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zpbcon.f 7.9 kB

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  1. *> \brief \b ZPBCON
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZPBCON + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zpbcon.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zpbcon.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zpbcon.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZPBCON( UPLO, N, KD, AB, LDAB, ANORM, RCOND, WORK,
  22. * RWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER UPLO
  26. * INTEGER INFO, KD, LDAB, N
  27. * DOUBLE PRECISION ANORM, RCOND
  28. * ..
  29. * .. Array Arguments ..
  30. * DOUBLE PRECISION RWORK( * )
  31. * COMPLEX*16 AB( LDAB, * ), WORK( * )
  32. * ..
  33. *
  34. *
  35. *> \par Purpose:
  36. * =============
  37. *>
  38. *> \verbatim
  39. *>
  40. *> ZPBCON estimates the reciprocal of the condition number (in the
  41. *> 1-norm) of a complex Hermitian positive definite band matrix using
  42. *> the Cholesky factorization A = U**H*U or A = L*L**H computed by
  43. *> ZPBTRF.
  44. *>
  45. *> An estimate is obtained for norm(inv(A)), and the reciprocal of the
  46. *> condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
  47. *> \endverbatim
  48. *
  49. * Arguments:
  50. * ==========
  51. *
  52. *> \param[in] UPLO
  53. *> \verbatim
  54. *> UPLO is CHARACTER*1
  55. *> = 'U': Upper triangular factor stored in AB;
  56. *> = 'L': Lower triangular factor stored in AB.
  57. *> \endverbatim
  58. *>
  59. *> \param[in] N
  60. *> \verbatim
  61. *> N is INTEGER
  62. *> The order of the matrix A. N >= 0.
  63. *> \endverbatim
  64. *>
  65. *> \param[in] KD
  66. *> \verbatim
  67. *> KD is INTEGER
  68. *> The number of superdiagonals of the matrix A if UPLO = 'U',
  69. *> or the number of sub-diagonals if UPLO = 'L'. KD >= 0.
  70. *> \endverbatim
  71. *>
  72. *> \param[in] AB
  73. *> \verbatim
  74. *> AB is COMPLEX*16 array, dimension (LDAB,N)
  75. *> The triangular factor U or L from the Cholesky factorization
  76. *> A = U**H*U or A = L*L**H of the band matrix A, stored in the
  77. *> first KD+1 rows of the array. The j-th column of U or L is
  78. *> stored in the j-th column of the array AB as follows:
  79. *> if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j;
  80. *> if UPLO ='L', AB(1+i-j,j) = L(i,j) for j<=i<=min(n,j+kd).
  81. *> \endverbatim
  82. *>
  83. *> \param[in] LDAB
  84. *> \verbatim
  85. *> LDAB is INTEGER
  86. *> The leading dimension of the array AB. LDAB >= KD+1.
  87. *> \endverbatim
  88. *>
  89. *> \param[in] ANORM
  90. *> \verbatim
  91. *> ANORM is DOUBLE PRECISION
  92. *> The 1-norm (or infinity-norm) of the Hermitian band matrix A.
  93. *> \endverbatim
  94. *>
  95. *> \param[out] RCOND
  96. *> \verbatim
  97. *> RCOND is DOUBLE PRECISION
  98. *> The reciprocal of the condition number of the matrix A,
  99. *> computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
  100. *> estimate of the 1-norm of inv(A) computed in this routine.
  101. *> \endverbatim
  102. *>
  103. *> \param[out] WORK
  104. *> \verbatim
  105. *> WORK is COMPLEX*16 array, dimension (2*N)
  106. *> \endverbatim
  107. *>
  108. *> \param[out] RWORK
  109. *> \verbatim
  110. *> RWORK is DOUBLE PRECISION array, dimension (N)
  111. *> \endverbatim
  112. *>
  113. *> \param[out] INFO
  114. *> \verbatim
  115. *> INFO is INTEGER
  116. *> = 0: successful exit
  117. *> < 0: if INFO = -i, the i-th argument had an illegal value
  118. *> \endverbatim
  119. *
  120. * Authors:
  121. * ========
  122. *
  123. *> \author Univ. of Tennessee
  124. *> \author Univ. of California Berkeley
  125. *> \author Univ. of Colorado Denver
  126. *> \author NAG Ltd.
  127. *
  128. *> \date November 2011
  129. *
  130. *> \ingroup complex16OTHERcomputational
  131. *
  132. * =====================================================================
  133. SUBROUTINE ZPBCON( UPLO, N, KD, AB, LDAB, ANORM, RCOND, WORK,
  134. $ RWORK, INFO )
  135. *
  136. * -- LAPACK computational routine (version 3.4.0) --
  137. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  138. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  139. * November 2011
  140. *
  141. * .. Scalar Arguments ..
  142. CHARACTER UPLO
  143. INTEGER INFO, KD, LDAB, N
  144. DOUBLE PRECISION ANORM, RCOND
  145. * ..
  146. * .. Array Arguments ..
