Annotation of rpl/lapack/lapack/zlacn2.f, revision 1.19

1.12      bertrand    1: *> \brief \b ZLACN2 estimates the 1-norm of a square matrix, using reverse communication for evaluating matrix-vector products.
1.9       bertrand    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 ZLACN2 + dependencies
                     10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zlacn2.f">
                     11: *> [TGZ]</a>
                     12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zlacn2.f">
                     13: *> [ZIP]</a>
                     14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zlacn2.f">
1.9       bertrand   15: *> [TXT]</a>
1.16      bertrand   16: *> \endhtmlonly
1.9       bertrand   17: *
                     18: *  Definition:
                     19: *  ===========
                     20: *
                     21: *       SUBROUTINE ZLACN2( N, V, X, EST, KASE, ISAVE )
1.16      bertrand   22: *
1.9       bertrand   23: *       .. Scalar Arguments ..
                     24: *       INTEGER            KASE, N
                     25: *       DOUBLE PRECISION   EST
                     26: *       ..
                     27: *       .. Array Arguments ..
                     28: *       INTEGER            ISAVE( 3 )
                     29: *       COMPLEX*16         V( * ), X( * )
                     30: *       ..
1.16      bertrand   31: *
1.9       bertrand   32: *
                     33: *> \par Purpose:
                     34: *  =============
                     35: *>
                     36: *> \verbatim
                     37: *>
                     38: *> ZLACN2 estimates the 1-norm of a square, complex matrix A.
                     39: *> Reverse communication is used for evaluating matrix-vector products.
                     40: *> \endverbatim
                     41: *
                     42: *  Arguments:
                     43: *  ==========
                     44: *
                     45: *> \param[in] N
                     46: *> \verbatim
                     47: *>          N is INTEGER
                     48: *>         The order of the matrix.  N >= 1.
                     49: *> \endverbatim
                     50: *>
                     51: *> \param[out] V
                     52: *> \verbatim
                     53: *>          V is COMPLEX*16 array, dimension (N)
                     54: *>         On the final return, V = A*W,  where  EST = norm(V)/norm(W)
                     55: *>         (W is not returned).
                     56: *> \endverbatim
                     57: *>
                     58: *> \param[in,out] X
                     59: *> \verbatim
                     60: *>          X is COMPLEX*16 array, dimension (N)
                     61: *>         On an intermediate return, X should be overwritten by
                     62: *>               A * X,   if KASE=1,
                     63: *>               A**H * X,  if KASE=2,
                     64: *>         where A**H is the conjugate transpose of A, and ZLACN2 must be
                     65: *>         re-called with all the other parameters unchanged.
                     66: *> \endverbatim
                     67: *>
                     68: *> \param[in,out] EST
                     69: *> \verbatim
                     70: *>          EST is DOUBLE PRECISION
                     71: *>         On entry with KASE = 1 or 2 and ISAVE(1) = 3, EST should be
                     72: *>         unchanged from the previous call to ZLACN2.
1.16      bertrand   73: *>         On exit, EST is an estimate (a lower bound) for norm(A).
1.9       bertrand   74: *> \endverbatim
                     75: *>
                     76: *> \param[in,out] KASE
                     77: *> \verbatim
                     78: *>          KASE is INTEGER
                     79: *>         On the initial call to ZLACN2, KASE should be 0.
                     80: *>         On an intermediate return, KASE will be 1 or 2, indicating
                     81: *>         whether X should be overwritten by A * X  or A**H * X.
                     82: *>         On the final return from ZLACN2, KASE will again be 0.
                     83: *> \endverbatim
                     84: *>
                     85: *> \param[in,out] ISAVE
                     86: *> \verbatim
                     87: *>          ISAVE is INTEGER array, dimension (3)
                     88: *>         ISAVE is used to save variables between calls to ZLACN2
                     89: *> \endverbatim
                     90: *
                     91: *  Authors:
                     92: *  ========
                     93: *
1.16      bertrand   94: *> \author Univ. of Tennessee
                     95: *> \author Univ. of California Berkeley
                     96: *> \author Univ. of Colorado Denver
                     97: *> \author NAG Ltd.
1.9       bertrand   98: *
                     99: *> \ingroup complex16OTHERauxiliary
                    100: *
                    101: *> \par Further Details:
                    102: *  =====================
                    103: *>
                    104: *> \verbatim
                    105: *>
                    106: *>  Originally named CONEST, dated March 16, 1988.
