File:  [local] / rpl / lapack / lapack / zhpcon.f
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Wed Aug 22 09:48:33 2012 UTC (11 years, 8 months ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_1_9, rpl-4_1_10, HEAD
Cohérence

    1: *> \brief \b ZHPCON
    2: *
    3: *  =========== DOCUMENTATION ===========
    4: *
    5: * Online html documentation available at 
    6: *            http://www.netlib.org/lapack/explore-html/ 
    7: *
    8: *> \htmlonly
    9: *> Download ZHPCON + dependencies 
   10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhpcon.f"> 
   11: *> [TGZ]</a> 
   12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhpcon.f"> 
   13: *> [ZIP]</a> 
   14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhpcon.f"> 
   15: *> [TXT]</a>
   16: *> \endhtmlonly 
   17: *
   18: *  Definition:
   19: *  ===========
   20: *
   21: *       SUBROUTINE ZHPCON( UPLO, N, AP, IPIV, ANORM, RCOND, WORK, INFO )
   22:    23: *       .. Scalar Arguments ..
   24: *       CHARACTER          UPLO
   25: *       INTEGER            INFO, N
   26: *       DOUBLE PRECISION   ANORM, RCOND
   27: *       ..
   28: *       .. Array Arguments ..
   29: *       INTEGER            IPIV( * )
   30: *       COMPLEX*16         AP( * ), WORK( * )
   31: *       ..
   32: *  
   33: *
   34: *> \par Purpose:
   35: *  =============
   36: *>
   37: *> \verbatim
   38: *>
   39: *> ZHPCON estimates the reciprocal of the condition number of a complex
   40: *> Hermitian packed matrix A using the factorization A = U*D*U**H or
   41: *> A = L*D*L**H computed by ZHPTRF.
   42: *>
   43: *> An estimate is obtained for norm(inv(A)), and the reciprocal of the
   44: *> condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
   45: *> \endverbatim
   46: *
   47: *  Arguments:
   48: *  ==========
   49: *
   50: *> \param[in] UPLO
   51: *> \verbatim
   52: *>          UPLO is CHARACTER*1
   53: *>          Specifies whether the details of the factorization are stored
   54: *>          as an upper or lower triangular matrix.
   55: *>          = 'U':  Upper triangular, form is A = U*D*U**H;
   56: *>          = 'L':  Lower triangular, form is A = L*D*L**H.
   57: *> \endverbatim
   58: *>
   59: *> \param[in] N
   60: *> \verbatim
   61: *>          N is INTEGER
   62: *>          The order of the matrix A.  N >= 0.
   63: *> \endverbatim
   64: *>
   65: *> \param[in] AP
   66: *> \verbatim
   67: *>          AP is COMPLEX*16 array, dimension (N*(N+1)/2)
   68: *>          The block diagonal matrix D and the multipliers used to
   69: *>          obtain the factor U or L as computed by ZHPTRF, stored as a
   70: *>          packed triangular matrix.
   71: *> \endverbatim
   72: *>
   73: *> \param[in] IPIV
   74: *> \verbatim
   75: *>          IPIV is INTEGER array, dimension (N)
   76: *>          Details of the interchanges and the block structure of D
   77: *>          as determined by ZHPTRF.
   78: *> \endverbatim
   79: *>
   80: *> \param[in] ANORM
   81: *> \verbatim
   82: *>          ANORM is DOUBLE PRECISION
   83: *>          The 1-norm of the original matrix A.
   84: *> \endverbatim
   85: *>
   86: *> \param[out] RCOND
   87: *> \verbatim
   88: *>          RCOND is DOUBLE PRECISION
   89: *>          The reciprocal of the condition number of the matrix A,
   90: *>          computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
   91: *>          estimate of the 1-norm of inv(A) computed in this routine.
   92: *> \endverbatim
   93: *>
   94: *> \param[out] WORK
   95: *> \verbatim
   96: *>          WORK is COMPLEX*16 array, dimension (2*N)
   97: *> \endverbatim
   98: *>
   99: *> \param[out] INFO
  100: *> \verbatim
  101: *>          INFO is INTEGER
  102: *>          = 0:  successful exit
  103: *>          < 0:  if INFO = -i, the i-th argument had an illegal value
  104: *> \endverbatim
  105: *
  106: *  Authors:
  107: *  ========
  108: *
  109: *> \author Univ. of Tennessee 
  110: *> \author Univ. of California Berkeley 
  111: *> \author Univ. of Colorado Denver 
  112: *> \author NAG Ltd. 
