diff libcruft/lapack/zpbcon.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/zpbcon.f	Fri Feb 25 19:55:28 2005 +0000
@@ -0,0 +1,194 @@
+      SUBROUTINE ZPBCON( UPLO, N, KD, AB, LDAB, ANORM, RCOND, WORK,
+     $                   RWORK, 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          UPLO
+      INTEGER            INFO, KD, LDAB, N
+      DOUBLE PRECISION   ANORM, RCOND
+*     ..
+*     .. Array Arguments ..
+      DOUBLE PRECISION   RWORK( * )
+      COMPLEX*16         AB( LDAB, * ), WORK( * )
+*     ..
+*
+*  Purpose
+*  =======
+*
+*  ZPBCON estimates the reciprocal of the condition number (in the
+*  1-norm) of a complex Hermitian positive definite band matrix using
+*  the Cholesky factorization A = U**H*U or A = L*L**H computed by
+*  ZPBTRF.
+*
+*  An estimate is obtained for norm(inv(A)), and the reciprocal of the
+*  condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
+*
+*  Arguments
+*  =========
+*
+*  UPLO    (input) CHARACTER*1
+*          = 'U':  Upper triangular factor stored in AB;
+*          = 'L':  Lower triangular factor stored in AB.
+*
+*  N       (input) INTEGER
+*          The order of the matrix A.  N >= 0.
+*
+*  KD      (input) INTEGER
+*          The number of superdiagonals of the matrix A if UPLO = 'U',
+*          or the number of sub-diagonals if UPLO = 'L'.  KD >= 0.
+*
+*  AB      (input) COMPLEX*16 array, dimension (LDAB,N)
+*          The triangular factor U or L from the Cholesky factorization
+*          A = U**H*U or A = L*L**H 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).
+*
+*  LDAB    (input) INTEGER
+*          The leading dimension of the array AB.  LDAB >= KD+1.
+*
+*  ANORM   (input) DOUBLE PRECISION
+*          The 1-norm (or infinity-norm) of the Hermitian band matrix A.
+*
+*  RCOND   (output) DOUBLE PRECISION
+*          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.
+*
+*  WORK    (workspace) COMPLEX*16 array, dimension (2*N)
+*
+*  RWORK   (workspace) DOUBLE PRECISION 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            UPPER
+      CHARACTER          NORMIN
+      INTEGER            IX, KASE
+      DOUBLE PRECISION   AINVNM, SCALE, SCALEL, SCALEU, SMLNUM
+      COMPLEX*16         ZDUM
+*     ..
+*     .. External Functions ..
+      LOGICAL            LSAME
+      INTEGER            IZAMAX
+      DOUBLE PRECISION   DLAMCH
+      EXTERNAL           LSAME, IZAMAX, DLAMCH
+*     ..
+*     .. External Subroutines ..
+      EXTERNAL           XERBLA, ZDRSCL, ZLACON, ZLATBS
+*     ..
+*     .. Intrinsic Functions ..
+      INTRINSIC          ABS, DBLE, DIMAG
+*     ..
+*     .. Statement Functions ..
+      DOUBLE PRECISION   CABS1
+*     ..
+*     .. Statement Function definitions ..
+      CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
+*     ..
+*     .. 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( 'ZPBCON', -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 1-norm of the inverse.
+*
+      KASE = 0
+      NORMIN = 'N'
+   10 CONTINUE
+      CALL ZLACON( N, WORK( N+1 ), WORK, AINVNM, KASE )
+      IF( KASE.NE.0 ) THEN
+         IF( UPPER ) THEN
+*
+*           Multiply by inv(U').
+*
+            CALL ZLATBS( 'Upper', 'Conjugate transpose', 'Non-unit',
+     $                   NORMIN, N, KD, AB, LDAB, WORK, SCALEL, RWORK,
+     $                   INFO )
+            NORMIN = 'Y'
+*
+*           Multiply by inv(U).
+*
+            CALL ZLATBS( 'Upper', 'No transpose', 'Non-unit', NORMIN, N,
+     $                   KD, AB, LDAB, WORK, SCALEU, RWORK, INFO )
+         ELSE
+*
+*           Multiply by inv(L).
+*
+            CALL ZLATBS( 'Lower', 'No transpose', 'Non-unit', NORMIN, N,
+     $                   KD, AB, LDAB, WORK, SCALEL, RWORK, INFO )
+            NORMIN = 'Y'
+*
+*           Multiply by inv(L').
+*
+            CALL ZLATBS( 'Lower', 'Conjugate transpose', 'Non-unit',
+     $                   NORMIN, N, KD, AB, LDAB, WORK, SCALEU, RWORK,
+     $                   INFO )
+         END IF
+*
+*        Multiply by 1/SCALE if doing so will not cause overflow.
+*
+         SCALE = SCALEL*SCALEU
+         IF( SCALE.NE.ONE ) THEN
+            IX = IZAMAX( N, WORK, 1 )
+            IF( SCALE.LT.CABS1( WORK( IX ) )*SMLNUM .OR. SCALE.EQ.ZERO )
+     $         GO TO 20
+            CALL ZDRSCL( 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 ZPBCON
+*
+      END