numeric-linalg
Educational material on the SciPy implementation of numerical linear algebra algorithms
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lapack/SRC/zla_gbrpvgrw.f | 4977B | -rw-r--r-- |
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*> \brief \b ZLA_GBRPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a general banded matrix. * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download ZLA_GBRPVGRW + dependencies *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zla_gbrpvgrw.f"> *> [TGZ]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zla_gbrpvgrw.f"> *> [ZIP]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zla_gbrpvgrw.f"> *> [TXT]</a> *> \endhtmlonly * * Definition: * =========== * * DOUBLE PRECISION FUNCTION ZLA_GBRPVGRW( N, KL, KU, NCOLS, AB, * LDAB, AFB, LDAFB ) * * .. Scalar Arguments .. * INTEGER N, KL, KU, NCOLS, LDAB, LDAFB * .. * .. Array Arguments .. * COMPLEX*16 AB( LDAB, * ), AFB( LDAFB, * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> ZLA_GBRPVGRW 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. *> \endverbatim * * Arguments: * ========== * *> \param[in] N *> \verbatim *> N is INTEGER *> The number of linear equations, i.e., the order of the *> matrix A. N >= 0. *> \endverbatim *> *> \param[in] KL *> \verbatim *> KL is INTEGER *> The number of subdiagonals within the band of A. KL >= 0. *> \endverbatim *> *> \param[in] KU *> \verbatim *> KU is INTEGER *> The number of superdiagonals within the band of A. KU >= 0. *> \endverbatim *> *> \param[in] NCOLS *> \verbatim *> NCOLS is INTEGER *> The number of columns of the matrix A. NCOLS >= 0. *> \endverbatim *> *> \param[in] AB *> \verbatim *> AB is COMPLEX*16 array, dimension (LDAB,N) *> On entry, the matrix A in band storage, in rows 1 to KL+KU+1. *> The j-th column of A is stored in the j-th column of the *> array AB as follows: *> AB(KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+kl) *> \endverbatim *> *> \param[in] LDAB *> \verbatim *> LDAB is INTEGER *> The leading dimension of the array AB. LDAB >= KL+KU+1. *> \endverbatim *> *> \param[in] AFB *> \verbatim *> AFB is COMPLEX*16 array, dimension (LDAFB,N) *> Details of the LU factorization of the band matrix A, as *> computed by ZGBTRF. U is stored as an upper triangular *> band matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, *> and the multipliers used during the factorization are stored *> in rows KL+KU+2 to 2*KL+KU+1. *> \endverbatim *> *> \param[in] LDAFB *> \verbatim *> LDAFB is INTEGER *> The leading dimension of the array AFB. LDAFB >= 2*KL+KU+1. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \ingroup la_gbrpvgrw * * ===================================================================== DOUBLE PRECISION FUNCTION ZLA_GBRPVGRW( N, KL, KU, NCOLS, AB, $ LDAB, AFB, LDAFB ) * * -- LAPACK computational routine -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * * .. Scalar Arguments .. INTEGER N, KL, KU, NCOLS, LDAB, LDAFB * .. * .. Array Arguments .. COMPLEX*16 AB( LDAB, * ), AFB( LDAFB, * ) * .. * * ===================================================================== * * .. Local Scalars .. INTEGER I, J, KD DOUBLE PRECISION AMAX, UMAX, RPVGRW COMPLEX*16 ZDUM * .. * .. Intrinsic Functions .. INTRINSIC ABS, MAX, MIN, REAL, DIMAG * .. * .. Statement Functions .. DOUBLE PRECISION CABS1 * .. * .. Statement Function Definitions .. CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) ) * .. * .. Executable Statements .. * RPVGRW = 1.0D+0 KD = KU + 1 DO J = 1, NCOLS AMAX = 0.0D+0 UMAX = 0.0D+0 DO I = MAX( J-KU, 1 ), MIN( J+KL, N ) AMAX = MAX( CABS1( AB( KD+I-J, J ) ), AMAX ) END DO DO I = MAX( J-KU, 1 ), J UMAX = MAX( CABS1( AFB( KD+I-J, J ) ), UMAX ) END DO IF ( UMAX /= 0.0D+0 ) THEN RPVGRW = MIN( AMAX / UMAX, RPVGRW ) END IF END DO ZLA_GBRPVGRW = RPVGRW * * End of ZLA_GBRPVGRW * END