  147. DOUBLE PRECISION RWORK( * )
  148. COMPLEX*16 AB( LDAB, * ), WORK( * )
  149. * ..
  150. *
  151. * =====================================================================
  152. *
  153. * .. Parameters ..
  154. DOUBLE PRECISION ONE, ZERO
  155. PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
  156. * ..
  157. * .. Local Scalars ..
  158. LOGICAL UPPER
  159. CHARACTER NORMIN
  160. INTEGER IX, KASE
  161. DOUBLE PRECISION AINVNM, SCALE, SCALEL, SCALEU, SMLNUM
  162. COMPLEX*16 ZDUM
  163. * ..
  164. * .. Local Arrays ..
  165. INTEGER ISAVE( 3 )
  166. * ..
  167. * .. External Functions ..
  168. LOGICAL LSAME
  169. INTEGER IZAMAX
  170. DOUBLE PRECISION DLAMCH
  171. EXTERNAL LSAME, IZAMAX, DLAMCH
  172. * ..
  173. * .. External Subroutines ..
  174. EXTERNAL XERBLA, ZDRSCL, ZLACN2, ZLATBS
  175. * ..
  176. * .. Intrinsic Functions ..
  177. INTRINSIC ABS, DBLE, DIMAG
  178. * ..
  179. * .. Statement Functions ..
  180. DOUBLE PRECISION CABS1
  181. * ..
  182. * .. Statement Function definitions ..
  183. CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
  184. * ..
  185. * .. Executable Statements ..
  186. *
  187. * Test the input parameters.
  188. *
  189. INFO = 0
  190. UPPER = LSAME( UPLO, 'U' )
  191. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  192. INFO = -1
  193. ELSE IF( N.LT.0 ) THEN
  194. INFO = -2
  195. ELSE IF( KD.LT.0 ) THEN
  196. INFO = -3
  197. ELSE IF( LDAB.LT.KD+1 ) THEN
  198. INFO = -5
  199. ELSE IF( ANORM.LT.ZERO ) THEN
  200. INFO = -6
  201. END IF
  202. IF( INFO.NE.0 ) THEN
  203. CALL XERBLA( 'ZPBCON', -INFO )
  204. RETURN
  205. END IF
  206. *
  207. * Quick return if possible
  208. *
  209. RCOND = ZERO
  210. IF( N.EQ.0 ) THEN
  211. RCOND = ONE
  212. RETURN
  213. ELSE IF( ANORM.EQ.ZERO ) THEN
  214. RETURN
  215. END IF
  216. *
  217. SMLNUM = DLAMCH( 'Safe minimum' )
  218. *
  219. * Estimate the 1-norm of the inverse.
  220. *
  221. KASE = 0
  222. NORMIN = 'N'
  223. 10 CONTINUE
  224. CALL ZLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
  225. IF( KASE.NE.0 ) THEN
  226. IF( UPPER ) THEN
  227. *
  228. * Multiply by inv(U**H).
  229. *
  230. CALL ZLATBS( 'Upper', 'Conjugate transpose', 'Non-unit',
  231. $ NORMIN, N, KD, AB, LDAB, WORK, SCALEL, RWORK,
  232. $ INFO )
  233. NORMIN = 'Y'
  234. *
  235. * Multiply by inv(U).
  236. *
  237. CALL ZLATBS( 'Upper', 'No transpose', 'Non-unit', NORMIN, N,
  238. $ KD, AB, LDAB, WORK, SCALEU, RWORK, INFO )
  239. ELSE
  240. *
  241. * Multiply by inv(L).
  242. *
  243. CALL ZLATBS( 'Lower', 'No transpose', 'Non-unit', NORMIN, N,
  244. $ KD, AB, LDAB, WORK, SCALEL, RWORK, INFO )
  245. NORMIN = 'Y'
  246. *
  247. * Multiply by inv(L**H).
  248. *
  249. CALL ZLATBS( 'Lower', 'Conjugate transpose', 'Non-unit',
  250. $ NORMIN, N, KD, AB, LDAB, WORK, SCALEU, RWORK,
  251. $ INFO )
  252. END IF
  253. *
  254. * Multiply by 1/SCALE if doing so will not cause overflow.
  255. *
  256. SCALE = SCALEL*SCALEU
  257. IF( SCALE.NE.ONE ) THEN
  258. IX = IZAMAX( N, WORK, 1 )
  259. IF( SCALE.LT.CABS1( WORK( IX ) )*SMLNUM .OR. SCALE.EQ.ZERO )
  260. $ GO TO 20
  261. CALL ZDRSCL( N, SCALE, WORK, 1 )
  262. END IF
  263. GO TO 10
  264. END IF
  265. *
  266. * Compute the estimate of the reciprocal condition number.
  267. *
  268. IF( AINVNM.NE.ZERO )
  269. $ RCOND = ( ONE / AINVNM ) / ANORM
  270. *
  271. 20 CONTINUE
  272. *
  273. RETURN
  274. *
  275. * End of ZPBCON
  276. *
  277. END