Annotation of rpl/lapack/lapack/dsycon_rook.f, revision 1.6
1.4 bertrand 1: *> \brief <b> DSYCON_ROOK </b>
1.1 bertrand 2: *
3: * =========== DOCUMENTATION ===========
4: *
1.4 bertrand 5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
1.1 bertrand 7: *
8: *> \htmlonly
1.4 bertrand 9: *> Download DSYCON_ROOK + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsycon_rook.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsycon_rook.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsycon_rook.f">
1.1 bertrand 15: *> [TXT]</a>
1.4 bertrand 16: *> \endhtmlonly
1.1 bertrand 17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE DSYCON_ROOK( UPLO, N, A, LDA, IPIV, ANORM, RCOND,
22: * WORK, IWORK, INFO )
1.4 bertrand 23: *
1.1 bertrand 24: * .. Scalar Arguments ..
25: * CHARACTER UPLO
26: * INTEGER INFO, LDA, N
27: * DOUBLE PRECISION ANORM, RCOND
28: * ..
29: * .. Array Arguments ..
30: * INTEGER IPIV( * ), IWORK( * )
31: * DOUBLE PRECISION A( LDA, * ), WORK( * )
32: * ..
1.4 bertrand 33: *
1.1 bertrand 34: *
35: *> \par Purpose:
36: * =============
37: *>
38: *> \verbatim
39: *>
40: *> DSYCON_ROOK estimates the reciprocal of the condition number (in the
41: *> 1-norm) of a real symmetric matrix A using the factorization
42: *> A = U*D*U**T or A = L*D*L**T computed by DSYTRF_ROOK.
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] A
67: *> \verbatim
68: *> A is DOUBLE PRECISION array, dimension (LDA,N)
69: *> The block diagonal matrix D and the multipliers used to
70: *> obtain the factor U or L as computed by DSYTRF_ROOK.
71: *> \endverbatim
72: *>
73: *> \param[in] LDA
74: *> \verbatim
75: *> LDA is INTEGER
76: *> The leading dimension of the array A. LDA >= max(1,N).
77: *> \endverbatim
78: *>
79: *> \param[in] IPIV
80: *> \verbatim
81: *> IPIV is INTEGER array, dimension (N)
82: *> Details of the interchanges and the block structure of D
83: *> as determined by DSYTRF_ROOK.
84: *> \endverbatim
85: *>
86: *> \param[in] ANORM
87: *> \verbatim
88: *> ANORM is DOUBLE PRECISION
89: *> The 1-norm of the original matrix A.
90: *> \endverbatim
91: *>
92: *> \param[out] RCOND
93: *> \verbatim
94: *> RCOND is DOUBLE PRECISION
95: *> The reciprocal of the condition number of the matrix A,
96: *> computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
97: *> estimate of the 1-norm of inv(A) computed in this routine.
98: *> \endverbatim
99: *>
100: *> \param[out] WORK
101: *> \verbatim
102: *> WORK is DOUBLE PRECISION array, dimension (2*N)
103: *> \endverbatim
104: *>
105: *> \param[out] IWORK
106: *> \verbatim
107: *> IWORK is INTEGER array, dimension (N)
108: *> \endverbatim
109: *>
110: *> \param[out] INFO
111: *> \verbatim
112: *> INFO is INTEGER
113: *> = 0: successful exit
114: *> < 0: if INFO = -i, the i-th argument had an illegal value
115: *> \endverbatim
116: *
117: * Authors:
118: * ========
119: *
1.4 bertrand 120: *> \author Univ. of Tennessee
121: *> \author Univ. of California Berkeley
122: *> \author Univ. of Colorado Denver
123: *> \author NAG Ltd.
