Annotation of rpl/lapack/lapack/dgecon.f, revision 1.9
1.9 ! bertrand 1: *> \brief \b DGECON
! 2: *
! 3: * =========== DOCUMENTATION ===========
! 4: *
! 5: * Online html documentation available at
! 6: * http://www.netlib.org/lapack/explore-html/
! 7: *
! 8: *> \htmlonly
! 9: *> Download DGECON + dependencies
! 10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgecon.f">
! 11: *> [TGZ]</a>
! 12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgecon.f">
! 13: *> [ZIP]</a>
! 14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgecon.f">
! 15: *> [TXT]</a>
! 16: *> \endhtmlonly
! 17: *
! 18: * Definition:
! 19: * ===========
! 20: *
! 21: * SUBROUTINE DGECON( NORM, N, A, LDA, ANORM, RCOND, WORK, IWORK,
! 22: * INFO )
! 23: *
! 24: * .. Scalar Arguments ..
! 25: * CHARACTER NORM
! 26: * INTEGER INFO, LDA, N
! 27: * DOUBLE PRECISION ANORM, RCOND
! 28: * ..
! 29: * .. Array Arguments ..
! 30: * INTEGER IWORK( * )
! 31: * DOUBLE PRECISION A( LDA, * ), WORK( * )
! 32: * ..
! 33: *
! 34: *
! 35: *> \par Purpose:
! 36: * =============
! 37: *>
! 38: *> \verbatim
! 39: *>
! 40: *> DGECON estimates the reciprocal of the condition number of a general
! 41: *> real matrix A, in either the 1-norm or the infinity-norm, using
! 42: *> the LU factorization computed by DGETRF.
! 43: *>
! 44: *> An estimate is obtained for norm(inv(A)), and the reciprocal of the
! 45: *> condition number is computed as
! 46: *> RCOND = 1 / ( norm(A) * norm(inv(A)) ).
! 47: *> \endverbatim
! 48: *
! 49: * Arguments:
! 50: * ==========
! 51: *
! 52: *> \param[in] NORM
! 53: *> \verbatim
! 54: *> NORM is CHARACTER*1
! 55: *> Specifies whether the 1-norm condition number or the
! 56: *> infinity-norm condition number is required:
! 57: *> = '1' or 'O': 1-norm;
! 58: *> = 'I': Infinity-norm.
! 59: *> \endverbatim
! 60: *>
! 61: *> \param[in] N
! 62: *> \verbatim
! 63: *> N is INTEGER
! 64: *> The order of the matrix A. N >= 0.
! 65: *> \endverbatim
! 66: *>
! 67: *> \param[in] A
! 68: *> \verbatim
! 69: *> A is DOUBLE PRECISION array, dimension (LDA,N)
! 70: *> The factors L and U from the factorization A = P*L*U
! 71: *> as computed by DGETRF.
! 72: *> \endverbatim
! 73: *>
! 74: *> \param[in] LDA
! 75: *> \verbatim
! 76: *> LDA is INTEGER
! 77: *> The leading dimension of the array A. LDA >= max(1,N).
! 78: *> \endverbatim
! 79: *>
! 80: *> \param[in] ANORM
! 81: *> \verbatim
! 82: *> ANORM is DOUBLE PRECISION
! 83: *> If NORM = '1' or 'O', the 1-norm of the original matrix A.
! 84: *> If NORM = 'I', the infinity-norm of the original matrix A.
! 85: *> \endverbatim
! 86: *>
! 87: *> \param[out] RCOND
! 88: *> \verbatim
! 89: *> RCOND is DOUBLE PRECISION
! 90: *> The reciprocal of the condition number of the matrix A,
! 91: *> computed as RCOND = 1/(norm(A) * norm(inv(A))).
! 92: *> \endverbatim
! 93: *>
! 94: *> \param[out] WORK
! 95: *> \verbatim
! 96: *> WORK is DOUBLE PRECISION array, dimension (4*N)
! 97: *> \endverbatim
! 98: *>
! 99: *> \param[out] IWORK
! 100: *> \verbatim
! 101: *> IWORK is INTEGER array, dimension (N)
! 102: *> \endverbatim
! 103: *>
! 104: *> \param[out] INFO
! 105: *> \verbatim
! 106: *> INFO is INTEGER
! 107: *> = 0: successful exit
! 108: *> < 0: if INFO = -i, the i-th argument had an illegal value
! 109: *> \endverbatim
! 110: *
! 111: * Authors:
! 112: * ========
! 113: *
! 114: *> \author Univ. of Tennessee
! 115: *> \author Univ. of California Berkeley
! 116: *> \author Univ. of Colorado Denver
! 117: *> \author NAG Ltd.
! 118: *
! 119: *> \date November 2011
! 120: *
! 121: *> \ingroup doubleGEcomputational
! 122: *
! 123: * =====================================================================
1.1 bertrand 124: SUBROUTINE DGECON( NORM, N, A, LDA, ANORM, RCOND, WORK, IWORK,
125: $ INFO )
126: *
1.9 ! bertrand 127: * -- LAPACK computational routine (version 3.4.0) --
1.1 bertrand 128: * -- LAPACK is a software package provided by Univ. of Tennessee, --
129: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.9 ! bertrand 130: * November 2011
1.1 bertrand 131: *
132: * .. Scalar Arguments ..
