Annotation of rpl/lapack/lapack/zgtcon.f, revision 1.19

1.9       bertrand    1: *> \brief \b ZGTCON
                      2: *
                      3: *  =========== DOCUMENTATION ===========
                      4: *
1.16      bertrand    5: * Online html documentation available at
                      6: *            http://www.netlib.org/lapack/explore-html/
1.9       bertrand    7: *
                      8: *> \htmlonly
1.16      bertrand    9: *> Download ZGTCON + dependencies
                     10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgtcon.f">
                     11: *> [TGZ]</a>
                     12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgtcon.f">
                     13: *> [ZIP]</a>
                     14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgtcon.f">
1.9       bertrand   15: *> [TXT]</a>
1.16      bertrand   16: *> \endhtmlonly
1.9       bertrand   17: *
                     18: *  Definition:
                     19: *  ===========
                     20: *
                     21: *       SUBROUTINE ZGTCON( NORM, N, DL, D, DU, DU2, IPIV, ANORM, RCOND,
                     22: *                          WORK, INFO )
1.16      bertrand   23: *
1.9       bertrand   24: *       .. Scalar Arguments ..
                     25: *       CHARACTER          NORM
                     26: *       INTEGER            INFO, N
                     27: *       DOUBLE PRECISION   ANORM, RCOND
                     28: *       ..
                     29: *       .. Array Arguments ..
                     30: *       INTEGER            IPIV( * )
                     31: *       COMPLEX*16         D( * ), DL( * ), DU( * ), DU2( * ), WORK( * )
                     32: *       ..
1.16      bertrand   33: *
1.9       bertrand   34: *
                     35: *> \par Purpose:
                     36: *  =============
                     37: *>
                     38: *> \verbatim
                     39: *>
                     40: *> ZGTCON estimates the reciprocal of the condition number of a complex
                     41: *> tridiagonal matrix A using the LU factorization as computed by
                     42: *> ZGTTRF.
                     43: *>
                     44: *> An estimate is obtained for norm(inv(A)), and the reciprocal of the
                     45: *> condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
                     46: *> \endverbatim
                     47: *
                     48: *  Arguments:
                     49: *  ==========
                     50: *
                     51: *> \param[in] NORM
                     52: *> \verbatim
                     53: *>          NORM is CHARACTER*1
                     54: *>          Specifies whether the 1-norm condition number or the
                     55: *>          infinity-norm condition number is required:
                     56: *>          = '1' or 'O':  1-norm;
                     57: *>          = 'I':         Infinity-norm.
                     58: *> \endverbatim
                     59: *>
                     60: *> \param[in] N
                     61: *> \verbatim
                     62: *>          N is INTEGER
                     63: *>          The order of the matrix A.  N >= 0.
                     64: *> \endverbatim
                     65: *>
                     66: *> \param[in] DL
                     67: *> \verbatim
                     68: *>          DL is COMPLEX*16 array, dimension (N-1)
                     69: *>          The (n-1) multipliers that define the matrix L from the
                     70: *>          LU factorization of A as computed by ZGTTRF.
                     71: *> \endverbatim
                     72: *>
                     73: *> \param[in] D
                     74: *> \verbatim
                     75: *>          D is COMPLEX*16 array, dimension (N)
                     76: *>          The n diagonal elements of the upper triangular matrix U from
                     77: *>          the LU factorization of A.
                     78: *> \endverbatim
                     79: *>
                     80: *> \param[in] DU
                     81: *> \verbatim
                     82: *>          DU is COMPLEX*16 array, dimension (N-1)
                     83: *>          The (n-1) elements of the first superdiagonal of U.
                     84: *> \endverbatim
                     85: *>
                     86: *> \param[in] DU2
                     87: *> \verbatim
                     88: *>          DU2 is COMPLEX*16 array, dimension (N-2)
                     89: *>          The (n-2) elements of the second superdiagonal of U.
                     90: *> \endverbatim
                     91: *>
                     92: *> \param[in] IPIV
                     93: *> \verbatim
                     94: *>          IPIV is INTEGER array, dimension (N)
                     95: *>          The pivot indices; for 1 <= i <= n, row i of the matrix was
                     96: *>          interchanged with row IPIV(i).  IPIV(i) will always be either
                     97: *>          i or i+1; IPIV(i) = i indicates a row interchange was not
                     98: *>          required.
                     99: *> \endverbatim
                    100: *>
                    101: *> \param[in] ANORM
                    102: *> \verbatim
                    103: *>          ANORM is DOUBLE PRECISION
                    104: *>          If NORM = '1' or 'O', the 1-norm of the original matrix A.
                    105: *>          If NORM = 'I', the infinity-norm of the original matrix A.
                    106: *> \endverbatim
                    107: *>
                    108: *> \param[out] RCOND
                    109: *> \verbatim
                    110: *>          RCOND is DOUBLE PRECISION
                    111: *>          The reciprocal of the condition number of the matrix A,
                    112: *>          computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
                    113: *>          estimate of the 1-norm of inv(A) computed in this routine.
