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cgbcon.f 9.0 kB

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  1. *> \brief \b CGBCON
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CGBCON + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cgbcon.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cgbcon.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cgbcon.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CGBCON( NORM, N, KL, KU, AB, LDAB, IPIV, ANORM, RCOND,
  22. * WORK, RWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER NORM
  26. * INTEGER INFO, KL, KU, LDAB, N
  27. * REAL ANORM, RCOND
  28. * ..
  29. * .. Array Arguments ..
  30. * INTEGER IPIV( * )
  31. * REAL RWORK( * )
  32. * COMPLEX AB( LDAB, * ), WORK( * )
  33. * ..
  34. *
  35. *
  36. *> \par Purpose:
  37. * =============
  38. *>
  39. *> \verbatim
  40. *>
  41. *> CGBCON estimates the reciprocal of the condition number of a complex
  42. *> general band matrix A, in either the 1-norm or the infinity-norm,
  43. *> using the LU factorization computed by CGBTRF.
  44. *>
  45. *> An estimate is obtained for norm(inv(A)), and the reciprocal of the
  46. *> condition number is computed as
  47. *> RCOND = 1 / ( norm(A) * norm(inv(A)) ).
  48. *> \endverbatim
  49. *
  50. * Arguments:
  51. * ==========
  52. *
  53. *> \param[in] NORM
  54. *> \verbatim
  55. *> NORM is CHARACTER*1
  56. *> Specifies whether the 1-norm condition number or the
  57. *> infinity-norm condition number is required:
  58. *> = '1' or 'O': 1-norm;
  59. *> = 'I': Infinity-norm.
  60. *> \endverbatim
  61. *>
  62. *> \param[in] N
  63. *> \verbatim
  64. *> N is INTEGER
  65. *> The order of the matrix A. N >= 0.
  66. *> \endverbatim
  67. *>
  68. *> \param[in] KL
  69. *> \verbatim
  70. *> KL is INTEGER
  71. *> The number of subdiagonals within the band of A. KL >= 0.
  72. *> \endverbatim
  73. *>
  74. *> \param[in] KU
  75. *> \verbatim
  76. *> KU is INTEGER
  77. *> The number of superdiagonals within the band of A. KU >= 0.
  78. *> \endverbatim
  79. *>
  80. *> \param[in] AB
  81. *> \verbatim
  82. *> AB is COMPLEX array, dimension (LDAB,N)
  83. *> Details of the LU factorization of the band matrix A, as
  84. *> computed by CGBTRF. U is stored as an upper triangular band
  85. *> matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and
  86. *> the multipliers used during the factorization are stored in
  87. *> rows KL+KU+2 to 2*KL+KU+1.
  88. *> \endverbatim
  89. *>
  90. *> \param[in] LDAB
  91. *> \verbatim
  92. *> LDAB is INTEGER
  93. *> The leading dimension of the array AB. LDAB >= 2*KL+KU+1.
  94. *> \endverbatim
  95. *>
  96. *> \param[in] IPIV
  97. *> \verbatim
  98. *> IPIV is INTEGER array, dimension (N)
  99. *> The pivot indices; for 1 <= i <= N, row i of the matrix was
  100. *> interchanged with row IPIV(i).
  101. *> \endverbatim
  102. *>
  103. *> \param[in] ANORM
  104. *> \verbatim
  105. *> ANORM is REAL
  106. *> If NORM = '1' or 'O', the 1-norm of the original matrix A.
  107. *> If NORM = 'I', the infinity-norm of the original matrix A.
  108. *> \endverbatim
  109. *>
  110. *> \param[out] RCOND
  111. *> \verbatim
  112. *> RCOND is REAL
  113. *> The reciprocal of the condition number of the matrix A,
  114. *> computed as RCOND = 1/(norm(A) * norm(inv(A))).
  115. *> \endverbatim
  116. *>
  117. *> \param[out] WORK
  118. *> \verbatim
  119. *> WORK is COMPLEX array, dimension (2*N)
  120. *> \endverbatim
  121. *>
  122. *> \param[out] RWORK
  123. *> \verbatim
  124. *> RWORK is REAL array, dimension (N)
  125. *> \endverbatim
  126. *>
  127. *> \param[out] INFO
  128. *> \verbatim
  129. *> INFO is INTEGER
  130. *> = 0: successful exit
  131. *> < 0: if INFO = -i, the i-th argument had an illegal value
  132. *> \endverbatim
  133. *
  134. * Authors:
  135. * ========
  136. *
  137. *> \author Univ. of Tennessee
  138. *> \author Univ. of California Berkeley
  139. *> \author Univ. of Colorado Denver
  140. *> \author NAG Ltd.
  141. *
  142. *> \ingroup complexGBcomputational
  143. *
  144. * =====================================================================
  145. SUBROUTINE CGBCON( NORM, N, KL, KU, AB, LDAB, IPIV, ANORM, RCOND,
  146. $ WORK, RWORK, INFO )
  147. *
  148. * -- LAPACK computational routine --
  149. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  150. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  151. *
  152. * .. Scalar Arguments ..
  153. CHARACTER NORM
  154. INTEGER INFO, KL, KU, LDAB, N
  155. REAL ANORM, RCOND
  156. * ..
  157. * .. Array Arguments ..
  158. INTEGER IPIV( * )
  159. REAL RWORK( * )
  160. COMPLEX AB( LDAB, * ), WORK( * )
  161. * ..
  162. *
  163. * =====================================================================
  164. *
  165. * .. Parameters ..
  166. REAL ONE, ZERO
  167. PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 )
  168. * ..
  169. * .. Local Scalars ..
