File:  [local] / rpl / lapack / lapack / ztrcon.f
Revision 1.2: download - view: text, annotated - select for diffs - revision graph
Wed Apr 21 13:45:40 2010 UTC (14 years ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_0_17, rpl-4_0_16, rpl-4_0_15, HEAD
En route pour la 4.0.15 !

    1:       SUBROUTINE ZTRCON( NORM, UPLO, DIAG, N, A, LDA, RCOND, WORK,
    2:      $                   RWORK, INFO )
    3: *
    4: *  -- LAPACK routine (version 3.2) --
    5: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
    6: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
    7: *     November 2006
    8: *
    9: *     Modified to call ZLACN2 in place of ZLACON, 10 Feb 03, SJH.
   10: *
   11: *     .. Scalar Arguments ..
   12:       CHARACTER          DIAG, NORM, UPLO
   13:       INTEGER            INFO, LDA, N
   14:       DOUBLE PRECISION   RCOND
   15: *     ..
   16: *     .. Array Arguments ..
   17:       DOUBLE PRECISION   RWORK( * )
   18:       COMPLEX*16         A( LDA, * ), WORK( * )
   19: *     ..
   20: *
   21: *  Purpose
   22: *  =======
   23: *
   24: *  ZTRCON estimates the reciprocal of the condition number of a
   25: *  triangular matrix A, in either the 1-norm or the infinity-norm.
   26: *
   27: *  The norm of A is computed and an estimate is obtained for
   28: *  norm(inv(A)), then the reciprocal of the condition number is
   29: *  computed as
   30: *     RCOND = 1 / ( norm(A) * norm(inv(A)) ).
   31: *
   32: *  Arguments
   33: *  =========
   34: *
   35: *  NORM    (input) CHARACTER*1
   36: *          Specifies whether the 1-norm condition number or the
   37: *          infinity-norm condition number is required:
   38: *          = '1' or 'O':  1-norm;
   39: *          = 'I':         Infinity-norm.
   40: *
   41: *  UPLO    (input) CHARACTER*1
   42: *          = 'U':  A is upper triangular;
   43: *          = 'L':  A is lower triangular.
   44: *
   45: *  DIAG    (input) CHARACTER*1
   46: *          = 'N':  A is non-unit triangular;
   47: *          = 'U':  A is unit triangular.
   48: *
   49: *  N       (input) INTEGER
   50: *          The order of the matrix A.  N >= 0.
   51: *
   52: *  A       (input) COMPLEX*16 array, dimension (LDA,N)
   53: *          The triangular matrix A.  If UPLO = 'U', the leading N-by-N
   54: *          upper triangular part of the array A contains the upper
   55: *          triangular matrix, and the strictly lower triangular part of
   56: *          A is not referenced.  If UPLO = 'L', the leading N-by-N lower
   57: *          triangular part of the array A contains the lower triangular
   58: *          matrix, and the strictly upper triangular part of A is not
   59: *          referenced.  If DIAG = 'U', the diagonal elements of A are
   60: *          also not referenced and are assumed to be 1.
   61: *
   62: *  LDA     (input) INTEGER
   63: *          The leading dimension of the array A.  LDA >= max(1,N).
   64: *
   65: *  RCOND   (output) DOUBLE PRECISION
   66: *          The reciprocal of the condition number of the matrix A,
   67: *          computed as RCOND = 1/(norm(A) * norm(inv(A))).
   68: *
   69: *  WORK    (workspace) COMPLEX*16 array, dimension (2*N)
   70: *
   71: *  RWORK   (workspace) DOUBLE PRECISION array, dimension (N)
   72: *
   73: *  INFO    (output) INTEGER
   74: *          = 0:  successful exit
   75: *          < 0:  if INFO = -i, the i-th argument had an illegal value
   76: *
   77: *  =====================================================================
   78: *
   79: *     .. Parameters ..
   80:       DOUBLE PRECISION   ONE, ZERO
   81:       PARAMETER          ( ONE = 1.0D+0, ZERO = 0.0D+0 )
   82: *     ..
   83: *     .. Local Scalars ..
   84:       LOGICAL            NOUNIT, ONENRM, UPPER
   85:       CHARACTER          NORMIN
   86:       INTEGER            IX, KASE, KASE1
   87:       DOUBLE PRECISION   AINVNM, ANORM, SCALE, SMLNUM, XNORM
   88:       COMPLEX*16         ZDUM
   89: *     ..
   90: *     .. Local Arrays ..
   91:       INTEGER            ISAVE( 3 )
   92: *     ..
   93: *     .. External Functions ..
