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cgtcon.f 6.9 kB

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  1. *> \brief \b CGTCON
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CGTCON + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cgtcon.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cgtcon.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cgtcon.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CGTCON( NORM, N, DL, D, DU, DU2, IPIV, ANORM, RCOND,
  22. * WORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER NORM
  26. * INTEGER INFO, N
  27. * REAL ANORM, RCOND
  28. * ..
  29. * .. Array Arguments ..
  30. * INTEGER IPIV( * )
  31. * COMPLEX D( * ), DL( * ), DU( * ), DU2( * ), WORK( * )
  32. * ..
  33. *
  34. *
  35. *> \par Purpose:
  36. * =============
  37. *>
  38. *> \verbatim
  39. *>
  40. *> CGTCON estimates the reciprocal of the condition number of a complex
  41. *> tridiagonal matrix A using the LU factorization as computed by
  42. *> CGTTRF.
  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] NORM
  52. *> \verbatim
  53. *> NORM is CHARACTER*1
  54. *> Specifies whether the 1-norm condition number or the
  55. *> infinity-norm condition number is required:
  56. *> = '1' or 'O': 1-norm;
  57. *> = 'I': Infinity-norm.
  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] DL
  67. *> \verbatim
  68. *> DL is COMPLEX array, dimension (N-1)
  69. *> The (n-1) multipliers that define the matrix L from the
  70. *> LU factorization of A as computed by CGTTRF.
  71. *> \endverbatim
  72. *>
  73. *> \param[in] D
  74. *> \verbatim
  75. *> D is COMPLEX array, dimension (N)
  76. *> The n diagonal elements of the upper triangular matrix U from
  77. *> the LU factorization of A.
  78. *> \endverbatim
  79. *>
  80. *> \param[in] DU
  81. *> \verbatim
  82. *> DU is COMPLEX array, dimension (N-1)
  83. *> The (n-1) elements of the first superdiagonal of U.
  84. *> \endverbatim
  85. *>
  86. *> \param[in] DU2
  87. *> \verbatim
  88. *> DU2 is COMPLEX array, dimension (N-2)
  89. *> The (n-2) elements of the second superdiagonal of U.
  90. *> \endverbatim
  91. *>
  92. *> \param[in] IPIV
  93. *> \verbatim
  94. *> IPIV is INTEGER array, dimension (N)
  95. *> The pivot indices; for 1 <= i <= n, row i of the matrix was
  96. *> interchanged with row IPIV(i). IPIV(i) will always be either
  97. *> i or i+1; IPIV(i) = i indicates a row interchange was not
  98. *> required.
  99. *> \endverbatim
  100. *>
  101. *> \param[in] ANORM
  102. *> \verbatim
  103. *> ANORM is REAL
  104. *> If NORM = '1' or 'O', the 1-norm of the original matrix A.
  105. *> If NORM = 'I', the infinity-norm of the original matrix A.
  106. *> \endverbatim
  107. *>
  108. *> \param[out] RCOND
  109. *> \verbatim
  110. *> RCOND is REAL
  111. *> The reciprocal of the condition number of the matrix A,
  112. *> computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
  113. *> estimate of the 1-norm of inv(A) computed in this routine.
  114. *> \endverbatim
  115. *>
  116. *> \param[out] WORK
  117. *> \verbatim
  118. *> WORK is COMPLEX array, dimension (2*N)
  119. *> \endverbatim
  120. *>
  121. *> \param[out] INFO
  122. *> \verbatim
  123. *> INFO is INTEGER
  124. *> = 0: successful exit
  125. *> < 0: if INFO = -i, the i-th argument had an illegal value
  126. *> \endverbatim
  127. *
  128. * Authors:
  129. * ========
  130. *
  131. *> \author Univ. of Tennessee
  132. *> \author Univ. of California Berkeley
  133. *> \author Univ. of Colorado Denver
  134. *> \author NAG Ltd.
  135. *
  136. *> \date September 2012
  137. *
  138. *> \ingroup complexGTcomputational
  139. *
  140. * =====================================================================
  141. SUBROUTINE CGTCON( NORM, N, DL, D, DU, DU2, IPIV, ANORM, RCOND,
  142. $ WORK, INFO )
  143. *
  144. * -- LAPACK computational routine (version 3.4.2) --
  145. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  146. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  147. * September 2012
  148. *
  149. * .. Scalar Arguments ..
  150. CHARACTER NORM
  151. INTEGER INFO, N
  152. REAL ANORM, RCOND
  153. * ..
  154. * .. Array Arguments ..
  155. INTEGER IPIV( * )
  156. COMPLEX D( * ), DL( * ), DU( * ), DU2( * ), WORK( * )
  157. * ..
  158. *
  159. * =====================================================================
  160. *
  161. * .. Parameters ..
  162. REAL ONE, ZERO
  163. PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 )
  164. * ..
  165. * .. Local Scalars ..
  166. LOGICAL ONENRM
  167. INTEGER I, KASE, KASE1
  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 CGTTRS, CLACN2, XERBLA
  179. * ..
  180. * .. Intrinsic Functions ..
  181. INTRINSIC CMPLX
  182. * ..
  183. * .. Executable Statements ..
  184. *
  185. * Test the input arguments.
  186. *
  187. INFO = 0
  188. ONENRM = NORM.EQ.'1' .OR. LSAME( NORM, 'O' )
  189. IF( .NOT.ONENRM .AND. .NOT.LSAME( NORM, 'I' ) ) THEN
  190. INFO = -1
  191. ELSE IF( N.LT.0 ) THEN
  192. INFO = -2
  193. ELSE IF( ANORM.LT.ZERO ) THEN
  194. INFO = -8
  195. END IF
  196. IF( INFO.NE.0 ) THEN
  197. CALL XERBLA( 'CGTCON', -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.EQ.ZERO ) THEN
  208. RETURN
  209. END IF
  210. *
  211. * Check that D(1:N) is non-zero.
  212. *
  213. DO 10 I = 1, N
  214. IF( D( I ).EQ.CMPLX( ZERO ) )
  215. $ RETURN
  216. 10 CONTINUE
  217. *
  218. AINVNM = ZERO
  219. IF( ONENRM ) THEN
  220. KASE1 = 1
  221. ELSE
  222. KASE1 = 2
  223. END IF
  224. KASE = 0
  225. 20 CONTINUE
  226. CALL CLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
  227. IF( KASE.NE.0 ) THEN
  228. IF( KASE.EQ.KASE1 ) THEN
  229. *
  230. * Multiply by inv(U)*inv(L).
  231. *
  232. CALL CGTTRS( 'No transpose', N, 1, DL, D, DU, DU2, IPIV,
  233. $ WORK, N, INFO )
  234. ELSE
  235. *
  236. * Multiply by inv(L**H)*inv(U**H).
  237. *
  238. CALL CGTTRS( 'Conjugate transpose', N, 1, DL, D, DU, DU2,
  239. $ IPIV, WORK, N, INFO )
  240. END IF
  241. GO TO 20
  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 CGTCON
  252. *
  253. END