You can not select more than 25 topics Topics must start with a chinese character,a letter or number, can include dashes ('-') and can be up to 35 characters long.

zgbcon.f 9.1 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320
  1. *> \brief \b ZGBCON
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZGBCON + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgbcon.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgbcon.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgbcon.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZGBCON( NORM, N, KL, KU, AB, LDAB, IPIV, ANORM, RCOND,
  22. * WORK, RWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER NORM
  26. * INTEGER INFO, KL, KU, LDAB, N
  27. * DOUBLE PRECISION ANORM, RCOND
  28. * ..
  29. * .. Array Arguments ..
  30. * INTEGER IPIV( * )
  31. * DOUBLE PRECISION RWORK( * )
  32. * COMPLEX*16 AB( LDAB, * ), WORK( * )
  33. * ..
  34. *
  35. *
  36. *> \par Purpose:
  37. * =============
  38. *>
  39. *> \verbatim
  40. *>
  41. *> ZGBCON estimates the reciprocal of the condition number of a complex
  42. *> general band matrix A, in either the 1-norm or the infinity-norm,
  43. *> using the LU factorization computed by ZGBTRF.
  44. *>
  45. *> An estimate is obtained for norm(inv(A)), and the reciprocal of the
  46. *> condition number is computed as
  47. *> RCOND = 1 / ( norm(A) * norm(inv(A)) ).
  48. *> \endverbatim
  49. *
  50. * Arguments:
  51. * ==========
  52. *
  53. *> \param[in] NORM
  54. *> \verbatim
  55. *> NORM is CHARACTER*1
  56. *> Specifies whether the 1-norm condition number or the
  57. *> infinity-norm condition number is required:
  58. *> = '1' or 'O': 1-norm;
  59. *> = 'I': Infinity-norm.
  60. *> \endverbatim
  61. *>
  62. *> \param[in] N
  63. *> \verbatim
  64. *> N is INTEGER
  65. *> The order of the matrix A. N >= 0.
  66. *> \endverbatim
  67. *>
  68. *> \param[in] KL
  69. *> \verbatim
  70. *> KL is INTEGER
  71. *> The number of subdiagonals within the band of A. KL >= 0.
  72. *> \endverbatim
  73. *>
  74. *> \param[in] KU
  75. *> \verbatim
  76. *> KU is INTEGER
  77. *> The number of superdiagonals within the band of A. KU >= 0.
  78. *> \endverbatim
  79. *>
  80. *> \param[in] AB
  81. *> \verbatim
  82. *> AB is COMPLEX*16 array, dimension (LDAB,N)
  83. *> Details of the LU factorization of the band matrix A, as
  84. *> computed by ZGBTRF. U is stored as an upper triangular band
  85. *> matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and
  86. *> the multipliers used during the factorization are stored in
  87. *> rows KL+KU+2 to 2*KL+KU+1.
  88. *> \endverbatim
  89. *>
  90. *> \param[in] LDAB
  91. *> \verbatim
  92. *> LDAB is INTEGER
  93. *> The leading dimension of the array AB. LDAB >= 2*KL+KU+1.
  94. *> \endverbatim
  95. *>
  96. *> \param[in] IPIV
  97. *> \verbatim
  98. *> IPIV is INTEGER array, dimension (N)
  99. *> The pivot indices; for 1 <= i <= N, row i of the matrix was
  100. *> interchanged with row IPIV(i).
  101. *> \endverbatim
  102. *>
  103. *> \param[in] ANORM
  104. *> \verbatim
  105. *> ANORM is DOUBLE PRECISION
  106. *> If NORM = '1' or 'O', the 1-norm of the original matrix A.
  107. *> If NORM = 'I', the infinity-norm of the original matrix A.
  108. *> \endverbatim
  109. *>
  110. *> \param[out] RCOND
  111. *> \verbatim
  112. *> RCOND is DOUBLE PRECISION
  113. *> The reciprocal of the condition number of the matrix A,
  114. *> computed as RCOND = 1/(norm(A) * norm(inv(A))).
