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zgecon.f 7.4 kB

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  1. *> \brief \b ZGECON
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZGECON + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgecon.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgecon.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgecon.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZGECON( NORM, N, A, LDA, ANORM, RCOND, WORK, RWORK,
  22. * INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER NORM
  26. * INTEGER INFO, LDA, N
  27. * DOUBLE PRECISION ANORM, RCOND
  28. * ..
  29. * .. Array Arguments ..
  30. * DOUBLE PRECISION RWORK( * )
  31. * COMPLEX*16 A( LDA, * ), WORK( * )
  32. * ..
  33. *
  34. *
  35. *> \par Purpose:
  36. * =============
  37. *>
  38. *> \verbatim
  39. *>
  40. *> ZGECON estimates the reciprocal of the condition number of a general
  41. *> complex matrix A, in either the 1-norm or the infinity-norm, using
  42. *> the LU factorization computed by ZGETRF.
  43. *>
  44. *> An estimate is obtained for norm(inv(A)), and the reciprocal of the
  45. *> condition number is 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] N
  62. *> \verbatim
  63. *> N is INTEGER
  64. *> The order of the matrix A. N >= 0.
  65. *> \endverbatim
  66. *>
  67. *> \param[in] A
  68. *> \verbatim
  69. *> A is COMPLEX*16 array, dimension (LDA,N)
  70. *> The factors L and U from the factorization A = P*L*U
  71. *> as computed by ZGETRF.
  72. *> \endverbatim
  73. *>
  74. *> \param[in] LDA
  75. *> \verbatim
  76. *> LDA is INTEGER
  77. *> The leading dimension of the array A. LDA >= max(1,N).
  78. *> \endverbatim
  79. *>
  80. *> \param[in] ANORM
  81. *> \verbatim
  82. *> ANORM is DOUBLE PRECISION
  83. *> If NORM = '1' or 'O', the 1-norm of the original matrix A.
  84. *> If NORM = 'I', the infinity-norm of the original matrix A.
  85. *> \endverbatim
  86. *>
  87. *> \param[out] RCOND
  88. *> \verbatim
  89. *> RCOND is DOUBLE PRECISION
  90. *> The reciprocal of the condition number of the matrix A,
  91. *> computed as RCOND = 1/(norm(A) * norm(inv(A))).
  92. *> \endverbatim
  93. *>
  94. *> \param[out] WORK
  95. *> \verbatim
  96. *> WORK is COMPLEX*16 array, dimension (2*N)
  97. *> \endverbatim
  98. *>
  99. *> \param[out] RWORK
  100. *> \verbatim
  101. *> RWORK is DOUBLE PRECISION array, dimension (2*N)
  102. *> \endverbatim
  103. *>
  104. *> \param[out] INFO
  105. *> \verbatim
  106. *> INFO is INTEGER
  107. *> = 0: successful exit
  108. *> < 0: if INFO = -i, the i-th argument had an illegal value
  109. *> \endverbatim
  110. *
  111. * Authors:
  112. * ========
  113. *
  114. *> \author Univ. of Tennessee
  115. *> \author Univ. of California Berkeley
  116. *> \author Univ. of Colorado Denver
  117. *> \author NAG Ltd.
  118. *
  119. *> \date December 2016
  120. *
  121. *> \ingroup complex16GEcomputational
  122. *
  123. * =====================================================================
  124. SUBROUTINE ZGECON( NORM, N, A, LDA, ANORM, RCOND, WORK, RWORK,
  125. $ INFO )
  126. *
  127. * -- LAPACK computational routine (version 3.7.0) --
  128. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  129. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  130. * December 2016
  131. *
  132. * .. Scalar Arguments ..
  133. CHARACTER NORM
  134. INTEGER INFO, LDA, N
  135. DOUBLE PRECISION ANORM, RCOND
  136. * ..
  137. * .. Array Arguments ..
  138. DOUBLE PRECISION RWORK( * )
  139. COMPLEX*16 A( LDA, * ), WORK( * )
  140. * ..
  141. *
  142. * =====================================================================
  143. *
  144. * .. Parameters ..
  145. DOUBLE PRECISION ONE, ZERO
  146. PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
  147. * ..
  148. * .. Local Scalars ..
  149. LOGICAL ONENRM
  150. CHARACTER NORMIN
  151. INTEGER IX, KASE, KASE1
  152. DOUBLE PRECISION AINVNM, SCALE, SL, SMLNUM, SU
  153. COMPLEX*16 ZDUM
  154. * ..
