Annotation of rpl/lapack/lapack/dtrcon.f, revision 1.18

1.9       bertrand    1: *> \brief \b DTRCON
                      2: *
                      3: *  =========== DOCUMENTATION ===========
                      4: *
1.15      bertrand    5: * Online html documentation available at
                      6: *            http://www.netlib.org/lapack/explore-html/
1.9       bertrand    7: *
                      8: *> \htmlonly
1.15      bertrand    9: *> Download DTRCON + dependencies
                     10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dtrcon.f">
                     11: *> [TGZ]</a>
                     12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dtrcon.f">
                     13: *> [ZIP]</a>
                     14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dtrcon.f">
1.9       bertrand   15: *> [TXT]</a>
1.15      bertrand   16: *> \endhtmlonly
1.9       bertrand   17: *
                     18: *  Definition:
                     19: *  ===========
                     20: *
                     21: *       SUBROUTINE DTRCON( NORM, UPLO, DIAG, N, A, LDA, RCOND, WORK,
                     22: *                          IWORK, INFO )
1.15      bertrand   23: *
1.9       bertrand   24: *       .. Scalar Arguments ..
                     25: *       CHARACTER          DIAG, NORM, UPLO
                     26: *       INTEGER            INFO, LDA, N
                     27: *       DOUBLE PRECISION   RCOND
                     28: *       ..
                     29: *       .. Array Arguments ..
                     30: *       INTEGER            IWORK( * )
                     31: *       DOUBLE PRECISION   A( LDA, * ), WORK( * )
                     32: *       ..
1.15      bertrand   33: *
1.9       bertrand   34: *
                     35: *> \par Purpose:
                     36: *  =============
                     37: *>
                     38: *> \verbatim
                     39: *>
                     40: *> DTRCON estimates the reciprocal of the condition number of a
                     41: *> triangular matrix A, in either the 1-norm or the infinity-norm.
                     42: *>
                     43: *> The norm of A is computed and an estimate is obtained for
                     44: *> norm(inv(A)), then the reciprocal of the condition number is
                     45: *> computed as
                     46: *>    RCOND = 1 / ( norm(A) * norm(inv(A)) ).
                     47: *> \endverbatim
                     48: *
                     49: *  Arguments:
                     50: *  ==========
                     51: *
                     52: *> \param[in] NORM
                     53: *> \verbatim
                     54: *>          NORM is CHARACTER*1
                     55: *>          Specifies whether the 1-norm condition number or the
                     56: *>          infinity-norm condition number is required:
                     57: *>          = '1' or 'O':  1-norm;
                     58: *>          = 'I':         Infinity-norm.
                     59: *> \endverbatim
                     60: *>
                     61: *> \param[in] UPLO
                     62: *> \verbatim
                     63: *>          UPLO is CHARACTER*1
                     64: *>          = 'U':  A is upper triangular;
                     65: *>          = 'L':  A is lower triangular.
                     66: *> \endverbatim
                     67: *>
                     68: *> \param[in] DIAG
                     69: *> \verbatim
                     70: *>          DIAG is CHARACTER*1
                     71: *>          = 'N':  A is non-unit triangular;
                     72: *>          = 'U':  A is unit triangular.
                     73: *> \endverbatim
                     74: *>
                     75: *> \param[in] N
                     76: *> \verbatim
                     77: *>          N is INTEGER
                     78: *>          The order of the matrix A.  N >= 0.
                     79: *> \endverbatim
                     80: *>
                     81: *> \param[in] A
                     82: *> \verbatim
                     83: *>          A is DOUBLE PRECISION array, dimension (LDA,N)
                     84: *>          The triangular matrix A.  If UPLO = 'U', the leading N-by-N
                     85: *>          upper triangular part of the array A contains the upper
                     86: *>          triangular matrix, and the strictly lower triangular part of
                     87: *>          A is not referenced.  If UPLO = 'L', the leading N-by-N lower
                     88: *>          triangular part of the array A contains the lower triangular
                     89: *>          matrix, and the strictly upper triangular part of A is not
                     90: *>          referenced.  If DIAG = 'U', the diagonal elements of A are
                     91: *>          also not referenced and are assumed to be 1.
