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zlacn2.f 7.9 kB

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  1. *> \brief \b ZLACN2 estimates the 1-norm of a square matrix, using reverse communication for evaluating matrix-vector products.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZLACN2 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zlacn2.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zlacn2.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zlacn2.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZLACN2( N, V, X, EST, KASE, ISAVE )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER KASE, N
  25. * DOUBLE PRECISION EST
  26. * ..
  27. * .. Array Arguments ..
  28. * INTEGER ISAVE( 3 )
  29. * COMPLEX*16 V( * ), X( * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> ZLACN2 estimates the 1-norm of a square, complex matrix A.
  39. *> Reverse communication is used for evaluating matrix-vector products.
  40. *> \endverbatim
  41. *
  42. * Arguments:
  43. * ==========
  44. *
  45. *> \param[in] N
  46. *> \verbatim
  47. *> N is INTEGER
  48. *> The order of the matrix. N >= 1.
  49. *> \endverbatim
  50. *>
  51. *> \param[out] V
  52. *> \verbatim
  53. *> V is COMPLEX*16 array, dimension (N)
  54. *> On the final return, V = A*W, where EST = norm(V)/norm(W)
  55. *> (W is not returned).
  56. *> \endverbatim
  57. *>
  58. *> \param[in,out] X
  59. *> \verbatim
  60. *> X is COMPLEX*16 array, dimension (N)
  61. *> On an intermediate return, X should be overwritten by
  62. *> A * X, if KASE=1,
  63. *> A**H * X, if KASE=2,
  64. *> where A**H is the conjugate transpose of A, and ZLACN2 must be
  65. *> re-called with all the other parameters unchanged.
  66. *> \endverbatim
  67. *>
  68. *> \param[in,out] EST
  69. *> \verbatim
  70. *> EST is DOUBLE PRECISION
  71. *> On entry with KASE = 1 or 2 and ISAVE(1) = 3, EST should be
  72. *> unchanged from the previous call to ZLACN2.
  73. *> On exit, EST is an estimate (a lower bound) for norm(A).
  74. *> \endverbatim
  75. *>
  76. *> \param[in,out] KASE
  77. *> \verbatim
  78. *> KASE is INTEGER
  79. *> On the initial call to ZLACN2, KASE should be 0.
  80. *> On an intermediate return, KASE will be 1 or 2, indicating
  81. *> whether X should be overwritten by A * X or A**H * X.
  82. *> On the final return from ZLACN2, KASE will again be 0.
  83. *> \endverbatim
  84. *>
  85. *> \param[in,out] ISAVE
  86. *> \verbatim
  87. *> ISAVE is INTEGER array, dimension (3)
  88. *> ISAVE is used to save variables between calls to ZLACN2
  89. *> \endverbatim
  90. *
  91. * Authors:
  92. * ========
  93. *
  94. *> \author Univ. of Tennessee
  95. *> \author Univ. of California Berkeley
  96. *> \author Univ. of Colorado Denver
  97. *> \author NAG Ltd.
  98. *
  99. *> \ingroup complex16OTHERauxiliary
  100. *
  101. *> \par Further Details:
  102. * =====================
  103. *>
  104. *> \verbatim
  105. *>
  106. *> Originally named CONEST, dated March 16, 1988.
  107. *>
  108. *> Last modified: April, 1999
  109. *>
  110. *> This is a thread safe version of ZLACON, which uses the array ISAVE
  111. *> in place of a SAVE statement, as follows:
  112. *>
  113. *> ZLACON ZLACN2
  114. *> JUMP ISAVE(1)
  115. *> J ISAVE(2)
  116. *> ITER ISAVE(3)
  117. *> \endverbatim
  118. *
  119. *> \par Contributors:
  120. * ==================
  121. *>
  122. *> Nick Higham, University of Manchester
  123. *
  124. *> \par References:
  125. * ================
  126. *>
  127. *> N.J. Higham, "FORTRAN codes for estimating the one-norm of
  128. *> a real or complex matrix, with applications to condition estimation",
  129. *> ACM Trans. Math. Soft., vol. 14, no. 4, pp. 381-396, December 1988.
  130. *>
  131. * =====================================================================
  132. SUBROUTINE ZLACN2( N, V, X, EST, KASE, ISAVE )
  133. *
  134. * -- LAPACK auxiliary routine --
  135. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  136. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  137. *
  138. * .. Scalar Arguments ..
  139. INTEGER KASE, N
  140. DOUBLE PRECISION EST
  141. * ..
  142. * .. Array Arguments ..
  143. INTEGER ISAVE( 3 )
  144. COMPLEX*16 V( * ), X( * )
  145. * ..
  146. *
  147. * =====================================================================
  148. *
  149. * .. Parameters ..
  150. INTEGER ITMAX
  151. PARAMETER ( ITMAX = 5 )
  152. DOUBLE PRECISION ONE, TWO
  153. PARAMETER ( ONE = 1.0D0, TWO = 2.0D0 )
  154. COMPLEX*16 CZERO, CONE
  155. PARAMETER ( CZERO = ( 0.0D0, 0.0D0 ),
  156. $ CONE = ( 1.0D0, 0.0D0 ) )
  157. * ..
  158. * .. Local Scalars ..
  159. INTEGER I, JLAST
  160. DOUBLE PRECISION ABSXI, ALTSGN, ESTOLD, SAFMIN, TEMP
  161. * ..
  162. * .. External Functions ..
