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sdisna.f 7.0 kB

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  1. *> \brief \b SDISNA
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SDISNA + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sdisna.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sdisna.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sdisna.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SDISNA( JOB, M, N, D, SEP, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER JOB
  25. * INTEGER INFO, M, N
  26. * ..
  27. * .. Array Arguments ..
  28. * REAL D( * ), SEP( * )
  29. * ..
  30. *
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> SDISNA computes the reciprocal condition numbers for the eigenvectors
  38. *> of a real symmetric or complex Hermitian matrix or for the left or
  39. *> right singular vectors of a general m-by-n matrix. The reciprocal
  40. *> condition number is the 'gap' between the corresponding eigenvalue or
  41. *> singular value and the nearest other one.
  42. *>
  43. *> The bound on the error, measured by angle in radians, in the I-th
  44. *> computed vector is given by
  45. *>
  46. *> SLAMCH( 'E' ) * ( ANORM / SEP( I ) )
  47. *>
  48. *> where ANORM = 2-norm(A) = max( abs( D(j) ) ). SEP(I) is not allowed
  49. *> to be smaller than SLAMCH( 'E' )*ANORM in order to limit the size of
  50. *> the error bound.
  51. *>
  52. *> SDISNA may also be used to compute error bounds for eigenvectors of
  53. *> the generalized symmetric definite eigenproblem.
  54. *> \endverbatim
  55. *
  56. * Arguments:
  57. * ==========
  58. *
  59. *> \param[in] JOB
  60. *> \verbatim
  61. *> JOB is CHARACTER*1
  62. *> Specifies for which problem the reciprocal condition numbers
  63. *> should be computed:
  64. *> = 'E': the eigenvectors of a symmetric/Hermitian matrix;
  65. *> = 'L': the left singular vectors of a general matrix;
  66. *> = 'R': the right singular vectors of a general matrix.
  67. *> \endverbatim
  68. *>
  69. *> \param[in] M
  70. *> \verbatim
  71. *> M is INTEGER
  72. *> The number of rows of the matrix. M >= 0.
  73. *> \endverbatim
  74. *>
  75. *> \param[in] N
  76. *> \verbatim
  77. *> N is INTEGER
  78. *> If JOB = 'L' or 'R', the number of columns of the matrix,
  79. *> in which case N >= 0. Ignored if JOB = 'E'.
  80. *> \endverbatim
  81. *>
  82. *> \param[in] D
  83. *> \verbatim
  84. *> D is REAL array, dimension (M) if JOB = 'E'
  85. *> dimension (min(M,N)) if JOB = 'L' or 'R'
  86. *> The eigenvalues (if JOB = 'E') or singular values (if JOB =
  87. *> 'L' or 'R') of the matrix, in either increasing or decreasing
  88. *> order. If singular values, they must be non-negative.
  89. *> \endverbatim
  90. *>
  91. *> \param[out] SEP
  92. *> \verbatim
  93. *> SEP is REAL array, dimension (M) if JOB = 'E'
  94. *> dimension (min(M,N)) if JOB = 'L' or 'R'
  95. *> The reciprocal condition numbers of the vectors.
  96. *> \endverbatim
  97. *>
  98. *> \param[out] INFO
  99. *> \verbatim
  100. *> INFO is INTEGER
  101. *> = 0: successful exit.
  102. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  103. *> \endverbatim
  104. *
  105. * Authors:
  106. * ========
  107. *
  108. *> \author Univ. of Tennessee
  109. *> \author Univ. of California Berkeley
  110. *> \author Univ. of Colorado Denver
  111. *> \author NAG Ltd.
  112. *
  113. *> \ingroup auxOTHERcomputational
  114. *
  115. * =====================================================================
  116. SUBROUTINE SDISNA( JOB, M, N, D, SEP, INFO )
  117. *
  118. * -- LAPACK computational routine --
  119. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  120. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  121. *
  122. * .. Scalar Arguments ..
  123. CHARACTER JOB
  124. INTEGER INFO, M, N
  125. * ..
  126. * .. Array Arguments ..
  127. REAL D( * ), SEP( * )
  128. * ..
  129. *
  130. * =====================================================================
  131. *
  132. * .. Parameters ..
  133. REAL ZERO
  134. PARAMETER ( ZERO = 0.0E+0 )
  135. * ..
  136. * .. Local Scalars ..
