LAPACK  3.7.0
LAPACK: Linear Algebra PACKage
csycon_3.f
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1 *> \brief \b CSYCON_3
2 *
3 * =========== DOCUMENTATION ===========
4 *
5 * Online html documentation available at
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17 *
18 * Definition:
19 * ===========
20 *
21 * SUBROUTINE CSYCON_3( UPLO, N, A, LDA, E, IPIV, ANORM, RCOND,
22 * WORK, IWORK, INFO )
23 *
24 * .. Scalar Arguments ..
25 * CHARACTER UPLO
26 * INTEGER INFO, LDA, N
27 * REAL ANORM, RCOND
28 * ..
29 * .. Array Arguments ..
30 * INTEGER IPIV( * ), IWORK( * )
31 * COMPLEX A( LDA, * ), E ( * ), WORK( * )
32 * ..
33 *
34 *
35 *> \par Purpose:
36 * =============
37 *>
38 *> \verbatim
39 *> CSYCON_3 estimates the reciprocal of the condition number (in the
40 *> 1-norm) of a complex symmetric matrix A using the factorization
41 *> computed by CSYTRF_RK or CSYTRF_BK:
42 *>
43 *> A = P*U*D*(U**T)*(P**T) or A = P*L*D*(L**T)*(P**T),
44 *>
45 *> where U (or L) is unit upper (or lower) triangular matrix,
46 *> U**T (or L**T) is the transpose of U (or L), P is a permutation
47 *> matrix, P**T is the transpose of P, and D is symmetric and block
48 *> diagonal with 1-by-1 and 2-by-2 diagonal blocks.
49 *>
50 *> An estimate is obtained for norm(inv(A)), and the reciprocal of the
51 *> condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
52 *> This routine uses BLAS3 solver CSYTRS_3.
53 *> \endverbatim
54 *
55 * Arguments:
56 * ==========
57 *
58 *> \param[in] UPLO
59 *> \verbatim
60 *> UPLO is CHARACTER*1
61 *> Specifies whether the details of the factorization are
62 *> stored as an upper or lower triangular matrix:
63 *> = 'U': Upper triangular, form is A = P*U*D*(U**T)*(P**T);
64 *> = 'L': Lower triangular, form is A = P*L*D*(L**T)*(P**T).
65 *> \endverbatim
66 *>
67 *> \param[in] N
68 *> \verbatim
69 *> N is INTEGER
70 *> The order of the matrix A. N >= 0.
71 *> \endverbatim
72 *>
73 *> \param[in] A
74 *> \verbatim
75 *> A is COMPLEX array, dimension (LDA,N)
76 *> Diagonal of the block diagonal matrix D and factors U or L
77 *> as computed by CSYTRF_RK and CSYTRF_BK:
78 *> a) ONLY diagonal elements of the symmetric block diagonal
79 *> matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
80 *> (superdiagonal (or subdiagonal) elements of D
81 *> should be provided on entry in array E), and
82 *> b) If UPLO = 'U': factor U in the superdiagonal part of A.
83 *> If UPLO = 'L': factor L in the subdiagonal part of A.
84 *> \endverbatim
85 *>
86 *> \param[in] LDA
87 *> \verbatim
88 *> LDA is INTEGER
89 *> The leading dimension of the array A. LDA >= max(1,N).
90 *> \endverbatim
91 *>
92 *> \param[in] E
93 *> \verbatim
94 *> E is COMPLEX array, dimension (N)
95 *> On entry, contains the superdiagonal (or subdiagonal)
96 *> elements of the symmetric block diagonal matrix D
97 *> with 1-by-1 or 2-by-2 diagonal blocks, where
98 *> If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not refernced;
99 *> If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced.
100 *>
101 *> NOTE: For 1-by-1 diagonal block D(k), where
102 *> 1 <= k <= N, the element E(k) is not referenced in both
103 *> UPLO = 'U' or UPLO = 'L' cases.
104 *> \endverbatim
105 *>
106 *> \param[in] IPIV
107 *> \verbatim
108 *> IPIV is INTEGER array, dimension (N)
109 *> Details of the interchanges and the block structure of D
110 *> as determined by CSYTRF_RK or CSYTRF_BK.
111 *> \endverbatim
112 *>
113 *> \param[in] ANORM
114 *> \verbatim
115 *> ANORM is REAL
116 *> The 1-norm of the original matrix A.
117 *> \endverbatim
118 *>
119 *> \param[out] RCOND
120 *> \verbatim
121 *> RCOND is REAL
122 *> The reciprocal of the condition number of the matrix A,
123 *> computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
124 *> estimate of the 1-norm of inv(A) computed in this routine.
125 *> \endverbatim
126 *>
127 *> \param[out] WORK
128 *> \verbatim
129 *> WORK is COMPLEX array, dimension (2*N)
130 *> \endverbatim
131 *>
132 *> \param[out] IWORK
133 *> \verbatim
134 *> IWORK is INTEGER array, dimension (N)
135 *> \endverbatim
136 *>
137 *> \param[out] INFO
138 *> \verbatim
139 *> INFO is INTEGER
140 *> = 0: successful exit
141 *> < 0: if INFO = -i, the i-th argument had an illegal value
142 *> \endverbatim
143 *
144 * Authors:
145 * ========
146 *
147 *> \author Univ. of Tennessee
148 *> \author Univ. of California Berkeley
149 *> \author Univ. of Colorado Denver
150 *> \author NAG Ltd.
