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dsycon.f 6.6 kB

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  1. *> \brief \b DSYCON
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DSYCON + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsycon.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsycon.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsycon.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DSYCON( UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK,
  22. * IWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER UPLO
  26. * INTEGER INFO, LDA, N
  27. * DOUBLE PRECISION ANORM, RCOND
  28. * ..
  29. * .. Array Arguments ..
  30. * INTEGER IPIV( * ), IWORK( * )
  31. * DOUBLE PRECISION A( LDA, * ), WORK( * )
  32. * ..
  33. *
  34. *
  35. *> \par Purpose:
  36. * =============
  37. *>
  38. *> \verbatim
  39. *>
  40. *> DSYCON 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 DSYTRF.
  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 DOUBLE PRECISION 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 DSYTRF.
  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 DSYTRF.
  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 DOUBLE PRECISION 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 doubleSYcomputational
  128. *
  129. * =====================================================================
  130. SUBROUTINE DSYCON( UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK,
  131. $ IWORK, INFO )
  132. *
  133. * -- LAPACK computational routine (version 3.7.0) --
  134. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  135. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  136. * December 2016
  137. *
  138. * .. Scalar Arguments ..
  139. CHARACTER UPLO
  140. INTEGER INFO, LDA, N
  141. DOUBLE PRECISION ANORM, RCOND
  142. * ..
  143. * .. Array Arguments ..
  144. INTEGER IPIV( * ), IWORK( * )
  145. DOUBLE PRECISION A( LDA, * ), WORK( * )
  146. * ..
  147. *
  148. * =====================================================================
  149. *
  150. * .. Parameters ..
  151. DOUBLE PRECISION ONE, ZERO
  152. PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
  153. * ..
  154. * .. Local Scalars ..
  155. LOGICAL UPPER
  156. INTEGER I, KASE
  157. DOUBLE PRECISION AINVNM
  158. * ..
  159. * .. Local Arrays ..
  160. INTEGER ISAVE( 3 )
  161. * ..
  162. * .. External Functions ..
  163. LOGICAL LSAME
  164. EXTERNAL LSAME
  165. * ..
  166. * .. External Subroutines ..
  167. EXTERNAL DLACN2, DSYTRS, XERBLA
  168. * ..
  169. * .. Intrinsic Functions ..
  170. INTRINSIC MAX
  171. * ..
  172. * .. Executable Statements ..
  173. *
  174. * Test the input parameters.
  175. *
  176. INFO = 0
  177. UPPER = LSAME( UPLO, 'U' )
  178. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  179. INFO = -1
  180. ELSE IF( N.LT.0 ) THEN
  181. INFO = -2
  182. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  183. INFO = -4
  184. ELSE IF( ANORM.LT.ZERO ) THEN
  185. INFO = -6
  186. END IF
  187. IF( INFO.NE.0 ) THEN
  188. CALL XERBLA( 'DSYCON', -INFO )
  189. RETURN
  190. END IF
  191. *
  192. * Quick return if possible
  193. *
  194. RCOND = ZERO
  195. IF( N.EQ.0 ) THEN
  196. RCOND = ONE
  197. RETURN
  198. ELSE IF( ANORM.LE.ZERO ) THEN
  199. RETURN
  200. END IF
  201. *
  202. * Check that the diagonal matrix D is nonsingular.
  203. *
  204. IF( UPPER ) THEN
  205. *
  206. * Upper triangular storage: examine D from bottom to top
  207. *
  208. DO 10 I = N, 1, -1
  209. IF( IPIV( I ).GT.0 .AND. A( I, I ).EQ.ZERO )
  210. $ RETURN
  211. 10 CONTINUE
  212. ELSE
  213. *
  214. * Lower triangular storage: examine D from top to bottom.
  215. *
  216. DO 20 I = 1, N
  217. IF( IPIV( I ).GT.0 .AND. A( I, I ).EQ.ZERO )
  218. $ RETURN
  219. 20 CONTINUE
  220. END IF
  221. *
  222. * Estimate the 1-norm of the inverse.
  223. *
  224. KASE = 0
  225. 30 CONTINUE
  226. CALL DLACN2( N, WORK( N+1 ), WORK, IWORK, AINVNM, KASE, ISAVE )
  227. IF( KASE.NE.0 ) THEN
  228. *
  229. * Multiply by inv(L*D*L**T) or inv(U*D*U**T).
  230. *
  231. CALL DSYTRS( UPLO, N, 1, A, LDA, IPIV, WORK, N, INFO )
  232. GO TO 30
  233. END IF
  234. *
  235. * Compute the estimate of the reciprocal condition number.
  236. *
  237. IF( AINVNM.NE.ZERO )
  238. $ RCOND = ( ONE / AINVNM ) / ANORM
  239. *
  240. RETURN
  241. *
  242. * End of DSYCON
  243. *
  244. END