summaryrefslogtreecommitdiff
path: root/SRC/zpbcon.f
diff options
context:
space:
mode:
authorjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
committerjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
commitbaba851215b44ac3b60b9248eb02bcce7eb76247 (patch)
tree8c0f5c006875532a30d4409f5e94b0f310ff00a7 /SRC/zpbcon.f
downloadlapack-baba851215b44ac3b60b9248eb02bcce7eb76247.tar.gz
lapack-baba851215b44ac3b60b9248eb02bcce7eb76247.tar.bz2
lapack-baba851215b44ac3b60b9248eb02bcce7eb76247.zip
Move LAPACK trunk into position.
Diffstat (limited to 'SRC/zpbcon.f')
-rw-r--r--SRC/zpbcon.f198
1 files changed, 198 insertions, 0 deletions
diff --git a/SRC/zpbcon.f b/SRC/zpbcon.f
new file mode 100644
index 00000000..004cffc6
--- /dev/null
+++ b/SRC/zpbcon.f
@@ -0,0 +1,198 @@
+ SUBROUTINE ZPBCON( UPLO, N, KD, AB, LDAB, ANORM, RCOND, WORK,
+ $ RWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* Modified to call ZLACN2 in place of ZLACON, 10 Feb 03, SJH.
+*
+* .. 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
+* ..
+* .. Local Arrays ..
+ INTEGER ISAVE( 3 )
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER IZAMAX
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL LSAME, IZAMAX, DLAMCH
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZDRSCL, ZLACN2, 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 ZLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
+ 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