   94:       LOGICAL            LSAME
   95:       INTEGER            IZAMAX
   96:       DOUBLE PRECISION   DLAMCH, ZLANTR
   97:       EXTERNAL           LSAME, IZAMAX, DLAMCH, ZLANTR
   98: *     ..
   99: *     .. External Subroutines ..
  100:       EXTERNAL           XERBLA, ZDRSCL, ZLACN2, ZLATRS
  101: *     ..
  102: *     .. Intrinsic Functions ..
  103:       INTRINSIC          ABS, DBLE, DIMAG, MAX
  104: *     ..
  105: *     .. Statement Functions ..
  106:       DOUBLE PRECISION   CABS1
  107: *     ..
  108: *     .. Statement Function definitions ..
  109:       CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
  110: *     ..
  111: *     .. Executable Statements ..
  112: *
  113: *     Test the input parameters.
  114: *
  115:       INFO = 0
  116:       UPPER = LSAME( UPLO, 'U' )
  117:       ONENRM = NORM.EQ.'1' .OR. LSAME( NORM, 'O' )
  118:       NOUNIT = LSAME( DIAG, 'N' )
  119: *
  120:       IF( .NOT.ONENRM .AND. .NOT.LSAME( NORM, 'I' ) ) THEN
  121:          INFO = -1
  122:       ELSE IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  123:          INFO = -2
  124:       ELSE IF( .NOT.NOUNIT .AND. .NOT.LSAME( DIAG, 'U' ) ) THEN
  125:          INFO = -3
  126:       ELSE IF( N.LT.0 ) THEN
  127:          INFO = -4
  128:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  129:          INFO = -6
  130:       END IF
  131:       IF( INFO.NE.0 ) THEN
  132:          CALL XERBLA( 'ZTRCON', -INFO )
  133:          RETURN
  134:       END IF
  135: *
  136: *     Quick return if possible
  137: *
  138:       IF( N.EQ.0 ) THEN
  139:          RCOND = ONE
  140:          RETURN
  141:       END IF
  142: *
  143:       RCOND = ZERO
  144:       SMLNUM = DLAMCH( 'Safe minimum' )*DBLE( MAX( 1, N ) )
  145: *
  146: *     Compute the norm of the triangular matrix A.
  147: *
  148:       ANORM = ZLANTR( NORM, UPLO, DIAG, N, N, A, LDA, RWORK )
  149: *
  150: *     Continue only if ANORM > 0.
  151: *
  152:       IF( ANORM.GT.ZERO ) THEN
  153: *
  154: *        Estimate the norm of the inverse of A.
  155: *
  156:          AINVNM = ZERO
  157:          NORMIN = 'N'
  158:          IF( ONENRM ) THEN
  159:             KASE1 = 1
  160:          ELSE
  161:             KASE1 = 2
  162:          END IF
  163:          KASE = 0
  164:    10    CONTINUE
  165:          CALL ZLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
  166:          IF( KASE.NE.0 ) THEN
  167:             IF( KASE.EQ.KASE1 ) THEN
  168: *
  169: *              Multiply by inv(A).
  170: *
  171:                CALL ZLATRS( UPLO, 'No transpose', DIAG, NORMIN, N, A,
  172:      $                      LDA, WORK, SCALE, RWORK, INFO )
  173:             ELSE
  174: *
  175: *              Multiply by inv(A').
  176: *
  177:                CALL ZLATRS( UPLO, 'Conjugate transpose', DIAG, NORMIN,
  178:      $                      N, A, LDA, WORK, SCALE, RWORK, INFO )
  179:             END IF
  180:             NORMIN = 'Y'
  181: *
  182: *           Multiply by 1/SCALE if doing so will not cause overflow.
  183: *
  184:             IF( SCALE.NE.ONE ) THEN
  185:                IX = IZAMAX( N, WORK, 1 )
  186:                XNORM = CABS1( WORK( IX ) )
  187:                IF( SCALE.LT.XNORM*SMLNUM .OR. SCALE.EQ.ZERO )
  188:      $            GO TO 20
  189:                CALL ZDRSCL( N, SCALE, WORK, 1 )
  190:             END IF
  191:             GO TO 10
  192:          END IF
  193: *
  194: *        Compute the estimate of the reciprocal condition number.
  195: *
  196:          IF( AINVNM.NE.ZERO )
  197:      $      RCOND = ( ONE / ANORM ) / AINVNM
  198:       END IF
  199: *
  200:    20 CONTINUE
  201:       RETURN
  202: *
  203: *     End of ZTRCON
  204: *
  205:       END

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