                    114: *> \endverbatim
                    115: *>
                    116: *> \param[out] WORK
                    117: *> \verbatim
                    118: *>          WORK is COMPLEX*16 array, dimension (2*N)
                    119: *> \endverbatim
                    120: *>
                    121: *> \param[out] INFO
                    122: *> \verbatim
                    123: *>          INFO is INTEGER
                    124: *>          = 0:  successful exit
                    125: *>          < 0:  if INFO = -i, the i-th argument had an illegal value
                    126: *> \endverbatim
                    127: *
                    128: *  Authors:
                    129: *  ========
                    130: *
1.16      bertrand  131: *> \author Univ. of Tennessee
                    132: *> \author Univ. of California Berkeley
                    133: *> \author Univ. of Colorado Denver
                    134: *> \author NAG Ltd.
1.9       bertrand  135: *
1.12      bertrand  136: *> \ingroup complex16GTcomputational
1.9       bertrand  137: *
                    138: *  =====================================================================
1.1       bertrand  139:       SUBROUTINE ZGTCON( NORM, N, DL, D, DU, DU2, IPIV, ANORM, RCOND,
                    140:      $                   WORK, INFO )
                    141: *
1.19    ! bertrand  142: *  -- LAPACK computational routine --
1.1       bertrand  143: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
                    144: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
                    145: *
                    146: *     .. Scalar Arguments ..
                    147:       CHARACTER          NORM
                    148:       INTEGER            INFO, N
                    149:       DOUBLE PRECISION   ANORM, RCOND
                    150: *     ..
                    151: *     .. Array Arguments ..
                    152:       INTEGER            IPIV( * )
                    153:       COMPLEX*16         D( * ), DL( * ), DU( * ), DU2( * ), WORK( * )
                    154: *     ..
                    155: *
                    156: *  =====================================================================
                    157: *
                    158: *     .. Parameters ..
                    159:       DOUBLE PRECISION   ONE, ZERO
                    160:       PARAMETER          ( ONE = 1.0D+0, ZERO = 0.0D+0 )
                    161: *     ..
                    162: *     .. Local Scalars ..
                    163:       LOGICAL            ONENRM
                    164:       INTEGER            I, KASE, KASE1
                    165:       DOUBLE PRECISION   AINVNM
                    166: *     ..
                    167: *     .. Local Arrays ..
                    168:       INTEGER            ISAVE( 3 )
                    169: *     ..
                    170: *     .. External Functions ..
                    171:       LOGICAL            LSAME
                    172:       EXTERNAL           LSAME
                    173: *     ..
                    174: *     .. External Subroutines ..
                    175:       EXTERNAL           XERBLA, ZGTTRS, ZLACN2
                    176: *     ..
                    177: *     .. Intrinsic Functions ..
                    178:       INTRINSIC          DCMPLX
                    179: *     ..
                    180: *     .. Executable Statements ..
                    181: *
                    182: *     Test the input arguments.
                    183: *
                    184:       INFO = 0
                    185:       ONENRM = NORM.EQ.'1' .OR. LSAME( NORM, 'O' )
                    186:       IF( .NOT.ONENRM .AND. .NOT.LSAME( NORM, 'I' ) ) THEN
                    187:          INFO = -1
                    188:       ELSE IF( N.LT.0 ) THEN
                    189:          INFO = -2
                    190:       ELSE IF( ANORM.LT.ZERO ) THEN
                    191:          INFO = -8
                    192:       END IF
                    193:       IF( INFO.NE.0 ) THEN
                    194:          CALL XERBLA( 'ZGTCON', -INFO )
                    195:          RETURN
                    196:       END IF
                    197: *
                    198: *     Quick return if possible
                    199: *
                    200:       RCOND = ZERO
                    201:       IF( N.EQ.0 ) THEN
                    202:          RCOND = ONE
                    203:          RETURN
                    204:       ELSE IF( ANORM.EQ.ZERO ) THEN
                    205:          RETURN
                    206:       END IF
                    207: *
                    208: *     Check that D(1:N) is non-zero.
                    209: *
                    210:       DO 10 I = 1, N
                    211:          IF( D( I ).EQ.DCMPLX( ZERO ) )
                    212:      $      RETURN
                    213:    10 CONTINUE
                    214: *
                    215:       AINVNM = ZERO
                    216:       IF( ONENRM ) THEN
                    217:          KASE1 = 1
                    218:       ELSE
                    219:          KASE1 = 2
                    220:       END IF
                    221:       KASE = 0
                    222:    20 CONTINUE
                    223:       CALL ZLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
                    224:       IF( KASE.NE.0 ) THEN
                    225:          IF( KASE.EQ.KASE1 ) THEN
                    226: *
                    227: *           Multiply by inv(U)*inv(L).
                    228: *
                    229:             CALL ZGTTRS( 'No transpose', N, 1, DL, D, DU, DU2, IPIV,
                    230:      $                   WORK, N, INFO )
                    231:          ELSE
                    232: *
1.8       bertrand  233: *           Multiply by inv(L**H)*inv(U**H).
1.1       bertrand  234: *
                    235:             CALL ZGTTRS( 'Conjugate transpose', N, 1, DL, D, DU, DU2,
                    236:      $                   IPIV, WORK, N, INFO )
                    237:          END IF
                    238:          GO TO 20
                    239:       END IF
                    240: *
                    241: *     Compute the estimate of the reciprocal condition number.
                    242: *
                    243:       IF( AINVNM.NE.ZERO )
                    244:      $   RCOND = ( ONE / AINVNM ) / ANORM
                    245: *
                    246:       RETURN
                    247: *
                    248: *     End of ZGTCON
                    249: *
                    250:       END

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