File:  [local] / rpl / lapack / lapack / dlacon.f
Revision 1.8: download - view: text, annotated - select for diffs - revision graph
Fri Jul 22 07:38:06 2011 UTC (12 years, 10 months ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_1_3, rpl-4_1_2, rpl-4_1_1, HEAD
En route vers la 4.4.1.

    1:       SUBROUTINE DLACON( N, V, X, ISGN, EST, KASE )
    2: *
    3: *  -- LAPACK auxiliary routine (version 3.2) --
    4: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
    5: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
    6: *     November 2006
    7: *
    8: *     .. Scalar Arguments ..
    9:       INTEGER            KASE, N
   10:       DOUBLE PRECISION   EST
   11: *     ..
   12: *     .. Array Arguments ..
   13:       INTEGER            ISGN( * )
   14:       DOUBLE PRECISION   V( * ), X( * )
   15: *     ..
   16: *
   17: *  Purpose
   18: *  =======
   19: *
   20: *  DLACON estimates the 1-norm of a square, real matrix A.
   21: *  Reverse communication is used for evaluating matrix-vector products.
   22: *
   23: *  Arguments
   24: *  =========
   25: *
   26: *  N      (input) INTEGER
   27: *         The order of the matrix.  N >= 1.
   28: *
   29: *  V      (workspace) DOUBLE PRECISION array, dimension (N)
   30: *         On the final return, V = A*W,  where  EST = norm(V)/norm(W)
   31: *         (W is not returned).
   32: *
   33: *  X      (input/output) DOUBLE PRECISION array, dimension (N)
   34: *         On an intermediate return, X should be overwritten by
   35: *               A * X,   if KASE=1,
   36: *               A**T * X,  if KASE=2,
   37: *         and DLACON must be re-called with all the other parameters
   38: *         unchanged.
   39: *
   40: *  ISGN   (workspace) INTEGER array, dimension (N)
   41: *
   42: *  EST    (input/output) DOUBLE PRECISION
   43: *         On entry with KASE = 1 or 2 and JUMP = 3, EST should be
   44: *         unchanged from the previous call to DLACON.
   45: *         On exit, EST is an estimate (a lower bound) for norm(A). 
   46: *
   47: *  KASE   (input/output) INTEGER
   48: *         On the initial call to DLACON, KASE should be 0.
   49: *         On an intermediate return, KASE will be 1 or 2, indicating
   50: *         whether X should be overwritten by A * X  or A**T * X.
   51: *         On the final return from DLACON, KASE will again be 0.
   52: *
   53: *  Further Details
   54: *  ======= =======
   55: *
   56: *  Contributed by Nick Higham, University of Manchester.
   57: *  Originally named SONEST, dated March 16, 1988.
   58: *
   59: *  Reference: N.J. Higham, "FORTRAN codes for estimating the one-norm of
   60: *  a real or complex matrix, with applications to condition estimation",
   61: *  ACM Trans. Math. Soft., vol. 14, no. 4, pp. 381-396, December 1988.
   62: *
   63: *  =====================================================================
   64: *
   65: *     .. Parameters ..
   66:       INTEGER            ITMAX
   67:       PARAMETER          ( ITMAX = 5 )
   68:       DOUBLE PRECISION   ZERO, ONE, TWO
   69:       PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0, TWO = 2.0D+0 )
   70: *     ..
   71: *     .. Local Scalars ..
   72:       INTEGER            I, ITER, J, JLAST, JUMP
   73:       DOUBLE PRECISION   ALTSGN, ESTOLD, TEMP
   74: *     ..
   75: *     .. External Functions ..
   76:       INTEGER            IDAMAX
   77:       DOUBLE PRECISION   DASUM
   78:       EXTERNAL           IDAMAX, DASUM
   79: *     ..
   80: *     .. External Subroutines ..
   81:       EXTERNAL           DCOPY
   82: *     ..
   83: *     .. Intrinsic Functions ..
   84:       INTRINSIC          ABS, DBLE, NINT, SIGN
   85: *     ..
   86: *     .. Save statement ..
   87:       SAVE
   88: *     ..
   89: *     .. Executable Statements ..
   90: *
   91:       IF( KASE.EQ.0 ) THEN
   92:          DO 10 I = 1, N
   93:             X( I ) = ONE / DBLE( N )
   94:    10    CONTINUE
   95:          KASE = 1
   96:          JUMP = 1
   97:          RETURN
   98:       END IF
   99: *
  100:       GO TO ( 20, 40, 70, 110, 140 )JUMP
  101: *
  102: *     ................ ENTRY   (JUMP = 1)
  103: *     FIRST ITERATION.  X HAS BEEN OVERWRITTEN BY A*X.