1.1 bertrand 124: *
125: *> \date April 2012
126: *
127: *> \ingroup doubleSYcomputational
128: *
129: *> \par Contributors:
130: * ==================
131: *> \verbatim
132: *>
133: *> April 2012, Igor Kozachenko,
134: *> Computer Science Division,
135: *> University of California, Berkeley
136: *>
137: *> September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
138: *> School of Mathematics,
139: *> University of Manchester
140: *>
141: *> \endverbatim
142: *
143: * =====================================================================
144: SUBROUTINE DSYCON_ROOK( UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK,
145: $ IWORK, INFO )
146: *
1.4 bertrand 147: * -- LAPACK computational routine (version 3.7.0) --
1.1 bertrand 148: * -- LAPACK is a software package provided by Univ. of Tennessee, --
149: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
150: * April 2012
151: *
152: * .. Scalar Arguments ..
153: CHARACTER UPLO
154: INTEGER INFO, LDA, N
155: DOUBLE PRECISION ANORM, RCOND
156: * ..
157: * .. Array Arguments ..
158: INTEGER IPIV( * ), IWORK( * )
159: DOUBLE PRECISION A( LDA, * ), WORK( * )
160: * ..
161: *
162: * =====================================================================
163: *
164: * .. Parameters ..
165: DOUBLE PRECISION ONE, ZERO
166: PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
167: * ..
168: * .. Local Scalars ..
169: LOGICAL UPPER
170: INTEGER I, KASE
171: DOUBLE PRECISION AINVNM
172: * ..
173: * .. Local Arrays ..
174: INTEGER ISAVE( 3 )
175: * ..
176: * .. External Functions ..
177: LOGICAL LSAME
178: EXTERNAL LSAME
179: * ..
180: * .. External Subroutines ..
181: EXTERNAL DLACN2, DSYTRS_ROOK, XERBLA
182: * ..
183: * .. Intrinsic Functions ..
184: INTRINSIC MAX
185: * ..
186: * .. Executable Statements ..
187: *
188: * Test the input parameters.
189: *
190: INFO = 0
191: UPPER = LSAME( UPLO, 'U' )
192: IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
193: INFO = -1
194: ELSE IF( N.LT.0 ) THEN
195: INFO = -2
196: ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
197: INFO = -4
198: ELSE IF( ANORM.LT.ZERO ) THEN
199: INFO = -6
200: END IF
201: IF( INFO.NE.0 ) THEN
202: CALL XERBLA( 'DSYCON_ROOK', -INFO )
203: RETURN
204: END IF
205: *
206: * Quick return if possible
207: *
208: RCOND = ZERO
209: IF( N.EQ.0 ) THEN
210: RCOND = ONE
211: RETURN
212: ELSE IF( ANORM.LE.ZERO ) THEN
213: RETURN
214: END IF
215: *
216: * Check that the diagonal matrix D is nonsingular.
217: *
218: IF( UPPER ) THEN
219: *
220: * Upper triangular storage: examine D from bottom to top
221: *
222: DO 10 I = N, 1, -1
223: IF( IPIV( I ).GT.0 .AND. A( I, I ).EQ.ZERO )
224: $ RETURN
225: 10 CONTINUE
226: ELSE
227: *
228: * Lower triangular storage: examine D from top to bottom.
229: *
230: DO 20 I = 1, N
231: IF( IPIV( I ).GT.0 .AND. A( I, I ).EQ.ZERO )
232: $ RETURN
233: 20 CONTINUE
234: END IF
235: *
236: * Estimate the 1-norm of the inverse.
237: *
238: KASE = 0
239: 30 CONTINUE
240: CALL DLACN2( N, WORK( N+1 ), WORK, IWORK, AINVNM, KASE, ISAVE )
241: IF( KASE.NE.0 ) THEN
242: *
243: * Multiply by inv(L*D*L**T) or inv(U*D*U**T).
244: *
245: CALL DSYTRS_ROOK( UPLO, N, 1, A, LDA, IPIV, WORK, N, INFO )
246: GO TO 30
247: END IF
248: *
249: * Compute the estimate of the reciprocal condition number.
250: *
251: IF( AINVNM.NE.ZERO )
252: $ RCOND = ( ONE / AINVNM ) / ANORM
253: *
254: RETURN
255: *
256: * End of DSYCON_ROOK
257: *
258: END
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