Annotation of rpl/lapack/lapack/zgecon.f, revision 1.9
1.9 ! bertrand 1: *> \brief \b ZGECON
! 2: *
! 3: * =========== DOCUMENTATION ===========
! 4: *
! 5: * Online html documentation available at
! 6: * http://www.netlib.org/lapack/explore-html/
! 7: *
! 8: *> \htmlonly
! 9: *> Download ZGECON + dependencies
! 10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgecon.f">
! 11: *> [TGZ]</a>
! 12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgecon.f">
! 13: *> [ZIP]</a>
! 14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgecon.f">
! 15: *> [TXT]</a>
! 16: *> \endhtmlonly
! 17: *
! 18: * Definition:
! 19: * ===========
! 20: *
! 21: * SUBROUTINE ZGECON( NORM, N, A, LDA, ANORM, RCOND, WORK, RWORK,
! 22: * INFO )
! 23: *
! 24: * .. Scalar Arguments ..
! 25: * CHARACTER NORM
! 26: * INTEGER INFO, LDA, N
! 27: * DOUBLE PRECISION ANORM, RCOND
! 28: * ..
! 29: * .. Array Arguments ..
! 30: * DOUBLE PRECISION RWORK( * )
! 31: * COMPLEX*16 A( LDA, * ), WORK( * )
! 32: * ..
! 33: *
! 34: *
! 35: *> \par Purpose:
! 36: * =============
! 37: *>
! 38: *> \verbatim
! 39: *>
! 40: *> ZGECON estimates the reciprocal of the condition number of a general
! 41: *> complex matrix A, in either the 1-norm or the infinity-norm, using
! 42: *> the LU factorization computed by ZGETRF.
! 43: *>
! 44: *> An estimate is obtained for norm(inv(A)), and the reciprocal of the
! 45: *> condition number is 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] N
! 62: *> \verbatim
! 63: *> N is INTEGER
! 64: *> The order of the matrix A. N >= 0.
! 65: *> \endverbatim
! 66: *>
! 67: *> \param[in] A
! 68: *> \verbatim
! 69: *> A is COMPLEX*16 array, dimension (LDA,N)
! 70: *> The factors L and U from the factorization A = P*L*U
! 71: *> as computed by ZGETRF.
! 72: *> \endverbatim
! 73: *>
! 74: *> \param[in] LDA
! 75: *> \verbatim
! 76: *> LDA is INTEGER
! 77: *> The leading dimension of the array A. LDA >= max(1,N).
! 78: *> \endverbatim
! 79: *>
! 80: *> \param[in] ANORM
! 81: *> \verbatim
! 82: *> ANORM is DOUBLE PRECISION
! 83: *> If NORM = '1' or 'O', the 1-norm of the original matrix A.
! 84: *> If NORM = 'I', the infinity-norm of the original matrix A.
! 85: *> \endverbatim
! 86: *>
! 87: *> \param[out] RCOND
! 88: *> \verbatim
! 89: *> RCOND is DOUBLE PRECISION
! 90: *> The reciprocal of the condition number of the matrix A,
! 91: *> computed as RCOND = 1/(norm(A) * norm(inv(A))).
! 92: *> \endverbatim
! 93: *>
! 94: *> \param[out] WORK
! 95: *> \verbatim
! 96: *> WORK is COMPLEX*16 array, dimension (2*N)
! 97: *> \endverbatim
! 98: *>
! 99: *> \param[out] RWORK
! 100: *> \verbatim
! 101: *> RWORK is DOUBLE PRECISION array, dimension (2*N)
! 102: *> \endverbatim
! 103: *>
! 104: *> \param[out] INFO
! 105: *> \verbatim
! 106: *> INFO is INTEGER
! 107: *> = 0: successful exit
! 108: *> < 0: if INFO = -i, the i-th argument had an illegal value
! 109: *> \endverbatim
! 110: *
! 111: * Authors:
! 112: * ========
! 113: *
! 114: *> \author Univ. of Tennessee
! 115: *> \author Univ. of California Berkeley
! 116: *> \author Univ. of Colorado Denver
! 117: *> \author NAG Ltd.
! 118: *
! 119: *> \date November 2011
! 120: *
! 121: *> \ingroup complex16GEcomputational
! 122: *
! 123: * =====================================================================
1.1 bertrand 124: SUBROUTINE ZGECON( NORM, N, A, LDA, ANORM, RCOND, WORK, RWORK,
125: $ INFO )
126: *
1.9 ! bertrand 127: * -- LAPACK computational routine (version 3.4.0) --
1.1 bertrand 128: * -- LAPACK is a software package provided by Univ. of Tennessee, --
129: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.9 ! bertrand 130: * November 2011
1.1 bertrand 131: *
132: * .. Scalar Arguments ..
133: CHARACTER NORM
134: INTEGER INFO, LDA, N
135: DOUBLE PRECISION ANORM, RCOND
136: * ..
