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ssycon_rook.f 7.0 kB

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  1. *> \brief <b> SSYCON_ROOK </b>
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SSYCON_ROOK + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/ssycon_rook.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/ssycon_rook.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/ssycon_rook.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SSYCON_ROOK( UPLO, N, A, LDA, IPIV, ANORM, RCOND,
  22. * WORK, IWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER UPLO
  26. * INTEGER INFO, LDA, N
  27. * REAL ANORM, RCOND
  28. * ..
  29. * .. Array Arguments ..
  30. * INTEGER IPIV( * ), IWORK( * )
  31. * REAL A( LDA, * ), WORK( * )
  32. * ..
  33. *
  34. *
  35. *> \par Purpose:
  36. * =============
  37. *>
  38. *> \verbatim
  39. *>
  40. *> SSYCON_ROOK estimates the reciprocal of the condition number (in the
  41. *> 1-norm) of a real symmetric matrix A using the factorization
  42. *> A = U*D*U**T or A = L*D*L**T computed by SSYTRF_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 REAL 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 SSYTRF_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 SSYTRF_ROOK.
  84. *> \endverbatim
  85. *>
  86. *> \param[in] ANORM
  87. *> \verbatim
  88. *> ANORM is REAL
  89. *> The 1-norm of the original matrix A.
  90. *> \endverbatim
  91. *>
  92. *> \param[out] RCOND
  93. *> \verbatim
  94. *> RCOND is REAL
  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 REAL array, dimension (2*N)
  103. *> \endverbatim
  104. *>
  105. *> \param[out] IWORK
  106. *> \verbatim
  107. *> IWORK is INTEGER array, dimension (N)
  108. *> \endverbatim
  109. *>
  110. *> \param[out] INFO
  111. *> \verbatim
  112. *> INFO is INTEGER
  113. *> = 0: successful exit
  114. *> < 0: if INFO = -i, the i-th argument had an illegal value
  115. *> \endverbatim
  116. *
  117. * Authors:
  118. * ========
  119. *
  120. *> \author Univ. of Tennessee
  121. *> \author Univ. of California Berkeley
  122. *> \author Univ. of Colorado Denver
  123. *> \author NAG Ltd.
  124. *
  125. *> \date December 2016
  126. *
  127. *> \ingroup realSYcomputational
  128. *
  129. *> \par Contributors:
  130. * ==================
  131. *> \verbatim
  132. *>
  133. *> December 2016, Igor Kozachenko,
  134. *> Computer Science Division,
  135. *> University of California, Berkeley
  136. *>
  137. *> September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
  138. *> School of Mathematics,
  139. *> University of Manchester
  140. *>
  141. *> \endverbatim
  142. *
  143. * =====================================================================
  144. SUBROUTINE SSYCON_ROOK( UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK,
  145. $ IWORK, INFO )
  146. *
  147. * -- LAPACK computational routine (version 3.7.0) --
  148. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  149. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  150. * December 2016
  151. *
  152. * .. Scalar Arguments ..
  153. CHARACTER UPLO
  154. INTEGER INFO, LDA, N
  155. REAL ANORM, RCOND
  156. * ..
  157. * .. Array Arguments ..
  158. INTEGER IPIV( * ), IWORK( * )
  159. REAL A( LDA, * ), WORK( * )
  160. * ..
  161. *
  162. * =====================================================================
  163. *
  164. * .. Parameters ..
  165. REAL ONE, ZERO
  166. PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 )
  167. * ..
  168. * .. Local Scalars ..
  169. LOGICAL UPPER
  170. INTEGER I, KASE
  171. REAL AINVNM
  172. * ..
  173. * .. Local Arrays ..
  174. INTEGER ISAVE( 3 )
  175. * ..
  176. * .. External Functions ..
  177. LOGICAL LSAME
  178. EXTERNAL LSAME
  179. * ..
  180. * .. External Subroutines ..
  181. EXTERNAL SLACN2, SSYTRS_ROOK, XERBLA
  182. * ..
  183. * .. Intrinsic Functions ..
  184. INTRINSIC MAX
  185. * ..
  186. * .. Executable Statements ..
  187. *
  188. * Test the input parameters.
  189. *
  190. INFO = 0
  191. UPPER = LSAME( UPLO, 'U' )
  192. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  193. INFO = -1
  194. ELSE IF( N.LT.0 ) THEN
  195. INFO = -2
  196. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  197. INFO = -4
  198. ELSE IF( ANORM.LT.ZERO ) THEN
  199. INFO = -6
  200. END IF
  201. IF( INFO.NE.0 ) THEN
  202. CALL XERBLA( 'SSYCON_ROOK', -INFO )
  203. RETURN
  204. END IF
  205. *
  206. * Quick return if possible
  207. *
  208. RCOND = ZERO
  209. IF( N.EQ.0 ) THEN
  210. RCOND = ONE
  211. RETURN
  212. ELSE IF( ANORM.LE.ZERO ) THEN
  213. RETURN
  214. END IF
  215. *
  216. * Check that the diagonal matrix D is nonsingular.
  217. *
  218. IF( UPPER ) THEN
  219. *
  220. * Upper triangular storage: examine D from bottom to top
  221. *
  222. DO 10 I = N, 1, -1
  223. IF( IPIV( I ).GT.0 .AND. A( I, I ).EQ.ZERO )
  224. $ RETURN
  225. 10 CONTINUE
  226. ELSE
  227. *
  228. * Lower triangular storage: examine D from top to bottom.
  229. *
  230. DO 20 I = 1, N
  231. IF( IPIV( I ).GT.0 .AND. A( I, I ).EQ.ZERO )
  232. $ RETURN
  233. 20 CONTINUE
  234. END IF
  235. *
  236. * Estimate the 1-norm of the inverse.
  237. *
  238. KASE = 0
  239. 30 CONTINUE
  240. CALL SLACN2( N, WORK( N+1 ), WORK, IWORK, AINVNM, KASE, ISAVE )
  241. IF( KASE.NE.0 ) THEN
  242. *
  243. * Multiply by inv(L*D*L**T) or inv(U*D*U**T).
  244. *
  245. CALL SSYTRS_ROOK( UPLO, N, 1, A, LDA, IPIV, WORK, N, INFO )
  246. GO TO 30
  247. END IF
  248. *
  249. * Compute the estimate of the reciprocal condition number.
  250. *
  251. IF( AINVNM.NE.ZERO )
  252. $ RCOND = ( ONE / AINVNM ) / ANORM
  253. *
  254. RETURN
  255. *
  256. * End of SSYCON_ROOK
  257. *
  258. END