Files
lapack/SRC/cppcon.f
T
Julie e18d437924 Making LAPACK's code eternal... no more version and date in source files.
GitHub is now enabling us to track accurately version and date.
No need for this anymore.
2021-03-25 10:16:58 -07:00

253 lines
6.9 KiB
FortranFixed

*> \brief \b CPPCON
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download CPPCON + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cppcon.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cppcon.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cppcon.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE CPPCON( UPLO, N, AP, ANORM, RCOND, WORK, RWORK, INFO )
*
* .. Scalar Arguments ..
* CHARACTER UPLO
* INTEGER INFO, N
* REAL ANORM, RCOND
* ..
* .. Array Arguments ..
* REAL RWORK( * )
* COMPLEX AP( * ), WORK( * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> CPPCON estimates the reciprocal of the condition number (in the
*> 1-norm) of a complex Hermitian positive definite packed matrix using
*> the Cholesky factorization A = U**H*U or A = L*L**H computed by
*> CPPTRF.
*>
*> 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 triangle of A is stored;
*> = 'L': Lower triangle of A is stored.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The order of the matrix A. N >= 0.
*> \endverbatim
*>
*> \param[in] AP
*> \verbatim
*> AP is COMPLEX array, dimension (N*(N+1)/2)
*> The triangular factor U or L from the Cholesky factorization
*> A = U**H*U or A = L*L**H, packed columnwise in a linear
*> array. The j-th column of U or L is stored in the array AP
*> as follows:
*> if UPLO = 'U', AP(i + (j-1)*j/2) = U(i,j) for 1<=i<=j;
*> if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = L(i,j) for j<=i<=n.
*> \endverbatim
*>
*> \param[in] ANORM
*> \verbatim
*> ANORM is REAL
*> The 1-norm (or infinity-norm) of the Hermitian 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 COMPLEX array, dimension (2*N)
*> \endverbatim
*>
*> \param[out] RWORK
*> \verbatim
*> RWORK is REAL 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.
*
*> \ingroup complexOTHERcomputational
*
* =====================================================================
SUBROUTINE CPPCON( UPLO, N, AP, ANORM, RCOND, WORK, RWORK, INFO )
*
* -- LAPACK computational routine --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
* .. Scalar Arguments ..
CHARACTER UPLO
INTEGER INFO, N
REAL ANORM, RCOND
* ..
* .. Array Arguments ..
REAL RWORK( * )
COMPLEX AP( * ), 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
COMPLEX ZDUM
* ..
* .. Local Arrays ..
INTEGER ISAVE( 3 )
* ..
* .. External Functions ..
LOGICAL LSAME
INTEGER ICAMAX
REAL SLAMCH
EXTERNAL LSAME, ICAMAX, SLAMCH
* ..
* .. External Subroutines ..
EXTERNAL CLACN2, CLATPS, CSRSCL, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, AIMAG, REAL
* ..
* .. Statement Functions ..
REAL CABS1
* ..
* .. Statement Function definitions ..
CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( 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( ANORM.LT.ZERO ) THEN
INFO = -4
END IF
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'CPPCON', -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 CLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
IF( KASE.NE.0 ) THEN
IF( UPPER ) THEN
*
* Multiply by inv(U**H).
*
CALL CLATPS( 'Upper', 'Conjugate transpose', 'Non-unit',
$ NORMIN, N, AP, WORK, SCALEL, RWORK, INFO )
NORMIN = 'Y'
*
* Multiply by inv(U).
*
CALL CLATPS( 'Upper', 'No transpose', 'Non-unit', NORMIN, N,
$ AP, WORK, SCALEU, RWORK, INFO )
ELSE
*
* Multiply by inv(L).
*
CALL CLATPS( 'Lower', 'No transpose', 'Non-unit', NORMIN, N,
$ AP, WORK, SCALEL, RWORK, INFO )
NORMIN = 'Y'
*
* Multiply by inv(L**H).
*
CALL CLATPS( 'Lower', 'Conjugate transpose', 'Non-unit',
$ NORMIN, N, AP, 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 = ICAMAX( N, WORK, 1 )
IF( SCALE.LT.CABS1( WORK( IX ) )*SMLNUM .OR. SCALE.EQ.ZERO )
$ GO TO 20
CALL CSRSCL( 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 CPPCON
*
END