File:  [local] / rpl / lapack / lapack / dtpcon.f
Revision 1.1.1.1 (vendor branch): download - view: text, annotated - select for diffs - revision graph
Tue Jan 26 15:22:45 2010 UTC (14 years, 3 months ago) by bertrand
Branches: JKB
CVS tags: start, rpl-4_0_14, rpl-4_0_13, rpl-4_0_12, rpl-4_0_11, rpl-4_0_10


Commit initial.

    1:       SUBROUTINE DTPCON( NORM, UPLO, DIAG, N, AP, RCOND, WORK, IWORK,
    2:      $                   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, N
   14:       DOUBLE PRECISION   RCOND
   15: *     ..
   16: *     .. Array Arguments ..
   17:       INTEGER            IWORK( * )
   18:       DOUBLE PRECISION   AP( * ), WORK( * )
   19: *     ..
   20: *
   21: *  Purpose
   22: *  =======
   23: *
   24: *  DTPCON estimates the reciprocal of the condition number of a packed
   25: *  triangular 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: *  AP      (input) DOUBLE PRECISION array, dimension (N*(N+1)/2)
   53: *          The upper or lower triangular matrix A, packed columnwise in
   54: *          a linear array.  The j-th column of A is stored in the array
   55: *          AP as follows:
   56: *          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
   57: *          if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
   58: *          If DIAG = 'U', the diagonal elements of A are not referenced
   59: *          and are assumed to be 1.
   60: *
   61: *  RCOND   (output) DOUBLE PRECISION
   62: *          The reciprocal of the condition number of the matrix A,
   63: *          computed as RCOND = 1/(norm(A) * norm(inv(A))).
   64: *
   65: *  WORK    (workspace) DOUBLE PRECISION array, dimension (3*N)
   66: *
   67: *  IWORK   (workspace) INTEGER array, dimension (N)
   68: *
   69: *  INFO    (output) INTEGER
   70: *          = 0:  successful exit
   71: *          < 0:  if INFO = -i, the i-th argument had an illegal value
   72: *
   73: *  =====================================================================
   74: *
   75: *     .. Parameters ..
   76:       DOUBLE PRECISION   ONE, ZERO
   77:       PARAMETER          ( ONE = 1.0D+0, ZERO = 0.0D+0 )
   78: *     ..
   79: *     .. Local Scalars ..
   80:       LOGICAL            NOUNIT, ONENRM, UPPER
   81:       CHARACTER          NORMIN
   82:       INTEGER            IX, KASE, KASE1
   83:       DOUBLE PRECISION   AINVNM, ANORM, SCALE, SMLNUM, XNORM
   84: *     ..
   85: *     .. Local Arrays ..
   86:       INTEGER            ISAVE( 3 )
   87: *     ..
   88: *     .. External Functions ..
   89:       LOGICAL            LSAME
   90:       INTEGER            IDAMAX
   91:       DOUBLE PRECISION   DLAMCH, DLANTP
   92:       EXTERNAL           LSAME, IDAMAX, DLAMCH, DLANTP
   93: *     ..
   94: *     .. External Subroutines ..
   95:       EXTERNAL           DLACN2, DLATPS, DRSCL, XERBLA
   96: *     ..
   97: *     .. Intrinsic Functions ..
   98:       INTRINSIC          ABS, DBLE, MAX
   99: *     ..
  100: *     .. Executable Statements ..
  101: *
  102: *     Test the input parameters.
  103: *
  104:       INFO = 0
  105:       UPPER = LSAME( UPLO, 'U' )
  106:       ONENRM = NORM.EQ.'1' .OR. LSAME( NORM, 'O' )
  107:       NOUNIT = LSAME( DIAG, 'N' )
  108: *
  109:       IF( .NOT.ONENRM .AND. .NOT.LSAME( NORM, 'I' ) ) THEN
  110:          INFO = -1
  111:       ELSE IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  112:          INFO = -2
  113:       ELSE IF( .NOT.NOUNIT .AND. .NOT.LSAME( DIAG, 'U' ) ) THEN
  114:          INFO = -3
  115:       ELSE IF( N.LT.0 ) THEN
  116:          INFO = -4
  117:       END IF
  118:       IF( INFO.NE.0 ) THEN
  119:          CALL XERBLA( 'DTPCON', -INFO )
  120:          RETURN
  121:       END IF
  122: *
  123: *     Quick return if possible
  124: *
  125:       IF( N.EQ.0 ) THEN
  126:          RCOND = ONE
  127:          RETURN
  128:       END IF
  129: *
  130:       RCOND = ZERO
  131:       SMLNUM = DLAMCH( 'Safe minimum' )*DBLE( MAX( 1, N ) )
  132: *
  133: *     Compute the norm of the triangular matrix A.
  134: *
  135:       ANORM = DLANTP( NORM, UPLO, DIAG, N, AP, WORK )
  136: *
  137: *     Continue only if ANORM > 0.
  138: *
  139:       IF( ANORM.GT.ZERO ) THEN
  140: *
  141: *        Estimate the norm of the inverse of A.
  142: *
  143:          AINVNM = ZERO
  144:          NORMIN = 'N'
  145:          IF( ONENRM ) THEN
  146:             KASE1 = 1
  147:          ELSE
  148:             KASE1 = 2
  149:          END IF
  150:          KASE = 0
  151:    10    CONTINUE
  152:          CALL DLACN2( N, WORK( N+1 ), WORK, IWORK, AINVNM, KASE, ISAVE )
  153:          IF( KASE.NE.0 ) THEN
  154:             IF( KASE.EQ.KASE1 ) THEN
  155: *
  156: *              Multiply by inv(A).
  157: *
  158:                CALL DLATPS( UPLO, 'No transpose', DIAG, NORMIN, N, AP,
  159:      $                      WORK, SCALE, WORK( 2*N+1 ), INFO )
  160:             ELSE
  161: *
  162: *              Multiply by inv(A').
  163: *
  164:                CALL DLATPS( UPLO, 'Transpose', DIAG, NORMIN, N, AP,
  165:      $                      WORK, SCALE, WORK( 2*N+1 ), INFO )
  166:             END IF
  167:             NORMIN = 'Y'
  168: *
  169: *           Multiply by 1/SCALE if doing so will not cause overflow.
  170: *
  171:             IF( SCALE.NE.ONE ) THEN
  172:                IX = IDAMAX( N, WORK, 1 )
  173:                XNORM = ABS( WORK( IX ) )
  174:                IF( SCALE.LT.XNORM*SMLNUM .OR. SCALE.EQ.ZERO )
  175:      $            GO TO 20
  176:                CALL DRSCL( N, SCALE, WORK, 1 )
  177:             END IF
  178:             GO TO 10
  179:          END IF
  180: *
  181: *        Compute the estimate of the reciprocal condition number.
  182: *
  183:          IF( AINVNM.NE.ZERO )
  184:      $      RCOND = ( ONE / ANORM ) / AINVNM
  185:       END IF
  186: *
  187:    20 CONTINUE
  188:       RETURN
  189: *
  190: *     End of DTPCON
  191: *
  192:       END

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