File:  [local] / rpl / lapack / lapack / zpbcon.f
Revision 1.17: download - view: text, annotated - select for diffs - revision graph
Tue May 29 07:18:31 2018 UTC (6 years ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_1_33, rpl-4_1_32, rpl-4_1_31, rpl-4_1_30, rpl-4_1_29, rpl-4_1_28, HEAD
Mise à jour de Lapack.

    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 December 2016
  129: *
  130: *> \ingroup complex16OTHERcomputational
  131: *
  132: *  =====================================================================
  133:       SUBROUTINE ZPBCON( UPLO, N, KD, AB, LDAB, ANORM, RCOND, WORK,
  134:      $                   RWORK, INFO )
  135: *
  136: *  -- LAPACK computational routine (version 3.7.0) --
  137: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  138: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  139: *     December 2016
  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: *
  228: *           Multiply by inv(U**H).
  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: *
  247: *           Multiply by inv(L**H).
  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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