File:  [local] / rpl / lapack / lapack / dtbcon.f
Revision 1.2: download - view: text, annotated - select for diffs - revision graph
Wed Apr 21 13:45:26 2010 UTC (14 years ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_0_17, rpl-4_0_16, rpl-4_0_15, HEAD
En route pour la 4.0.15 !

    1:       SUBROUTINE DTBCON( NORM, UPLO, DIAG, N, KD, AB, LDAB, RCOND, WORK,
    2:      $                   IWORK, INFO )
    3: *
    4: *  -- LAPACK routine (version 3.2) --
    5: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
    6: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
    7: *     November 2006
    8: *
    9: *     Modified to call DLACN2 in place of DLACON, 5 Feb 03, SJH.
   10: *
   11: *     .. Scalar Arguments ..
   12:       CHARACTER          DIAG, NORM, UPLO
   13:       INTEGER            INFO, KD, LDAB, N
   14:       DOUBLE PRECISION   RCOND
   15: *     ..
   16: *     .. Array Arguments ..
   17:       INTEGER            IWORK( * )
   18:       DOUBLE PRECISION   AB( LDAB, * ), WORK( * )
   19: *     ..
   20: *
   21: *  Purpose
   22: *  =======
   23: *
   24: *  DTBCON estimates the reciprocal of the condition number of a
   25: *  triangular band matrix A, in either the 1-norm or the infinity-norm.
   26: *
   27: *  The norm of A is computed and an estimate is obtained for
   28: *  norm(inv(A)), then the reciprocal of the condition number is
   29: *  computed as
   30: *     RCOND = 1 / ( norm(A) * norm(inv(A)) ).
   31: *
   32: *  Arguments
   33: *  =========
   34: *
   35: *  NORM    (input) CHARACTER*1
   36: *          Specifies whether the 1-norm condition number or the
   37: *          infinity-norm condition number is required:
   38: *          = '1' or 'O':  1-norm;
   39: *          = 'I':         Infinity-norm.
   40: *
   41: *  UPLO    (input) CHARACTER*1
   42: *          = 'U':  A is upper triangular;
   43: *          = 'L':  A is lower triangular.
   44: *
   45: *  DIAG    (input) CHARACTER*1
   46: *          = 'N':  A is non-unit triangular;
   47: *          = 'U':  A is unit triangular.
   48: *
   49: *  N       (input) INTEGER
   50: *          The order of the matrix A.  N >= 0.
   51: *
   52: *  KD      (input) INTEGER
   53: *          The number of superdiagonals or subdiagonals of the
   54: *          triangular band matrix A.  KD >= 0.
   55: *
   56: *  AB      (input) DOUBLE PRECISION array, dimension (LDAB,N)
   57: *          The upper or lower triangular band matrix A, stored in the
   58: *          first kd+1 rows of the array. The j-th column of A is stored
   59: *          in the j-th column of the array AB as follows:
   60: *          if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
   61: *          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+kd).
   62: *          If DIAG = 'U', the diagonal elements of A are not referenced
   63: *          and are assumed to be 1.
   64: *
   65: *  LDAB    (input) INTEGER
   66: *          The leading dimension of the array AB.  LDAB >= KD+1.
   67: *
   68: *  RCOND   (output) DOUBLE PRECISION
   69: *          The reciprocal of the condition number of the matrix A,
   70: *          computed as RCOND = 1/(norm(A) * norm(inv(A))).
   71: *
   72: *  WORK    (workspace) DOUBLE PRECISION array, dimension (3*N)
   73: *
   74: *  IWORK   (workspace) INTEGER array, dimension (N)
   75: *
   76: *  INFO    (output) INTEGER
   77: *          = 0:  successful exit
   78: *          < 0:  if INFO = -i, the i-th argument had an illegal value
   79: *
   80: *  =====================================================================
   81: *
   82: *     .. Parameters ..
   83:       DOUBLE PRECISION   ONE, ZERO
   84:       PARAMETER          ( ONE = 1.0D+0, ZERO = 0.0D+0 )
   85: *     ..
   86: *     .. Local Scalars ..
   87:       LOGICAL            NOUNIT, ONENRM, UPPER
   88:       CHARACTER          NORMIN
   89:       INTEGER            IX, KASE, KASE1
   90:       DOUBLE PRECISION   AINVNM, ANORM, SCALE, SMLNUM, XNORM
   91: *     ..
   92: *     .. Local Arrays ..
   93:       INTEGER            ISAVE( 3 )
   94: *     ..
   95: *     .. External Functions ..