  163. INTEGER IZMAX1
  164. DOUBLE PRECISION DLAMCH, DZSUM1
  165. EXTERNAL IZMAX1, DLAMCH, DZSUM1
  166. * ..
  167. * .. External Subroutines ..
  168. EXTERNAL ZCOPY
  169. * ..
  170. * .. Intrinsic Functions ..
  171. INTRINSIC ABS, DBLE, DCMPLX, DIMAG
  172. * ..
  173. * .. Executable Statements ..
  174. *
  175. SAFMIN = DLAMCH( 'Safe minimum' )
  176. IF( KASE.EQ.0 ) THEN
  177. DO 10 I = 1, N
  178. X( I ) = DCMPLX( ONE / DBLE( N ) )
  179. 10 CONTINUE
  180. KASE = 1
  181. ISAVE( 1 ) = 1
  182. RETURN
  183. END IF
  184. *
  185. GO TO ( 20, 40, 70, 90, 120 )ISAVE( 1 )
  186. *
  187. * ................ ENTRY (ISAVE( 1 ) = 1)
  188. * FIRST ITERATION. X HAS BEEN OVERWRITTEN BY A*X.
  189. *
  190. 20 CONTINUE
  191. IF( N.EQ.1 ) THEN
  192. V( 1 ) = X( 1 )
  193. EST = ABS( V( 1 ) )
  194. * ... QUIT
  195. GO TO 130
  196. END IF
  197. EST = DZSUM1( N, X, 1 )
  198. *
  199. DO 30 I = 1, N
  200. ABSXI = ABS( X( I ) )
  201. IF( ABSXI.GT.SAFMIN ) THEN
  202. X( I ) = DCMPLX( DBLE( X( I ) ) / ABSXI,
  203. $ DIMAG( X( I ) ) / ABSXI )
  204. ELSE
  205. X( I ) = CONE
  206. END IF
  207. 30 CONTINUE
  208. KASE = 2
  209. ISAVE( 1 ) = 2
  210. RETURN
  211. *
  212. * ................ ENTRY (ISAVE( 1 ) = 2)
  213. * FIRST ITERATION. X HAS BEEN OVERWRITTEN BY CTRANS(A)*X.
  214. *
  215. 40 CONTINUE
  216. ISAVE( 2 ) = IZMAX1( N, X, 1 )
  217. ISAVE( 3 ) = 2
  218. *
  219. * MAIN LOOP - ITERATIONS 2,3,...,ITMAX.
  220. *
  221. 50 CONTINUE
  222. DO 60 I = 1, N
  223. X( I ) = CZERO
  224. 60 CONTINUE
  225. X( ISAVE( 2 ) ) = CONE
  226. KASE = 1
  227. ISAVE( 1 ) = 3
  228. RETURN
  229. *
  230. * ................ ENTRY (ISAVE( 1 ) = 3)
  231. * X HAS BEEN OVERWRITTEN BY A*X.
  232. *
  233. 70 CONTINUE
  234. CALL ZCOPY( N, X, 1, V, 1 )
  235. ESTOLD = EST
  236. EST = DZSUM1( N, V, 1 )
  237. *
  238. * TEST FOR CYCLING.
  239. IF( EST.LE.ESTOLD )
  240. $ GO TO 100
  241. *
  242. DO 80 I = 1, N
  243. ABSXI = ABS( X( I ) )
  244. IF( ABSXI.GT.SAFMIN ) THEN
  245. X( I ) = DCMPLX( DBLE( X( I ) ) / ABSXI,
  246. $ DIMAG( X( I ) ) / ABSXI )
  247. ELSE
  248. X( I ) = CONE
  249. END IF
  250. 80 CONTINUE
  251. KASE = 2
  252. ISAVE( 1 ) = 4
  253. RETURN
  254. *
  255. * ................ ENTRY (ISAVE( 1 ) = 4)
  256. * X HAS BEEN OVERWRITTEN BY CTRANS(A)*X.
  257. *
  258. 90 CONTINUE
  259. JLAST = ISAVE( 2 )
  260. ISAVE( 2 ) = IZMAX1( N, X, 1 )
  261. IF( ( ABS( X( JLAST ) ).NE.ABS( X( ISAVE( 2 ) ) ) ) .AND.
  262. $ ( ISAVE( 3 ).LT.ITMAX ) ) THEN
  263. ISAVE( 3 ) = ISAVE( 3 ) + 1
  264. GO TO 50
  265. END IF
  266. *
  267. * ITERATION COMPLETE. FINAL STAGE.
  268. *
  269. 100 CONTINUE
  270. ALTSGN = ONE
  271. DO 110 I = 1, N
  272. X( I ) = DCMPLX( ALTSGN*( ONE+DBLE( I-1 ) / DBLE( N-1 ) ) )
  273. ALTSGN = -ALTSGN
  274. 110 CONTINUE
  275. KASE = 1
  276. ISAVE( 1 ) = 5
  277. RETURN
  278. *
  279. * ................ ENTRY (ISAVE( 1 ) = 5)
  280. * X HAS BEEN OVERWRITTEN BY A*X.
  281. *
  282. 120 CONTINUE
  283. TEMP = TWO*( DZSUM1( N, X, 1 ) / DBLE( 3*N ) )
  284. IF( TEMP.GT.EST ) THEN
  285. CALL ZCOPY( N, X, 1, V, 1 )
  286. EST = TEMP
  287. END IF
  288. *
  289. 130 CONTINUE
  290. KASE = 0
  291. RETURN
  292. *
  293. * End of ZLACN2
  294. *
  295. END