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strcon.f 7.7 kB

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  1. *> \brief \b STRCON
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download STRCON + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/strcon.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/strcon.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/strcon.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE STRCON( NORM, UPLO, DIAG, N, A, LDA, RCOND, WORK,
  22. * IWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER DIAG, NORM, UPLO
  26. * INTEGER INFO, LDA, N
  27. * REAL RCOND
  28. * ..
  29. * .. Array Arguments ..
  30. * INTEGER IWORK( * )
  31. * REAL A( LDA, * ), WORK( * )
  32. * ..
  33. *
  34. *
  35. *> \par Purpose:
  36. * =============
  37. *>
  38. *> \verbatim
  39. *>
  40. *> STRCON estimates the reciprocal of the condition number of a
  41. *> triangular matrix A, in either the 1-norm or the infinity-norm.
  42. *>
  43. *> The norm of A is computed and an estimate is obtained for
  44. *> norm(inv(A)), then the reciprocal of the condition number is
  45. *> computed as
  46. *> RCOND = 1 / ( norm(A) * norm(inv(A)) ).
  47. *> \endverbatim
  48. *
  49. * Arguments:
  50. * ==========
  51. *
  52. *> \param[in] NORM
  53. *> \verbatim
  54. *> NORM is CHARACTER*1
  55. *> Specifies whether the 1-norm condition number or the
  56. *> infinity-norm condition number is required:
  57. *> = '1' or 'O': 1-norm;
  58. *> = 'I': Infinity-norm.
  59. *> \endverbatim
  60. *>
  61. *> \param[in] UPLO
  62. *> \verbatim
  63. *> UPLO is CHARACTER*1
  64. *> = 'U': A is upper triangular;
  65. *> = 'L': A is lower triangular.
  66. *> \endverbatim
  67. *>
  68. *> \param[in] DIAG
  69. *> \verbatim
  70. *> DIAG is CHARACTER*1
  71. *> = 'N': A is non-unit triangular;
  72. *> = 'U': A is unit triangular.
  73. *> \endverbatim
  74. *>
  75. *> \param[in] N
  76. *> \verbatim
  77. *> N is INTEGER
  78. *> The order of the matrix A. N >= 0.
  79. *> \endverbatim
  80. *>
  81. *> \param[in] A
  82. *> \verbatim
  83. *> A is REAL array, dimension (LDA,N)
  84. *> The triangular matrix A. If UPLO = 'U', the leading N-by-N
  85. *> upper triangular part of the array A contains the upper
  86. *> triangular matrix, and the strictly lower triangular part of
  87. *> A is not referenced. If UPLO = 'L', the leading N-by-N lower
  88. *> triangular part of the array A contains the lower triangular
  89. *> matrix, and the strictly upper triangular part of A is not
  90. *> referenced. If DIAG = 'U', the diagonal elements of A are
  91. *> also not referenced and are assumed to be 1.
  92. *> \endverbatim
  93. *>
  94. *> \param[in] LDA
  95. *> \verbatim
  96. *> LDA is INTEGER
  97. *> The leading dimension of the array A. LDA >= max(1,N).
  98. *> \endverbatim
  99. *>
  100. *> \param[out] RCOND
  101. *> \verbatim
  102. *> RCOND is REAL
  103. *> The reciprocal of the condition number of the matrix A,
  104. *> computed as RCOND = 1/(norm(A) * norm(inv(A))).
  105. *> \endverbatim
  106. *>
  107. *> \param[out] WORK
  108. *> \verbatim
  109. *> WORK is REAL array, dimension (3*N)
  110. *> \endverbatim
  111. *>
  112. *> \param[out] IWORK
  113. *> \verbatim
  114. *> IWORK is INTEGER array, dimension (N)
  115. *> \endverbatim
  116. *>
  117. *> \param[out] INFO
  118. *> \verbatim
  119. *> INFO is INTEGER
  120. *> = 0: successful exit
  121. *> < 0: if INFO = -i, the i-th argument had an illegal value
  122. *> \endverbatim
  123. *
  124. * Authors:
  125. * ========
  126. *
  127. *> \author Univ. of Tennessee
  128. *> \author Univ. of California Berkeley
  129. *> \author Univ. of Colorado Denver
  130. *> \author NAG Ltd.
  131. *
  132. *> \ingroup realOTHERcomputational
  133. *
  134. * =====================================================================
  135. SUBROUTINE STRCON( NORM, UPLO, DIAG, N, A, LDA, RCOND, WORK,
  136. $ IWORK, INFO )
  137. *
  138. * -- LAPACK computational routine --
  139. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  140. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  141. *
  142. * .. Scalar Arguments ..
  143. CHARACTER DIAG, NORM, UPLO
  144. INTEGER INFO, LDA, N
  145. REAL RCOND
  146. * ..
  147. * .. Array Arguments ..
