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csycon_rook.f 6.9 kB

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  1. *> \brief <b> CSYCON_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 CSYCON_ROOK + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/csycon_rook.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/csycon_rook.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/csycon_rook.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CSYCON_ROOK( UPLO, N, A, LDA, IPIV, ANORM, RCOND,
  22. * WORK, 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. *> CSYCON_ROOK estimates the reciprocal of the condition number (in the
  41. *> 1-norm) of a complex symmetric matrix A using the factorization
  42. *> A = U*D*U**T or A = L*D*L**T computed by CSYTRF_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 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 CSYTRF_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 CSYTRF_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 April 2012
  121. *
  122. *> \ingroup complexSYcomputational
  123. *
  124. *> \par Contributors:
  125. * ==================
  126. *> \verbatim
  127. *>
  128. *> April 2012, 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 CSYCON_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. * April 2012
  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. COMPLEX CZERO
  163. PARAMETER ( CZERO = ( 0.0E+0, 0.0E+0 ) )
  164. * ..
  165. * .. Local Scalars ..
  166. LOGICAL UPPER
  167. INTEGER I, KASE
  168. REAL AINVNM
  169. * ..
  170. * .. Local Arrays ..
  171. INTEGER ISAVE( 3 )
  172. * ..
  173. * .. External Functions ..
  174. LOGICAL LSAME
  175. EXTERNAL LSAME
  176. * ..
  177. * .. External Subroutines ..
  178. EXTERNAL CLACN2, CSYTRS_ROOK, XERBLA
  179. * ..
  180. * .. Intrinsic Functions ..
  181. INTRINSIC MAX
  182. * ..
  183. * .. Executable Statements ..
  184. *
  185. * Test the input parameters.
  186. *
  187. INFO = 0
  188. UPPER = LSAME( UPLO, 'U' )
  189. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  190. INFO = -1
  191. ELSE IF( N.LT.0 ) THEN
  192. INFO = -2
  193. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  194. INFO = -4
  195. ELSE IF( ANORM.LT.ZERO ) THEN
  196. INFO = -6
  197. END IF
  198. IF( INFO.NE.0 ) THEN
  199. CALL XERBLA( 'CSYCON_ROOK', -INFO )
  200. RETURN
  201. END IF
  202. *
  203. * Quick return if possible
  204. *
  205. RCOND = ZERO
  206. IF( N.EQ.0 ) THEN
  207. RCOND = ONE
  208. RETURN
  209. ELSE IF( ANORM.LE.ZERO ) THEN
  210. RETURN
  211. END IF
  212. *
  213. * Check that the diagonal matrix D is nonsingular.
  214. *
  215. IF( UPPER ) THEN
  216. *
  217. * Upper triangular storage: examine D from bottom to top
  218. *
  219. DO 10 I = N, 1, -1
  220. IF( IPIV( I ).GT.0 .AND. A( I, I ).EQ.CZERO )
  221. $ RETURN
  222. 10 CONTINUE
  223. ELSE
  224. *
  225. * Lower triangular storage: examine D from top to bottom.
  226. *
  227. DO 20 I = 1, N
  228. IF( IPIV( I ).GT.0 .AND. A( I, I ).EQ.CZERO )
  229. $ RETURN
  230. 20 CONTINUE
  231. END IF
  232. *
  233. * Estimate the 1-norm of the inverse.
  234. *
  235. KASE = 0
  236. 30 CONTINUE
  237. CALL CLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
  238. IF( KASE.NE.0 ) THEN
  239. *
  240. * Multiply by inv(L*D*L**T) or inv(U*D*U**T).
  241. *
  242. CALL CSYTRS_ROOK( UPLO, N, 1, A, LDA, IPIV, WORK, N, INFO )
  243. GO TO 30
  244. END IF
  245. *
  246. * Compute the estimate of the reciprocal condition number.
  247. *
  248. IF( AINVNM.NE.ZERO )
  249. $ RCOND = ( ONE / AINVNM ) / ANORM
  250. *
  251. RETURN
  252. *
  253. * End of CSYCON_ROOK
  254. *
  255. END