  115. *> \endverbatim
  116. *>
  117. *> \param[out] WORK
  118. *> \verbatim
  119. *> WORK is COMPLEX*16 array, dimension (2*N)
  120. *> \endverbatim
  121. *>
  122. *> \param[out] RWORK
  123. *> \verbatim
  124. *> RWORK is DOUBLE PRECISION array, dimension (N)
  125. *> \endverbatim
  126. *>
  127. *> \param[out] INFO
  128. *> \verbatim
  129. *> INFO is INTEGER
  130. *> = 0: successful exit
  131. *> < 0: if INFO = -i, the i-th argument had an illegal value
  132. *> \endverbatim
  133. *
  134. * Authors:
  135. * ========
  136. *
  137. *> \author Univ. of Tennessee
  138. *> \author Univ. of California Berkeley
  139. *> \author Univ. of Colorado Denver
  140. *> \author NAG Ltd.
  141. *
  142. *> \date December 2016
  143. *
  144. *> \ingroup complex16GBcomputational
  145. *
  146. * =====================================================================
  147. SUBROUTINE ZGBCON( NORM, N, KL, KU, AB, LDAB, IPIV, ANORM, RCOND,
  148. $ WORK, RWORK, INFO )
  149. *
  150. * -- LAPACK computational routine (version 3.7.0) --
  151. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  152. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  153. * December 2016
  154. *
  155. * .. Scalar Arguments ..
  156. CHARACTER NORM
  157. INTEGER INFO, KL, KU, LDAB, N
  158. DOUBLE PRECISION ANORM, RCOND
  159. * ..
  160. * .. Array Arguments ..
  161. INTEGER IPIV( * )
  162. DOUBLE PRECISION RWORK( * )
  163. COMPLEX*16 AB( LDAB, * ), WORK( * )
  164. * ..
  165. *
  166. * =====================================================================
  167. *
  168. * .. Parameters ..
  169. DOUBLE PRECISION ONE, ZERO
  170. PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
  171. * ..
  172. * .. Local Scalars ..
  173. LOGICAL LNOTI, ONENRM
  174. CHARACTER NORMIN
  175. INTEGER IX, J, JP, KASE, KASE1, KD, LM
  176. DOUBLE PRECISION AINVNM, SCALE, SMLNUM
  177. COMPLEX*16 T, ZDUM
  178. * ..
  179. * .. Local Arrays ..
  180. INTEGER ISAVE( 3 )
  181. * ..
  182. * .. External Functions ..
  183. LOGICAL LSAME
  184. INTEGER IZAMAX
  185. DOUBLE PRECISION DLAMCH
  186. COMPLEX*16 ZDOTC
  187. EXTERNAL LSAME, IZAMAX, DLAMCH, ZDOTC
  188. * ..
  189. * .. External Subroutines ..
  190. EXTERNAL XERBLA, ZAXPY, ZDRSCL, ZLACN2, ZLATBS
  191. * ..
  192. * .. Intrinsic Functions ..
  193. INTRINSIC ABS, DBLE, DIMAG, MIN
  194. * ..
  195. * .. Statement Functions ..
  196. DOUBLE PRECISION CABS1
  197. * ..
  198. * .. Statement Function definitions ..
  199. CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
  200. * ..
  201. * .. Executable Statements ..
  202. *
  203. * Test the input parameters.
