Annotation of rpl/lapack/lapack/dspcon.f, revision 1.19

1.10      bertrand    1: *> \brief \b DSPCON
                      2: *
                      3: *  =========== DOCUMENTATION ===========
                      4: *
1.16      bertrand    5: * Online html documentation available at
                      6: *            http://www.netlib.org/lapack/explore-html/
1.10      bertrand    7: *
                      8: *> \htmlonly
1.16      bertrand    9: *> Download DSPCON + dependencies
                     10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dspcon.f">
                     11: *> [TGZ]</a>
                     12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dspcon.f">
                     13: *> [ZIP]</a>
                     14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dspcon.f">
1.10      bertrand   15: *> [TXT]</a>
1.16      bertrand   16: *> \endhtmlonly
1.10      bertrand   17: *
                     18: *  Definition:
                     19: *  ===========
                     20: *
                     21: *       SUBROUTINE DSPCON( UPLO, N, AP, IPIV, ANORM, RCOND, WORK, IWORK,
                     22: *                          INFO )
1.16      bertrand   23: *
1.10      bertrand   24: *       .. Scalar Arguments ..
                     25: *       CHARACTER          UPLO
                     26: *       INTEGER            INFO, N
                     27: *       DOUBLE PRECISION   ANORM, RCOND
                     28: *       ..
                     29: *       .. Array Arguments ..
                     30: *       INTEGER            IPIV( * ), IWORK( * )
                     31: *       DOUBLE PRECISION   AP( * ), WORK( * )
                     32: *       ..
1.16      bertrand   33: *
1.10      bertrand   34: *
                     35: *> \par Purpose:
                     36: *  =============
                     37: *>
                     38: *> \verbatim
                     39: *>
                     40: *> DSPCON estimates the reciprocal of the condition number (in the
                     41: *> 1-norm) of a real symmetric packed matrix A using the factorization
                     42: *> A = U*D*U**T or A = L*D*L**T computed by DSPTRF.
                     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] UPLO
                     52: *> \verbatim
                     53: *>          UPLO is CHARACTER*1
                     54: *>          Specifies whether the details of the factorization are stored
                     55: *>          as an upper or lower triangular matrix.
                     56: *>          = 'U':  Upper triangular, form is A = U*D*U**T;
                     57: *>          = 'L':  Lower triangular, form is A = L*D*L**T.
                     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] AP
                     67: *> \verbatim
                     68: *>          AP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
                     69: *>          The block diagonal matrix D and the multipliers used to
                     70: *>          obtain the factor U or L as computed by DSPTRF, stored as a
                     71: *>          packed triangular matrix.
                     72: *> \endverbatim
                     73: *>
                     74: *> \param[in] IPIV
                     75: *> \verbatim
                     76: *>          IPIV is INTEGER array, dimension (N)
                     77: *>          Details of the interchanges and the block structure of D
                     78: *>          as determined by DSPTRF.
                     79: *> \endverbatim
                     80: *>
                     81: *> \param[in] ANORM
                     82: *> \verbatim
                     83: *>          ANORM is DOUBLE PRECISION
                     84: *>          The 1-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/(ANORM * AINVNM), where AINVNM is an
                     92: *>          estimate of the 1-norm of inv(A) computed in this routine.
                     93: *> \endverbatim
                     94: *>
                     95: *> \param[out] WORK
                     96: *> \verbatim
                     97: *>          WORK is DOUBLE PRECISION array, dimension (2*N)
                     98: *> \endverbatim
                     99: *>
                    100: *> \param[out] IWORK
                    101: *> \verbatim
                    102: *>          IWORK is INTEGER array, dimension (N)
                    103: *> \endverbatim
                    104: *>
                    105: *> \param[out] INFO
                    106: *> \verbatim
                    107: *>          INFO is INTEGER
                    108: *>          = 0:  successful exit
                    109: *>          < 0:  if INFO = -i, the i-th argument had an illegal value
                    110: *> \endverbatim
                    111: *
                    112: *  Authors:
                    113: *  ========
                    114: *
1.16      bertrand  115: *> \author Univ. of Tennessee
                    116: *> \author Univ. of California Berkeley
                    117: *> \author Univ. of Colorado Denver
                    118: *> \author NAG Ltd.
1.10      bertrand  119: *
                    120: *> \ingroup doubleOTHERcomputational
                    121: *
                    122: *  =====================================================================
1.1       bertrand  123:       SUBROUTINE DSPCON( UPLO, N, AP, IPIV, ANORM, RCOND, WORK, IWORK,
                    124:      $                   INFO )
                    125: *
1.19    ! bertrand  126: *  -- LAPACK computational routine --
1.1       bertrand  127: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
                    128: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
                    129: *
                    130: *     .. Scalar Arguments ..
