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1 SUBROUTINE ZGECON( NORM, N, A, LDA, ANORM, RCOND, WORK, RWORK, |
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2 $ INFO ) |
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3 * |
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4 * -- LAPACK routine (version 3.1) -- |
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5 * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. |
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6 * November 2006 |
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7 * |
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8 * Modified to call ZLACN2 in place of ZLACON, 10 Feb 03, SJH. |
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9 * |
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10 * .. Scalar Arguments .. |
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11 CHARACTER NORM |
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12 INTEGER INFO, LDA, N |
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13 DOUBLE PRECISION ANORM, RCOND |
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14 * .. |
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15 * .. Array Arguments .. |
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16 DOUBLE PRECISION RWORK( * ) |
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17 COMPLEX*16 A( LDA, * ), WORK( * ) |
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18 * .. |
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19 * |
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20 * Purpose |
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21 * ======= |
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22 * |
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23 * ZGECON estimates the reciprocal of the condition number of a general |
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24 * complex matrix A, in either the 1-norm or the infinity-norm, using |
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25 * the LU factorization computed by ZGETRF. |
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26 * |
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27 * An estimate is obtained for norm(inv(A)), and the reciprocal of the |
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28 * condition number is computed as |
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29 * RCOND = 1 / ( norm(A) * norm(inv(A)) ). |
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30 * |
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31 * Arguments |
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32 * ========= |
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33 * |
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34 * NORM (input) CHARACTER*1 |
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35 * Specifies whether the 1-norm condition number or the |
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36 * infinity-norm condition number is required: |
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37 * = '1' or 'O': 1-norm; |
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38 * = 'I': Infinity-norm. |
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39 * |
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40 * N (input) INTEGER |
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41 * The order of the matrix A. N >= 0. |
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42 * |
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43 * A (input) COMPLEX*16 array, dimension (LDA,N) |
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44 * The factors L and U from the factorization A = P*L*U |
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45 * as computed by ZGETRF. |
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46 * |
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47 * LDA (input) INTEGER |
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48 * The leading dimension of the array A. LDA >= max(1,N). |
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49 * |
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50 * ANORM (input) DOUBLE PRECISION |
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51 * If NORM = '1' or 'O', the 1-norm of the original matrix A. |
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52 * If NORM = 'I', the infinity-norm of the original matrix A. |
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53 * |
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54 * RCOND (output) DOUBLE PRECISION |
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55 * The reciprocal of the condition number of the matrix A, |
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56 * computed as RCOND = 1/(norm(A) * norm(inv(A))). |
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57 * |
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58 * WORK (workspace) COMPLEX*16 array, dimension (2*N) |
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59 * |
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60 * RWORK (workspace) DOUBLE PRECISION array, dimension (2*N) |
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61 * |
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62 * INFO (output) INTEGER |
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63 * = 0: successful exit |
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64 * < 0: if INFO = -i, the i-th argument had an illegal value |
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65 * |
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66 * ===================================================================== |
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67 * |
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68 * .. Parameters .. |
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69 DOUBLE PRECISION ONE, ZERO |
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70 PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) |
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71 * .. |
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72 * .. Local Scalars .. |
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73 LOGICAL ONENRM |
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74 CHARACTER NORMIN |
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75 INTEGER IX, KASE, KASE1 |
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76 DOUBLE PRECISION AINVNM, SCALE, SL, SMLNUM, SU |
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77 COMPLEX*16 ZDUM |
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78 * .. |
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79 * .. Local Arrays .. |
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80 INTEGER ISAVE( 3 ) |
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81 * .. |
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82 * .. External Functions .. |
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83 LOGICAL LSAME |
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84 INTEGER IZAMAX |
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85 DOUBLE PRECISION DLAMCH |
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86 EXTERNAL LSAME, IZAMAX, DLAMCH |
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87 * .. |
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88 * .. External Subroutines .. |
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89 EXTERNAL XERBLA, ZDRSCL, ZLACN2, ZLATRS |
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90 * .. |
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91 * .. Intrinsic Functions .. |
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92 INTRINSIC ABS, DBLE, DIMAG, MAX |
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93 * .. |
