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checon_rook.f 7.0 kB

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  1. *> \brief <b> CHECON_ROOK estimates the reciprocal of the condition number fort HE matrices using factorization obtained with one of the bounded diagonal pivoting methods (max 2 interchanges) </b>
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CHECON_ROOK + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/checon_rook.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/checon_rook.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/checon_rook.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CHECON_ROOK( UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK,
  22. * INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER UPLO
  26. * INTEGER INFO, LDA, N
  27. * REAL ANORM, RCOND
  28. * ..
  29. * .. Array Arguments ..
  30. * INTEGER IPIV( * )
  31. * COMPLEX A( LDA, * ), WORK( * )
  32. * ..
  33. *
  34. *
  35. *> \par Purpose:
  36. * =============
  37. *>
  38. *> \verbatim
  39. *>
  40. *> CHECON_ROOK estimates the reciprocal of the condition number of a complex
  41. *> Hermitian matrix A using the factorization A = U*D*U**H or
  42. *> A = L*D*L**H computed by CHETRF_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**H;
  57. *> = 'L': Lower triangular, form is A = L*D*L**H.
  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 COMPLEX 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 CHETRF_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 CHETRF_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 COMPLEX array, dimension (2*N)
  103. *> \endverbatim
  104. *>
  105. *> \param[out] INFO
  106. *> \verbatim
  107. *> INFO is INTEGER
  108. *> = 0: successful exit
  109. *> < 0: if INFO = -i, the i-th argument had an illegal value
  110. *> \endverbatim
  111. *
  112. * Authors:
  113. * ========
  114. *
  115. *> \author Univ. of Tennessee
  116. *> \author Univ. of California Berkeley
  117. *> \author Univ. of Colorado Denver
  118. *> \author NAG Ltd.
  119. *
  120. *> \date December 2016
  121. *
  122. *> \ingroup complexHEcomputational
  123. *
  124. *> \par Contributors:
  125. * ==================
  126. *> \verbatim
  127. *>
  128. *> December 2016, Igor Kozachenko,
  129. *> Computer Science Division,
  130. *> University of California, Berkeley
  131. *>
  132. *> September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
  133. *> School of Mathematics,
  134. *> University of Manchester
  135. *>
  136. *> \endverbatim
  137. *
  138. * =====================================================================
  139. SUBROUTINE CHECON_ROOK( UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK,
  140. $ INFO )
  141. *
  142. * -- LAPACK computational routine (version 3.7.0) --
  143. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  144. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  145. * December 2016
  146. *
  147. * .. Scalar Arguments ..
  148. CHARACTER UPLO
  149. INTEGER INFO, LDA, N
  150. REAL ANORM, RCOND
  151. * ..
  152. * .. Array Arguments ..
  153. INTEGER IPIV( * )
  154. COMPLEX A( LDA, * ), WORK( * )
  155. * ..
  156. *
  157. * =====================================================================
  158. *
  159. * .. Parameters ..
  160. REAL ONE, ZERO
  161. PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 )
  162. * ..
  163. * .. Local Scalars ..
  164. LOGICAL UPPER
  165. INTEGER I, KASE
  166. REAL AINVNM
  167. * ..
  168. * .. Local Arrays ..
  169. INTEGER ISAVE( 3 )
  170. * ..
  171. * .. External Functions ..
  172. LOGICAL LSAME
  173. EXTERNAL LSAME
  174. * ..
  175. * .. External Subroutines ..
  176. EXTERNAL CHETRS_ROOK, CLACN2, XERBLA
  177. * ..
  178. * .. Intrinsic Functions ..
  179. INTRINSIC MAX
  180. * ..
  181. * .. Executable Statements ..
  182. *
  183. * Test the input parameters.
  184. *
  185. INFO = 0
  186. UPPER = LSAME( UPLO, 'U' )
  187. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  188. INFO = -1
  189. ELSE IF( N.LT.0 ) THEN
  190. INFO = -2
  191. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  192. INFO = -4
  193. ELSE IF( ANORM.LT.ZERO ) THEN
  194. INFO = -6
  195. END IF
  196. IF( INFO.NE.0 ) THEN
  197. CALL XERBLA( 'CHECON_ROOK', -INFO )
  198. RETURN
  199. END IF
  200. *
  201. * Quick return if possible
  202. *
  203. RCOND = ZERO
  204. IF( N.EQ.0 ) THEN
  205. RCOND = ONE
  206. RETURN
  207. ELSE IF( ANORM.LE.ZERO ) THEN
  208. RETURN
  209. END IF
  210. *
  211. * Check that the diagonal matrix D is nonsingular.
  212. *
  213. IF( UPPER ) THEN
  214. *
  215. * Upper triangular storage: examine D from bottom to top
  216. *
  217. DO 10 I = N, 1, -1
  218. IF( IPIV( I ).GT.0 .AND. A( I, I ).EQ.ZERO )
  219. $ RETURN
  220. 10 CONTINUE
  221. ELSE
  222. *
  223. * Lower triangular storage: examine D from top to bottom.
  224. *
  225. DO 20 I = 1, N
  226. IF( IPIV( I ).GT.0 .AND. A( I, I ).EQ.ZERO )
  227. $ RETURN
  228. 20 CONTINUE
  229. END IF
  230. *
  231. * Estimate the 1-norm of the inverse.
  232. *
  233. KASE = 0
  234. 30 CONTINUE
  235. CALL CLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
  236. IF( KASE.NE.0 ) THEN
  237. *
  238. * Multiply by inv(L*D*L**H) or inv(U*D*U**H).
  239. *
  240. CALL CHETRS_ROOK( UPLO, N, 1, A, LDA, IPIV, WORK, N, INFO )
  241. GO TO 30
  242. END IF
  243. *
  244. * Compute the estimate of the reciprocal condition number.
  245. *
  246. IF( AINVNM.NE.ZERO )
  247. $ RCOND = ( ONE / AINVNM ) / ANORM
  248. *
  249. RETURN
  250. *
  251. * End of CHECON_ROOK
  252. *
  253. END