137: * .. Array Arguments ..
138: DOUBLE PRECISION RWORK( * )
139: COMPLEX*16 A( LDA, * ), WORK( * )
140: * ..
141: *
142: * =====================================================================
143: *
144: * .. Parameters ..
145: DOUBLE PRECISION ONE, ZERO
146: PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
147: * ..
148: * .. Local Scalars ..
149: LOGICAL ONENRM
150: CHARACTER NORMIN
151: INTEGER IX, KASE, KASE1
152: DOUBLE PRECISION AINVNM, SCALE, SL, SMLNUM, SU
153: COMPLEX*16 ZDUM
154: * ..
155: * .. Local Arrays ..
156: INTEGER ISAVE( 3 )
157: * ..
158: * .. External Functions ..
159: LOGICAL LSAME
160: INTEGER IZAMAX
161: DOUBLE PRECISION DLAMCH
162: EXTERNAL LSAME, IZAMAX, DLAMCH
163: * ..
164: * .. External Subroutines ..
165: EXTERNAL XERBLA, ZDRSCL, ZLACN2, ZLATRS
166: * ..
167: * .. Intrinsic Functions ..
168: INTRINSIC ABS, DBLE, DIMAG, MAX
169: * ..
170: * .. Statement Functions ..
171: DOUBLE PRECISION CABS1
172: * ..
173: * .. Statement Function definitions ..
174: CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
175: * ..
176: * .. Executable Statements ..
177: *
178: * Test the input parameters.
179: *
180: INFO = 0
181: ONENRM = NORM.EQ.'1' .OR. LSAME( NORM, 'O' )
182: IF( .NOT.ONENRM .AND. .NOT.LSAME( NORM, 'I' ) ) THEN
183: INFO = -1
184: ELSE IF( N.LT.0 ) THEN
185: INFO = -2
186: ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
187: INFO = -4
188: ELSE IF( ANORM.LT.ZERO ) THEN
189: INFO = -5
190: END IF
191: IF( INFO.NE.0 ) THEN
192: CALL XERBLA( 'ZGECON', -INFO )
193: RETURN
194: END IF
195: *
196: * Quick return if possible
197: *
198: RCOND = ZERO
199: IF( N.EQ.0 ) THEN
200: RCOND = ONE
201: RETURN
202: ELSE IF( ANORM.EQ.ZERO ) THEN
203: RETURN
204: END IF
205: *
206: SMLNUM = DLAMCH( 'Safe minimum' )
207: *
208: * Estimate the norm of inv(A).
209: *
210: AINVNM = ZERO
211: NORMIN = 'N'
212: IF( ONENRM ) THEN
213: KASE1 = 1
214: ELSE
215: KASE1 = 2
216: END IF
217: KASE = 0
218: 10 CONTINUE
219: CALL ZLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
220: IF( KASE.NE.0 ) THEN
221: IF( KASE.EQ.KASE1 ) THEN
222: *
223: * Multiply by inv(L).
224: *
225: CALL ZLATRS( 'Lower', 'No transpose', 'Unit', NORMIN, N, A,
226: $ LDA, WORK, SL, RWORK, INFO )
227: *
228: * Multiply by inv(U).
229: *
230: CALL ZLATRS( 'Upper', 'No transpose', 'Non-unit', NORMIN, N,
231: $ A, LDA, WORK, SU, RWORK( N+1 ), INFO )
232: ELSE
233: *
1.8 bertrand 234: * Multiply by inv(U**H).
1.1 bertrand 235: *
236: CALL ZLATRS( 'Upper', 'Conjugate transpose', 'Non-unit',
237: $ NORMIN, N, A, LDA, WORK, SU, RWORK( N+1 ),
238: $ INFO )
239: *
1.8 bertrand 240: * Multiply by inv(L**H).
1.1 bertrand 241: *
242: CALL ZLATRS( 'Lower', 'Conjugate transpose', 'Unit', NORMIN,
243: $ N, A, LDA, WORK, SL, RWORK, INFO )
244: END IF
245: *
246: * Divide X by 1/(SL*SU) if doing so will not cause overflow.
247: *
248: SCALE = SL*SU
249: NORMIN = 'Y'
250: IF( SCALE.NE.ONE ) THEN
251: IX = IZAMAX( N, WORK, 1 )
252: IF( SCALE.LT.CABS1( WORK( IX ) )*SMLNUM .OR. SCALE.EQ.ZERO )
253: $ GO TO 20
254: CALL ZDRSCL( N, SCALE, WORK, 1 )
255: END IF
256: GO TO 10
257: END IF
258: *
259: * Compute the estimate of the reciprocal condition number.
260: *
261: IF( AINVNM.NE.ZERO )
262: $ RCOND = ( ONE / AINVNM ) / ANORM
263: *
264: 20 CONTINUE
265: RETURN
266: *
267: * End of ZGECON
268: *
269: END
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