  104: *
  105:    20 CONTINUE
  106:       IF( N.EQ.1 ) THEN
  107:          V( 1 ) = X( 1 )
  108:          EST = ABS( V( 1 ) )
  109: *        ... QUIT
  110:          GO TO 150
  111:       END IF
  112:       EST = DASUM( N, X, 1 )
  113: *
  114:       DO 30 I = 1, N
  115:          X( I ) = SIGN( ONE, X( I ) )
  116:          ISGN( I ) = NINT( X( I ) )
  117:    30 CONTINUE
  118:       KASE = 2
  119:       JUMP = 2
  120:       RETURN
  121: *
  122: *     ................ ENTRY   (JUMP = 2)
  123: *     FIRST ITERATION.  X HAS BEEN OVERWRITTEN BY TRANSPOSE(A)*X.
  124: *
  125:    40 CONTINUE
  126:       J = IDAMAX( N, X, 1 )
  127:       ITER = 2
  128: *
  129: *     MAIN LOOP - ITERATIONS 2,3,...,ITMAX.
  130: *
  131:    50 CONTINUE
  132:       DO 60 I = 1, N
  133:          X( I ) = ZERO
  134:    60 CONTINUE
  135:       X( J ) = ONE
  136:       KASE = 1
  137:       JUMP = 3
  138:       RETURN
  139: *
  140: *     ................ ENTRY   (JUMP = 3)
  141: *     X HAS BEEN OVERWRITTEN BY A*X.
  142: *
  143:    70 CONTINUE
  144:       CALL DCOPY( N, X, 1, V, 1 )
  145:       ESTOLD = EST
  146:       EST = DASUM( N, V, 1 )
  147:       DO 80 I = 1, N
  148:          IF( NINT( SIGN( ONE, X( I ) ) ).NE.ISGN( I ) )
  149:      $      GO TO 90
  150:    80 CONTINUE
  151: *     REPEATED SIGN VECTOR DETECTED, HENCE ALGORITHM HAS CONVERGED.
  152:       GO TO 120
  153: *
  154:    90 CONTINUE
  155: *     TEST FOR CYCLING.
  156:       IF( EST.LE.ESTOLD )
  157:      $   GO TO 120
  158: *
  159:       DO 100 I = 1, N
  160:          X( I ) = SIGN( ONE, X( I ) )
  161:          ISGN( I ) = NINT( X( I ) )
  162:   100 CONTINUE
  163:       KASE = 2
  164:       JUMP = 4
  165:       RETURN
  166: *
  167: *     ................ ENTRY   (JUMP = 4)
  168: *     X HAS BEEN OVERWRITTEN BY TRANSPOSE(A)*X.
  169: *
  170:   110 CONTINUE
  171:       JLAST = J
  172:       J = IDAMAX( N, X, 1 )
  173:       IF( ( X( JLAST ).NE.ABS( X( J ) ) ) .AND. ( ITER.LT.ITMAX ) ) THEN
  174:          ITER = ITER + 1
  175:          GO TO 50
  176:       END IF
  177: *
  178: *     ITERATION COMPLETE.  FINAL STAGE.
  179: *
  180:   120 CONTINUE
  181:       ALTSGN = ONE
  182:       DO 130 I = 1, N
  183:          X( I ) = ALTSGN*( ONE+DBLE( I-1 ) / DBLE( N-1 ) )
  184:          ALTSGN = -ALTSGN
  185:   130 CONTINUE
  186:       KASE = 1
  187:       JUMP = 5
  188:       RETURN
  189: *
  190: *     ................ ENTRY   (JUMP = 5)
  191: *     X HAS BEEN OVERWRITTEN BY A*X.
  192: *
  193:   140 CONTINUE
  194:       TEMP = TWO*( DASUM( N, X, 1 ) / DBLE( 3*N ) )
  195:       IF( TEMP.GT.EST ) THEN
  196:          CALL DCOPY( N, X, 1, V, 1 )
  197:          EST = TEMP
  198:       END IF
  199: *
  200:   150 CONTINUE
  201:       KASE = 0
  202:       RETURN
  203: *
  204: *     End of DLACON
  205: *
  206:       END

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