  204. *
  205. INFO = 0
  206. ONENRM = NORM.EQ.'1' .OR. LSAME( NORM, 'O' )
  207. IF( .NOT.ONENRM .AND. .NOT.LSAME( NORM, 'I' ) ) THEN
  208. INFO = -1
  209. ELSE IF( N.LT.0 ) THEN
  210. INFO = -2
  211. ELSE IF( KL.LT.0 ) THEN
  212. INFO = -3
  213. ELSE IF( KU.LT.0 ) THEN
  214. INFO = -4
  215. ELSE IF( LDAB.LT.2*KL+KU+1 ) THEN
  216. INFO = -6
  217. ELSE IF( ANORM.LT.ZERO ) THEN
  218. INFO = -8
  219. END IF
  220. IF( INFO.NE.0 ) THEN
  221. CALL XERBLA( 'ZGBCON', -INFO )
  222. RETURN
  223. END IF
  224. *
  225. * Quick return if possible
  226. *
  227. RCOND = ZERO
  228. IF( N.EQ.0 ) THEN
  229. RCOND = ONE
  230. RETURN
  231. ELSE IF( ANORM.EQ.ZERO ) THEN
  232. RETURN
  233. END IF
  234. *
  235. SMLNUM = DLAMCH( 'Safe minimum' )
  236. *
  237. * Estimate the norm of inv(A).
  238. *
  239. AINVNM = ZERO
  240. NORMIN = 'N'
  241. IF( ONENRM ) THEN
  242. KASE1 = 1
  243. ELSE
  244. KASE1 = 2
  245. END IF
  246. KD = KL + KU + 1
  247. LNOTI = KL.GT.0
  248. KASE = 0
  249. 10 CONTINUE
  250. CALL ZLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
  251. IF( KASE.NE.0 ) THEN
  252. IF( KASE.EQ.KASE1 ) THEN
  253. *
  254. * Multiply by inv(L).
  255. *
  256. IF( LNOTI ) THEN
  257. DO 20 J = 1, N - 1
  258. LM = MIN( KL, N-J )
  259. JP = IPIV( J )
  260. T = WORK( JP )
  261. IF( JP.NE.J ) THEN
  262. WORK( JP ) = WORK( J )
  263. WORK( J ) = T
  264. END IF
  265. CALL ZAXPY( LM, -T, AB( KD+1, J ), 1, WORK( J+1 ), 1 )
  266. 20 CONTINUE
  267. END IF
  268. *
  269. * Multiply by inv(U).
  270. *
  271. CALL ZLATBS( 'Upper', 'No transpose', 'Non-unit', NORMIN, N,
  272. $ KL+KU, AB, LDAB, WORK, SCALE, RWORK, INFO )
  273. ELSE
  274. *
  275. * Multiply by inv(U**H).
  276. *
  277. CALL ZLATBS( 'Upper', 'Conjugate transpose', 'Non-unit',
  278. $ NORMIN, N, KL+KU, AB, LDAB, WORK, SCALE, RWORK,
  279. $ INFO )
  280. *
  281. * Multiply by inv(L**H).
  282. *
  283. IF( LNOTI ) THEN
  284. DO 30 J = N - 1, 1, -1
  285. LM = MIN( KL, N-J )
  286. WORK( J ) = WORK( J ) - ZDOTC( LM, AB( KD+1, J ), 1,
  287. $ WORK( J+1 ), 1 )
  288. JP = IPIV( J )
  289. IF( JP.NE.J ) THEN
  290. T = WORK( JP )
  291. WORK( JP ) = WORK( J )
  292. WORK( J ) = T
  293. END IF
  294. 30 CONTINUE
  295. END IF
  296. END IF
  297. *
  298. * Divide X by 1/SCALE if doing so will not cause overflow.
  299. *
  300. NORMIN = 'Y'
  301. IF( SCALE.NE.ONE ) THEN
  302. IX = IZAMAX( N, WORK, 1 )
  303. IF( SCALE.LT.CABS1( WORK( IX ) )*SMLNUM .OR. SCALE.EQ.ZERO )
  304. $ GO TO 40
  305. CALL ZDRSCL( N, SCALE, WORK, 1 )
  306. END IF
  307. GO TO 10
  308. END IF
  309. *
  310. * Compute the estimate of the reciprocal condition number.
  311. *
  312. IF( AINVNM.NE.ZERO )
  313. $ RCOND = ( ONE / AINVNM ) / ANORM
  314. *
  315. 40 CONTINUE
  316. RETURN
  317. *
  318. * End of ZGBCON
  319. *
  320. END