  170. LOGICAL LNOTI, ONENRM
  171. CHARACTER NORMIN
  172. INTEGER IX, J, JP, KASE, KASE1, KD, LM
  173. REAL AINVNM, SCALE, SMLNUM
  174. COMPLEX T, ZDUM
  175. * ..
  176. * .. Local Arrays ..
  177. INTEGER ISAVE( 3 )
  178. * ..
  179. * .. External Functions ..
  180. LOGICAL LSAME
  181. INTEGER ICAMAX
  182. REAL SLAMCH
  183. COMPLEX CDOTC
  184. EXTERNAL LSAME, ICAMAX, SLAMCH, CDOTC
  185. * ..
  186. * .. External Subroutines ..
  187. EXTERNAL CAXPY, CLACN2, CLATBS, CSRSCL, XERBLA
  188. * ..
  189. * .. Intrinsic Functions ..
  190. INTRINSIC ABS, AIMAG, MIN, REAL
  191. * ..
  192. * .. Statement Functions ..
  193. REAL CABS1
  194. * ..
  195. * .. Statement Function definitions ..
  196. CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) )
  197. * ..
  198. * .. Executable Statements ..
  199. *
  200. * Test the input parameters.
  201. *
  202. INFO = 0
  203. ONENRM = NORM.EQ.'1' .OR. LSAME( NORM, 'O' )
  204. IF( .NOT.ONENRM .AND. .NOT.LSAME( NORM, 'I' ) ) THEN
  205. INFO = -1
  206. ELSE IF( N.LT.0 ) THEN
  207. INFO = -2
  208. ELSE IF( KL.LT.0 ) THEN
  209. INFO = -3
  210. ELSE IF( KU.LT.0 ) THEN
  211. INFO = -4
  212. ELSE IF( LDAB.LT.2*KL+KU+1 ) THEN
  213. INFO = -6
  214. ELSE IF( ANORM.LT.ZERO ) THEN
  215. INFO = -8
  216. END IF
  217. IF( INFO.NE.0 ) THEN
  218. CALL XERBLA( 'CGBCON', -INFO )
  219. RETURN
  220. END IF
  221. *
  222. * Quick return if possible
  223. *
  224. RCOND = ZERO
  225. IF( N.EQ.0 ) THEN
  226. RCOND = ONE
  227. RETURN
  228. ELSE IF( ANORM.EQ.ZERO ) THEN
  229. RETURN
  230. END IF
  231. *
  232. SMLNUM = SLAMCH( 'Safe minimum' )
  233. *
  234. * Estimate the norm of inv(A).
  235. *
  236. AINVNM = ZERO
  237. NORMIN = 'N'
  238. IF( ONENRM ) THEN
  239. KASE1 = 1
  240. ELSE
  241. KASE1 = 2
  242. END IF
  243. KD = KL + KU + 1
  244. LNOTI = KL.GT.0
  245. KASE = 0
  246. 10 CONTINUE
  247. CALL CLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
  248. IF( KASE.NE.0 ) THEN
  249. IF( KASE.EQ.KASE1 ) THEN
  250. *
  251. * Multiply by inv(L).
  252. *
  253. IF( LNOTI ) THEN
  254. DO 20 J = 1, N - 1
  255. LM = MIN( KL, N-J )
  256. JP = IPIV( J )
  257. T = WORK( JP )
  258. IF( JP.NE.J ) THEN
  259. WORK( JP ) = WORK( J )
  260. WORK( J ) = T
  261. END IF
  262. CALL CAXPY( LM, -T, AB( KD+1, J ), 1, WORK( J+1 ), 1 )
  263. 20 CONTINUE
  264. END IF
  265. *
  266. * Multiply by inv(U).
  267. *
  268. CALL CLATBS( 'Upper', 'No transpose', 'Non-unit', NORMIN, N,
  269. $ KL+KU, AB, LDAB, WORK, SCALE, RWORK, INFO )
  270. ELSE
  271. *
  272. * Multiply by inv(U**H).
  273. *
  274. CALL CLATBS( 'Upper', 'Conjugate transpose', 'Non-unit',
  275. $ NORMIN, N, KL+KU, AB, LDAB, WORK, SCALE, RWORK,
  276. $ INFO )
  277. *
  278. * Multiply by inv(L**H).
  279. *
  280. IF( LNOTI ) THEN
  281. DO 30 J = N - 1, 1, -1
  282. LM = MIN( KL, N-J )
  283. WORK( J ) = WORK( J ) - CDOTC( LM, AB( KD+1, J ), 1,
  284. $ WORK( J+1 ), 1 )
  285. JP = IPIV( J )
  286. IF( JP.NE.J ) THEN
  287. T = WORK( JP )
  288. WORK( JP ) = WORK( J )
  289. WORK( J ) = T
  290. END IF
  291. 30 CONTINUE
  292. END IF
  293. END IF
  294. *
  295. * Divide X by 1/SCALE if doing so will not cause overflow.
  296. *
  297. NORMIN = 'Y'
  298. IF( SCALE.NE.ONE ) THEN
  299. IX = ICAMAX( N, WORK, 1 )
  300. IF( SCALE.LT.CABS1( WORK( IX ) )*SMLNUM .OR. SCALE.EQ.ZERO )
  301. $ GO TO 40
  302. CALL CSRSCL( N, SCALE, WORK, 1 )
  303. END IF
  304. GO TO 10
  305. END IF
  306. *
  307. * Compute the estimate of the reciprocal condition number.
  308. *
  309. IF( AINVNM.NE.ZERO )
  310. $ RCOND = ( ONE / AINVNM ) / ANORM
  311. *
  312. 40 CONTINUE
  313. RETURN
  314. *
  315. * End of CGBCON
  316. *
  317. END