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csycon_3.f 8.2 kB

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  1. *> \brief \b CSYCON_3
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CSYCON_3 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/csycon_3.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/csycon_3.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/csycon_3.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CSYCON_3( UPLO, N, A, LDA, E, IPIV, ANORM, RCOND,
  22. * WORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER UPLO
  26. * INTEGER INFO, LDA, N
  27. * REAL ANORM, RCOND
  28. * ..
  29. * .. Array Arguments ..
  30. * INTEGER IPIV( * )
  31. * COMPLEX A( LDA, * ), E ( * ), WORK( * )
  32. * ..
  33. *
  34. *
  35. *> \par Purpose:
  36. * =============
  37. *>
  38. *> \verbatim
  39. *> CSYCON_3 estimates the reciprocal of the condition number (in the
  40. *> 1-norm) of a complex symmetric matrix A using the factorization
  41. *> computed by CSYTRF_RK or CSYTRF_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 CSYTRS_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 COMPLEX array, dimension (LDA,N)
  76. *> Diagonal of the block diagonal matrix D and factors U or L
  77. *> as computed by CSYTRF_RK and CSYTRF_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 COMPLEX 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 CSYTRF_RK or CSYTRF_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 COMPLEX array, dimension (2*N)
  130. *> \endverbatim
  131. *>
  132. *> \param[out] INFO
  133. *> \verbatim
  134. *> INFO is INTEGER
  135. *> = 0: successful exit
  136. *> < 0: if INFO = -i, the i-th argument had an illegal value
  137. *> \endverbatim
  138. *
  139. * Authors:
  140. * ========
  141. *
  142. *> \author Univ. of Tennessee
  143. *> \author Univ. of California Berkeley
  144. *> \author Univ. of Colorado Denver
  145. *> \author NAG Ltd.
  146. *
  147. *> \ingroup complexSYcomputational
  148. *
  149. *> \par Contributors:
  150. * ==================
  151. *> \verbatim
  152. *>
  153. *> June 2017, Igor Kozachenko,
  154. *> Computer Science Division,
  155. *> University of California, Berkeley
  156. *>
  157. *> September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
  158. *> School of Mathematics,
  159. *> University of Manchester
  160. *>
  161. *> \endverbatim
  162. *
  163. * =====================================================================
  164. SUBROUTINE CSYCON_3( UPLO, N, A, LDA, E, IPIV, ANORM, RCOND,
  165. $ WORK, INFO )
  166. *
  167. * -- LAPACK computational routine --
  168. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  169. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  170. *
  171. * .. Scalar Arguments ..
  172. CHARACTER UPLO
  173. INTEGER INFO, LDA, N
  174. REAL ANORM, RCOND
  175. * ..
  176. * .. Array Arguments ..
  177. INTEGER IPIV( * )
  178. COMPLEX A( LDA, * ), E( * ), WORK( * )
  179. * ..
  180. *
  181. * =====================================================================
  182. *
  183. * .. Parameters ..
  184. REAL ONE, ZERO
  185. PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 )
  186. COMPLEX CZERO
  187. PARAMETER ( CZERO = ( 0.0E+0, 0.0E+0 ) )
  188. * ..
  189. * .. Local Scalars ..
  190. LOGICAL UPPER
  191. INTEGER I, KASE
  192. REAL AINVNM
  193. * ..
  194. * .. Local Arrays ..
  195. INTEGER ISAVE( 3 )
  196. * ..
  197. * .. External Functions ..
  198. LOGICAL LSAME
  199. EXTERNAL LSAME
  200. * ..
  201. * .. External Subroutines ..
  202. EXTERNAL CLACN2, CSYTRS_3, XERBLA
  203. * ..
  204. * .. Intrinsic Functions ..
  205. INTRINSIC MAX
  206. * ..
  207. * .. Executable Statements ..
  208. *
  209. * Test the input parameters.
  210. *
  211. INFO = 0
  212. UPPER = LSAME( UPLO, 'U' )
  213. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  214. INFO = -1
  215. ELSE IF( N.LT.0 ) THEN
  216. INFO = -2
  217. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  218. INFO = -4
  219. ELSE IF( ANORM.LT.ZERO ) THEN
  220. INFO = -7
  221. END IF
  222. IF( INFO.NE.0 ) THEN
  223. CALL XERBLA( 'CSYCON_3', -INFO )
  224. RETURN
  225. END IF
  226. *
  227. * Quick return if possible
  228. *
  229. RCOND = ZERO
  230. IF( N.EQ.0 ) THEN
  231. RCOND = ONE
  232. RETURN
  233. ELSE IF( ANORM.LE.ZERO ) THEN
  234. RETURN
  235. END IF
  236. *
  237. * Check that the diagonal matrix D is nonsingular.
  238. *
  239. IF( UPPER ) THEN
  240. *
  241. * Upper triangular storage: examine D from bottom to top
  242. *
  243. DO I = N, 1, -1
  244. IF( IPIV( I ).GT.0 .AND. A( I, I ).EQ.CZERO )
  245. $ RETURN
  246. END DO
  247. ELSE
  248. *
  249. * Lower triangular storage: examine D from top to bottom.
  250. *
  251. DO I = 1, N
  252. IF( IPIV( I ).GT.0 .AND. A( I, I ).EQ.CZERO )
  253. $ RETURN
  254. END DO
  255. END IF
  256. *
  257. * Estimate the 1-norm of the inverse.
  258. *
  259. KASE = 0
  260. 30 CONTINUE
  261. CALL CLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
  262. IF( KASE.NE.0 ) THEN
  263. *
  264. * Multiply by inv(L*D*L**T) or inv(U*D*U**T).
  265. *
  266. CALL CSYTRS_3( UPLO, N, 1, A, LDA, E, IPIV, WORK, N, INFO )
  267. GO TO 30
  268. END IF
  269. *
  270. * Compute the estimate of the reciprocal condition number.
  271. *
  272. IF( AINVNM.NE.ZERO )
  273. $ RCOND = ( ONE / AINVNM ) / ANORM
  274. *
  275. RETURN
  276. *
  277. * End of CSYCON_3
  278. *
  279. END