File:  [local] / rpl / lapack / lapack / dgtcon.f
Revision 1.19: download - view: text, annotated - select for diffs - revision graph
Mon Aug 7 08:38:51 2023 UTC (8 months, 3 weeks ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_1_35, rpl-4_1_34, HEAD
Première mise à jour de lapack et blas.

    1: *> \brief \b DGTCON
    2: *
    3: *  =========== DOCUMENTATION ===========
    4: *
    5: * Online html documentation available at
    6: *            http://www.netlib.org/lapack/explore-html/
    7: *
    8: *> \htmlonly
    9: *> Download DGTCON + dependencies
   10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgtcon.f">
   11: *> [TGZ]</a>
   12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgtcon.f">
   13: *> [ZIP]</a>
   14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgtcon.f">
   15: *> [TXT]</a>
   16: *> \endhtmlonly
   17: *
   18: *  Definition:
   19: *  ===========
   20: *
   21: *       SUBROUTINE DGTCON( NORM, N, DL, D, DU, DU2, IPIV, ANORM, RCOND,
   22: *                          WORK, IWORK, INFO )
   23: *
   24: *       .. Scalar Arguments ..
   25: *       CHARACTER          NORM
   26: *       INTEGER            INFO, N
   27: *       DOUBLE PRECISION   ANORM, RCOND
   28: *       ..
   29: *       .. Array Arguments ..
   30: *       INTEGER            IPIV( * ), IWORK( * )
   31: *       DOUBLE PRECISION   D( * ), DL( * ), DU( * ), DU2( * ), WORK( * )
   32: *       ..
   33: *
   34: *
   35: *> \par Purpose:
   36: *  =============
   37: *>
   38: *> \verbatim
   39: *>
   40: *> DGTCON estimates the reciprocal of the condition number of a real
   41: *> tridiagonal matrix A using the LU factorization as computed by
   42: *> DGTTRF.
   43: *>
   44: *> An estimate is obtained for norm(inv(A)), and the reciprocal of the
   45: *> condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
   46: *> \endverbatim
   47: *
   48: *  Arguments:
   49: *  ==========
   50: *
   51: *> \param[in] NORM
   52: *> \verbatim
   53: *>          NORM is CHARACTER*1
   54: *>          Specifies whether the 1-norm condition number or the
   55: *>          infinity-norm condition number is required:
   56: *>          = '1' or 'O':  1-norm;
   57: *>          = 'I':         Infinity-norm.
   58: *> \endverbatim
   59: *>
   60: *> \param[in] N
   61: *> \verbatim
   62: *>          N is INTEGER
   63: *>          The order of the matrix A.  N >= 0.
   64: *> \endverbatim
   65: *>
   66: *> \param[in] DL
   67: *> \verbatim
   68: *>          DL is DOUBLE PRECISION array, dimension (N-1)
   69: *>          The (n-1) multipliers that define the matrix L from the
   70: *>          LU factorization of A as computed by DGTTRF.
   71: *> \endverbatim
   72: *>
   73: *> \param[in] D
   74: *> \verbatim
   75: *>          D is DOUBLE PRECISION array, dimension (N)
   76: *>          The n diagonal elements of the upper triangular matrix U from
   77: *>          the LU factorization of A.
   78: *> \endverbatim
   79: *>
   80: *> \param[in] DU
   81: *> \verbatim
   82: *>          DU is DOUBLE PRECISION array, dimension (N-1)
   83: *>          The (n-1) elements of the first superdiagonal of U.
   84: *> \endverbatim
   85: *>
   86: *> \param[in] DU2
   87: *> \verbatim
   88: *>          DU2 is DOUBLE PRECISION array, dimension (N-2)
   89: *>          The (n-2) elements of the second superdiagonal of U.
   90: *> \endverbatim
   91: *>
   92: *> \param[in] IPIV
   93: *> \verbatim
   94: *>          IPIV is INTEGER array, dimension (N)
   95: *>          The pivot indices; for 1 <= i <= n, row i of the matrix was
   96: *>          interchanged with row IPIV(i).  IPIV(i) will always be either
   97: *>          i or i+1; IPIV(i) = i indicates a row interchange was not
   98: *>          required.
   99: *> \endverbatim
  100: *>
  101: *> \param[in] ANORM
  102: *> \verbatim
  103: *>          ANORM is DOUBLE PRECISION
  104: *>          If NORM = '1' or 'O', the 1-norm of the original matrix A.
  105: *>          If NORM = 'I', the infinity-norm of the original matrix A.
  106: *> \endverbatim
  107: *>
  108: *> \param[out] RCOND
  109: *> \verbatim
  110: *>          RCOND is DOUBLE PRECISION
  111: *>          The reciprocal of the condition number of the matrix A,
  112: *>          computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
  113: *>          estimate of the 1-norm of inv(A) computed in this routine.