                    107: *>
                    108: *>  Last modified:  April, 1999
                    109: *>
                    110: *>  This is a thread safe version of ZLACON, which uses the array ISAVE
                    111: *>  in place of a SAVE statement, as follows:
                    112: *>
                    113: *>     ZLACON     ZLACN2
                    114: *>      JUMP     ISAVE(1)
                    115: *>      J        ISAVE(2)
                    116: *>      ITER     ISAVE(3)
                    117: *> \endverbatim
                    118: *
                    119: *> \par Contributors:
                    120: *  ==================
                    121: *>
                    122: *>     Nick Higham, University of Manchester
                    123: *
                    124: *> \par References:
                    125: *  ================
                    126: *>
                    127: *>  N.J. Higham, "FORTRAN codes for estimating the one-norm of
                    128: *>  a real or complex matrix, with applications to condition estimation",
                    129: *>  ACM Trans. Math. Soft., vol. 14, no. 4, pp. 381-396, December 1988.
                    130: *>
                    131: *  =====================================================================
1.1       bertrand  132:       SUBROUTINE ZLACN2( N, V, X, EST, KASE, ISAVE )
                    133: *
1.19    ! bertrand  134: *  -- LAPACK auxiliary routine --
1.1       bertrand  135: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
                    136: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
                    137: *
                    138: *     .. Scalar Arguments ..
                    139:       INTEGER            KASE, N
                    140:       DOUBLE PRECISION   EST
                    141: *     ..
                    142: *     .. Array Arguments ..
                    143:       INTEGER            ISAVE( 3 )
                    144:       COMPLEX*16         V( * ), X( * )
                    145: *     ..
                    146: *
                    147: *  =====================================================================
                    148: *
                    149: *     .. Parameters ..
                    150:       INTEGER              ITMAX
                    151:       PARAMETER          ( ITMAX = 5 )
                    152:       DOUBLE PRECISION     ONE,         TWO
                    153:       PARAMETER          ( ONE = 1.0D0, TWO = 2.0D0 )
                    154:       COMPLEX*16           CZERO, CONE
                    155:       PARAMETER          ( CZERO = ( 0.0D0, 0.0D0 ),
                    156:      $                            CONE = ( 1.0D0, 0.0D0 ) )
                    157: *     ..
                    158: *     .. Local Scalars ..
                    159:       INTEGER            I, JLAST
                    160:       DOUBLE PRECISION   ABSXI, ALTSGN, ESTOLD, SAFMIN, TEMP
                    161: *     ..
                    162: *     .. External Functions ..
                    163:       INTEGER            IZMAX1
                    164:       DOUBLE PRECISION   DLAMCH, DZSUM1
                    165:       EXTERNAL           IZMAX1, DLAMCH, DZSUM1
                    166: *     ..
                    167: *     .. External Subroutines ..
                    168:       EXTERNAL           ZCOPY
                    169: *     ..
                    170: *     .. Intrinsic Functions ..
                    171:       INTRINSIC          ABS, DBLE, DCMPLX, DIMAG
                    172: *     ..
                    173: *     .. Executable Statements ..
                    174: *
                    175:       SAFMIN = DLAMCH( 'Safe minimum' )
                    176:       IF( KASE.EQ.0 ) THEN
                    177:          DO 10 I = 1, N
                    178:             X( I ) = DCMPLX( ONE / DBLE( N ) )
                    179:    10    CONTINUE
                    180:          KASE = 1
                    181:          ISAVE( 1 ) = 1
                    182:          RETURN
                    183:       END IF
                    184: *
                    185:       GO TO ( 20, 40, 70, 90, 120 )ISAVE( 1 )
                    186: *
                    187: *     ................ ENTRY   (ISAVE( 1 ) = 1)
                    188: *     FIRST ITERATION.  X HAS BEEN OVERWRITTEN BY A*X.