   96:       LOGICAL            LSAME
   97:       INTEGER            IDAMAX
   98:       DOUBLE PRECISION   DLAMCH, DLANTB
   99:       EXTERNAL           LSAME, IDAMAX, DLAMCH, DLANTB
  100: *     ..
  101: *     .. External Subroutines ..
  102:       EXTERNAL           DLACN2, DLATBS, DRSCL, XERBLA
  103: *     ..
  104: *     .. Intrinsic Functions ..
  105:       INTRINSIC          ABS, DBLE, MAX
  106: *     ..
  107: *     .. Executable Statements ..
  108: *
  109: *     Test the input parameters.
  110: *
  111:       INFO = 0
  112:       UPPER = LSAME( UPLO, 'U' )
  113:       ONENRM = NORM.EQ.'1' .OR. LSAME( NORM, 'O' )
  114:       NOUNIT = LSAME( DIAG, 'N' )
  115: *
  116:       IF( .NOT.ONENRM .AND. .NOT.LSAME( NORM, 'I' ) ) THEN
  117:          INFO = -1
  118:       ELSE IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  119:          INFO = -2
  120:       ELSE IF( .NOT.NOUNIT .AND. .NOT.LSAME( DIAG, 'U' ) ) THEN
  121:          INFO = -3
  122:       ELSE IF( N.LT.0 ) THEN
  123:          INFO = -4
  124:       ELSE IF( KD.LT.0 ) THEN
  125:          INFO = -5
  126:       ELSE IF( LDAB.LT.KD+1 ) THEN
  127:          INFO = -7
  128:       END IF
  129:       IF( INFO.NE.0 ) THEN
  130:          CALL XERBLA( 'DTBCON', -INFO )
  131:          RETURN
  132:       END IF
  133: *
  134: *     Quick return if possible
  135: *
  136:       IF( N.EQ.0 ) THEN
  137:          RCOND = ONE
  138:          RETURN
  139:       END IF
  140: *
  141:       RCOND = ZERO
  142:       SMLNUM = DLAMCH( 'Safe minimum' )*DBLE( MAX( 1, N ) )
  143: *
  144: *     Compute the norm of the triangular matrix A.
  145: *
  146:       ANORM = DLANTB( NORM, UPLO, DIAG, N, KD, AB, LDAB, WORK )
  147: *
  148: *     Continue only if ANORM > 0.
  149: *
  150:       IF( ANORM.GT.ZERO ) THEN
  151: *
  152: *        Estimate the norm of the inverse of A.
  153: *
  154:          AINVNM = ZERO
  155:          NORMIN = 'N'
  156:          IF( ONENRM ) THEN
  157:             KASE1 = 1
  158:          ELSE
  159:             KASE1 = 2
  160:          END IF
  161:          KASE = 0
  162:    10    CONTINUE
  163:          CALL DLACN2( N, WORK( N+1 ), WORK, IWORK, AINVNM, KASE, ISAVE )
  164:          IF( KASE.NE.0 ) THEN
  165:             IF( KASE.EQ.KASE1 ) THEN
  166: *
  167: *              Multiply by inv(A).
  168: *
  169:                CALL DLATBS( UPLO, 'No transpose', DIAG, NORMIN, N, KD,
  170:      $                      AB, LDAB, WORK, SCALE, WORK( 2*N+1 ), INFO )
  171:             ELSE
  172: *
  173: *              Multiply by inv(A').
  174: *
  175:                CALL DLATBS( UPLO, 'Transpose', DIAG, NORMIN, N, KD, AB,
  176:      $                      LDAB, WORK, SCALE, WORK( 2*N+1 ), INFO )
  177:             END IF
  178:             NORMIN = 'Y'
  179: *
  180: *           Multiply by 1/SCALE if doing so will not cause overflow.
  181: *
  182:             IF( SCALE.NE.ONE ) THEN
  183:                IX = IDAMAX( N, WORK, 1 )
  184:                XNORM = ABS( WORK( IX ) )
  185:                IF( SCALE.LT.XNORM*SMLNUM .OR. SCALE.EQ.ZERO )
  186:      $            GO TO 20
  187:                CALL DRSCL( N, SCALE, WORK, 1 )
  188:             END IF
  189:             GO TO 10
  190:          END IF
  191: *
  192: *        Compute the estimate of the reciprocal condition number.
  193: *
  194:          IF( AINVNM.NE.ZERO )
  195:      $      RCOND = ( ONE / ANORM ) / AINVNM
  196:       END IF
  197: *
  198:    20 CONTINUE
  199:       RETURN
  200: *
  201: *     End of DTBCON
  202: *
  203:       END

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