                     92: *> \endverbatim
                     93: *>
                     94: *> \param[in] LDA
                     95: *> \verbatim
                     96: *>          LDA is INTEGER
                     97: *>          The leading dimension of the array A.  LDA >= max(1,N).
                     98: *> \endverbatim
                     99: *>
                    100: *> \param[out] RCOND
                    101: *> \verbatim
                    102: *>          RCOND is DOUBLE PRECISION
                    103: *>          The reciprocal of the condition number of the matrix A,
                    104: *>          computed as RCOND = 1/(norm(A) * norm(inv(A))).
                    105: *> \endverbatim
                    106: *>
                    107: *> \param[out] WORK
                    108: *> \verbatim
                    109: *>          WORK is DOUBLE PRECISION array, dimension (3*N)
                    110: *> \endverbatim
                    111: *>
                    112: *> \param[out] IWORK
                    113: *> \verbatim
                    114: *>          IWORK is INTEGER array, dimension (N)
                    115: *> \endverbatim
                    116: *>
                    117: *> \param[out] INFO
                    118: *> \verbatim
                    119: *>          INFO is INTEGER
                    120: *>          = 0:  successful exit
                    121: *>          < 0:  if INFO = -i, the i-th argument had an illegal value
                    122: *> \endverbatim
                    123: *
                    124: *  Authors:
                    125: *  ========
                    126: *
1.15      bertrand  127: *> \author Univ. of Tennessee
                    128: *> \author Univ. of California Berkeley
                    129: *> \author Univ. of Colorado Denver
                    130: *> \author NAG Ltd.
1.9       bertrand  131: *
                    132: *> \ingroup doubleOTHERcomputational
                    133: *
                    134: *  =====================================================================
1.1       bertrand  135:       SUBROUTINE DTRCON( NORM, UPLO, DIAG, N, A, LDA, RCOND, WORK,
                    136:      $                   IWORK, INFO )
                    137: *
1.18    ! bertrand  138: *  -- LAPACK computational routine --
1.1       bertrand  139: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
                    140: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
                    141: *
                    142: *     .. Scalar Arguments ..
                    143:       CHARACTER          DIAG, NORM, UPLO
                    144:       INTEGER            INFO, LDA, N
                    145:       DOUBLE PRECISION   RCOND
                    146: *     ..
                    147: *     .. Array Arguments ..
                    148:       INTEGER            IWORK( * )
                    149:       DOUBLE PRECISION   A( LDA, * ), WORK( * )
                    150: *     ..
                    151: *
                    152: *  =====================================================================
                    153: *
                    154: *     .. Parameters ..
                    155:       DOUBLE PRECISION   ONE, ZERO
                    156:       PARAMETER          ( ONE = 1.0D+0, ZERO = 0.0D+0 )
                    157: *     ..
                    158: *     .. Local Scalars ..
                    159:       LOGICAL            NOUNIT, ONENRM, UPPER
                    160:       CHARACTER          NORMIN
                    161:       INTEGER            IX, KASE, KASE1
                    162:       DOUBLE PRECISION   AINVNM, ANORM, SCALE, SMLNUM, XNORM
                    163: *     ..
                    164: *     .. Local Arrays ..
                    165:       INTEGER            ISAVE( 3 )
                    166: *     ..
                    167: *     .. External Functions ..
                    168:       LOGICAL            LSAME
                    169:       INTEGER            IDAMAX
                    170:       DOUBLE PRECISION   DLAMCH, DLANTR
                    171:       EXTERNAL           LSAME, IDAMAX, DLAMCH, DLANTR
                    172: *     ..
                    173: *     .. External Subroutines ..
                    174:       EXTERNAL           DLACN2, DLATRS, DRSCL, XERBLA
                    175: *     ..
                    176: *     .. Intrinsic Functions ..
                    177:       INTRINSIC          ABS, DBLE, MAX
                    178: *     ..
                    179: *     .. Executable Statements ..
                    180: *
                    181: *     Test the input parameters.