  137. LOGICAL DECR, EIGEN, INCR, LEFT, RIGHT, SING
  138. INTEGER I, K
  139. REAL ANORM, EPS, NEWGAP, OLDGAP, SAFMIN, THRESH
  140. * ..
  141. * .. External Functions ..
  142. LOGICAL LSAME
  143. REAL SLAMCH
  144. EXTERNAL LSAME, SLAMCH
  145. * ..
  146. * .. Intrinsic Functions ..
  147. INTRINSIC ABS, MAX, MIN
  148. * ..
  149. * .. External Subroutines ..
  150. EXTERNAL XERBLA
  151. * ..
  152. * .. Executable Statements ..
  153. *
  154. * Test the input arguments
  155. *
  156. INFO = 0
  157. EIGEN = LSAME( JOB, 'E' )
  158. LEFT = LSAME( JOB, 'L' )
  159. RIGHT = LSAME( JOB, 'R' )
  160. SING = LEFT .OR. RIGHT
  161. IF( EIGEN ) THEN
  162. K = M
  163. ELSE IF( SING ) THEN
  164. K = MIN( M, N )
  165. END IF
  166. IF( .NOT.EIGEN .AND. .NOT.SING ) THEN
  167. INFO = -1
  168. ELSE IF( M.LT.0 ) THEN
  169. INFO = -2
  170. ELSE IF( K.LT.0 ) THEN
  171. INFO = -3
  172. ELSE
  173. INCR = .TRUE.
  174. DECR = .TRUE.
  175. DO 10 I = 1, K - 1
  176. IF( INCR )
  177. $ INCR = INCR .AND. D( I ).LE.D( I+1 )
  178. IF( DECR )
  179. $ DECR = DECR .AND. D( I ).GE.D( I+1 )
  180. 10 CONTINUE
  181. IF( SING .AND. K.GT.0 ) THEN
  182. IF( INCR )
  183. $ INCR = INCR .AND. ZERO.LE.D( 1 )
  184. IF( DECR )
  185. $ DECR = DECR .AND. D( K ).GE.ZERO
  186. END IF
  187. IF( .NOT.( INCR .OR. DECR ) )
  188. $ INFO = -4
  189. END IF
  190. IF( INFO.NE.0 ) THEN
  191. CALL XERBLA( 'SDISNA', -INFO )
  192. RETURN
  193. END IF
  194. *
  195. * Quick return if possible
  196. *
  197. IF( K.EQ.0 )
  198. $ RETURN
  199. *
  200. * Compute reciprocal condition numbers
  201. *
  202. IF( K.EQ.1 ) THEN
  203. SEP( 1 ) = SLAMCH( 'O' )
  204. ELSE
  205. OLDGAP = ABS( D( 2 )-D( 1 ) )
  206. SEP( 1 ) = OLDGAP
  207. DO 20 I = 2, K - 1
  208. NEWGAP = ABS( D( I+1 )-D( I ) )
  209. SEP( I ) = MIN( OLDGAP, NEWGAP )
  210. OLDGAP = NEWGAP
  211. 20 CONTINUE
  212. SEP( K ) = OLDGAP
  213. END IF
  214. IF( SING ) THEN
  215. IF( ( LEFT .AND. M.GT.N ) .OR. ( RIGHT .AND. M.LT.N ) ) THEN
  216. IF( INCR )
  217. $ SEP( 1 ) = MIN( SEP( 1 ), D( 1 ) )
  218. IF( DECR )
  219. $ SEP( K ) = MIN( SEP( K ), D( K ) )
  220. END IF
  221. END IF
  222. *
  223. * Ensure that reciprocal condition numbers are not less than
  224. * threshold, in order to limit the size of the error bound
  225. *
  226. EPS = SLAMCH( 'E' )
  227. SAFMIN = SLAMCH( 'S' )
  228. ANORM = MAX( ABS( D( 1 ) ), ABS( D( K ) ) )
  229. IF( ANORM.EQ.ZERO ) THEN
  230. THRESH = EPS
  231. ELSE
  232. THRESH = MAX( EPS*ANORM, SAFMIN )
  233. END IF
  234. DO 30 I = 1, K
  235. SEP( I ) = MAX( SEP( I ), THRESH )
  236. 30 CONTINUE
  237. *
  238. RETURN
  239. *
  240. * End of SDISNA
  241. *
  242. END