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- *> \brief \b SPBCON
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- *> \htmlonly
- *> Download SPBCON + dependencies
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/spbcon.f">
- *> [TGZ]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/spbcon.f">
- *> [ZIP]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/spbcon.f">
- *> [TXT]</a>
- *> \endhtmlonly
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE SPBCON( UPLO, N, KD, AB, LDAB, ANORM, RCOND, WORK,
- * IWORK, INFO )
- *
- * .. Scalar Arguments ..
- * CHARACTER UPLO
- * INTEGER INFO, KD, LDAB, N
- * REAL ANORM, RCOND
- * ..
- * .. Array Arguments ..
- * INTEGER IWORK( * )
- * REAL AB( LDAB, * ), WORK( * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> SPBCON estimates the reciprocal of the condition number (in the
- *> 1-norm) of a real symmetric positive definite band matrix using the
- *> Cholesky factorization A = U**T*U or A = L*L**T computed by SPBTRF.
- *>
- *> An estimate is obtained for norm(inv(A)), and the reciprocal of the
- *> condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] UPLO
- *> \verbatim
- *> UPLO is CHARACTER*1
- *> = 'U': Upper triangular factor stored in AB;
- *> = 'L': Lower triangular factor stored in AB.
- *> \endverbatim
- *>
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The order of the matrix A. N >= 0.
- *> \endverbatim
- *>
- *> \param[in] KD
- *> \verbatim
- *> KD is INTEGER
- *> The number of superdiagonals of the matrix A if UPLO = 'U',
- *> or the number of subdiagonals if UPLO = 'L'. KD >= 0.
- *> \endverbatim
- *>
- *> \param[in] AB
- *> \verbatim
- *> AB is REAL array, dimension (LDAB,N)
- *> The triangular factor U or L from the Cholesky factorization
- *> A = U**T*U or A = L*L**T of the band matrix A, stored in the
- *> first KD+1 rows of the array. The j-th column of U or L is
- *> stored in the j-th column of the array AB as follows:
- *> if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j;
- *> if UPLO ='L', AB(1+i-j,j) = L(i,j) for j<=i<=min(n,j+kd).
- *> \endverbatim
- *>
- *> \param[in] LDAB
- *> \verbatim
- *> LDAB is INTEGER
- *> The leading dimension of the array AB. LDAB >= KD+1.
- *> \endverbatim
- *>
- *> \param[in] ANORM
- *> \verbatim
- *> ANORM is REAL
- *> The 1-norm (or infinity-norm) of the symmetric band matrix A.
- *> \endverbatim
- *>
- *> \param[out] RCOND
- *> \verbatim
- *> RCOND is REAL
- *> The reciprocal of the condition number of the matrix A,
- *> computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
- *> estimate of the 1-norm of inv(A) computed in this routine.
- *> \endverbatim
- *>
- *> \param[out] WORK
- *> \verbatim
- *> WORK is REAL array, dimension (3*N)
- *> \endverbatim
- *>
- *> \param[out] IWORK
- *> \verbatim
- *> IWORK is INTEGER array, dimension (N)
- *> \endverbatim
- *>
- *> \param[out] INFO
- *> \verbatim
- *> INFO is INTEGER
- *> = 0: successful exit
- *> < 0: if INFO = -i, the i-th argument had an illegal value
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \date December 2016
- *
- *> \ingroup realOTHERcomputational
- *
- * =====================================================================
- SUBROUTINE SPBCON( UPLO, N, KD, AB, LDAB, ANORM, RCOND, WORK,
- $ IWORK, INFO )
- *
- * -- LAPACK computational routine (version 3.7.0) --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- * December 2016
- *
- * .. Scalar Arguments ..
- CHARACTER UPLO
- INTEGER INFO, KD, LDAB, N
- REAL ANORM, RCOND
- * ..
- * .. Array Arguments ..
- INTEGER IWORK( * )
- REAL AB( LDAB, * ), WORK( * )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- REAL ONE, ZERO
- PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 )
- * ..