  114: *> \endverbatim
  115: *>
  116: *> \param[out] WORK
  117: *> \verbatim
  118: *>          WORK is DOUBLE PRECISION array, dimension (2*N)
  119: *> \endverbatim
  120: *>
  121: *> \param[out] IWORK
  122: *> \verbatim
  123: *>          IWORK is INTEGER array, dimension (N)
  124: *> \endverbatim
  125: *>
  126: *> \param[out] INFO
  127: *> \verbatim
  128: *>          INFO is INTEGER
  129: *>          = 0:  successful exit
  130: *>          < 0:  if INFO = -i, the i-th argument had an illegal value
  131: *> \endverbatim
  132: *
  133: *  Authors:
  134: *  ========
  135: *
  136: *> \author Univ. of Tennessee
  137: *> \author Univ. of California Berkeley
  138: *> \author Univ. of Colorado Denver
  139: *> \author NAG Ltd.
  140: *
  141: *> \ingroup doubleGTcomputational
  142: *
  143: *  =====================================================================
  144:       SUBROUTINE DGTCON( NORM, N, DL, D, DU, DU2, IPIV, ANORM, RCOND,
  145:      $                   WORK, IWORK, INFO )
  146: *
  147: *  -- LAPACK computational routine --
  148: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  149: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  150: *
  151: *     .. Scalar Arguments ..
  152:       CHARACTER          NORM
  153:       INTEGER            INFO, N
  154:       DOUBLE PRECISION   ANORM, RCOND
  155: *     ..
  156: *     .. Array Arguments ..
  157:       INTEGER            IPIV( * ), IWORK( * )
  158:       DOUBLE PRECISION   D( * ), DL( * ), DU( * ), DU2( * ), WORK( * )
  159: *     ..
  160: *
  161: *  =====================================================================
  162: *
  163: *     .. Parameters ..
  164:       DOUBLE PRECISION   ONE, ZERO
  165:       PARAMETER          ( ONE = 1.0D+0, ZERO = 0.0D+0 )
  166: *     ..
  167: *     .. Local Scalars ..
  168:       LOGICAL            ONENRM
  169:       INTEGER            I, KASE, KASE1
  170:       DOUBLE PRECISION   AINVNM
  171: *     ..
  172: *     .. Local Arrays ..
  173:       INTEGER            ISAVE( 3 )
  174: *     ..
  175: *     .. External Functions ..
  176:       LOGICAL            LSAME
  177:       EXTERNAL           LSAME
  178: *     ..
  179: *     .. External Subroutines ..
  180:       EXTERNAL           DGTTRS, DLACN2, XERBLA
  181: *     ..
  182: *     .. Executable Statements ..
  183: *
  184: *     Test the input arguments.
  185: *
  186:       INFO = 0
  187:       ONENRM = NORM.EQ.'1' .OR. LSAME( NORM, 'O' )
  188:       IF( .NOT.ONENRM .AND. .NOT.LSAME( NORM, 'I' ) ) THEN
  189:          INFO = -1
  190:       ELSE IF( N.LT.0 ) THEN
  191:          INFO = -2
  192:       ELSE IF( ANORM.LT.ZERO ) THEN
  193:          INFO = -8
  194:       END IF
  195:       IF( INFO.NE.0 ) THEN
  196:          CALL XERBLA( 'DGTCON', -INFO )
  197:          RETURN
  198:       END IF
  199: *
  200: *     Quick return if possible
  201: *
  202:       RCOND = ZERO
  203:       IF( N.EQ.0 ) THEN
  204:          RCOND = ONE
  205:          RETURN
  206:       ELSE IF( ANORM.EQ.ZERO ) THEN
  207:          RETURN
  208:       END IF
  209: *
  210: *     Check that D(1:N) is non-zero.
  211: *
  212:       DO 10 I = 1, N
  213:          IF( D( I ).EQ.ZERO )
  214:      $      RETURN
  215:    10 CONTINUE
  216: *
  217:       AINVNM = ZERO
  218:       IF( ONENRM ) THEN
  219:          KASE1 = 1
  220:       ELSE
  221:          KASE1 = 2
  222:       END IF
  223:       KASE = 0
  224:    20 CONTINUE
  225:       CALL DLACN2( N, WORK( N+1 ), WORK, IWORK, AINVNM, KASE, ISAVE )
  226:       IF( KASE.NE.0 ) THEN
  227:          IF( KASE.EQ.KASE1 ) THEN
  228: *
  229: *           Multiply by inv(U)*inv(L).
  230: *
  231:             CALL DGTTRS( 'No transpose', N, 1, DL, D, DU, DU2, IPIV,
  232:      $                   WORK, N, INFO )
  233:          ELSE
  234: *
  235: *           Multiply by inv(L**T)*inv(U**T).
  236: *
  237:             CALL DGTTRS( 'Transpose', N, 1, DL, D, DU, DU2, IPIV, WORK,
  238:      $                   N, INFO )
  239:          END IF
  240:          GO TO 20
  241:       END IF
  242: *
  243: *     Compute the estimate of the reciprocal condition number.
  244: *
  245:       IF( AINVNM.NE.ZERO )
  246:      $   RCOND = ( ONE / AINVNM ) / ANORM
  247: *
  248:       RETURN
  249: *
  250: *     End of DGTCON
  251: *
  252:       END

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