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ssycon_3.f 8.3 kB

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  1. *> \brief \b SSYCON_3
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SSYCON_3 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/ssycon_3.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/ssycon_3.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/ssycon_3.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SSYCON_3( UPLO, N, A, LDA, E, IPIV, ANORM, RCOND,
  22. * WORK, IWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER UPLO
  26. * INTEGER INFO, LDA, N
  27. * REAL ANORM, RCOND
  28. * ..
  29. * .. Array Arguments ..
  30. * INTEGER IPIV( * ), IWORK( * )
  31. * REAL A( LDA, * ), E ( * ), WORK( * )
  32. * ..
  33. *
  34. *
  35. *> \par Purpose:
  36. * =============
  37. *>
  38. *> \verbatim
  39. *> SSYCON_3 estimates the reciprocal of the condition number (in the
  40. *> 1-norm) of a real symmetric matrix A using the factorization
  41. *> computed by DSYTRF_RK or DSYTRF_BK:
  42. *>
  43. *> A = P*U*D*(U**T)*(P**T) or A = P*L*D*(L**T)*(P**T),
  44. *>
  45. *> where U (or L) is unit upper (or lower) triangular matrix,
  46. *> U**T (or L**T) is the transpose of U (or L), P is a permutation
  47. *> matrix, P**T is the transpose of P, and D is symmetric and block
  48. *> diagonal with 1-by-1 and 2-by-2 diagonal blocks.
  49. *>
  50. *> An estimate is obtained for norm(inv(A)), and the reciprocal of the
  51. *> condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
  52. *> This routine uses BLAS3 solver SSYTRS_3.
  53. *> \endverbatim
  54. *
  55. * Arguments:
  56. * ==========
  57. *
  58. *> \param[in] UPLO
  59. *> \verbatim
  60. *> UPLO is CHARACTER*1
  61. *> Specifies whether the details of the factorization are
  62. *> stored as an upper or lower triangular matrix:
  63. *> = 'U': Upper triangular, form is A = P*U*D*(U**T)*(P**T);
  64. *> = 'L': Lower triangular, form is A = P*L*D*(L**T)*(P**T).
  65. *> \endverbatim
  66. *>
  67. *> \param[in] N
  68. *> \verbatim
  69. *> N is INTEGER
  70. *> The order of the matrix A. N >= 0.
  71. *> \endverbatim
  72. *>
  73. *> \param[in] A
  74. *> \verbatim
  75. *> A is REAL array, dimension (LDA,N)
  76. *> Diagonal of the block diagonal matrix D and factors U or L
  77. *> as computed by SSYTRF_RK and SSYTRF_BK:
  78. *> a) ONLY diagonal elements of the symmetric block diagonal
  79. *> matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
  80. *> (superdiagonal (or subdiagonal) elements of D
  81. *> should be provided on entry in array E), and
  82. *> b) If UPLO = 'U': factor U in the superdiagonal part of A.
  83. *> If UPLO = 'L': factor L in the subdiagonal part of A.
  84. *> \endverbatim
  85. *>
  86. *> \param[in] LDA
  87. *> \verbatim
  88. *> LDA is INTEGER
  89. *> The leading dimension of the array A. LDA >= max(1,N).
  90. *> \endverbatim
  91. *>
  92. *> \param[in] E
  93. *> \verbatim
  94. *> E is REAL array, dimension (N)
  95. *> On entry, contains the superdiagonal (or subdiagonal)
  96. *> elements of the symmetric block diagonal matrix D
  97. *> with 1-by-1 or 2-by-2 diagonal blocks, where
  98. *> If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not referenced;
  99. *> If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced.
  100. *>
  101. *> NOTE: For 1-by-1 diagonal block D(k), where
  102. *> 1 <= k <= N, the element E(k) is not referenced in both
  103. *> UPLO = 'U' or UPLO = 'L' cases.
  104. *> \endverbatim
  105. *>
  106. *> \param[in] IPIV
  107. *> \verbatim
  108. *> IPIV is INTEGER array, dimension (N)
  109. *> Details of the interchanges and the block structure of D
  110. *> as determined by SSYTRF_RK or SSYTRF_BK.
  111. *> \endverbatim
  112. *>
  113. *> \param[in] ANORM
  114. *> \verbatim
  115. *> ANORM is REAL
  116. *> The 1-norm of the original matrix A.
  117. *> \endverbatim
  118. *>
  119. *> \param[out] RCOND
  120. *> \verbatim
  121. *> RCOND is REAL
  122. *> The reciprocal of the condition number of the matrix A,
  123. *> computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
  124. *> estimate of the 1-norm of inv(A) computed in this routine.
