1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
|
SUBROUTINE CGTCON( NORM, N, DL, D, DU, DU2, IPIV, ANORM, RCOND,
$ WORK, INFO )
*
* -- LAPACK routine (version 3.2) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2006
*
* Modified to call CLACN2 in place of CLACON, 10 Feb 03, SJH.
*
* .. Scalar Arguments ..
CHARACTER NORM
INTEGER INFO, N
REAL ANORM, RCOND
* ..
* .. Array Arguments ..
INTEGER IPIV( * )
COMPLEX D( * ), DL( * ), DU( * ), DU2( * ), WORK( * )
* ..
*
* Purpose
* =======
*
* CGTCON estimates the reciprocal of the condition number of a complex
* tridiagonal matrix A using the LU factorization as computed by
* CGTTRF.
*
* 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
* =========
*
* 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.
*
* DL (input) COMPLEX array, dimension (N-1)
* The (n-1) multipliers that define the matrix L from the
* LU factorization of A as computed by CGTTRF.
*
* D (input) COMPLEX array, dimension (N)
* The n diagonal elements of the upper triangular matrix U from
* the LU factorization of A.
*
* DU (input) COMPLEX array, dimension (N-1)
* The (n-1) elements of the first superdiagonal of U.
*
* DU2 (input) COMPLEX array, dimension (N-2)
* The (n-2) elements of the second superdiagonal of U.
*
* IPIV (input) INTEGER array, dimension (N)
* The pivot indices; for 1 <= i <= n, row i of the matrix was
* interchanged with row IPIV(i). IPIV(i) will always be either
* i or i+1; IPIV(i) = i indicates a row interchange was not
* required.
*
* ANORM (input) REAL
* 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) 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 ONENRM
INTEGER I, KASE, KASE1
REAL AINVNM
* ..
* .. Local Arrays ..
INTEGER ISAVE( 3 )
* ..
* .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
* ..
* .. External Subroutines ..
EXTERNAL CGTTRS, CLACN2, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC CMPLX
* ..
* .. Executable Statements ..
*
* Test the input arguments.
*
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( ANORM.LT.ZERO ) THEN
INFO = -8
END IF
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'CGTCON', -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
*
* Check that D(1:N) is non-zero.
*
DO 10 I = 1, N
IF( D( I ).EQ.CMPLX( ZERO ) )
$ RETURN
10 CONTINUE
*
AINVNM = ZERO
IF( ONENRM ) THEN
KASE1 = 1
ELSE
KASE1 = 2
END IF
KASE = 0
20 CONTINUE
CALL CLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
IF( KASE.NE.0 ) THEN
IF( KASE.EQ.KASE1 ) THEN
*
* Multiply by inv(U)*inv(L).
*
CALL CGTTRS( 'No transpose', N, 1, DL, D, DU, DU2, IPIV,
$ WORK, N, INFO )
ELSE
*
* Multiply by inv(L')*inv(U').
*
CALL CGTTRS( 'Conjugate transpose', N, 1, DL, D, DU, DU2,
$ IPIV, WORK, N, INFO )
END IF
GO TO 20
END IF
*
* Compute the estimate of the reciprocal condition number.
*
IF( AINVNM.NE.ZERO )
$ RCOND = ( ONE / AINVNM ) / ANORM
*
RETURN
*
* End of CGTCON
*
END
|