diff options
Diffstat (limited to 'SRC/chpcon.f')
| -rw-r--r-- | SRC/chpcon.f | 159 |
1 files changed, 159 insertions, 0 deletions
diff --git a/SRC/chpcon.f b/SRC/chpcon.f new file mode 100644 index 00000000..8ff610c7 --- /dev/null +++ b/SRC/chpcon.f @@ -0,0 +1,159 @@ + SUBROUTINE CHPCON( UPLO, N, AP, IPIV, ANORM, RCOND, WORK, INFO ) +* +* -- LAPACK routine (version 3.1) -- +* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. +* November 2006 +* +* Modified to call CLACN2 in place of CLACON, 10 Feb 03, SJH. +* +* .. Scalar Arguments .. + CHARACTER UPLO + INTEGER INFO, N + REAL ANORM, RCOND +* .. +* .. Array Arguments .. + INTEGER IPIV( * ) + COMPLEX AP( * ), WORK( * ) +* .. +* +* Purpose +* ======= +* +* CHPCON estimates the reciprocal of the condition number of a complex +* Hermitian packed matrix A using the factorization A = U*D*U**H or +* A = L*D*L**H computed by CHPTRF. +* +* 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 +* Specifies whether the details of the factorization are stored +* as an upper or lower triangular matrix. +* = 'U': Upper triangular, form is A = U*D*U**H; +* = 'L': Lower triangular, form is A = L*D*L**H. +* +* N (input) INTEGER +* The order of the matrix A. N >= 0. +* +* AP (input) COMPLEX array, dimension (N*(N+1)/2) +* The block diagonal matrix D and the multipliers used to +* obtain the factor U or L as computed by CHPTRF, stored as a +* packed triangular matrix. +* +* IPIV (input) INTEGER array, dimension (N) +* Details of the interchanges and the block structure of D +* as determined by CHPTRF. +* +* ANORM (input) REAL +* The 1-norm of the original matrix A. +* +* RCOND (output) 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. +* +* WORK (workspace) COMPLEX array, dimension (2*N) +* +* INFO (output) INTEGER +* = 0: successful exit +* < 0: if INFO = -i, the i-th argument had an illegal value +* +* ===================================================================== +* +* .. Parameters .. + REAL ONE, ZERO + PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 ) +* .. +* .. Local Scalars .. + LOGICAL UPPER + INTEGER I, IP, KASE + REAL AINVNM +* .. +* .. Local Arrays .. + INTEGER ISAVE( 3 ) +* .. +* .. External Functions .. + LOGICAL LSAME + EXTERNAL LSAME +* .. +* .. External Subroutines .. + EXTERNAL CHPTRS, CLACN2, XERBLA +* .. +* .. 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 = -5 + END IF + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'CHPCON', -INFO ) + RETURN + END IF +* +* Quick return if possible +* + RCOND = ZERO + IF( N.EQ.0 ) THEN + RCOND = ONE + RETURN + ELSE IF( ANORM.LE.ZERO ) THEN + RETURN + END IF +* +* Check that the diagonal matrix D is nonsingular. +* + IF( UPPER ) THEN +* +* Upper triangular storage: examine D from bottom to top +* + IP = N*( N+1 ) / 2 + DO 10 I = N, 1, -1 + IF( IPIV( I ).GT.0 .AND. AP( IP ).EQ.ZERO ) + $ RETURN + IP = IP - I + 10 CONTINUE + ELSE +* +* Lower triangular storage: examine D from top to bottom. +* + IP = 1 + DO 20 I = 1, N + IF( IPIV( I ).GT.0 .AND. AP( IP ).EQ.ZERO ) + $ RETURN + IP = IP + N - I + 1 + 20 CONTINUE + END IF +* +* Estimate the 1-norm of the inverse. +* + KASE = 0 + 30 CONTINUE + CALL CLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE ) + IF( KASE.NE.0 ) THEN +* +* Multiply by inv(L*D*L') or inv(U*D*U'). +* + CALL CHPTRS( UPLO, N, 1, AP, IPIV, WORK, N, INFO ) + GO TO 30 + END IF +* +* Compute the estimate of the reciprocal condition number. +* + IF( AINVNM.NE.ZERO ) + $ RCOND = ( ONE / AINVNM ) / ANORM +* + RETURN +* +* End of CHPCON +* + END |