                    189: *
                    190:    20 CONTINUE
                    191:       IF( N.EQ.1 ) THEN
                    192:          V( 1 ) = X( 1 )
                    193:          EST = ABS( V( 1 ) )
                    194: *        ... QUIT
                    195:          GO TO 130
                    196:       END IF
                    197:       EST = DZSUM1( N, X, 1 )
                    198: *
                    199:       DO 30 I = 1, N
                    200:          ABSXI = ABS( X( I ) )
                    201:          IF( ABSXI.GT.SAFMIN ) THEN
                    202:             X( I ) = DCMPLX( DBLE( X( I ) ) / ABSXI,
                    203:      $               DIMAG( X( I ) ) / ABSXI )
                    204:          ELSE
                    205:             X( I ) = CONE
                    206:          END IF
                    207:    30 CONTINUE
                    208:       KASE = 2
                    209:       ISAVE( 1 ) = 2
                    210:       RETURN
                    211: *
                    212: *     ................ ENTRY   (ISAVE( 1 ) = 2)
                    213: *     FIRST ITERATION.  X HAS BEEN OVERWRITTEN BY CTRANS(A)*X.
                    214: *
                    215:    40 CONTINUE
                    216:       ISAVE( 2 ) = IZMAX1( N, X, 1 )
                    217:       ISAVE( 3 ) = 2
                    218: *
                    219: *     MAIN LOOP - ITERATIONS 2,3,...,ITMAX.
                    220: *
                    221:    50 CONTINUE
                    222:       DO 60 I = 1, N
                    223:          X( I ) = CZERO
                    224:    60 CONTINUE
                    225:       X( ISAVE( 2 ) ) = CONE
                    226:       KASE = 1
                    227:       ISAVE( 1 ) = 3
                    228:       RETURN
                    229: *
                    230: *     ................ ENTRY   (ISAVE( 1 ) = 3)
                    231: *     X HAS BEEN OVERWRITTEN BY A*X.
                    232: *
                    233:    70 CONTINUE
                    234:       CALL ZCOPY( N, X, 1, V, 1 )
                    235:       ESTOLD = EST
                    236:       EST = DZSUM1( N, V, 1 )
                    237: *
                    238: *     TEST FOR CYCLING.
                    239:       IF( EST.LE.ESTOLD )
                    240:      $   GO TO 100
                    241: *
                    242:       DO 80 I = 1, N
                    243:          ABSXI = ABS( X( I ) )
                    244:          IF( ABSXI.GT.SAFMIN ) THEN
                    245:             X( I ) = DCMPLX( DBLE( X( I ) ) / ABSXI,
                    246:      $               DIMAG( X( I ) ) / ABSXI )
                    247:          ELSE
                    248:             X( I ) = CONE
                    249:          END IF
                    250:    80 CONTINUE
                    251:       KASE = 2
                    252:       ISAVE( 1 ) = 4
                    253:       RETURN
                    254: *
                    255: *     ................ ENTRY   (ISAVE( 1 ) = 4)
                    256: *     X HAS BEEN OVERWRITTEN BY CTRANS(A)*X.
                    257: *
                    258:    90 CONTINUE
                    259:       JLAST = ISAVE( 2 )
                    260:       ISAVE( 2 ) = IZMAX1( N, X, 1 )
                    261:       IF( ( ABS( X( JLAST ) ).NE.ABS( X( ISAVE( 2 ) ) ) ) .AND.
                    262:      $    ( ISAVE( 3 ).LT.ITMAX ) ) THEN
                    263:          ISAVE( 3 ) = ISAVE( 3 ) + 1
                    264:          GO TO 50
                    265:       END IF
                    266: *
                    267: *     ITERATION COMPLETE.  FINAL STAGE.
                    268: *
                    269:   100 CONTINUE
                    270:       ALTSGN = ONE
                    271:       DO 110 I = 1, N
                    272:          X( I ) = DCMPLX( ALTSGN*( ONE+DBLE( I-1 ) / DBLE( N-1 ) ) )
                    273:          ALTSGN = -ALTSGN
                    274:   110 CONTINUE
                    275:       KASE = 1
                    276:       ISAVE( 1 ) = 5
                    277:       RETURN
                    278: *
                    279: *     ................ ENTRY   (ISAVE( 1 ) = 5)
                    280: *     X HAS BEEN OVERWRITTEN BY A*X.
                    281: *
                    282:   120 CONTINUE
                    283:       TEMP = TWO*( DZSUM1( N, X, 1 ) / DBLE( 3*N ) )
                    284:       IF( TEMP.GT.EST ) THEN
                    285:          CALL ZCOPY( N, X, 1, V, 1 )
                    286:          EST = TEMP
                    287:       END IF
                    288: *
                    289:   130 CONTINUE
                    290:       KASE = 0
                    291:       RETURN
                    292: *
                    293: *     End of ZLACN2
                    294: *
                    295:       END

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