  148. INTEGER IWORK( * )
  149. REAL A( LDA, * ), WORK( * )
  150. * ..
  151. *
  152. * =====================================================================
  153. *
  154. * .. Parameters ..
  155. REAL ONE, ZERO
  156. PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 )
  157. * ..
  158. * .. Local Scalars ..
  159. LOGICAL NOUNIT, ONENRM, UPPER
  160. CHARACTER NORMIN
  161. INTEGER IX, KASE, KASE1
  162. REAL AINVNM, ANORM, SCALE, SMLNUM, XNORM
  163. * ..
  164. * .. Local Arrays ..
  165. INTEGER ISAVE( 3 )
  166. * ..
  167. * .. External Functions ..
  168. LOGICAL LSAME
  169. INTEGER ISAMAX
  170. REAL SLAMCH, SLANTR
  171. EXTERNAL LSAME, ISAMAX, SLAMCH, SLANTR
  172. * ..
  173. * .. External Subroutines ..
  174. EXTERNAL SLACN2, SLATRS, SRSCL, XERBLA
  175. * ..
  176. * .. Intrinsic Functions ..
  177. INTRINSIC ABS, MAX, REAL
  178. * ..
  179. * .. Executable Statements ..
  180. *
  181. * Test the input parameters.
  182. *
  183. INFO = 0
  184. UPPER = LSAME( UPLO, 'U' )
  185. ONENRM = NORM.EQ.'1' .OR. LSAME( NORM, 'O' )
  186. NOUNIT = LSAME( DIAG, 'N' )
  187. *
  188. IF( .NOT.ONENRM .AND. .NOT.LSAME( NORM, 'I' ) ) THEN
  189. INFO = -1
  190. ELSE IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  191. INFO = -2
  192. ELSE IF( .NOT.NOUNIT .AND. .NOT.LSAME( DIAG, 'U' ) ) THEN
  193. INFO = -3
  194. ELSE IF( N.LT.0 ) THEN
  195. INFO = -4
  196. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  197. INFO = -6
  198. END IF
  199. IF( INFO.NE.0 ) THEN
  200. CALL XERBLA( 'STRCON', -INFO )
  201. RETURN
  202. END IF
  203. *
  204. * Quick return if possible
  205. *
  206. IF( N.EQ.0 ) THEN
  207. RCOND = ONE
  208. RETURN
  209. END IF
  210. *
  211. RCOND = ZERO
  212. SMLNUM = SLAMCH( 'Safe minimum' )*REAL( MAX( 1, N ) )
  213. *
  214. * Compute the norm of the triangular matrix A.
  215. *
  216. ANORM = SLANTR( NORM, UPLO, DIAG, N, N, A, LDA, WORK )
  217. *
  218. * Continue only if ANORM > 0.
  219. *
  220. IF( ANORM.GT.ZERO ) THEN
  221. *
  222. * Estimate the norm of the inverse of A.
  223. *
  224. AINVNM = ZERO
  225. NORMIN = 'N'
  226. IF( ONENRM ) THEN
  227. KASE1 = 1
  228. ELSE
  229. KASE1 = 2
  230. END IF
  231. KASE = 0
  232. 10 CONTINUE
  233. CALL SLACN2( N, WORK( N+1 ), WORK, IWORK, AINVNM, KASE, ISAVE )
  234. IF( KASE.NE.0 ) THEN
  235. IF( KASE.EQ.KASE1 ) THEN
  236. *
  237. * Multiply by inv(A).
  238. *
  239. CALL SLATRS( UPLO, 'No transpose', DIAG, NORMIN, N, A,
  240. $ LDA, WORK, SCALE, WORK( 2*N+1 ), INFO )
  241. ELSE
  242. *
  243. * Multiply by inv(A**T).
  244. *
  245. CALL SLATRS( UPLO, 'Transpose', DIAG, NORMIN, N, A, LDA,
  246. $ WORK, SCALE, WORK( 2*N+1 ), INFO )
  247. END IF
  248. NORMIN = 'Y'
  249. *
  250. * Multiply by 1/SCALE if doing so will not cause overflow.
  251. *
  252. IF( SCALE.NE.ONE ) THEN
  253. IX = ISAMAX( N, WORK, 1 )
  254. XNORM = ABS( WORK( IX ) )
  255. IF( SCALE.LT.XNORM*SMLNUM .OR. SCALE.EQ.ZERO )
  256. $ GO TO 20
  257. CALL SRSCL( N, SCALE, WORK, 1 )
  258. END IF
  259. GO TO 10
  260. END IF
  261. *
  262. * Compute the estimate of the reciprocal condition number.
  263. *
  264. IF( AINVNM.NE.ZERO )
  265. $ RCOND = ( ONE / ANORM ) / AINVNM
  266. END IF
  267. *
  268. 20 CONTINUE
  269. RETURN
  270. *
  271. * End of STRCON
  272. *
  273. END