- * .. Local Scalars ..
- LOGICAL UPPER
- CHARACTER NORMIN
- INTEGER IX, KASE
- REAL AINVNM, SCALE, SCALEL, SCALEU, SMLNUM
- * ..
- * .. Local Arrays ..
- INTEGER ISAVE( 3 )
- * ..
- * .. External Functions ..
- LOGICAL LSAME
- INTEGER ISAMAX
- REAL SLAMCH
- EXTERNAL LSAME, ISAMAX, SLAMCH
- * ..
- * .. External Subroutines ..
- EXTERNAL SLACN2, SLATBS, SRSCL, XERBLA
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC ABS
- * ..
- * .. Executable Statements ..
- *
- * Test the input parameters.
- *
- INFO = 0
- UPPER = LSAME( UPLO, 'U' )
- IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
- INFO = -1
- ELSE IF( N.LT.0 ) THEN
- INFO = -2
- ELSE IF( KD.LT.0 ) THEN
- INFO = -3
- ELSE IF( LDAB.LT.KD+1 ) THEN
- INFO = -5
- ELSE IF( ANORM.LT.ZERO ) THEN
- INFO = -6
- END IF
- IF( INFO.NE.0 ) THEN
- CALL XERBLA( 'SPBCON', -INFO )
- RETURN
- END IF
- *
- * Quick return if possible
- *
- RCOND = ZERO
- IF( N.EQ.0 ) THEN
- RCOND = ONE
- RETURN
- ELSE IF( ANORM.EQ.ZERO ) THEN
- RETURN
- END IF
- *
- SMLNUM = SLAMCH( 'Safe minimum' )
- *
- * Estimate the 1-norm of the inverse.
- *
- KASE = 0
- NORMIN = 'N'
- 10 CONTINUE
- CALL SLACN2( N, WORK( N+1 ), WORK, IWORK, AINVNM, KASE, ISAVE )
- IF( KASE.NE.0 ) THEN
- IF( UPPER ) THEN
- *
- * Multiply by inv(U**T).
- *
- CALL SLATBS( 'Upper', 'Transpose', 'Non-unit', NORMIN, N,
- $ KD, AB, LDAB, WORK, SCALEL, WORK( 2*N+1 ),
- $ INFO )
- NORMIN = 'Y'
- *
- * Multiply by inv(U).
- *
- CALL SLATBS( 'Upper', 'No transpose', 'Non-unit', NORMIN, N,
- $ KD, AB, LDAB, WORK, SCALEU, WORK( 2*N+1 ),
- $ INFO )
- ELSE
- *
- * Multiply by inv(L).
- *
- CALL SLATBS( 'Lower', 'No transpose', 'Non-unit', NORMIN, N,
- $ KD, AB, LDAB, WORK, SCALEL, WORK( 2*N+1 ),
- $ INFO )
- NORMIN = 'Y'
- *
- * Multiply by inv(L**T).
- *
- CALL SLATBS( 'Lower', 'Transpose', 'Non-unit', NORMIN, N,
- $ KD, AB, LDAB, WORK, SCALEU, WORK( 2*N+1 ),
- $ INFO )
- END IF
- *
- * Multiply by 1/SCALE if doing so will not cause overflow.
- *
- SCALE = SCALEL*SCALEU
- IF( SCALE.NE.ONE ) THEN
- IX = ISAMAX( N, WORK, 1 )
- IF( SCALE.LT.ABS( WORK( IX ) )*SMLNUM .OR. SCALE.EQ.ZERO )
- $ GO TO 20
- CALL SRSCL( N, SCALE, WORK, 1 )
- END IF
- GO TO 10
- END IF
- *
- * Compute the estimate of the reciprocal condition number.
- *
- IF( AINVNM.NE.ZERO )
- $ RCOND = ( ONE / AINVNM ) / ANORM
- *
- 20 CONTINUE
- *
- RETURN
- *
- * End of SPBCON
- *
- END
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