File:  [local] / rpl / lapack / lapack / zgecon.f
Revision 1.16: download - view: text, annotated - select for diffs - revision graph
Sat Jun 17 11:06:41 2017 UTC (6 years, 10 months ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_1_27, rpl-4_1_26, HEAD
Cohérence.

    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 December 2016
  120: *
  121: *> \ingroup complex16GEcomputational
  122: *
  123: *  =====================================================================
  124:       SUBROUTINE ZGECON( NORM, N, A, LDA, ANORM, RCOND, WORK, RWORK,
  125:      $                   INFO )
  126: *
  127: *  -- LAPACK computational routine (version 3.7.0) --
  128: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  129: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  130: *     December 2016
  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: *
  234: *           Multiply by inv(U**H).
  235: *
  236:             CALL ZLATRS( 'Upper', 'Conjugate transpose', 'Non-unit',
  237:      $                   NORMIN, N, A, LDA, WORK, SU, RWORK( N+1 ),
  238:      $                   INFO )
  239: *
  240: *           Multiply by inv(L**H).
  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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