                    131:       CHARACTER          UPLO
                    132:       INTEGER            INFO, N
                    133:       DOUBLE PRECISION   ANORM, RCOND
                    134: *     ..
                    135: *     .. Array Arguments ..
                    136:       INTEGER            IPIV( * ), IWORK( * )
                    137:       DOUBLE PRECISION   AP( * ), WORK( * )
                    138: *     ..
                    139: *
                    140: *  =====================================================================
                    141: *
                    142: *     .. Parameters ..
                    143:       DOUBLE PRECISION   ONE, ZERO
                    144:       PARAMETER          ( ONE = 1.0D+0, ZERO = 0.0D+0 )
                    145: *     ..
                    146: *     .. Local Scalars ..
                    147:       LOGICAL            UPPER
                    148:       INTEGER            I, IP, KASE
                    149:       DOUBLE PRECISION   AINVNM
                    150: *     ..
                    151: *     .. Local Arrays ..
                    152:       INTEGER            ISAVE( 3 )
                    153: *     ..
                    154: *     .. External Functions ..
                    155:       LOGICAL            LSAME
                    156:       EXTERNAL           LSAME
                    157: *     ..
                    158: *     .. External Subroutines ..
                    159:       EXTERNAL           DLACN2, DSPTRS, XERBLA
                    160: *     ..
                    161: *     .. Executable Statements ..
                    162: *
                    163: *     Test the input parameters.
                    164: *
                    165:       INFO = 0
                    166:       UPPER = LSAME( UPLO, 'U' )
                    167:       IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
                    168:          INFO = -1
                    169:       ELSE IF( N.LT.0 ) THEN
                    170:          INFO = -2
                    171:       ELSE IF( ANORM.LT.ZERO ) THEN
                    172:          INFO = -5
                    173:       END IF
                    174:       IF( INFO.NE.0 ) THEN
                    175:          CALL XERBLA( 'DSPCON', -INFO )
                    176:          RETURN
                    177:       END IF
                    178: *
                    179: *     Quick return if possible
                    180: *
                    181:       RCOND = ZERO
                    182:       IF( N.EQ.0 ) THEN
                    183:          RCOND = ONE
                    184:          RETURN
                    185:       ELSE IF( ANORM.LE.ZERO ) THEN
                    186:          RETURN
                    187:       END IF
                    188: *
                    189: *     Check that the diagonal matrix D is nonsingular.
                    190: *
                    191:       IF( UPPER ) THEN
                    192: *
                    193: *        Upper triangular storage: examine D from bottom to top
                    194: *
                    195:          IP = N*( N+1 ) / 2
                    196:          DO 10 I = N, 1, -1
                    197:             IF( IPIV( I ).GT.0 .AND. AP( IP ).EQ.ZERO )
                    198:      $         RETURN
                    199:             IP = IP - I
                    200:    10    CONTINUE
                    201:       ELSE
                    202: *
                    203: *        Lower triangular storage: examine D from top to bottom.
                    204: *
                    205:          IP = 1
                    206:          DO 20 I = 1, N
                    207:             IF( IPIV( I ).GT.0 .AND. AP( IP ).EQ.ZERO )
                    208:      $         RETURN
                    209:             IP = IP + N - I + 1
                    210:    20    CONTINUE
                    211:       END IF
                    212: *
                    213: *     Estimate the 1-norm of the inverse.
                    214: *
                    215:       KASE = 0
                    216:    30 CONTINUE
                    217:       CALL DLACN2( N, WORK( N+1 ), WORK, IWORK, AINVNM, KASE, ISAVE )
                    218:       IF( KASE.NE.0 ) THEN
                    219: *
1.9       bertrand  220: *        Multiply by inv(L*D*L**T) or inv(U*D*U**T).
1.1       bertrand  221: *
                    222:          CALL DSPTRS( UPLO, N, 1, AP, IPIV, WORK, N, INFO )
                    223:          GO TO 30
                    224:       END IF
                    225: *
                    226: *     Compute the estimate of the reciprocal condition number.
                    227: *
                    228:       IF( AINVNM.NE.ZERO )
                    229:      $   RCOND = ( ONE / AINVNM ) / ANORM
                    230: *
                    231:       RETURN
                    232: *
                    233: *     End of DSPCON
                    234: *
                    235:       END

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