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
|
*> \brief \b DPBCON
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DPBCON + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dpbcon.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dpbcon.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dpbcon.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DPBCON( UPLO, N, KD, AB, LDAB, ANORM, RCOND, WORK,
* IWORK, INFO )
*
* .. Scalar Arguments ..
* CHARACTER UPLO
* INTEGER INFO, KD, LDAB, N
* DOUBLE PRECISION ANORM, RCOND
* ..
* .. Array Arguments ..
* INTEGER IWORK( * )
* DOUBLE PRECISION AB( LDAB, * ), WORK( * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DPBCON estimates the reciprocal of the condition number (in the
*> 1-norm) of a real symmetric positive definite band matrix using the
*> Cholesky factorization A = U**T*U or A = L*L**T computed by DPBTRF.
*>
*> 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 triangular factor stored in AB;
*> = 'L': Lower triangular factor stored in AB.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The order of the matrix A. N >= 0.
*> \endverbatim
*>
*> \param[in] KD
*> \verbatim
*> KD is INTEGER
*> The number of superdiagonals of the matrix A if UPLO = 'U',
*> or the number of subdiagonals if UPLO = 'L'. KD >= 0.
*> \endverbatim
*>
*> \param[in] AB
*> \verbatim
*> AB is DOUBLE PRECISION array, dimension (LDAB,N)
*> The triangular factor U or L from the Cholesky factorization
*> A = U**T*U or A = L*L**T 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).
*> \endverbatim
*>
*> \param[in] LDAB
*> \verbatim
*> LDAB is INTEGER
*> The leading dimension of the array AB. LDAB >= KD+1.
*> \endverbatim
*>
*> \param[in] ANORM
*> \verbatim
*> ANORM is DOUBLE PRECISION
*> The 1-norm (or infinity-norm) of the symmetric band matrix A.
*> \endverbatim
*>
*> \param[out] RCOND
*> \verbatim
*> RCOND is 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.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*> WORK is DOUBLE PRECISION array, dimension (3*N)
*> \endverbatim
*>
*> \param[out] IWORK
*> \verbatim
*> IWORK is INTEGER 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.
*
*> \date November 2011
*
*> \ingroup doubleOTHERcomputational
*
* =====================================================================
SUBROUTINE DPBCON( UPLO, N, KD, AB, LDAB, ANORM, RCOND, WORK,
$ IWORK, INFO )
*
* -- LAPACK computational routine (version 3.4.0) --
* -- 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 ..
CHARACTER UPLO
INTEGER INFO, KD, LDAB, N
DOUBLE PRECISION ANORM, RCOND
* ..
* .. Array Arguments ..
INTEGER IWORK( * )
DOUBLE PRECISION AB( LDAB, * ), WORK( * )
* ..
*
* =====================================================================
*
* .. 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
* ..
* .. Local Arrays ..
INTEGER ISAVE( 3 )
* ..
* .. External Functions ..
LOGICAL LSAME
INTEGER IDAMAX
DOUBLE PRECISION DLAMCH
EXTERNAL LSAME, IDAMAX, DLAMCH
* ..
* .. External Subroutines ..
EXTERNAL DLACN2, DLATBS, DRSCL, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS
* ..
* .. 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( 'DPBCON', -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 DLACN2( N, WORK( N+1 ), WORK, IWORK, AINVNM, KASE, ISAVE )
IF( KASE.NE.0 ) THEN
IF( UPPER ) THEN
*
* Multiply by inv(U**T).
*
CALL DLATBS( 'Upper', 'Transpose', 'Non-unit', NORMIN, N,
$ KD, AB, LDAB, WORK, SCALEL, WORK( 2*N+1 ),
$ INFO )
NORMIN = 'Y'
*
* Multiply by inv(U).
*
CALL DLATBS( 'Upper', 'No transpose', 'Non-unit', NORMIN, N,
$ KD, AB, LDAB, WORK, SCALEU, WORK( 2*N+1 ),
$ INFO )
ELSE
*
* Multiply by inv(L).
*
CALL DLATBS( 'Lower', 'No transpose', 'Non-unit', NORMIN, N,
$ KD, AB, LDAB, WORK, SCALEL, WORK( 2*N+1 ),
$ INFO )
NORMIN = 'Y'
*
* Multiply by inv(L**T).
*
CALL DLATBS( 'Lower', 'Transpose', 'Non-unit', NORMIN, N,
$ KD, AB, LDAB, WORK, SCALEU, WORK( 2*N+1 ),
$ INFO )
END IF
*
* Multiply by 1/SCALE if doing so will not cause overflow.
*
SCALE = SCALEL*SCALEU
IF( SCALE.NE.ONE ) THEN
IX = IDAMAX( N, WORK, 1 )
IF( SCALE.LT.ABS( WORK( IX ) )*SMLNUM .OR. SCALE.EQ.ZERO )
$ GO TO 20
CALL DRSCL( 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 DPBCON
*
END
|
