Annotation of rpl/lapack/lapack/zsycon_rook.f, revision 1.8

1.1       bertrand    1: *> \brief \b ZSYCON_ROOK
                      2: *
                      3: *  =========== DOCUMENTATION ===========
                      4: *
1.5       bertrand    5: * Online html documentation available at
                      6: *            http://www.netlib.org/lapack/explore-html/
1.1       bertrand    7: *
                      8: *> \htmlonly
1.5       bertrand    9: *> Download ZSYCON_ROOK + dependencies
                     10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zsycon_rook.f">
                     11: *> [TGZ]</a>
                     12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zsycon_rook.f">
                     13: *> [ZIP]</a>
                     14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zsycon_rook.f">
1.1       bertrand   15: *> [TXT]</a>
1.5       bertrand   16: *> \endhtmlonly
1.1       bertrand   17: *
                     18: *  Definition:
                     19: *  ===========
                     20: *
                     21: *       SUBROUTINE ZSYCON_ROOK( UPLO, N, A, LDA, IPIV, ANORM, RCOND,
                     22: *                               WORK, INFO )
1.5       bertrand   23: *
1.1       bertrand   24: *       .. Scalar Arguments ..
                     25: *       CHARACTER          UPLO
                     26: *       INTEGER            INFO, LDA, N
                     27: *       DOUBLE PRECISION   ANORM, RCOND
                     28: *       ..
                     29: *       .. Array Arguments ..
                     30: *       INTEGER            IPIV( * )
                     31: *       COMPLEX*16         A( LDA, * ), WORK( * )
                     32: *       ..
1.5       bertrand   33: *
1.1       bertrand   34: *
                     35: *> \par Purpose:
                     36: *  =============
                     37: *>
                     38: *> \verbatim
                     39: *>
                     40: *> ZSYCON_ROOK estimates the reciprocal of the condition number (in the
                     41: *> 1-norm) of a complex symmetric matrix A using the factorization
                     42: *> A = U*D*U**T or A = L*D*L**T computed by ZSYTRF_ROOK.
                     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] UPLO
                     52: *> \verbatim
                     53: *>          UPLO is CHARACTER*1
                     54: *>          Specifies whether the details of the factorization are stored
                     55: *>          as an upper or lower triangular matrix.
                     56: *>          = 'U':  Upper triangular, form is A = U*D*U**T;
                     57: *>          = 'L':  Lower triangular, form is A = L*D*L**T.
                     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] A
                     67: *> \verbatim
                     68: *>          A is COMPLEX*16 array, dimension (LDA,N)
                     69: *>          The block diagonal matrix D and the multipliers used to
                     70: *>          obtain the factor U or L as computed by ZSYTRF_ROOK.
                     71: *> \endverbatim
                     72: *>
                     73: *> \param[in] LDA
                     74: *> \verbatim
                     75: *>          LDA is INTEGER
                     76: *>          The leading dimension of the array A.  LDA >= max(1,N).
                     77: *> \endverbatim
                     78: *>
                     79: *> \param[in] IPIV
                     80: *> \verbatim
                     81: *>          IPIV is INTEGER array, dimension (N)
                     82: *>          Details of the interchanges and the block structure of D
                     83: *>          as determined by ZSYTRF_ROOK.
                     84: *> \endverbatim
                     85: *>
                     86: *> \param[in] ANORM
                     87: *> \verbatim
                     88: *>          ANORM is DOUBLE PRECISION
                     89: *>          The 1-norm of the original matrix A.
                     90: *> \endverbatim
                     91: *>
                     92: *> \param[out] RCOND
                     93: *> \verbatim
                     94: *>          RCOND is DOUBLE PRECISION
                     95: *>          The reciprocal of the condition number of the matrix A,
                     96: *>          computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
                     97: *>          estimate of the 1-norm of inv(A) computed in this routine.
                     98: *> \endverbatim
                     99: *>
                    100: *> \param[out] WORK
                    101: *> \verbatim
                    102: *>          WORK is COMPLEX*16 array, dimension (2*N)
                    103: *> \endverbatim
                    104: *>
                    105: *> \param[out] INFO
                    106: *> \verbatim
                    107: *>          INFO is INTEGER
                    108: *>          = 0:  successful exit
                    109: *>          < 0:  if INFO = -i, the i-th argument had an illegal value
                    110: *> \endverbatim
                    111: *
                    112: *  Authors:
                    113: *  ========
                    114: *
1.5       bertrand  115: *> \author Univ. of Tennessee
                    116: *> \author Univ. of California Berkeley
                    117: *> \author Univ. of Colorado Denver
                    118: *> \author NAG Ltd.
