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Mon Jan 27 09:24:35 2014 UTC (10 years, 3 months ago) by bertrand
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Mise à jour de lapack vers la version 3.5.0.

    1: *> \brief \b DSYCON_ROOK
    2: *
    3: *  =========== DOCUMENTATION ===========
    4: *
    5: * Online html documentation available at 
    6: *            http://www.netlib.org/lapack/explore-html/ 
    7: *
    8: *> \htmlonly
    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"> 
   15: *> [TXT]</a>
   16: *> \endhtmlonly 
   17: *
   18: *  Definition:
   19: *  ===========
   20: *
   21: *       SUBROUTINE DSYCON_ROOK( UPLO, N, A, LDA, IPIV, ANORM, RCOND,
   22: *                               WORK, IWORK, INFO )
   23:    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: *       ..
   33: *  
   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: *
  120: *> \author Univ. of Tennessee 
  121: *> \author Univ. of California Berkeley 
  122: *> \author Univ. of Colorado Denver 
  123: *> \author NAG Ltd. 
  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: *
  147: *  -- LAPACK computational routine (version 3.4.1) --
  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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