numeric-linalg
Educational material on the SciPy implementation of numerical linear algebra algorithms
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lapack/SRC/dlarmm.f | 2536B | -rw-r--r-- |
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*> \brief \b DLARMM * * Definition: * =========== * * DOUBLE PRECISION FUNCTION DLARMM( ANORM, BNORM, CNORM ) * * .. Scalar Arguments .. * DOUBLE PRECISION ANORM, BNORM, CNORM * .. * *> \par Purpose: * ======= *> *> \verbatim *> *> DLARMM returns a factor s in (0, 1] such that the linear updates *> *> (s * C) - A * (s * B) and (s * C) - (s * A) * B *> *> cannot overflow, where A, B, and C are matrices of conforming *> dimensions. *> *> This is an auxiliary routine so there is no argument checking. *> \endverbatim * * Arguments: * ========= * *> \param[in] ANORM *> \verbatim *> ANORM is DOUBLE PRECISION *> The infinity norm of A. ANORM >= 0. *> The number of rows of the matrix A. M >= 0. *> \endverbatim *> *> \param[in] BNORM *> \verbatim *> BNORM is DOUBLE PRECISION *> The infinity norm of B. BNORM >= 0. *> \endverbatim *> *> \param[in] CNORM *> \verbatim *> CNORM is DOUBLE PRECISION *> The infinity norm of C. CNORM >= 0. *> \endverbatim *> *> * ===================================================================== *> References: *> C. C. Kjelgaard Mikkelsen and L. Karlsson, Blocked Algorithms for *> Robust Solution of Triangular Linear Systems. In: International *> Conference on Parallel Processing and Applied Mathematics, pages *> 68--78. Springer, 2017. *> *> \ingroup larmm * ===================================================================== DOUBLE PRECISION FUNCTION DLARMM( ANORM, BNORM, CNORM ) IMPLICIT NONE * .. Scalar Arguments .. DOUBLE PRECISION ANORM, BNORM, CNORM * .. Parameters .. DOUBLE PRECISION ONE, HALF, FOUR PARAMETER ( ONE = 1.0D0, HALF = 0.5D+0, FOUR = 4.0D0 ) * .. * .. Local Scalars .. DOUBLE PRECISION BIGNUM, SMLNUM * .. * .. External Functions .. DOUBLE PRECISION DLAMCH EXTERNAL DLAMCH * .. * .. Executable Statements .. * * * Determine machine dependent parameters to control overflow. * SMLNUM = DLAMCH( 'Safe minimum' ) / DLAMCH( 'Precision' ) BIGNUM = ( ONE / SMLNUM ) / FOUR * * Compute a scale factor. * DLARMM = ONE IF( BNORM .LE. ONE ) THEN IF( ANORM * BNORM .GT. BIGNUM - CNORM ) THEN DLARMM = HALF END IF ELSE IF( ANORM .GT. (BIGNUM - CNORM) / BNORM ) THEN DLARMM = HALF / BNORM END IF END IF RETURN * * ==== End of DLARMM ==== * END