No transpose)
60 *> = 'T': A**T * X = B (Transpose)
61 *> = 'C': A**H * X = B (Conjugate Transpose = Transpose)
67 *> The number of linear equations, i.e., the order of the
73 *> A is DOUBLE PRECISION array, dimension (LDA,N)
74 *> On entry, the N-by-N matrix A.
80 *> The leading dimension of the array A. LDA >= max(1,N).
85 *> AF is DOUBLE PRECISION array, dimension (LDAF,N)
86 *> The factors L and U from the factorization
87 *> A = P*L*U as computed by DGETRF.
93 *> The leading dimension of the array AF. LDAF >= max(1,N).
98 *> IPIV is INTEGER array, dimension (N)
99 *> The pivot indices from the factorization A = P*L*U
100 *> as computed by DGETRF; row i of the matrix was interchanged
107 *> Determines op2(C) in the formula op(A) * op2(C) as follows:
108 *> CMODE = 1 op2(C) = C
109 *> CMODE = 0 op2(C) = I
110 *> CMODE = -1 op2(C) = inv(C)
115 *> C is DOUBLE PRECISION array, dimension (N)
116 *> The vector C in the formula op(A) * op2(C).
122 *> = 0: Successful exit.
123 *> i > 0: The ith argument is invalid.
128 *> WORK is DOUBLE PRECISION array, dimension (3*N).
134 *> IWORK is INTEGER array, dimension (N).
141 *> \author Univ. of Tennessee
142 *> \author Univ. of California Berkeley
143 *> \author Univ. of Colorado Denver
146 *> \date September 2012
148 *> \ingroup doubleGEcomputational
150 * =====================================================================
151 DOUBLE PRECISION FUNCTION DLA_GERCOND ( TRANS, N, A, LDA, AF,
152 $ LDAF, IPIV, CMODE, C,
153 $ INFO, WORK, IWORK )
155 * -- LAPACK computational routine (version 3.4.2) --
156 * -- LAPACK is a software package provided by Univ. of Tennessee, --
157 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
160 * .. Scalar Arguments ..
162 INTEGER N, LDA, LDAF, INFO, CMODE
164 * .. Array Arguments ..
165 INTEGER IPIV( * ), IWORK( * )
166 DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), WORK( * ),
170 * =====================================================================
172 * .. Local Scalars ..
175 DOUBLE PRECISION AINVNM, TMP
180 * .. External Functions ..
184 * .. External Subroutines ..
185 EXTERNAL DLACN2, DGETRS, XERBLA
187 * .. Intrinsic Functions ..
190 * .. Executable Statements ..
195 NOTRANS = LSAME( TRANS, 'N' )
196 IF ( .NOT. NOTRANS .AND. .NOT. LSAME(TRANS, 'T')
197 $ .AND. .NOT. LSAME(TRANS, 'C') ) THEN
199 ELSE IF( N.LT.0 ) THEN
201 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
203 ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
207 CALL XERBLA( 'DLA_GERCOND', -INFO )
215 * Compute the equilibration matrix R such that
216 * inv(R)*A*C has unit 1-norm.
221 IF ( CMODE .EQ. 1 ) THEN
223 TMP = TMP + ABS( A( I, J ) * C( J ) )
225 ELSE IF ( CMODE .EQ. 0 ) THEN
227 TMP = TMP + ABS( A( I, J ) )
231 TMP = TMP + ABS( A( I, J ) / C( J ) )
239 IF ( CMODE .EQ. 1 ) THEN
241 TMP = TMP + ABS( A( J, I ) * C( J ) )
243 ELSE IF ( CMODE .EQ. 0 ) THEN
245 TMP = TMP + ABS( A( J, I ) )
249 TMP = TMP + ABS( A( J, I ) / C( J ) )
256 * Estimate the norm of inv(op(A)).
262 CALL DLACN2( N, WORK( N+1 ), WORK, IWORK, AINVNM, KASE, ISAVE )
269 WORK(I) = WORK(I) * WORK(2*N+I)
273 CALL DGETRS( 'No transpose', N, 1, AF, LDAF, IPIV,
276 CALL DGETRS( 'Transpose', N, 1, AF, LDAF, IPIV,
280 * Multiply by inv(C).
282 IF ( CMODE .EQ. 1 ) THEN
284 WORK( I ) = WORK( I ) / C( I )
286 ELSE IF ( CMODE .EQ. -1 ) THEN
288 WORK( I ) = WORK( I ) * C( I )
293 * Multiply by inv(C**T).
295 IF ( CMODE .EQ. 1 ) THEN
297 WORK( I ) = WORK( I ) / C( I )
299 ELSE IF ( CMODE .EQ. -1 ) THEN
301 WORK( I ) = WORK( I ) * C( I )
306 CALL DGETRS( 'Transpose', N, 1, AF, LDAF, IPIV,
309 CALL DGETRS( 'No transpose', N, 1, AF, LDAF, IPIV,
316 WORK( I ) = WORK( I ) * WORK( 2*N+I )
322 * Compute the estimate of the reciprocal condition number.
324 IF( AINVNM .NE. 0.0D+0 )
325 $ DLA_GERCOND = ( 1.0D+0 / AINVNM )