                    182: *
                    183:       INFO = 0
                    184:       UPPER = LSAME( UPLO, 'U' )
                    185:       ONENRM = NORM.EQ.'1' .OR. LSAME( NORM, 'O' )
                    186:       NOUNIT = LSAME( DIAG, 'N' )
                    187: *
                    188:       IF( .NOT.ONENRM .AND. .NOT.LSAME( NORM, 'I' ) ) THEN
                    189:          INFO = -1
                    190:       ELSE IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
                    191:          INFO = -2
                    192:       ELSE IF( .NOT.NOUNIT .AND. .NOT.LSAME( DIAG, 'U' ) ) THEN
                    193:          INFO = -3
                    194:       ELSE IF( N.LT.0 ) THEN
                    195:          INFO = -4
                    196:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
                    197:          INFO = -6
                    198:       END IF
                    199:       IF( INFO.NE.0 ) THEN
                    200:          CALL XERBLA( 'DTRCON', -INFO )
                    201:          RETURN
                    202:       END IF
                    203: *
                    204: *     Quick return if possible
                    205: *
                    206:       IF( N.EQ.0 ) THEN
                    207:          RCOND = ONE
                    208:          RETURN
                    209:       END IF
                    210: *
                    211:       RCOND = ZERO
                    212:       SMLNUM = DLAMCH( 'Safe minimum' )*DBLE( MAX( 1, N ) )
                    213: *
                    214: *     Compute the norm of the triangular matrix A.
                    215: *
                    216:       ANORM = DLANTR( NORM, UPLO, DIAG, N, N, A, LDA, WORK )
                    217: *
                    218: *     Continue only if ANORM > 0.
                    219: *
                    220:       IF( ANORM.GT.ZERO ) THEN
                    221: *
                    222: *        Estimate the norm of the inverse of A.
                    223: *
                    224:          AINVNM = ZERO
                    225:          NORMIN = 'N'
                    226:          IF( ONENRM ) THEN
                    227:             KASE1 = 1
                    228:          ELSE
                    229:             KASE1 = 2
                    230:          END IF
                    231:          KASE = 0
                    232:    10    CONTINUE
                    233:          CALL DLACN2( N, WORK( N+1 ), WORK, IWORK, AINVNM, KASE, ISAVE )
                    234:          IF( KASE.NE.0 ) THEN
                    235:             IF( KASE.EQ.KASE1 ) THEN
                    236: *
                    237: *              Multiply by inv(A).
                    238: *
                    239:                CALL DLATRS( UPLO, 'No transpose', DIAG, NORMIN, N, A,
                    240:      $                      LDA, WORK, SCALE, WORK( 2*N+1 ), INFO )
                    241:             ELSE
                    242: *
1.8       bertrand  243: *              Multiply by inv(A**T).
1.1       bertrand  244: *
                    245:                CALL DLATRS( UPLO, 'Transpose', DIAG, NORMIN, N, A, LDA,
                    246:      $                      WORK, SCALE, WORK( 2*N+1 ), INFO )
                    247:             END IF
                    248:             NORMIN = 'Y'
                    249: *
                    250: *           Multiply by 1/SCALE if doing so will not cause overflow.
                    251: *
                    252:             IF( SCALE.NE.ONE ) THEN
                    253:                IX = IDAMAX( N, WORK, 1 )
                    254:                XNORM = ABS( WORK( IX ) )
                    255:                IF( SCALE.LT.XNORM*SMLNUM .OR. SCALE.EQ.ZERO )
                    256:      $            GO TO 20
                    257:                CALL DRSCL( N, SCALE, WORK, 1 )
                    258:             END IF
                    259:             GO TO 10
                    260:          END IF
                    261: *
                    262: *        Compute the estimate of the reciprocal condition number.
                    263: *
                    264:          IF( AINVNM.NE.ZERO )
                    265:      $      RCOND = ( ONE / ANORM ) / AINVNM
                    266:       END IF
                    267: *
                    268:    20 CONTINUE
                    269:       RETURN
                    270: *
                    271: *     End of DTRCON
                    272: *
                    273:       END

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