diff libcruft/lapack/dgbcon.f @ 5164:57077d0ddc8e

[project @ 2005-02-25 19:55:24 by jwe]
author jwe
date Fri, 25 Feb 2005 19:55:28 +0000
parents
children 68db500cb558
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/libcruft/lapack/dgbcon.f	Fri Feb 25 19:55:28 2005 +0000
@@ -0,0 +1,222 @@
+      SUBROUTINE DGBCON( NORM, N, KL, KU, AB, LDAB, IPIV, ANORM, RCOND,
+     $                   WORK, IWORK, INFO )
+*
+*  -- LAPACK routine (version 3.0) --
+*     Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
+*     Courant Institute, Argonne National Lab, and Rice University
+*     September 30, 1994
+*
+*     .. Scalar Arguments ..
+      CHARACTER          NORM
+      INTEGER            INFO, KL, KU, LDAB, N
+      DOUBLE PRECISION   ANORM, RCOND
+*     ..
+*     .. Array Arguments ..
+      INTEGER            IPIV( * ), IWORK( * )
+      DOUBLE PRECISION   AB( LDAB, * ), WORK( * )
+*     ..
+*
+*  Purpose
+*  =======
+*
+*  DGBCON estimates the reciprocal of the condition number of a real
+*  general band matrix A, in either the 1-norm or the infinity-norm,
+*  using the LU factorization computed by DGBTRF.
+*
+*  An estimate is obtained for norm(inv(A)), and the reciprocal of the
+*  condition number is computed as
+*     RCOND = 1 / ( norm(A) * norm(inv(A)) ).
+*
+*  Arguments
+*  =========
+*
+*  NORM    (input) CHARACTER*1
+*          Specifies whether the 1-norm condition number or the
+*          infinity-norm condition number is required:
+*          = '1' or 'O':  1-norm;
+*          = 'I':         Infinity-norm.
+*
+*  N       (input) INTEGER
+*          The order of the matrix A.  N >= 0.
+*
+*  KL      (input) INTEGER
+*          The number of subdiagonals within the band of A.  KL >= 0.
+*
+*  KU      (input) INTEGER
+*          The number of superdiagonals within the band of A.  KU >= 0.
+*
+*  AB      (input) DOUBLE PRECISION array, dimension (LDAB,N)
+*          Details of the LU factorization of the band matrix A, as
+*          computed by DGBTRF.  U is stored as an upper triangular band
+*          matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and
+*          the multipliers used during the factorization are stored in
+*          rows KL+KU+2 to 2*KL+KU+1.
+*
+*  LDAB    (input) INTEGER
+*          The leading dimension of the array AB.  LDAB >= 2*KL+KU+1.
+*
+*  IPIV    (input) INTEGER array, dimension (N)
+*          The pivot indices; for 1 <= i <= N, row i of the matrix was
+*          interchanged with row IPIV(i).
+*
+*  ANORM   (input) DOUBLE PRECISION
+*          If NORM = '1' or 'O', the 1-norm of the original matrix A.
+*          If NORM = 'I', the infinity-norm of the original matrix A.
+*
+*  RCOND   (output) DOUBLE PRECISION
+*          The reciprocal of the condition number of the matrix A,
+*          computed as RCOND = 1/(norm(A) * norm(inv(A))).
+*
+*  WORK    (workspace) DOUBLE PRECISION array, dimension (3*N)
+*
+*  IWORK   (workspace) INTEGER array, dimension (N)
+*
+*  INFO    (output) INTEGER
+*          = 0:  successful exit
+*          < 0: if INFO = -i, the i-th argument had an illegal value
+*
+*  =====================================================================
+*
+*     .. Parameters ..
+      DOUBLE PRECISION   ONE, ZERO
+      PARAMETER          ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+*     ..
+*     .. Local Scalars ..
+      LOGICAL            LNOTI, ONENRM
+      CHARACTER          NORMIN
+      INTEGER            IX, J, JP, KASE, KASE1, KD, LM
+      DOUBLE PRECISION   AINVNM, SCALE, SMLNUM, T
+*     ..
+*     .. External Functions ..