1.1       bertrand  119: *
                    120: *> \ingroup complex16SYcomputational
                    121: *
                    122: *> \par Contributors:
                    123: *  ==================
                    124: *> \verbatim
                    125: *>
1.5       bertrand  126: *>   December 2016, Igor Kozachenko,
1.1       bertrand  127: *>                  Computer Science Division,
                    128: *>                  University of California, Berkeley
                    129: *>
                    130: *>  September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
                    131: *>                  School of Mathematics,
                    132: *>                  University of Manchester
                    133: *>
                    134: *> \endverbatim
                    135: *
                    136: *  =====================================================================
                    137:       SUBROUTINE ZSYCON_ROOK( UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK,
                    138:      $                        INFO )
                    139: *
1.8     ! bertrand  140: *  -- LAPACK computational routine --
1.1       bertrand  141: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
                    142: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
                    143: *
                    144: *     .. Scalar Arguments ..
                    145:       CHARACTER          UPLO
                    146:       INTEGER            INFO, LDA, N
                    147:       DOUBLE PRECISION   ANORM, RCOND
                    148: *     ..
                    149: *     .. Array Arguments ..
                    150:       INTEGER            IPIV( * )
                    151:       COMPLEX*16         A( LDA, * ), WORK( * )
                    152: *     ..
                    153: *
                    154: *  =====================================================================
                    155: *
                    156: *     .. Parameters ..
                    157:       DOUBLE PRECISION   ONE, ZERO
                    158:       PARAMETER          ( ONE = 1.0D+0, ZERO = 0.0D+0 )
                    159:       COMPLEX*16            CZERO
                    160:       PARAMETER          ( CZERO = ( 0.0D+0, 0.0D+0 ) )
                    161: *     ..
                    162: *     .. Local Scalars ..
                    163:       LOGICAL            UPPER
                    164:       INTEGER            I, KASE
                    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           ZLACN2, ZSYTRS_ROOK, XERBLA
                    176: *     ..
                    177: *     .. Intrinsic Functions ..
                    178:       INTRINSIC          MAX
                    179: *     ..
                    180: *     .. Executable Statements ..
                    181: *
                    182: *     Test the input parameters.
                    183: *
                    184:       INFO = 0
                    185:       UPPER = LSAME( UPLO, 'U' )
                    186:       IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
                    187:          INFO = -1
                    188:       ELSE IF( N.LT.0 ) THEN
                    189:          INFO = -2
                    190:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
                    191:          INFO = -4
                    192:       ELSE IF( ANORM.LT.ZERO ) THEN
                    193:          INFO = -6
                    194:       END IF
                    195:       IF( INFO.NE.0 ) THEN
                    196:          CALL XERBLA( 'ZSYCON_ROOK', -INFO )
                    197:          RETURN
                    198:       END IF
                    199: *
                    200: *     Quick return if possible
                    201: *
                    202:       RCOND = ZERO
                    203:       IF( N.EQ.0 ) THEN
                    204:          RCOND = ONE
                    205:          RETURN
                    206:       ELSE IF( ANORM.LE.ZERO ) THEN
                    207:          RETURN
                    208:       END IF
                    209: *
                    210: *     Check that the diagonal matrix D is nonsingular.
                    211: *
                    212:       IF( UPPER ) THEN
                    213: *
                    214: *        Upper triangular storage: examine D from bottom to top
                    215: *
                    216:          DO 10 I = N, 1, -1
                    217:             IF( IPIV( I ).GT.0 .AND. A( I, I ).EQ.CZERO )
                    218:      $         RETURN
                    219:    10    CONTINUE
                    220:       ELSE
                    221: *
                    222: *        Lower triangular storage: examine D from top to bottom.
                    223: *
                    224:          DO 20 I = 1, N
                    225:             IF( IPIV( I ).GT.0 .AND. A( I, I ).EQ.CZERO )
                    226:      $         RETURN
                    227:    20    CONTINUE
                    228:       END IF
                    229: *
                    230: *     Estimate the 1-norm of the inverse.
                    231: *
                    232:       KASE = 0
                    233:    30 CONTINUE
                    234:       CALL ZLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
                    235:       IF( KASE.NE.0 ) THEN
                    236: *
                    237: *        Multiply by inv(L*D*L**T) or inv(U*D*U**T).
                    238: *
                    239:          CALL ZSYTRS_ROOK( UPLO, N, 1, A, LDA, IPIV, WORK, N, INFO )
                    240:          GO TO 30
                    241:       END IF
                    242: *
                    243: *     Compute the estimate of the reciprocal condition number.
                    244: *
                    245:       IF( AINVNM.NE.ZERO )
                    246:      $   RCOND = ( ONE / AINVNM ) / ANORM
                    247: *
                    248:       RETURN
                    249: *
                    250: *     End of ZSYCON_ROOK
                    251: *
                    252:       END

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