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zgecon.f 7.3 kB

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  1. *> \brief \b ZGECON
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZGECON + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgecon.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgecon.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgecon.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZGECON( NORM, N, A, LDA, ANORM, RCOND, WORK, RWORK,
  22. * INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER NORM
  26. * INTEGER INFO, LDA, N
  27. * DOUBLE PRECISION ANORM, RCOND
  28. * ..
  29. * .. Array Arguments ..
  30. * DOUBLE PRECISION RWORK( * )
  31. * COMPLEX*16 A( LDA, * ), WORK( * )
  32. * ..
  33. *
  34. *
  35. *> \par Purpose:
  36. * =============
  37. *>
  38. *> \verbatim
  39. *>
  40. *> ZGECON estimates the reciprocal of the condition number of a general
  41. *> complex matrix A, in either the 1-norm or the infinity-norm, using
  42. *> the LU factorization computed by ZGETRF.
  43. *>
  44. *> An estimate is obtained for norm(inv(A)), and the reciprocal of the
  45. *> condition number is computed as
  46. *> RCOND = 1 / ( norm(A) * norm(inv(A)) ).
  47. *> \endverbatim
  48. *
  49. * Arguments:
  50. * ==========
  51. *
  52. *> \param[in] NORM
  53. *> \verbatim
  54. *> NORM is CHARACTER*1
  55. *> Specifies whether the 1-norm condition number or the
  56. *> infinity-norm condition number is required:
  57. *> = '1' or 'O': 1-norm;
  58. *> = 'I': Infinity-norm.
  59. *> \endverbatim
  60. *>
  61. *> \param[in] N
  62. *> \verbatim
  63. *> N is INTEGER
  64. *> The order of the matrix A. N >= 0.
  65. *> \endverbatim
  66. *>
  67. *> \param[in] A
  68. *> \verbatim
  69. *> A is COMPLEX*16 array, dimension (LDA,N)
  70. *> The factors L and U from the factorization A = P*L*U
  71. *> as computed by ZGETRF.
  72. *> \endverbatim
  73. *>
  74. *> \param[in] LDA
  75. *> \verbatim
  76. *> LDA is INTEGER
  77. *> The leading dimension of the array A. LDA >= max(1,N).
  78. *> \endverbatim
  79. *>
  80. *> \param[in] ANORM
  81. *> \verbatim
  82. *> ANORM is DOUBLE PRECISION
  83. *> If NORM = '1' or 'O', the 1-norm of the original matrix A.
  84. *> If NORM = 'I', the infinity-norm of the original matrix A.
  85. *> \endverbatim
  86. *>
  87. *> \param[out] RCOND
  88. *> \verbatim
  89. *> RCOND is DOUBLE PRECISION
  90. *> The reciprocal of the condition number of the matrix A,
  91. *> computed as RCOND = 1/(norm(A) * norm(inv(A))).
  92. *> \endverbatim
  93. *>
  94. *> \param[out] WORK
  95. *> \verbatim
  96. *> WORK is COMPLEX*16 array, dimension (2*N)
  97. *> \endverbatim
  98. *>
  99. *> \param[out] RWORK
  100. *> \verbatim
  101. *> RWORK is DOUBLE PRECISION array, dimension (2*N)
  102. *> \endverbatim
  103. *>
  104. *> \param[out] INFO
  105. *> \verbatim
  106. *> INFO is INTEGER
  107. *> = 0: successful exit
  108. *> < 0: if INFO = -i, the i-th argument had an illegal value
  109. *> \endverbatim
  110. *
  111. * Authors:
  112. * ========
  113. *
  114. *> \author Univ. of Tennessee
  115. *> \author Univ. of California Berkeley
  116. *> \author Univ. of Colorado Denver
  117. *> \author NAG Ltd.
  118. *
  119. *> \ingroup complex16GEcomputational
  120. *
  121. * =====================================================================
  122. SUBROUTINE ZGECON( NORM, N, A, LDA, ANORM, RCOND, WORK, RWORK,
  123. $ INFO )
  124. *
  125. * -- LAPACK computational routine --
  126. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  127. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  128. *
  129. * .. Scalar Arguments ..
  130. CHARACTER NORM
  131. INTEGER INFO, LDA, N
  132. DOUBLE PRECISION ANORM, RCOND
  133. * ..
  134. * .. Array Arguments ..
  135. DOUBLE PRECISION RWORK( * )
  136. COMPLEX*16 A( LDA, * ), WORK( * )
  137. * ..
  138. *
  139. * =====================================================================
  140. *
  141. * .. Parameters ..
  142. DOUBLE PRECISION ONE, ZERO
  143. PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
  144. * ..
  145. * .. Local Scalars ..