+      LOGICAL            LSAME
+      INTEGER            IDAMAX
+      DOUBLE PRECISION   DDOT, DLAMCH
+      EXTERNAL           LSAME, IDAMAX, DDOT, DLAMCH
+*     ..
+*     .. External Subroutines ..
+      EXTERNAL           DAXPY, DLACON, DLATBS, DRSCL, XERBLA
+*     ..
+*     .. Intrinsic Functions ..
+      INTRINSIC          ABS, MIN
+*     ..
+*     .. Executable Statements ..
+*
+*     Test the input parameters.
+*
+      INFO = 0
+      ONENRM = NORM.EQ.'1' .OR. LSAME( NORM, 'O' )
+      IF( .NOT.ONENRM .AND. .NOT.LSAME( NORM, 'I' ) ) THEN
+         INFO = -1
+      ELSE IF( N.LT.0 ) THEN
+         INFO = -2
+      ELSE IF( KL.LT.0 ) THEN
+         INFO = -3
+      ELSE IF( KU.LT.0 ) THEN
+         INFO = -4
+      ELSE IF( LDAB.LT.2*KL+KU+1 ) THEN
+         INFO = -6
+      ELSE IF( ANORM.LT.ZERO ) THEN
+         INFO = -8
+      END IF
+      IF( INFO.NE.0 ) THEN
+         CALL XERBLA( 'DGBCON', -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 = DLAMCH( 'Safe minimum' )
+*
+*     Estimate the norm of inv(A).
+*
+      AINVNM = ZERO
+      NORMIN = 'N'
+      IF( ONENRM ) THEN
+         KASE1 = 1
+      ELSE
+         KASE1 = 2
+      END IF
+      KD = KL + KU + 1
+      LNOTI = KL.GT.0
+      KASE = 0
+   10 CONTINUE
+      CALL DLACON( N, WORK( N+1 ), WORK, IWORK, AINVNM, KASE )
+      IF( KASE.NE.0 ) THEN
+         IF( KASE.EQ.KASE1 ) THEN
+*
+*           Multiply by inv(L).
+*
+            IF( LNOTI ) THEN
+               DO 20 J = 1, N - 1
+                  LM = MIN( KL, N-J )
+                  JP = IPIV( J )
+                  T = WORK( JP )
+                  IF( JP.NE.J ) THEN
+                     WORK( JP ) = WORK( J )
+                     WORK( J ) = T
+                  END IF
+                  CALL DAXPY( LM, -T, AB( KD+1, J ), 1, WORK( J+1 ), 1 )
+   20          CONTINUE
+            END IF
+*
+*           Multiply by inv(U).
+*
+            CALL DLATBS( 'Upper', 'No transpose', 'Non-unit', NORMIN, N,
+     $                   KL+KU, AB, LDAB, WORK, SCALE, WORK( 2*N+1 ),
+     $                   INFO )
+         ELSE
+*
+*           Multiply by inv(U').
+*
+            CALL DLATBS( 'Upper', 'Transpose', 'Non-unit', NORMIN, N,
+     $                   KL+KU, AB, LDAB, WORK, SCALE, WORK( 2*N+1 ),
+     $                   INFO )
+*
+*           Multiply by inv(L').
+*
+            IF( LNOTI ) THEN
+               DO 30 J = N - 1, 1, -1
+                  LM = MIN( KL, N-J )
+                  WORK( J ) = WORK( J ) - DDOT( LM, AB( KD+1, J ), 1,
+     $                        WORK( J+1 ), 1 )
+                  JP = IPIV( J )
+                  IF( JP.NE.J ) THEN
+                     T = WORK( JP )
+                     WORK( JP ) = WORK( J )
+                     WORK( J ) = T
+                  END IF
+   30          CONTINUE
+            END IF
+         END IF
+*
+*        Divide X by 1/SCALE if doing so will not cause overflow.
+*
+         NORMIN = 'Y'
+         IF( SCALE.NE.ONE ) THEN
+            IX = IDAMAX( N, WORK, 1 )
+            IF( SCALE.LT.ABS( WORK( IX ) )*SMLNUM .OR. SCALE.EQ.ZERO )
+     $         GO TO 40
+            CALL DRSCL( 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
+*
+   40 CONTINUE
+      RETURN
+*
+*     End of DGBCON
+*
+      END