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94 * .. Statement Functions .. |
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95 DOUBLE PRECISION CABS1 |
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96 * .. |
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97 * .. Statement Function definitions .. |
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98 CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) ) |
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99 * .. |
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100 * .. Executable Statements .. |
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101 * |
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102 * Test the input parameters. |
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103 * |
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104 INFO = 0 |
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105 ONENRM = NORM.EQ.'1' .OR. LSAME( NORM, 'O' ) |
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106 IF( .NOT.ONENRM .AND. .NOT.LSAME( NORM, 'I' ) ) THEN |
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107 INFO = -1 |
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108 ELSE IF( N.LT.0 ) THEN |
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109 INFO = -2 |
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110 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN |
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111 INFO = -4 |
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112 ELSE IF( ANORM.LT.ZERO ) THEN |
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113 INFO = -5 |
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114 END IF |
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115 IF( INFO.NE.0 ) THEN |
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116 CALL XERBLA( 'ZGECON', -INFO ) |
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117 RETURN |
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118 END IF |
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119 * |
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120 * Quick return if possible |
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121 * |
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122 RCOND = ZERO |
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123 IF( N.EQ.0 ) THEN |
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124 RCOND = ONE |
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125 RETURN |
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126 ELSE IF( ANORM.EQ.ZERO ) THEN |
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127 RETURN |
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128 END IF |
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129 * |
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130 SMLNUM = DLAMCH( 'Safe minimum' ) |
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131 * |
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132 * Estimate the norm of inv(A). |
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133 * |
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134 AINVNM = ZERO |
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135 NORMIN = 'N' |
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136 IF( ONENRM ) THEN |
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137 KASE1 = 1 |
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138 ELSE |
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139 KASE1 = 2 |
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140 END IF |
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141 KASE = 0 |
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142 10 CONTINUE |
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143 CALL ZLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE ) |
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144 IF( KASE.NE.0 ) THEN |
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145 IF( KASE.EQ.KASE1 ) THEN |
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146 * |
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147 * Multiply by inv(L). |
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148 * |
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149 CALL ZLATRS( 'Lower', 'No transpose', 'Unit', NORMIN, N, A, |
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150 $ LDA, WORK, SL, RWORK, INFO ) |
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151 * |
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152 * Multiply by inv(U). |
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153 * |
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154 CALL ZLATRS( 'Upper', 'No transpose', 'Non-unit', NORMIN, N, |
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155 $ A, LDA, WORK, SU, RWORK( N+1 ), INFO ) |
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156 ELSE |
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157 * |
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158 * Multiply by inv(U'). |
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159 * |
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160 CALL ZLATRS( 'Upper', 'Conjugate transpose', 'Non-unit', |
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161 $ NORMIN, N, A, LDA, WORK, SU, RWORK( N+1 ), |
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162 $ INFO ) |
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163 * |
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164 * Multiply by inv(L'). |
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165 * |
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166 CALL ZLATRS( 'Lower', 'Conjugate transpose', 'Unit', NORMIN, |
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167 $ N, A, LDA, WORK, SL, RWORK, INFO ) |
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168 END IF |
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169 * |
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170 * Divide X by 1/(SL*SU) if doing so will not cause overflow. |
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171 * |
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172 SCALE = SL*SU |
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173 NORMIN = 'Y' |
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174 IF( SCALE.NE.ONE ) THEN |
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175 IX = IZAMAX( N, WORK, 1 ) |
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176 IF( SCALE.LT.CABS1( WORK( IX ) )*SMLNUM .OR. SCALE.EQ.ZERO ) |
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177 $ GO TO 20 |
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178 CALL ZDRSCL( N, SCALE, WORK, 1 ) |
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179 END IF |
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180 GO TO 10 |
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181 END IF |
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182 * |
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183 * Compute the estimate of the reciprocal condition number. |
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184 * |
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185 IF( AINVNM.NE.ZERO ) |
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186 $ RCOND = ( ONE / AINVNM ) / ANORM |
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187 * |
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188 20 CONTINUE |
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189 RETURN |
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190 * |
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191 * End of ZGECON |
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192 * |
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193 END |