  113: *
  114: *> \date November 2011
  115: *
  116: *> \ingroup complex16OTHERcomputational
  117: *
  118: *  =====================================================================
  119:       SUBROUTINE ZHPCON( UPLO, N, AP, IPIV, ANORM, RCOND, WORK, INFO )
  120: *
  121: *  -- LAPACK computational routine (version 3.4.0) --
  122: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  123: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  124: *     November 2011
  125: *
  126: *     .. Scalar Arguments ..
  127:       CHARACTER          UPLO
  128:       INTEGER            INFO, N
  129:       DOUBLE PRECISION   ANORM, RCOND
  130: *     ..
  131: *     .. Array Arguments ..
  132:       INTEGER            IPIV( * )
  133:       COMPLEX*16         AP( * ), WORK( * )
  134: *     ..
  135: *
  136: *  =====================================================================
  137: *
  138: *     .. Parameters ..
  139:       DOUBLE PRECISION   ONE, ZERO
  140:       PARAMETER          ( ONE = 1.0D+0, ZERO = 0.0D+0 )
  141: *     ..
  142: *     .. Local Scalars ..
  143:       LOGICAL            UPPER
  144:       INTEGER            I, IP, KASE
  145:       DOUBLE PRECISION   AINVNM
  146: *     ..
  147: *     .. Local Arrays ..
  148:       INTEGER            ISAVE( 3 )
  149: *     ..
  150: *     .. External Functions ..
  151:       LOGICAL            LSAME
  152:       EXTERNAL           LSAME
  153: *     ..
  154: *     .. External Subroutines ..
  155:       EXTERNAL           XERBLA, ZHPTRS, ZLACN2
  156: *     ..
  157: *     .. Executable Statements ..
  158: *
  159: *     Test the input parameters.
  160: *
  161:       INFO = 0
  162:       UPPER = LSAME( UPLO, 'U' )
  163:       IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  164:          INFO = -1
  165:       ELSE IF( N.LT.0 ) THEN
  166:          INFO = -2
  167:       ELSE IF( ANORM.LT.ZERO ) THEN
  168:          INFO = -5
  169:       END IF
  170:       IF( INFO.NE.0 ) THEN
  171:          CALL XERBLA( 'ZHPCON', -INFO )
  172:          RETURN
  173:       END IF
  174: *
  175: *     Quick return if possible
  176: *
  177:       RCOND = ZERO
  178:       IF( N.EQ.0 ) THEN
  179:          RCOND = ONE
  180:          RETURN
  181:       ELSE IF( ANORM.LE.ZERO ) THEN
  182:          RETURN
  183:       END IF
  184: *
  185: *     Check that the diagonal matrix D is nonsingular.
  186: *
  187:       IF( UPPER ) THEN
  188: *
  189: *        Upper triangular storage: examine D from bottom to top
  190: *
  191:          IP = N*( N+1 ) / 2
  192:          DO 10 I = N, 1, -1
  193:             IF( IPIV( I ).GT.0 .AND. AP( IP ).EQ.ZERO )
  194:      $         RETURN
  195:             IP = IP - I
  196:    10    CONTINUE
  197:       ELSE
  198: *
  199: *        Lower triangular storage: examine D from top to bottom.
  200: *
  201:          IP = 1
  202:          DO 20 I = 1, N
  203:             IF( IPIV( I ).GT.0 .AND. AP( IP ).EQ.ZERO )
  204:      $         RETURN
  205:             IP = IP + N - I + 1
  206:    20    CONTINUE
  207:       END IF
  208: *
  209: *     Estimate the 1-norm of the inverse.
  210: *
  211:       KASE = 0
  212:    30 CONTINUE
  213:       CALL ZLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
  214:       IF( KASE.NE.0 ) THEN
  215: *
  216: *        Multiply by inv(L*D*L**H) or inv(U*D*U**H).
  217: *
  218:          CALL ZHPTRS( UPLO, N, 1, AP, IPIV, WORK, N, INFO )
  219:          GO TO 30
  220:       END IF
  221: *
  222: *     Compute the estimate of the reciprocal condition number.
  223: *
  224:       IF( AINVNM.NE.ZERO )
  225:      $   RCOND = ( ONE / AINVNM ) / ANORM
  226: *
  227:       RETURN
  228: *
  229: *     End of ZHPCON
  230: *
  231:       END

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