Annotation of rpl/lapack/lapack/zpbcon.f, revision 1.9
1.9 ! bertrand 1: *> \brief \b ZPBCON
! 2: *
! 3: * =========== DOCUMENTATION ===========
! 4: *
! 5: * Online html documentation available at
! 6: * http://www.netlib.org/lapack/explore-html/
! 7: *
! 8: *> \htmlonly
! 9: *> Download ZPBCON + dependencies
! 10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zpbcon.f">
! 11: *> [TGZ]</a>
! 12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zpbcon.f">
! 13: *> [ZIP]</a>
! 14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zpbcon.f">
! 15: *> [TXT]</a>
! 16: *> \endhtmlonly
! 17: *
! 18: * Definition:
! 19: * ===========
! 20: *
! 21: * SUBROUTINE ZPBCON( UPLO, N, KD, AB, LDAB, ANORM, RCOND, WORK,
! 22: * RWORK, INFO )
! 23: *
! 24: * .. Scalar Arguments ..
! 25: * CHARACTER UPLO
! 26: * INTEGER INFO, KD, LDAB, N
! 27: * DOUBLE PRECISION ANORM, RCOND
! 28: * ..
! 29: * .. Array Arguments ..
! 30: * DOUBLE PRECISION RWORK( * )
! 31: * COMPLEX*16 AB( LDAB, * ), WORK( * )
! 32: * ..
! 33: *
! 34: *
! 35: *> \par Purpose:
! 36: * =============
! 37: *>
! 38: *> \verbatim
! 39: *>
! 40: *> ZPBCON estimates the reciprocal of the condition number (in the
! 41: *> 1-norm) of a complex Hermitian positive definite band matrix using
! 42: *> the Cholesky factorization A = U**H*U or A = L*L**H computed by
! 43: *> ZPBTRF.
! 44: *>
! 45: *> An estimate is obtained for norm(inv(A)), and the reciprocal of the
! 46: *> condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
! 47: *> \endverbatim
! 48: *
! 49: * Arguments:
! 50: * ==========
! 51: *
! 52: *> \param[in] UPLO
! 53: *> \verbatim
! 54: *> UPLO is CHARACTER*1
! 55: *> = 'U': Upper triangular factor stored in AB;
! 56: *> = 'L': Lower triangular factor stored in AB.
! 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] KD
! 66: *> \verbatim
! 67: *> KD is INTEGER
! 68: *> The number of superdiagonals of the matrix A if UPLO = 'U',
! 69: *> or the number of sub-diagonals if UPLO = 'L'. KD >= 0.
! 70: *> \endverbatim
! 71: *>
! 72: *> \param[in] AB
! 73: *> \verbatim
! 74: *> AB is COMPLEX*16 array, dimension (LDAB,N)
! 75: *> The triangular factor U or L from the Cholesky factorization
! 76: *> A = U**H*U or A = L*L**H of the band matrix A, stored in the
! 77: *> first KD+1 rows of the array. The j-th column of U or L is
! 78: *> stored in the j-th column of the array AB as follows:
! 79: *> if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j;
! 80: *> if UPLO ='L', AB(1+i-j,j) = L(i,j) for j<=i<=min(n,j+kd).
! 81: *> \endverbatim
! 82: *>
! 83: *> \param[in] LDAB
! 84: *> \verbatim
! 85: *> LDAB is INTEGER
! 86: *> The leading dimension of the array AB. LDAB >= KD+1.
! 87: *> \endverbatim
! 88: *>
! 89: *> \param[in] ANORM
! 90: *> \verbatim
! 91: *> ANORM is DOUBLE PRECISION
! 92: *> The 1-norm (or infinity-norm) of the Hermitian band matrix A.
! 93: *> \endverbatim
! 94: *>
! 95: *> \param[out] RCOND
! 96: *> \verbatim
! 97: *> RCOND is DOUBLE PRECISION
! 98: *> The reciprocal of the condition number of the matrix A,
! 99: *> computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
! 100: *> estimate of the 1-norm of inv(A) computed in this routine.
! 101: *> \endverbatim
! 102: *>
! 103: *> \param[out] WORK
! 104: *> \verbatim
! 105: *> WORK is COMPLEX*16 array, dimension (2*N)
! 106: *> \endverbatim
! 107: *>
! 108: *> \param[out] RWORK
! 109: *> \verbatim
! 110: *> RWORK is DOUBLE PRECISION array, dimension (N)
! 111: *> \endverbatim
! 112: *>
! 113: *> \param[out] INFO
! 114: *> \verbatim
! 115: *> INFO is INTEGER
! 116: *> = 0: successful exit
! 117: *> < 0: if INFO = -i, the i-th argument had an illegal value
! 118: *> \endverbatim
! 119: *
! 120: * Authors:
! 121: * ========
! 122: *
! 123: *> \author Univ. of Tennessee
! 124: *> \author Univ. of California Berkeley
! 125: *> \author Univ. of Colorado Denver
! 126: *> \author NAG Ltd.
