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zgtcon.f 6.9 kB

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  1. *> \brief \b ZGTCON
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZGTCON + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgtcon.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgtcon.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgtcon.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZGTCON( NORM, N, DL, D, DU, DU2, IPIV, ANORM, RCOND,
  22. * WORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER NORM
  26. * INTEGER INFO, N
  27. * DOUBLE PRECISION ANORM, RCOND
  28. * ..
  29. * .. Array Arguments ..
  30. * INTEGER IPIV( * )
  31. * COMPLEX*16 D( * ), DL( * ), DU( * ), DU2( * ), WORK( * )
  32. * ..
  33. *
  34. *
  35. *> \par Purpose:
  36. * =============
  37. *>
  38. *> \verbatim
  39. *>
  40. *> ZGTCON estimates the reciprocal of the condition number of a complex
  41. *> tridiagonal matrix A using the LU factorization as computed by
  42. *> ZGTTRF.
  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 COMPLEX*16 array, dimension (N-1)
  69. *> The (n-1) multipliers that define the matrix L from the
  70. *> LU factorization of A as computed by ZGTTRF.
  71. *> \endverbatim
  72. *>
  73. *> \param[in] D
  74. *> \verbatim
  75. *> D is COMPLEX*16 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 COMPLEX*16 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 COMPLEX*16 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 COMPLEX*16 array, dimension (2*N)
  119. *> \endverbatim
  120. *>
  121. *> \param[out] INFO
  122. *> \verbatim
  123. *> INFO is INTEGER
  124. *> = 0: successful exit
  125. *> < 0: if INFO = -i, the i-th argument had an illegal value
  126. *> \endverbatim
  127. *
  128. * Authors:
  129. * ========
  130. *
  131. *> \author Univ. of Tennessee
  132. *> \author Univ. of California Berkeley
  133. *> \author Univ. of Colorado Denver
  134. *> \author NAG Ltd.
  135. *
  136. *> \ingroup complex16GTcomputational
  137. *
  138. * =====================================================================
  139. SUBROUTINE ZGTCON( NORM, N, DL, D, DU, DU2, IPIV, ANORM, RCOND,
  140. $ WORK, INFO )
  141. *
  142. * -- LAPACK computational routine --
  143. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  144. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  145. *
  146. * .. Scalar Arguments ..
  147. CHARACTER NORM
  148. INTEGER INFO, N
  149. DOUBLE PRECISION ANORM, RCOND
  150. * ..
  151. * .. Array Arguments ..
  152. INTEGER IPIV( * )
  153. COMPLEX*16 D( * ), DL( * ), DU( * ), DU2( * ), WORK( * )
  154. * ..
  155. *
  156. * =====================================================================
  157. *
  158. * .. Parameters ..
  159. DOUBLE PRECISION ONE, ZERO
  160. PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
  161. * ..
  162. * .. Local Scalars ..
  163. LOGICAL ONENRM
  164. INTEGER I, KASE, KASE1
  165. DOUBLE PRECISION AINVNM
  166. * ..
  167. * .. Local Arrays ..
  168. INTEGER ISAVE( 3 )
  169. * ..
  170. * .. External Functions ..
  171. LOGICAL LSAME
  172. EXTERNAL LSAME
  173. * ..
  174. * .. External Subroutines ..
  175. EXTERNAL XERBLA, ZGTTRS, ZLACN2
  176. * ..
  177. * .. Intrinsic Functions ..
  178. INTRINSIC DCMPLX
  179. * ..
  180. * .. Executable Statements ..
  181. *
  182. * Test the input arguments.
  183. *
  184. INFO = 0
  185. ONENRM = NORM.EQ.'1' .OR. LSAME( NORM, 'O' )
  186. IF( .NOT.ONENRM .AND. .NOT.LSAME( NORM, 'I' ) ) THEN
  187. INFO = -1
  188. ELSE IF( N.LT.0 ) THEN
  189. INFO = -2
  190. ELSE IF( ANORM.LT.ZERO ) THEN
  191. INFO = -8
  192. END IF
  193. IF( INFO.NE.0 ) THEN
  194. CALL XERBLA( 'ZGTCON', -INFO )
  195. RETURN
  196. END IF
  197. *
  198. * Quick return if possible
  199. *
  200. RCOND = ZERO
  201. IF( N.EQ.0 ) THEN
  202. RCOND = ONE
  203. RETURN
  204. ELSE IF( ANORM.EQ.ZERO ) THEN
  205. RETURN
  206. END IF
  207. *
  208. * Check that D(1:N) is non-zero.
  209. *
  210. DO 10 I = 1, N
  211. IF( D( I ).EQ.DCMPLX( ZERO ) )
  212. $ RETURN
  213. 10 CONTINUE
  214. *
  215. AINVNM = ZERO
  216. IF( ONENRM ) THEN
  217. KASE1 = 1
  218. ELSE
  219. KASE1 = 2
  220. END IF
  221. KASE = 0
  222. 20 CONTINUE
  223. CALL ZLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
  224. IF( KASE.NE.0 ) THEN
  225. IF( KASE.EQ.KASE1 ) THEN
  226. *
  227. * Multiply by inv(U)*inv(L).
  228. *
  229. CALL ZGTTRS( 'No transpose', N, 1, DL, D, DU, DU2, IPIV,
  230. $ WORK, N, INFO )
  231. ELSE
  232. *
  233. * Multiply by inv(L**H)*inv(U**H).
  234. *
  235. CALL ZGTTRS( 'Conjugate transpose', N, 1, DL, D, DU, DU2,
  236. $ IPIV, WORK, N, INFO )
  237. END IF
  238. GO TO 20
  239. END IF
  240. *
  241. * Compute the estimate of the reciprocal condition number.
  242. *
  243. IF( AINVNM.NE.ZERO )
  244. $ RCOND = ( ONE / AINVNM ) / ANORM
  245. *
  246. RETURN
  247. *
  248. * End of ZGTCON
  249. *
  250. END