133: CHARACTER NORM
134: INTEGER INFO, LDA, N
135: DOUBLE PRECISION ANORM, RCOND
136: * ..
137: * .. Array Arguments ..
138: INTEGER IWORK( * )
139: DOUBLE PRECISION A( LDA, * ), WORK( * )
140: * ..
141: *
142: * =====================================================================
143: *
144: * .. Parameters ..
145: DOUBLE PRECISION ONE, ZERO
146: PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
147: * ..
148: * .. Local Scalars ..
149: LOGICAL ONENRM
150: CHARACTER NORMIN
151: INTEGER IX, KASE, KASE1
152: DOUBLE PRECISION AINVNM, SCALE, SL, SMLNUM, SU
153: * ..
154: * .. Local Arrays ..
155: INTEGER ISAVE( 3 )
156: * ..
157: * .. External Functions ..
158: LOGICAL LSAME
159: INTEGER IDAMAX
160: DOUBLE PRECISION DLAMCH
161: EXTERNAL LSAME, IDAMAX, DLAMCH
162: * ..
163: * .. External Subroutines ..
164: EXTERNAL DLACN2, DLATRS, DRSCL, XERBLA
165: * ..
166: * .. Intrinsic Functions ..
167: INTRINSIC ABS, MAX
168: * ..
169: * .. Executable Statements ..
170: *
171: * Test the input parameters.
172: *
173: INFO = 0
174: ONENRM = NORM.EQ.'1' .OR. LSAME( NORM, 'O' )
175: IF( .NOT.ONENRM .AND. .NOT.LSAME( NORM, 'I' ) ) THEN
176: INFO = -1
177: ELSE IF( N.LT.0 ) THEN
178: INFO = -2
179: ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
180: INFO = -4
181: ELSE IF( ANORM.LT.ZERO ) THEN
182: INFO = -5
183: END IF
184: IF( INFO.NE.0 ) THEN
185: CALL XERBLA( 'DGECON', -INFO )
186: RETURN
187: END IF
188: *
189: * Quick return if possible
190: *
191: RCOND = ZERO
192: IF( N.EQ.0 ) THEN
193: RCOND = ONE
194: RETURN
195: ELSE IF( ANORM.EQ.ZERO ) THEN
196: RETURN
197: END IF
198: *
199: SMLNUM = DLAMCH( 'Safe minimum' )
200: *
201: * Estimate the norm of inv(A).
202: *
203: AINVNM = ZERO
204: NORMIN = 'N'
205: IF( ONENRM ) THEN
206: KASE1 = 1
207: ELSE
208: KASE1 = 2
209: END IF
210: KASE = 0
211: 10 CONTINUE
212: CALL DLACN2( N, WORK( N+1 ), WORK, IWORK, AINVNM, KASE, ISAVE )
213: IF( KASE.NE.0 ) THEN
214: IF( KASE.EQ.KASE1 ) THEN
215: *
216: * Multiply by inv(L).
217: *
218: CALL DLATRS( 'Lower', 'No transpose', 'Unit', NORMIN, N, A,
219: $ LDA, WORK, SL, WORK( 2*N+1 ), INFO )
220: *
221: * Multiply by inv(U).
222: *
223: CALL DLATRS( 'Upper', 'No transpose', 'Non-unit', NORMIN, N,
224: $ A, LDA, WORK, SU, WORK( 3*N+1 ), INFO )
225: ELSE
226: *
1.8 bertrand 227: * Multiply by inv(U**T).
1.1 bertrand 228: *
229: CALL DLATRS( 'Upper', 'Transpose', 'Non-unit', NORMIN, N, A,
230: $ LDA, WORK, SU, WORK( 3*N+1 ), INFO )
231: *
1.8 bertrand 232: * Multiply by inv(L**T).
1.1 bertrand 233: *
234: CALL DLATRS( 'Lower', 'Transpose', 'Unit', NORMIN, N, A,
235: $ LDA, WORK, SL, WORK( 2*N+1 ), INFO )
236: END IF
237: *
238: * Divide X by 1/(SL*SU) if doing so will not cause overflow.
239: *
240: SCALE = SL*SU
241: NORMIN = 'Y'
242: IF( SCALE.NE.ONE ) THEN
243: IX = IDAMAX( N, WORK, 1 )
244: IF( SCALE.LT.ABS( WORK( IX ) )*SMLNUM .OR. SCALE.EQ.ZERO )
245: $ GO TO 20
246: CALL DRSCL( N, SCALE, WORK, 1 )
247: END IF
248: GO TO 10
249: END IF
250: *
251: * Compute the estimate of the reciprocal condition number.
252: *
253: IF( AINVNM.NE.ZERO )
254: $ RCOND = ( ONE / AINVNM ) / ANORM
255: *
256: 20 CONTINUE
257: RETURN
258: *
259: * End of DGECON
260: *
261: END
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