cla_porpvgrw.f (3)

Functions/Subroutines

real function cla_porpvgrw (UPLO, NCOLS, A, LDA, AF, LDAF, WORK)

CLA_PORPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a symmetric or Hermitian positive-definite matrix.

real function cla_porpvgrw (character*1UPLO, integerNCOLS, complex, dimension( lda, * )A, integerLDA, complex, dimension( ldaf, * )AF, integerLDAF, real, dimension( * )WORK)

CLA_PORPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a symmetric or Hermitian positive-definite matrix.

Purpose:

 CLA_PORPVGRW 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:

UPLO

          UPLO is CHARACTER*1
       = 'U':  Upper triangle of A is stored;
       = 'L':  Lower triangle of A is stored.

NCOLS

          NCOLS is INTEGER
     The number of columns of the matrix A. NCOLS >= 0.

A

          A is COMPLEX array, dimension (LDA,N)
     On entry, the N-by-N matrix A.

LDA

          LDA is INTEGER
     The leading dimension of the array A.  LDA >= max(1,N).

AF

          AF is COMPLEX array, dimension (LDAF,N)
     The triangular factor U or L from the Cholesky factorization
     A = U**T*U or A = L*L**T, as computed by CPOTRF.

LDAF

          LDAF is INTEGER
     The leading dimension of the array AF.  LDAF >= max(1,N).

WORK

          WORK is COMPLEX array, dimension (2*N)

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

September 2012

Definition at line 106 of file cla_porpvgrw.f.

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