numeric-linalg
Educational material on the SciPy implementation of numerical linear algebra algorithms
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lapack/SRC/zla_gerpvgrw.f | 4125B | -rw-r--r-- |
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*> \brief \b ZLA_GERPVGRW multiplies a square real matrix by a complex matrix. * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download ZLA_GERPVGRW + dependencies *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zla_gerpvgrw.f"> *> [TGZ]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zla_gerpvgrw.f"> *> [ZIP]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zla_gerpvgrw.f"> *> [TXT]</a> *> \endhtmlonly * * Definition: * =========== * * DOUBLE PRECISION FUNCTION ZLA_GERPVGRW( N, NCOLS, A, LDA, AF, * LDAF ) * * .. Scalar Arguments .. * INTEGER N, NCOLS, LDA, LDAF * .. * .. Array Arguments .. * COMPLEX*16 A( LDA, * ), AF( LDAF, * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> *> ZLA_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. *> \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] NCOLS *> \verbatim *> NCOLS is INTEGER *> The number of columns of the matrix A. NCOLS >= 0. *> \endverbatim *> *> \param[in] A *> \verbatim *> A is COMPLEX*16 array, dimension (LDA,N) *> On entry, the N-by-N matrix A. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,N). *> \endverbatim *> *> \param[in] AF *> \verbatim *> AF is COMPLEX*16 array, dimension (LDAF,N) *> The factors L and U from the factorization *> A = P*L*U as computed by ZGETRF. *> \endverbatim *> *> \param[in] LDAF *> \verbatim *> LDAF is INTEGER *> The leading dimension of the array AF. LDAF >= max(1,N). *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \ingroup la_gerpvgrw * * ===================================================================== DOUBLE PRECISION FUNCTION ZLA_GERPVGRW( N, NCOLS, A, LDA, AF, $ LDAF ) * * -- 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, NCOLS, LDA, LDAF * .. * .. Array Arguments .. COMPLEX*16 A( LDA, * ), AF( LDAF, * ) * .. * * ===================================================================== * * .. Local Scalars .. INTEGER I, J DOUBLE PRECISION AMAX, UMAX, RPVGRW COMPLEX*16 ZDUM * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN, ABS, REAL, DIMAG * .. * .. Statement Functions .. DOUBLE PRECISION CABS1 * .. * .. Statement Function Definitions .. CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) ) * .. * .. Executable Statements .. * RPVGRW = 1.0D+0 DO J = 1, NCOLS AMAX = 0.0D+0 UMAX = 0.0D+0 DO I = 1, N AMAX = MAX( CABS1( A( I, J ) ), AMAX ) END DO DO I = 1, J UMAX = MAX( CABS1( AF( I, J ) ), UMAX ) END DO IF ( UMAX /= 0.0D+0 ) THEN RPVGRW = MIN( AMAX / UMAX, RPVGRW ) END IF END DO ZLA_GERPVGRW = RPVGRW * * End of ZLA_GERPVGRW * END