  125. *> \endverbatim
  126. *>
  127. *> \param[out] WORK
  128. *> \verbatim
  129. *> WORK is REAL array, dimension (2*N)
  130. *> \endverbatim
  131. *>
  132. *> \param[out] IWORK
  133. *> \verbatim
  134. *> IWORK is INTEGER array, dimension (N)
  135. *> \endverbatim
  136. *>
  137. *> \param[out] INFO
  138. *> \verbatim
  139. *> INFO is INTEGER
  140. *> = 0: successful exit
  141. *> < 0: if INFO = -i, the i-th argument had an illegal value
  142. *> \endverbatim
  143. *
  144. * Authors:
  145. * ========
  146. *
  147. *> \author Univ. of Tennessee
  148. *> \author Univ. of California Berkeley
  149. *> \author Univ. of Colorado Denver
  150. *> \author NAG Ltd.
  151. *
  152. *> \ingroup singleSYcomputational
  153. *
  154. *> \par Contributors:
  155. * ==================
  156. *> \verbatim
  157. *>
  158. *> June 2017, Igor Kozachenko,
  159. *> Computer Science Division,
  160. *> University of California, Berkeley
  161. *>
  162. *> September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
  163. *> School of Mathematics,
  164. *> University of Manchester
  165. *>
  166. *> \endverbatim
  167. *
  168. * =====================================================================
  169. SUBROUTINE SSYCON_3( UPLO, N, A, LDA, E, IPIV, ANORM, RCOND,
  170. $ WORK, IWORK, INFO )
  171. *
  172. * -- LAPACK computational routine --
  173. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  174. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  175. *
  176. * .. Scalar Arguments ..
  177. CHARACTER UPLO
  178. INTEGER INFO, LDA, N
  179. REAL ANORM, RCOND
  180. * ..
  181. * .. Array Arguments ..
  182. INTEGER IPIV( * ), IWORK( * )
  183. REAL A( LDA, * ), E( * ), WORK( * )
  184. * ..
  185. *
  186. * =====================================================================
  187. *
  188. * .. Parameters ..
  189. REAL ONE, ZERO
  190. PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 )
  191. * ..
  192. * .. Local Scalars ..
  193. LOGICAL UPPER
  194. INTEGER I, KASE
  195. REAL AINVNM
  196. * ..
  197. * .. Local Arrays ..
  198. INTEGER ISAVE( 3 )
  199. * ..
  200. * .. External Functions ..
  201. LOGICAL LSAME
  202. EXTERNAL LSAME
  203. * ..
  204. * .. External Subroutines ..
  205. EXTERNAL SLACN2, SSYTRS_3, XERBLA
  206. * ..
  207. * .. Intrinsic Functions ..
  208. INTRINSIC MAX
  209. * ..
  210. * .. Executable Statements ..
  211. *
  212. * Test the input parameters.
  213. *
  214. INFO = 0
  215. UPPER = LSAME( UPLO, 'U' )
  216. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  217. INFO = -1
  218. ELSE IF( N.LT.0 ) THEN
  219. INFO = -2
  220. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  221. INFO = -4
  222. ELSE IF( ANORM.LT.ZERO ) THEN
  223. INFO = -7
  224. END IF
  225. IF( INFO.NE.0 ) THEN
  226. CALL XERBLA( 'SSYCON_3', -INFO )
  227. RETURN
  228. END IF
  229. *
  230. * Quick return if possible
  231. *
  232. RCOND = ZERO
  233. IF( N.EQ.0 ) THEN
  234. RCOND = ONE
  235. RETURN
  236. ELSE IF( ANORM.LE.ZERO ) THEN
  237. RETURN
  238. END IF
  239. *
  240. * Check that the diagonal matrix D is nonsingular.
  241. *
  242. IF( UPPER ) THEN
  243. *
  244. * Upper triangular storage: examine D from bottom to top
  245. *
  246. DO I = N, 1, -1
  247. IF( IPIV( I ).GT.0 .AND. A( I, I ).EQ.ZERO )
  248. $ RETURN
  249. END DO
  250. ELSE
  251. *
  252. * Lower triangular storage: examine D from top to bottom.
  253. *
  254. DO I = 1, N
  255. IF( IPIV( I ).GT.0 .AND. A( I, I ).EQ.ZERO )
  256. $ RETURN
  257. END DO
  258. END IF
  259. *
  260. * Estimate the 1-norm of the inverse.
  261. *
  262. KASE = 0
  263. 30 CONTINUE
  264. CALL SLACN2( N, WORK( N+1 ), WORK, IWORK, AINVNM, KASE, ISAVE )
  265. IF( KASE.NE.0 ) THEN
  266. *
  267. * Multiply by inv(L*D*L**T) or inv(U*D*U**T).
  268. *
  269. CALL SSYTRS_3( UPLO, N, 1, A, LDA, E, IPIV, WORK, N, INFO )
  270. GO TO 30
  271. END IF
  272. *
  273. * Compute the estimate of the reciprocal condition number.
  274. *
  275. IF( AINVNM.NE.ZERO )
  276. $ RCOND = ( ONE / AINVNM ) / ANORM
  277. *
  278. RETURN
  279. *
  280. * End of SSYCON_3
  281. *
  282. END