summaryrefslogtreecommitdiff
path: root/SRC/dlacon.f
blob: 280ab9213b9d5cefd01461f33bee48afb1566e1f (plain)
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
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
*> \brief \b DLACON
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at 
*            http://www.netlib.org/lapack/explore-html/ 
*
*> Download DLACON + dependencies 
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlacon.f"> 
*> [TGZ]</a> 
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlacon.f"> 
*> [ZIP]</a> 
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlacon.f"> 
*> [TXT]</a> 
*
*  Definition
*  ==========
*
*       SUBROUTINE DLACON( N, V, X, ISGN, EST, KASE )
* 
*       .. Scalar Arguments ..
*       INTEGER            KASE, N
*       DOUBLE PRECISION   EST
*       ..
*       .. Array Arguments ..
*       INTEGER            ISGN( * )
*       DOUBLE PRECISION   V( * ), X( * )
*       ..
*  
*  Purpose
*  =======
*
*>\details \b Purpose:
*>\verbatim
*>
*> DLACON estimates the 1-norm of a square, real matrix A.
*> Reverse communication is used for evaluating matrix-vector products.
*>
*>\endverbatim
*
*  Arguments
*  =========
*
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>         The order of the matrix.  N >= 1.
*> \endverbatim
*>
*> \param[out] V
*> \verbatim
*>          V is DOUBLE PRECISION array, dimension (N)
*>         On the final return, V = A*W,  where  EST = norm(V)/norm(W)
*>         (W is not returned).
*> \endverbatim
*>
*> \param[in,out] X
*> \verbatim
*>          X is DOUBLE PRECISION array, dimension (N)
*>         On an intermediate return, X should be overwritten by
*>               A * X,   if KASE=1,
*>               A**T * X,  if KASE=2,
*>         and DLACON must be re-called with all the other parameters
*>         unchanged.
*> \endverbatim
*>
*> \param[out] ISGN
*> \verbatim
*>          ISGN is INTEGER array, dimension (N)
*> \endverbatim
*>
*> \param[in,out] EST
*> \verbatim
*>          EST is DOUBLE PRECISION
*>         On entry with KASE = 1 or 2 and JUMP = 3, EST should be
*>         unchanged from the previous call to DLACON.
*>         On exit, EST is an estimate (a lower bound) for norm(A). 
*> \endverbatim
*>
*> \param[in,out] KASE
*> \verbatim
*>          KASE is INTEGER
*>         On the initial call to DLACON, KASE should be 0.
*>         On an intermediate return, KASE will be 1 or 2, indicating
*>         whether X should be overwritten by A * X  or A**T * X.
*>         On the final return from DLACON, KASE will again be 0.
*> \endverbatim
*>
*
*  Authors
*  =======
*
*> \author Univ. of Tennessee 
*> \author Univ. of California Berkeley 
*> \author Univ. of Colorado Denver 
*> \author NAG Ltd. 
*
*> \date November 2011
*
*> \ingroup doubleOTHERauxiliary
*
*
*  Further Details
*  ===============
*>\details \b Further \b Details
*> \verbatim
*  Further Details
*>  ======= =======
*>
*>  Contributed by Nick Higham, University of Manchester.
*>  Originally named SONEST, dated March 16, 1988.
*>
*>  Reference: N.J. Higham, "FORTRAN codes for estimating the one-norm of
*>  a real or complex matrix, with applications to condition estimation",
*>  ACM Trans. Math. Soft., vol. 14, no. 4, pp. 381-396, December 1988.
*>
*> \endverbatim
*>
*  =====================================================================
      SUBROUTINE DLACON( N, V, X, ISGN, EST, KASE )
*
*  -- LAPACK auxiliary 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 2011
*
*     .. Scalar Arguments ..
      INTEGER            KASE, N
      DOUBLE PRECISION   EST
*     ..
*     .. Array Arguments ..
      INTEGER            ISGN( * )
      DOUBLE PRECISION   V( * ), X( * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      INTEGER            ITMAX
      PARAMETER          ( ITMAX = 5 )
      DOUBLE PRECISION   ZERO, ONE, TWO
      PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0, TWO = 2.0D+0 )
*     ..
*     .. Local Scalars ..
      INTEGER            I, ITER, J, JLAST, JUMP
      DOUBLE PRECISION   ALTSGN, ESTOLD, TEMP
*     ..
