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cppcon.f 7.1 kB

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  1. *> \brief \b CPPCON
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CPPCON + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cppcon.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cppcon.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cppcon.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CPPCON( UPLO, N, AP, ANORM, RCOND, WORK, RWORK, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER UPLO
  25. * INTEGER INFO, N
  26. * REAL ANORM, RCOND
  27. * ..
  28. * .. Array Arguments ..
  29. * REAL RWORK( * )
  30. * COMPLEX AP( * ), WORK( * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> CPPCON estimates the reciprocal of the condition number (in the
  40. *> 1-norm) of a complex Hermitian positive definite packed matrix using
  41. *> the Cholesky factorization A = U**H*U or A = L*L**H computed by
  42. *> CPPTRF.
  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. *> = 'U': Upper triangle of A is stored;
  55. *> = 'L': Lower triangle of A is stored.
  56. *> \endverbatim
  57. *>
  58. *> \param[in] N
  59. *> \verbatim
  60. *> N is INTEGER
  61. *> The order of the matrix A. N >= 0.
  62. *> \endverbatim
  63. *>
  64. *> \param[in] AP
  65. *> \verbatim
  66. *> AP is COMPLEX array, dimension (N*(N+1)/2)
  67. *> The triangular factor U or L from the Cholesky factorization
  68. *> A = U**H*U or A = L*L**H, packed columnwise in a linear
  69. *> array. The j-th column of U or L is stored in the array AP
  70. *> as follows:
  71. *> if UPLO = 'U', AP(i + (j-1)*j/2) = U(i,j) for 1<=i<=j;
  72. *> if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = L(i,j) for j<=i<=n.
  73. *> \endverbatim
  74. *>
  75. *> \param[in] ANORM
  76. *> \verbatim
  77. *> ANORM is REAL
  78. *> The 1-norm (or infinity-norm) of the Hermitian matrix A.
  79. *> \endverbatim
  80. *>
  81. *> \param[out] RCOND
  82. *> \verbatim
  83. *> RCOND is REAL
  84. *> The reciprocal of the condition number of the matrix A,
  85. *> computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
  86. *> estimate of the 1-norm of inv(A) computed in this routine.
  87. *> \endverbatim
  88. *>
  89. *> \param[out] WORK
  90. *> \verbatim
  91. *> WORK is COMPLEX array, dimension (2*N)
  92. *> \endverbatim
  93. *>
  94. *> \param[out] RWORK
  95. *> \verbatim
  96. *> RWORK is REAL array, dimension (N)
  97. *> \endverbatim
  98. *>
  99. *> \param[out] INFO
  100. *> \verbatim
  101. *> INFO is INTEGER
  102. *> = 0: successful exit
  103. *> < 0: if INFO = -i, the i-th argument had an illegal value
  104. *> \endverbatim
  105. *
  106. * Authors:
  107. * ========
  108. *
  109. *> \author Univ. of Tennessee
  110. *> \author Univ. of California Berkeley
  111. *> \author Univ. of Colorado Denver
  112. *> \author NAG Ltd.
  113. *
  114. *> \date December 2016
  115. *
  116. *> \ingroup complexOTHERcomputational
  117. *
  118. * =====================================================================
  119. SUBROUTINE CPPCON( UPLO, N, AP, ANORM, RCOND, WORK, RWORK, INFO )
  120. *
  121. * -- LAPACK computational routine (version 3.7.0) --
  122. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  123. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  124. * December 2016
  125. *
  126. * .. Scalar Arguments ..
  127. CHARACTER UPLO
  128. INTEGER INFO, N
  129. REAL ANORM, RCOND
  130. * ..
  131. * .. Array Arguments ..
  132. REAL RWORK( * )
  133. COMPLEX AP( * ), WORK( * )
  134. * ..
  135. *
  136. * =====================================================================
  137. *
  138. * .. Parameters ..
  139. REAL ONE, ZERO
  140. PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 )
  141. * ..
  142. * .. Local Scalars ..
  143. LOGICAL UPPER
  144. CHARACTER NORMIN
  145. INTEGER IX, KASE
  146. REAL AINVNM, SCALE, SCALEL, SCALEU, SMLNUM
  147. COMPLEX ZDUM
  148. * ..