  155. * .. Local Arrays ..
  156. INTEGER ISAVE( 3 )
  157. * ..
  158. * .. External Functions ..
  159. LOGICAL LSAME
  160. INTEGER IZAMAX
  161. DOUBLE PRECISION DLAMCH
  162. EXTERNAL LSAME, IZAMAX, DLAMCH
  163. * ..
  164. * .. External Subroutines ..
  165. EXTERNAL XERBLA, ZDRSCL, ZLACN2, ZLATRS
  166. * ..
  167. * .. Intrinsic Functions ..
  168. INTRINSIC ABS, DBLE, DIMAG, MAX
  169. * ..
  170. * .. Statement Functions ..
  171. DOUBLE PRECISION CABS1
  172. * ..
  173. * .. Statement Function definitions ..
  174. CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
  175. * ..
  176. * .. Executable Statements ..
  177. *
  178. * Test the input parameters.
  179. *
  180. INFO = 0
  181. ONENRM = NORM.EQ.'1' .OR. LSAME( NORM, 'O' )
  182. IF( .NOT.ONENRM .AND. .NOT.LSAME( NORM, 'I' ) ) THEN
  183. INFO = -1
  184. ELSE IF( N.LT.0 ) THEN
  185. INFO = -2
  186. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  187. INFO = -4
  188. ELSE IF( ANORM.LT.ZERO ) THEN
  189. INFO = -5
  190. END IF
  191. IF( INFO.NE.0 ) THEN
  192. CALL XERBLA( 'ZGECON', -INFO )
  193. RETURN
  194. END IF
  195. *
  196. * Quick return if possible
  197. *
  198. RCOND = ZERO
  199. IF( N.EQ.0 ) THEN
  200. RCOND = ONE
  201. RETURN
  202. ELSE IF( ANORM.EQ.ZERO ) THEN
  203. RETURN
  204. END IF
  205. *
  206. SMLNUM = DLAMCH( 'Safe minimum' )
  207. *
  208. * Estimate the norm of inv(A).
  209. *
  210. AINVNM = ZERO
  211. NORMIN = 'N'
  212. IF( ONENRM ) THEN
  213. KASE1 = 1
  214. ELSE
  215. KASE1 = 2
  216. END IF
  217. KASE = 0
  218. 10 CONTINUE
  219. CALL ZLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
  220. IF( KASE.NE.0 ) THEN
  221. IF( KASE.EQ.KASE1 ) THEN
  222. *
  223. * Multiply by inv(L).
  224. *
  225. CALL ZLATRS( 'Lower', 'No transpose', 'Unit', NORMIN, N, A,
  226. $ LDA, WORK, SL, RWORK, INFO )
  227. *
  228. * Multiply by inv(U).
  229. *
  230. CALL ZLATRS( 'Upper', 'No transpose', 'Non-unit', NORMIN, N,
  231. $ A, LDA, WORK, SU, RWORK( N+1 ), INFO )
  232. ELSE
  233. *
  234. * Multiply by inv(U**H).
  235. *
  236. CALL ZLATRS( 'Upper', 'Conjugate transpose', 'Non-unit',
  237. $ NORMIN, N, A, LDA, WORK, SU, RWORK( N+1 ),
  238. $ INFO )
  239. *
  240. * Multiply by inv(L**H).
  241. *
  242. CALL ZLATRS( 'Lower', 'Conjugate transpose', 'Unit', NORMIN,
  243. $ N, A, LDA, WORK, SL, RWORK, INFO )
  244. END IF
  245. *
  246. * Divide X by 1/(SL*SU) if doing so will not cause overflow.
  247. *
  248. SCALE = SL*SU
  249. NORMIN = 'Y'
  250. IF( SCALE.NE.ONE ) THEN
  251. IX = IZAMAX( N, WORK, 1 )
  252. IF( SCALE.LT.CABS1( WORK( IX ) )*SMLNUM .OR. SCALE.EQ.ZERO )
  253. $ GO TO 20
  254. CALL ZDRSCL( N, SCALE, WORK, 1 )
  255. END IF
  256. GO TO 10
  257. END IF
  258. *
  259. * Compute the estimate of the reciprocal condition number.
  260. *
  261. IF( AINVNM.NE.ZERO )
  262. $ RCOND = ( ONE / AINVNM ) / ANORM
  263. *
  264. 20 CONTINUE
  265. RETURN
  266. *
  267. * End of ZGECON
  268. *
  269. END