*     .. External Functions ..
      INTEGER            IDAMAX
      DOUBLE PRECISION   DASUM
      EXTERNAL           IDAMAX, DASUM
*     ..
*     .. External Subroutines ..
      EXTERNAL           DCOPY
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          ABS, DBLE, NINT, SIGN
*     ..
*     .. Save statement ..
      SAVE
*     ..
*     .. Executable Statements ..
*
      IF( KASE.EQ.0 ) THEN
         DO 10 I = 1, N
            X( I ) = ONE / DBLE( N )
   10    CONTINUE
         KASE = 1
         JUMP = 1
         RETURN
      END IF
*
      GO TO ( 20, 40, 70, 110, 140 )JUMP
*
*     ................ ENTRY   (JUMP = 1)
*     FIRST ITERATION.  X HAS BEEN OVERWRITTEN BY A*X.
*
   20 CONTINUE
      IF( N.EQ.1 ) THEN
         V( 1 ) = X( 1 )
         EST = ABS( V( 1 ) )
*        ... QUIT
         GO TO 150
      END IF
      EST = DASUM( N, X, 1 )
*
      DO 30 I = 1, N
         X( I ) = SIGN( ONE, X( I ) )
         ISGN( I ) = NINT( X( I ) )
   30 CONTINUE
      KASE = 2
      JUMP = 2
      RETURN
*
*     ................ ENTRY   (JUMP = 2)
*     FIRST ITERATION.  X HAS BEEN OVERWRITTEN BY TRANSPOSE(A)*X.
*
   40 CONTINUE
      J = IDAMAX( N, X, 1 )
      ITER = 2
*
*     MAIN LOOP - ITERATIONS 2,3,...,ITMAX.
*
   50 CONTINUE
      DO 60 I = 1, N
         X( I ) = ZERO
   60 CONTINUE
      X( J ) = ONE
      KASE = 1
      JUMP = 3
      RETURN
*
*     ................ ENTRY   (JUMP = 3)
*     X HAS BEEN OVERWRITTEN BY A*X.
*
   70 CONTINUE
      CALL DCOPY( N, X, 1, V, 1 )
      ESTOLD = EST
      EST = DASUM( N, V, 1 )
      DO 80 I = 1, N
         IF( NINT( SIGN( ONE, X( I ) ) ).NE.ISGN( I ) )
     $      GO TO 90
   80 CONTINUE
*     REPEATED SIGN VECTOR DETECTED, HENCE ALGORITHM HAS CONVERGED.
      GO TO 120
*
   90 CONTINUE
*     TEST FOR CYCLING.
      IF( EST.LE.ESTOLD )
     $   GO TO 120
*
      DO 100 I = 1, N
         X( I ) = SIGN( ONE, X( I ) )
         ISGN( I ) = NINT( X( I ) )
  100 CONTINUE
      KASE = 2
      JUMP = 4
      RETURN
*
*     ................ ENTRY   (JUMP = 4)
*     X HAS BEEN OVERWRITTEN BY TRANSPOSE(A)*X.
*
  110 CONTINUE
      JLAST = J
      J = IDAMAX( N, X, 1 )
      IF( ( X( JLAST ).NE.ABS( X( J ) ) ) .AND. ( ITER.LT.ITMAX ) ) THEN
         ITER = ITER + 1
         GO TO 50
      END IF
*
*     ITERATION COMPLETE.  FINAL STAGE.
*
  120 CONTINUE
      ALTSGN = ONE
      DO 130 I = 1, N
         X( I ) = ALTSGN*( ONE+DBLE( I-1 ) / DBLE( N-1 ) )
         ALTSGN = -ALTSGN
  130 CONTINUE
      KASE = 1
      JUMP = 5
      RETURN
*
*     ................ ENTRY   (JUMP = 5)
*     X HAS BEEN OVERWRITTEN BY A*X.
*
  140 CONTINUE
      TEMP = TWO*( DASUM( N, X, 1 ) / DBLE( 3*N ) )
      IF( TEMP.GT.EST ) THEN
         CALL DCOPY( N, X, 1, V, 1 )
         EST = TEMP
      END IF
*
  150 CONTINUE
      KASE = 0
      RETURN
*
*     End of DLACON
*
      END