! 127: *
! 128: *> \date November 2011
! 129: *
! 130: *> \ingroup complex16OTHERcomputational
! 131: *
! 132: * =====================================================================
1.1 bertrand 133: SUBROUTINE ZPBCON( UPLO, N, KD, AB, LDAB, ANORM, RCOND, WORK,
134: $ RWORK, INFO )
135: *
1.9 ! bertrand 136: * -- LAPACK computational routine (version 3.4.0) --
1.1 bertrand 137: * -- LAPACK is a software package provided by Univ. of Tennessee, --
138: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.9 ! bertrand 139: * November 2011
1.1 bertrand 140: *
141: * .. Scalar Arguments ..
142: CHARACTER UPLO
143: INTEGER INFO, KD, LDAB, N
144: DOUBLE PRECISION ANORM, RCOND
145: * ..
146: * .. Array Arguments ..
147: DOUBLE PRECISION RWORK( * )
148: COMPLEX*16 AB( LDAB, * ), WORK( * )
149: * ..
150: *
151: * =====================================================================
152: *
153: * .. Parameters ..
154: DOUBLE PRECISION ONE, ZERO
155: PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
156: * ..
157: * .. Local Scalars ..
158: LOGICAL UPPER
159: CHARACTER NORMIN
160: INTEGER IX, KASE
161: DOUBLE PRECISION AINVNM, SCALE, SCALEL, SCALEU, SMLNUM
162: COMPLEX*16 ZDUM
163: * ..
164: * .. Local Arrays ..
165: INTEGER ISAVE( 3 )
166: * ..
167: * .. External Functions ..
168: LOGICAL LSAME
169: INTEGER IZAMAX
170: DOUBLE PRECISION DLAMCH
171: EXTERNAL LSAME, IZAMAX, DLAMCH
172: * ..
173: * .. External Subroutines ..
174: EXTERNAL XERBLA, ZDRSCL, ZLACN2, ZLATBS
175: * ..
176: * .. Intrinsic Functions ..
177: INTRINSIC ABS, DBLE, DIMAG
178: * ..
179: * .. Statement Functions ..
180: DOUBLE PRECISION CABS1
181: * ..
182: * .. Statement Function definitions ..
183: CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
184: * ..
185: * .. Executable Statements ..
186: *
187: * Test the input parameters.
188: *
189: INFO = 0
190: UPPER = LSAME( UPLO, 'U' )
191: IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
192: INFO = -1
193: ELSE IF( N.LT.0 ) THEN
194: INFO = -2
195: ELSE IF( KD.LT.0 ) THEN
196: INFO = -3
197: ELSE IF( LDAB.LT.KD+1 ) THEN
198: INFO = -5
199: ELSE IF( ANORM.LT.ZERO ) THEN
200: INFO = -6
201: END IF
202: IF( INFO.NE.0 ) THEN
203: CALL XERBLA( 'ZPBCON', -INFO )
204: RETURN
205: END IF
206: *
207: * Quick return if possible
208: *
209: RCOND = ZERO
210: IF( N.EQ.0 ) THEN
211: RCOND = ONE
212: RETURN
213: ELSE IF( ANORM.EQ.ZERO ) THEN
214: RETURN
215: END IF
216: *
217: SMLNUM = DLAMCH( 'Safe minimum' )
218: *
219: * Estimate the 1-norm of the inverse.
220: *
221: KASE = 0
222: NORMIN = 'N'
223: 10 CONTINUE
224: CALL ZLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
225: IF( KASE.NE.0 ) THEN
226: IF( UPPER ) THEN
227: *
1.8 bertrand 228: * Multiply by inv(U**H).
1.1 bertrand 229: *
230: CALL ZLATBS( 'Upper', 'Conjugate transpose', 'Non-unit',
231: $ NORMIN, N, KD, AB, LDAB, WORK, SCALEL, RWORK,
232: $ INFO )
233: NORMIN = 'Y'
234: *
235: * Multiply by inv(U).
236: *
237: CALL ZLATBS( 'Upper', 'No transpose', 'Non-unit', NORMIN, N,
238: $ KD, AB, LDAB, WORK, SCALEU, RWORK, INFO )
239: ELSE
240: *
241: * Multiply by inv(L).
242: *
243: CALL ZLATBS( 'Lower', 'No transpose', 'Non-unit', NORMIN, N,
244: $ KD, AB, LDAB, WORK, SCALEL, RWORK, INFO )
245: NORMIN = 'Y'
246: *
1.8 bertrand 247: * Multiply by inv(L**H).
1.1 bertrand 248: *
249: CALL ZLATBS( 'Lower', 'Conjugate transpose', 'Non-unit',
250: $ NORMIN, N, KD, AB, LDAB, WORK, SCALEU, RWORK,
251: $ INFO )
252: END IF
253: *
254: * Multiply by 1/SCALE if doing so will not cause overflow.
255: *
256: SCALE = SCALEL*SCALEU
257: IF( SCALE.NE.ONE ) THEN
258: IX = IZAMAX( N, WORK, 1 )
259: IF( SCALE.LT.CABS1( WORK( IX ) )*SMLNUM .OR. SCALE.EQ.ZERO )
260: $ GO TO 20
261: CALL ZDRSCL( N, SCALE, WORK, 1 )
262: END IF
263: GO TO 10
264: END IF
265: *
266: * Compute the estimate of the reciprocal condition number.
267: *
268: IF( AINVNM.NE.ZERO )
269: $ RCOND = ( ONE / AINVNM ) / ANORM
270: *
271: 20 CONTINUE
272: *
273: RETURN
274: *
275: * End of ZPBCON
276: *
277: END
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