  146. LOGICAL ONENRM
  147. CHARACTER NORMIN
  148. INTEGER IX, KASE, KASE1
  149. DOUBLE PRECISION AINVNM, SCALE, SL, SMLNUM, SU
  150. COMPLEX*16 ZDUM
  151. * ..
  152. * .. Local Arrays ..
  153. INTEGER ISAVE( 3 )
  154. * ..
  155. * .. External Functions ..
  156. LOGICAL LSAME
  157. INTEGER IZAMAX
  158. DOUBLE PRECISION DLAMCH
  159. EXTERNAL LSAME, IZAMAX, DLAMCH
  160. * ..
  161. * .. External Subroutines ..
  162. EXTERNAL XERBLA, ZDRSCL, ZLACN2, ZLATRS
  163. * ..
  164. * .. Intrinsic Functions ..
  165. INTRINSIC ABS, DBLE, DIMAG, MAX
  166. * ..
  167. * .. Statement Functions ..
  168. DOUBLE PRECISION CABS1
  169. * ..
  170. * .. Statement Function definitions ..
  171. CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
  172. * ..
  173. * .. Executable Statements ..
  174. *
  175. * Test the input parameters.
  176. *
  177. INFO = 0
  178. ONENRM = NORM.EQ.'1' .OR. LSAME( NORM, 'O' )
  179. IF( .NOT.ONENRM .AND. .NOT.LSAME( NORM, 'I' ) ) THEN
  180. INFO = -1
  181. ELSE IF( N.LT.0 ) THEN
  182. INFO = -2
  183. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  184. INFO = -4
  185. ELSE IF( ANORM.LT.ZERO ) THEN
  186. INFO = -5
  187. END IF
  188. IF( INFO.NE.0 ) THEN
  189. CALL XERBLA( 'ZGECON', -INFO )
  190. RETURN
  191. END IF
  192. *
  193. * Quick return if possible
  194. *
  195. RCOND = ZERO
  196. IF( N.EQ.0 ) THEN
  197. RCOND = ONE
  198. RETURN
  199. ELSE IF( ANORM.EQ.ZERO ) THEN
  200. RETURN
  201. END IF
  202. *
  203. SMLNUM = DLAMCH( 'Safe minimum' )
  204. *
  205. * Estimate the norm of inv(A).
  206. *
  207. AINVNM = ZERO
  208. NORMIN = 'N'
  209. IF( ONENRM ) THEN
  210. KASE1 = 1
  211. ELSE
  212. KASE1 = 2
  213. END IF
  214. KASE = 0
  215. 10 CONTINUE
  216. CALL ZLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
  217. IF( KASE.NE.0 ) THEN
  218. IF( KASE.EQ.KASE1 ) THEN
  219. *
  220. * Multiply by inv(L).
  221. *
  222. CALL ZLATRS( 'Lower', 'No transpose', 'Unit', NORMIN, N, A,
  223. $ LDA, WORK, SL, RWORK, INFO )
  224. *
  225. * Multiply by inv(U).
  226. *
  227. CALL ZLATRS( 'Upper', 'No transpose', 'Non-unit', NORMIN, N,
  228. $ A, LDA, WORK, SU, RWORK( N+1 ), INFO )
  229. ELSE
  230. *
  231. * Multiply by inv(U**H).
  232. *
  233. CALL ZLATRS( 'Upper', 'Conjugate transpose', 'Non-unit',
  234. $ NORMIN, N, A, LDA, WORK, SU, RWORK( N+1 ),
  235. $ INFO )
  236. *
  237. * Multiply by inv(L**H).
  238. *
  239. CALL ZLATRS( 'Lower', 'Conjugate transpose', 'Unit', NORMIN,
  240. $ N, A, LDA, WORK, SL, RWORK, INFO )
  241. END IF
  242. *
  243. * Divide X by 1/(SL*SU) if doing so will not cause overflow.
  244. *
  245. SCALE = SL*SU
  246. NORMIN = 'Y'
  247. IF( SCALE.NE.ONE ) THEN
  248. IX = IZAMAX( N, WORK, 1 )
  249. IF( SCALE.LT.CABS1( WORK( IX ) )*SMLNUM .OR. SCALE.EQ.ZERO )
  250. $ GO TO 20
  251. CALL ZDRSCL( N, SCALE, WORK, 1 )
  252. END IF
  253. GO TO 10
  254. END IF
  255. *
  256. * Compute the estimate of the reciprocal condition number.
  257. *
  258. IF( AINVNM.NE.ZERO )
  259. $ RCOND = ( ONE / AINVNM ) / ANORM
  260. *
  261. 20 CONTINUE
  262. RETURN
  263. *
  264. * End of ZGECON
  265. *
  266. END