  149. * .. Local Arrays ..
  150. INTEGER ISAVE( 3 )
  151. * ..
  152. * .. External Functions ..
  153. LOGICAL LSAME
  154. INTEGER ICAMAX
  155. REAL SLAMCH
  156. EXTERNAL LSAME, ICAMAX, SLAMCH
  157. * ..
  158. * .. External Subroutines ..
  159. EXTERNAL CLACN2, CLATPS, CSRSCL, XERBLA
  160. * ..
  161. * .. Intrinsic Functions ..
  162. INTRINSIC ABS, AIMAG, REAL
  163. * ..
  164. * .. Statement Functions ..
  165. REAL CABS1
  166. * ..
  167. * .. Statement Function definitions ..
  168. CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) )
  169. * ..
  170. * .. Executable Statements ..
  171. *
  172. * Test the input parameters.
  173. *
  174. INFO = 0
  175. UPPER = LSAME( UPLO, 'U' )
  176. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  177. INFO = -1
  178. ELSE IF( N.LT.0 ) THEN
  179. INFO = -2
  180. ELSE IF( ANORM.LT.ZERO ) THEN
  181. INFO = -4
  182. END IF
  183. IF( INFO.NE.0 ) THEN
  184. CALL XERBLA( 'CPPCON', -INFO )
  185. RETURN
  186. END IF
  187. *
  188. * Quick return if possible
  189. *
  190. RCOND = ZERO
  191. IF( N.EQ.0 ) THEN
  192. RCOND = ONE
  193. RETURN
  194. ELSE IF( ANORM.EQ.ZERO ) THEN
  195. RETURN
  196. END IF
  197. *
  198. SMLNUM = SLAMCH( 'Safe minimum' )
  199. *
  200. * Estimate the 1-norm of the inverse.
  201. *
  202. KASE = 0
  203. NORMIN = 'N'
  204. 10 CONTINUE
  205. CALL CLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
  206. IF( KASE.NE.0 ) THEN
  207. IF( UPPER ) THEN
  208. *
  209. * Multiply by inv(U**H).
  210. *
  211. CALL CLATPS( 'Upper', 'Conjugate transpose', 'Non-unit',
  212. $ NORMIN, N, AP, WORK, SCALEL, RWORK, INFO )
  213. NORMIN = 'Y'
  214. *
  215. * Multiply by inv(U).
  216. *
  217. CALL CLATPS( 'Upper', 'No transpose', 'Non-unit', NORMIN, N,
  218. $ AP, WORK, SCALEU, RWORK, INFO )
  219. ELSE
  220. *
  221. * Multiply by inv(L).
  222. *
  223. CALL CLATPS( 'Lower', 'No transpose', 'Non-unit', NORMIN, N,
  224. $ AP, WORK, SCALEL, RWORK, INFO )
  225. NORMIN = 'Y'
  226. *
  227. * Multiply by inv(L**H).
  228. *
  229. CALL CLATPS( 'Lower', 'Conjugate transpose', 'Non-unit',
  230. $ NORMIN, N, AP, WORK, SCALEU, RWORK, INFO )
  231. END IF
  232. *
  233. * Multiply by 1/SCALE if doing so will not cause overflow.
  234. *
  235. SCALE = SCALEL*SCALEU
  236. IF( SCALE.NE.ONE ) THEN
  237. IX = ICAMAX( N, WORK, 1 )
  238. IF( SCALE.LT.CABS1( WORK( IX ) )*SMLNUM .OR. SCALE.EQ.ZERO )
  239. $ GO TO 20
  240. CALL CSRSCL( N, SCALE, WORK, 1 )
  241. END IF
  242. GO TO 10
  243. END IF
  244. *
  245. * Compute the estimate of the reciprocal condition number.
  246. *
  247. IF( AINVNM.NE.ZERO )
  248. $ RCOND = ( ONE / AINVNM ) / ANORM
  249. *
  250. 20 CONTINUE
  251. RETURN
  252. *
  253. * End of CPPCON
  254. *
  255. END