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dgtcon.f 7.0 kB

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  1. *> \brief \b DGTCON
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DGTCON + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgtcon.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgtcon.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgtcon.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DGTCON( NORM, N, DL, D, DU, DU2, IPIV, ANORM, RCOND,
  22. * WORK, IWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER NORM
  26. * INTEGER INFO, N
  27. * DOUBLE PRECISION ANORM, RCOND
  28. * ..
  29. * .. Array Arguments ..
  30. * INTEGER IPIV( * ), IWORK( * )
  31. * DOUBLE PRECISION D( * ), DL( * ), DU( * ), DU2( * ), WORK( * )
  32. * ..
  33. *
  34. *
  35. *> \par Purpose:
  36. * =============
  37. *>
  38. *> \verbatim
  39. *>
  40. *> DGTCON estimates the reciprocal of the condition number of a real
  41. *> tridiagonal matrix A using the LU factorization as computed by
  42. *> DGTTRF.
  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 DOUBLE PRECISION array, dimension (N-1)
  69. *> The (n-1) multipliers that define the matrix L from the
  70. *> LU factorization of A as computed by DGTTRF.
  71. *> \endverbatim
  72. *>
  73. *> \param[in] D
  74. *> \verbatim
  75. *> D is DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION
  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 DOUBLE PRECISION
  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 DOUBLE PRECISION array, dimension (2*N)
  119. *> \endverbatim
  120. *>
  121. *> \param[out] IWORK
  122. *> \verbatim
  123. *> IWORK is INTEGER array, dimension (N)
  124. *> \endverbatim
  125. *>
  126. *> \param[out] INFO
  127. *> \verbatim
  128. *> INFO is INTEGER
  129. *> = 0: successful exit
  130. *> < 0: if INFO = -i, the i-th argument had an illegal value
  131. *> \endverbatim
  132. *
  133. * Authors:
  134. * ========
  135. *
  136. *> \author Univ. of Tennessee
  137. *> \author Univ. of California Berkeley
  138. *> \author Univ. of Colorado Denver
  139. *> \author NAG Ltd.
  140. *
  141. *> \date September 2012
  142. *
  143. *> \ingroup doubleGTcomputational
  144. *
  145. * =====================================================================
  146. SUBROUTINE DGTCON( NORM, N, DL, D, DU, DU2, IPIV, ANORM, RCOND,
  147. $ WORK, IWORK, INFO )
  148. *
  149. * -- LAPACK computational routine (version 3.4.2) --
  150. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  151. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  152. * September 2012
  153. *
  154. * .. Scalar Arguments ..
  155. CHARACTER NORM
  156. INTEGER INFO, N
  157. DOUBLE PRECISION ANORM, RCOND
  158. * ..
  159. * .. Array Arguments ..
  160. INTEGER IPIV( * ), IWORK( * )
  161. DOUBLE PRECISION D( * ), DL( * ), DU( * ), DU2( * ), WORK( * )
  162. * ..
  163. *
  164. * =====================================================================
  165. *
  166. * .. Parameters ..
  167. DOUBLE PRECISION ONE, ZERO
  168. PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
  169. * ..
  170. * .. Local Scalars ..
  171. LOGICAL ONENRM
  172. INTEGER I, KASE, KASE1
  173. DOUBLE PRECISION AINVNM
  174. * ..
  175. * .. Local Arrays ..
  176. INTEGER ISAVE( 3 )
  177. * ..
  178. * .. External Functions ..
  179. LOGICAL LSAME
  180. EXTERNAL LSAME
  181. * ..
  182. * .. External Subroutines ..
  183. EXTERNAL DGTTRS, DLACN2, XERBLA
  184. * ..
  185. * .. Executable Statements ..
  186. *
  187. * Test the input arguments.
  188. *
  189. INFO = 0
  190. ONENRM = NORM.EQ.'1' .OR. LSAME( NORM, 'O' )
  191. IF( .NOT.ONENRM .AND. .NOT.LSAME( NORM, 'I' ) ) THEN
  192. INFO = -1
  193. ELSE IF( N.LT.0 ) THEN
  194. INFO = -2
  195. ELSE IF( ANORM.LT.ZERO ) THEN
  196. INFO = -8
  197. END IF
  198. IF( INFO.NE.0 ) THEN
  199. CALL XERBLA( 'DGTCON', -INFO )
  200. RETURN
  201. END IF
  202. *
  203. * Quick return if possible
  204. *
  205. RCOND = ZERO
  206. IF( N.EQ.0 ) THEN
  207. RCOND = ONE
  208. RETURN
  209. ELSE IF( ANORM.EQ.ZERO ) THEN
  210. RETURN
  211. END IF
  212. *
  213. * Check that D(1:N) is non-zero.
  214. *
  215. DO 10 I = 1, N
  216. IF( D( I ).EQ.ZERO )
  217. $ RETURN
  218. 10 CONTINUE
  219. *
  220. AINVNM = ZERO
  221. IF( ONENRM ) THEN
  222. KASE1 = 1
  223. ELSE
  224. KASE1 = 2
  225. END IF
  226. KASE = 0
  227. 20 CONTINUE
  228. CALL DLACN2( N, WORK( N+1 ), WORK, IWORK, AINVNM, KASE, ISAVE )
  229. IF( KASE.NE.0 ) THEN
  230. IF( KASE.EQ.KASE1 ) THEN
  231. *
  232. * Multiply by inv(U)*inv(L).
  233. *
  234. CALL DGTTRS( 'No transpose', N, 1, DL, D, DU, DU2, IPIV,
  235. $ WORK, N, INFO )
  236. ELSE
  237. *
  238. * Multiply by inv(L**T)*inv(U**T).
  239. *
  240. CALL DGTTRS( 'Transpose', N, 1, DL, D, DU, DU2, IPIV, WORK,
  241. $ N, INFO )
  242. END IF
  243. GO TO 20
  244. END IF
  245. *
  246. * Compute the estimate of the reciprocal condition number.
  247. *
  248. IF( AINVNM.NE.ZERO )
  249. $ RCOND = ( ONE / AINVNM ) / ANORM
  250. *
  251. RETURN
  252. *
  253. * End of DGTCON
  254. *
  255. END