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cgecon.f 7.3 kB

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  1. *> \brief \b CGECON
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CGECON + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cgecon.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cgecon.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cgecon.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CGECON( NORM, N, A, LDA, ANORM, RCOND, WORK, RWORK,
  22. * INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER NORM
  26. * INTEGER INFO, LDA, N
  27. * REAL ANORM, RCOND
  28. * ..
  29. * .. Array Arguments ..
  30. * REAL RWORK( * )
  31. * COMPLEX A( LDA, * ), WORK( * )
  32. * ..
  33. *
  34. *
  35. *> \par Purpose:
  36. * =============
  37. *>
  38. *> \verbatim
  39. *>
  40. *> CGECON 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 CGETRF.
  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 array, dimension (LDA,N)
  70. *> The factors L and U from the factorization A = P*L*U
  71. *> as computed by CGETRF.
  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 REAL
  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 REAL
  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 array, dimension (2*N)
  97. *> \endverbatim
  98. *>
  99. *> \param[out] RWORK
  100. *> \verbatim
  101. *> RWORK is REAL 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. *> =-5: if ANORM is NAN or negative.
  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. *> \ingroup complexGEcomputational
  121. *
  122. * =====================================================================
  123. SUBROUTINE CGECON( NORM, N, A, LDA, ANORM, RCOND, WORK, RWORK,
  124. $ INFO )
  125. *
  126. * -- LAPACK computational routine --
  127. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  128. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  129. *
  130. * .. Scalar Arguments ..
  131. CHARACTER NORM
  132. INTEGER INFO, LDA, N
  133. REAL ANORM, RCOND
  134. * ..
  135. * .. Array Arguments ..
  136. REAL RWORK( * )
  137. COMPLEX A( LDA, * ), WORK( * )
  138. * ..
  139. *
  140. * =====================================================================
  141. *
  142. * .. Parameters ..
  143. REAL ONE, ZERO
  144. PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 )
  145. * ..
  146. * .. Local Scalars ..
  147. LOGICAL ONENRM
  148. CHARACTER NORMIN
  149. INTEGER IX, KASE, KASE1
  150. REAL AINVNM, SCALE, SL, SMLNUM, SU
  151. COMPLEX ZDUM
  152. * ..
  153. * .. Local Arrays ..
  154. INTEGER ISAVE( 3 )
  155. * ..
  156. * .. External Functions ..
  157. LOGICAL LSAME, SISNAN
  158. INTEGER ICAMAX
  159. REAL SLAMCH
  160. EXTERNAL LSAME, ICAMAX, SLAMCH, SISNAN
  161. * ..
  162. * .. External Subroutines ..
  163. EXTERNAL CLACN2, CLATRS, CSRSCL, XERBLA
  164. * ..
  165. * .. Intrinsic Functions ..
  166. INTRINSIC ABS, AIMAG, MAX, REAL
  167. * ..
  168. * .. Statement Functions ..
  169. REAL CABS1
  170. * ..
  171. * .. Statement Function definitions ..
  172. CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) )
  173. * ..
  174. * .. Executable Statements ..
  175. *
  176. * Test the input parameters.
  177. *
  178. INFO = 0
  179. ONENRM = NORM.EQ.'1' .OR. LSAME( NORM, 'O' )
  180. IF( .NOT.ONENRM .AND. .NOT.LSAME( NORM, 'I' ) ) THEN
  181. INFO = -1
  182. ELSE IF( N.LT.0 ) THEN
  183. INFO = -2
  184. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  185. INFO = -4
  186. ELSE IF( ANORM.LT.ZERO .OR. SISNAN( ANORM ) ) THEN
  187. INFO = -5
  188. END IF
  189. IF( INFO.NE.0 ) THEN
  190. CALL XERBLA( 'CGECON', -INFO )
  191. RETURN
  192. END IF
  193. *
  194. * Quick return if possible
  195. *
  196. RCOND = ZERO
  197. IF( N.EQ.0 ) THEN
  198. RCOND = ONE
  199. RETURN
  200. ELSE IF( ANORM.EQ.ZERO ) THEN
  201. RETURN
  202. END IF
  203. *
  204. SMLNUM = SLAMCH( 'Safe minimum' )
  205. *
  206. * Estimate the norm of inv(A).
  207. *
  208. AINVNM = ZERO
  209. NORMIN = 'N'
  210. IF( ONENRM ) THEN
  211. KASE1 = 1
  212. ELSE
  213. KASE1 = 2
  214. END IF
  215. KASE = 0
  216. 10 CONTINUE
  217. CALL CLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
  218. IF( KASE.NE.0 ) THEN
  219. IF( KASE.EQ.KASE1 ) THEN
  220. *
  221. * Multiply by inv(L).
  222. *
  223. CALL CLATRS( 'Lower', 'No transpose', 'Unit', NORMIN, N, A,
  224. $ LDA, WORK, SL, RWORK, INFO )
  225. *
  226. * Multiply by inv(U).
  227. *
  228. CALL CLATRS( 'Upper', 'No transpose', 'Non-unit', NORMIN, N,
  229. $ A, LDA, WORK, SU, RWORK( N+1 ), INFO )
  230. ELSE
  231. *
  232. * Multiply by inv(U**H).
  233. *
  234. CALL CLATRS( 'Upper', 'Conjugate transpose', 'Non-unit',
  235. $ NORMIN, N, A, LDA, WORK, SU, RWORK( N+1 ),
  236. $ INFO )
  237. *
  238. * Multiply by inv(L**H).
  239. *
  240. CALL CLATRS( 'Lower', 'Conjugate transpose', 'Unit', NORMIN,
  241. $ N, A, LDA, WORK, SL, RWORK, INFO )
  242. END IF
  243. *
  244. * Divide X by 1/(SL*SU) if doing so will not cause overflow.
  245. *
  246. SCALE = SL*SU
  247. NORMIN = 'Y'
  248. IF( SCALE.NE.ONE ) THEN
  249. IX = ICAMAX( N, WORK, 1 )
  250. IF( SCALE.LT.CABS1( WORK( IX ) )*SMLNUM .OR. SCALE.EQ.ZERO )
  251. $ GO TO 20
  252. CALL CSRSCL( N, SCALE, WORK, 1 )
  253. END IF
  254. GO TO 10
  255. END IF
  256. *
  257. * Compute the estimate of the reciprocal condition number.
  258. *
  259. IF( AINVNM.NE.ZERO )
  260. $ RCOND = ( ONE / AINVNM ) / ANORM
  261. *
  262. 20 CONTINUE
  263. RETURN
  264. *
  265. * End of CGECON
  266. *
  267. END