numeric-linalg
Educational material on the SciPy implementation of numerical linear algebra algorithms
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lapack/SRC/ctpcon.f | 7616B | -rw-r--r-- |
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*> \brief \b CTPCON * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download CTPCON + dependencies *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/ctpcon.f"> *> [TGZ]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/ctpcon.f"> *> [ZIP]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/ctpcon.f"> *> [TXT]</a> *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE CTPCON( NORM, UPLO, DIAG, N, AP, RCOND, WORK, RWORK, * INFO ) * * .. Scalar Arguments .. * CHARACTER DIAG, NORM, UPLO * INTEGER INFO, N * REAL RCOND * .. * .. Array Arguments .. * REAL RWORK( * ) * COMPLEX AP( * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> CTPCON estimates the reciprocal of the condition number of a packed *> triangular matrix A, in either the 1-norm or the infinity-norm. *> *> The norm of A is computed and an estimate is obtained for *> norm(inv(A)), then the reciprocal of the condition number is *> computed as *> RCOND = 1 / ( norm(A) * norm(inv(A)) ). *> \endverbatim * * Arguments: * ========== * *> \param[in] NORM *> \verbatim *> NORM is 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. *> \endverbatim *> *> \param[in] UPLO *> \verbatim *> UPLO is CHARACTER*1 *> = 'U': A is upper triangular; *> = 'L': A is lower triangular. *> \endverbatim *> *> \param[in] DIAG *> \verbatim *> DIAG is CHARACTER*1 *> = 'N': A is non-unit triangular; *> = 'U': A is unit triangular. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrix A. N >= 0. *> \endverbatim *> *> \param[in] AP *> \verbatim *> AP is COMPLEX array, dimension (N*(N+1)/2) *> The upper or lower triangular matrix A, packed columnwise in *> a linear array. The j-th column of A is stored in the array *> AP as follows: *> if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; *> if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. *> If DIAG = 'U', the diagonal elements of A are not referenced *> and are assumed to be 1. *> \endverbatim *> *> \param[out] RCOND *> \verbatim *> RCOND is REAL *> The reciprocal of the condition number of the matrix A, *> computed as RCOND = 1/(norm(A) * norm(inv(A))). *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is COMPLEX array, dimension (2*N) *> \endverbatim *> *> \param[out] RWORK *> \verbatim *> RWORK is REAL 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. * *> \ingroup tpcon * * ===================================================================== SUBROUTINE CTPCON( NORM, UPLO, DIAG, N, AP, RCOND, WORK, RWORK, $ INFO ) * * -- LAPACK computational routine -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * * .. Scalar Arguments .. CHARACTER DIAG, NORM, UPLO INTEGER INFO, N REAL RCOND * .. * .. Array Arguments .. REAL RWORK( * ) COMPLEX AP( * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. REAL ONE, ZERO PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 ) * .. * .. Local Scalars .. LOGICAL NOUNIT, ONENRM, UPPER CHARACTER NORMIN INTEGER IX, KASE, KASE1 REAL AINVNM, ANORM, SCALE, SMLNUM, XNORM COMPLEX ZDUM * .. * .. Local Arrays .. INTEGER ISAVE( 3 ) * .. * .. External Functions .. LOGICAL LSAME INTEGER ICAMAX REAL CLANTP, SLAMCH EXTERNAL LSAME, ICAMAX, CLANTP, SLAMCH * .. * .. External Subroutines .. EXTERNAL CLACN2, CLATPS, CSRSCL, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC ABS, AIMAG, MAX, REAL * .. * .. Statement Functions .. REAL CABS1 * .. * .. Statement Function definitions .. CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) ) * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 UPPER = LSAME( UPLO, 'U' ) ONENRM = NORM.EQ.'1' .OR. LSAME( NORM, 'O' ) NOUNIT = LSAME( DIAG, 'N' ) * IF( .NOT.ONENRM .AND. .NOT.LSAME( NORM, 'I' ) ) THEN INFO = -1 ELSE IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN INFO = -2 ELSE IF( .NOT.NOUNIT .AND. .NOT.LSAME( DIAG, 'U' ) ) THEN INFO = -3 ELSE IF( N.LT.0 ) THEN INFO = -4 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'CTPCON', -INFO ) RETURN END IF * * Quick return if possible * IF( N.EQ.0 ) THEN RCOND = ONE RETURN END IF * RCOND = ZERO SMLNUM = SLAMCH( 'Safe minimum' )*REAL( MAX( 1, N ) ) * * Compute the norm of the triangular matrix A. * ANORM = CLANTP( NORM, UPLO, DIAG, N, AP, RWORK ) * * Continue only if ANORM > 0. * IF( ANORM.GT.ZERO ) THEN * * Estimate the norm of the inverse of A. * AINVNM = ZERO NORMIN = 'N' IF( ONENRM ) THEN KASE1 = 1 ELSE KASE1 = 2 END IF KASE = 0 10 CONTINUE CALL CLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE ) IF( KASE.NE.0 ) THEN IF( KASE.EQ.KASE1 ) THEN * * Multiply by inv(A). * CALL CLATPS( UPLO, 'No transpose', DIAG, NORMIN, N, $ AP, $ WORK, SCALE, RWORK, INFO ) ELSE * * Multiply by inv(A**H). * CALL CLATPS( UPLO, 'Conjugate transpose', DIAG, $ NORMIN, $ N, AP, WORK, SCALE, RWORK, INFO ) END IF NORMIN = 'Y' * * Multiply by 1/SCALE if doing so will not cause overflow. * IF( SCALE.NE.ONE ) THEN IX = ICAMAX( N, WORK, 1 ) XNORM = CABS1( WORK( IX ) ) IF( SCALE.LT.XNORM*SMLNUM .OR. SCALE.EQ.ZERO ) $ GO TO 20 CALL CSRSCL( 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 / ANORM ) / AINVNM END IF * 20 CONTINUE RETURN * * End of CTPCON * END