151 *
152 *> \date December 2016
153 *
154 *> \ingroup complexSYcomputational
155 *
156 *> \par Contributors:
157 * ==================
158 *> \verbatim
159 *>
160 *> December 2016, Igor Kozachenko,
161 *> Computer Science Division,
162 *> University of California, Berkeley
163 *>
164 *> September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
165 *> School of Mathematics,
166 *> University of Manchester
167 *>
168 *> \endverbatim
169 *
170 * =====================================================================
171  SUBROUTINE csycon_3( UPLO, N, A, LDA, E, IPIV, ANORM, RCOND,
172  $ work, info )
173 *
174 * -- LAPACK computational routine (version 3.7.0) --
175 * -- LAPACK is a software package provided by Univ. of Tennessee, --
176 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
177 * December 2016
178 *
179 * .. Scalar Arguments ..
180  CHARACTER UPLO
181  INTEGER INFO, LDA, N
182  REAL ANORM, RCOND
183 * ..
184 * .. Array Arguments ..
185  INTEGER IPIV( * )
186  COMPLEX A( lda, * ), E( * ), WORK( * )
187 * ..
188 *
189 * =====================================================================
190 *
191 * .. Parameters ..
192  REAL ONE, ZERO
193  parameter ( one = 1.0e+0, zero = 0.0e+0 )
194  COMPLEX CZERO
195  parameter ( czero = ( 0.0e+0, 0.0e+0 ) )
196 * ..
197 * .. Local Scalars ..
198  LOGICAL UPPER
199  INTEGER I, KASE
200  REAL AINVNM
201 * ..
202 * .. Local Arrays ..
203  INTEGER ISAVE( 3 )
204 * ..
205 * .. External Functions ..
206  LOGICAL LSAME
207  EXTERNAL lsame
208 * ..
209 * .. External Subroutines ..
210  EXTERNAL clacn2, csytrs_3, xerbla
211 * ..
212 * .. Intrinsic Functions ..
213  INTRINSIC max
214 * ..
215 * .. Executable Statements ..
216 *
217 * Test the input parameters.
218 *
219  info = 0
220  upper = lsame( uplo, 'U' )
221  IF( .NOT.upper .AND. .NOT.lsame( uplo, 'L' ) ) THEN
222  info = -1
223  ELSE IF( n.LT.0 ) THEN
224  info = -2
225  ELSE IF( lda.LT.max( 1, n ) ) THEN
226  info = -4
227  ELSE IF( anorm.LT.zero ) THEN
228  info = -7
229  END IF
230  IF( info.NE.0 ) THEN
231  CALL xerbla( 'CSYCON_3', -info )
232  RETURN
233  END IF
234 *
235 * Quick return if possible
236 *
237  rcond = zero
238  IF( n.EQ.0 ) THEN
239  rcond = one
240  RETURN
241  ELSE IF( anorm.LE.zero ) THEN
242  RETURN
243  END IF
244 *
245 * Check that the diagonal matrix D is nonsingular.
246 *
247  IF( upper ) THEN
248 *
249 * Upper triangular storage: examine D from bottom to top
250 *
251  DO i = n, 1, -1
252  IF( ipiv( i ).GT.0 .AND. a( i, i ).EQ.czero )
253  $ RETURN
254  END DO
255  ELSE
256 *
257 * Lower triangular storage: examine D from top to bottom.
258 *
259  DO i = 1, n
260  IF( ipiv( i ).GT.0 .AND. a( i, i ).EQ.czero )
261  $ RETURN
262  END DO
263  END IF
264 *
265 * Estimate the 1-norm of the inverse.
266 *
267  kase = 0
268  30 CONTINUE
269  CALL clacn2( n, work( n+1 ), work, ainvnm, kase, isave )
270  IF( kase.NE.0 ) THEN
271 *
272 * Multiply by inv(L*D*L**T) or inv(U*D*U**T).
273 *
274  CALL csytrs_3( uplo, n, 1, a, lda, e, ipiv, work, n, info )
275  GO TO 30
276  END IF
277 *
278 * Compute the estimate of the reciprocal condition number.
279 *
280  IF( ainvnm.NE.zero )
281  $ rcond = ( one / ainvnm ) / anorm
282 *
283  RETURN
284 *
285 * End of CSYCON_3
286 *
287  END
subroutine csycon_3(UPLO, N, A, LDA, E, IPIV, ANORM, RCOND, WORK, INFO)
CSYCON_3
Definition: csycon_3.f:173
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:62
subroutine csytrs_3(UPLO, N, NRHS, A, LDA, E, IPIV, B, LDB, INFO)
CSYTRS_3
Definition: csytrs_3.f:167
subroutine clacn2(N, V, X, EST, KASE, ISAVE)
CLACN2 estimates the 1-norm of a square matrix, using reverse communication for evaluating matrix-vec...
Definition: clacn2.f:135