/* dpocon.f -- translated by f2c (version 20061008). You must link the resulting object file with libf2c: on Microsoft Windows system, link with libf2c.lib; on Linux or Unix systems, link with .../path/to/libf2c.a -lm or, if you install libf2c.a in a standard place, with -lf2c -lm -- in that order, at the end of the command line, as in cc *.o -lf2c -lm Source for libf2c is in /netlib/f2c/libf2c.zip, e.g., http://www.netlib.org/f2c/libf2c.zip */ #include "f2c.h" #include "blaswrap.h" /* Table of constant values */ static integer c__1 = 1; /* Subroutine */ int dpocon_(char *uplo, integer *n, doublereal *a, integer * lda, doublereal *anorm, doublereal *rcond, doublereal *work, integer * iwork, integer *info) { /* System generated locals */ integer a_dim1, a_offset, i__1; doublereal d__1; /* Local variables */ integer ix, kase; doublereal scale; extern logical lsame_(char *, char *); integer isave[3]; extern /* Subroutine */ int drscl_(integer *, doublereal *, doublereal *, integer *); logical upper; extern /* Subroutine */ int dlacn2_(integer *, doublereal *, doublereal *, integer *, doublereal *, integer *, integer *); extern doublereal dlamch_(char *); doublereal scalel; extern integer idamax_(integer *, doublereal *, integer *); doublereal scaleu; extern /* Subroutine */ int xerbla_(char *, integer *); doublereal ainvnm; extern /* Subroutine */ int dlatrs_(char *, char *, char *, char *, integer *, doublereal *, integer *, doublereal *, doublereal *, doublereal *, integer *); char normin[1]; doublereal smlnum; /* -- LAPACK routine (version 3.2) -- */ /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ /* November 2006 */ /* Modified to call DLACN2 in place of DLACON, 5 Feb 03, SJH. */ /* .. Scalar Arguments .. */ /* .. */ /* .. Array Arguments .. */ /* .. */ /* Purpose */ /* ======= */ /* DPOCON estimates the reciprocal of the condition number (in the */ /* 1-norm) of a real symmetric positive definite matrix using the */ /* Cholesky factorization A = U**T*U or A = L*L**T computed by DPOTRF. */ /* 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 */ /* ========= */ /* UPLO (input) CHARACTER*1 */ /* = 'U': Upper triangle of A is stored; */ /* = 'L': Lower triangle of A is stored. */ /* N (input) INTEGER */ /* The order of the matrix A. N >= 0. */ /* A (input) DOUBLE PRECISION array, dimension (LDA,N) */ /* The triangular factor U or L from the Cholesky factorization */ /* A = U**T*U or A = L*L**T, as computed by DPOTRF. */ /* LDA (input) INTEGER */ /* The leading dimension of the array A. LDA >= max(1,N). */ /* ANORM (input) DOUBLE PRECISION */ /* The 1-norm (or infinity-norm) of the symmetric matrix A. */ /* RCOND (output) 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. */ /* WORK (workspace) DOUBLE PRECISION array, dimension (3*N) */ /* IWORK (workspace) INTEGER array, dimension (N) */ /* INFO (output) INTEGER */ /* = 0: successful exit */ /* < 0: if INFO = -i, the i-th argument had an illegal value */ /* ===================================================================== */ /* .. Parameters .. */ /* .. */ /* .. Local Scalars .. */ /* .. */ /* .. Local Arrays .. */ /* .. */ /* .. External Functions .. */ /* .. */ /* .. External Subroutines .. */ /* .. */ /* .. Intrinsic Functions .. */ /* .. */ /* .. Executable Statements .. */ /* Test the input parameters. */ /* Parameter adjustments */ a_dim1 = *lda; a_offset = 1 + a_dim1; a -= a_offset; --work; --iwork; /* Function Body */ *info = 0; upper = lsame_(uplo, "U"); if (! upper && ! lsame_(uplo, "L")) { *info = -1; } else if (*n < 0) { *info = -2; } else if (*lda < max(1,*n)) { *info = -4; } else if (*anorm < 0.) { *info = -5; } if (*info != 0) { i__1 = -(*info); xerbla_("DPOCON", &i__1); return 0; } /* Quick return if possible */ *rcond = 0.; if (*n == 0) { *rcond = 1.; return 0; } else if (*anorm == 0.) { return 0; } smlnum = dlamch_("Safe minimum"); /* Estimate the 1-norm of inv(A). */ kase = 0; *(unsigned char *)normin = 'N'; L10: dlacn2_(n, &work[*n + 1], &work[1], &iwork[1], &ainvnm, &kase, isave); if (kase != 0) { if (upper) { /* Multiply by inv(U'). */ dlatrs_("Upper", "Transpose", "Non-unit", normin, n, &a[a_offset], lda, &work[1], &scalel, &work[(*n << 1) + 1], info); *(unsigned char *)normin = 'Y'; /* Multiply by inv(U). */ dlatrs_("Upper", "No transpose", "Non-unit", normin, n, &a[ a_offset], lda, &work[1], &scaleu, &work[(*n << 1) + 1], info); } else { /* Multiply by inv(L). */ dlatrs_("Lower", "No transpose", "Non-unit", normin, n, &a[ a_offset], lda, &work[1], &scalel, &work[(*n << 1) + 1], info); *(unsigned char *)normin = 'Y'; /* Multiply by inv(L'). */ dlatrs_("Lower", "Transpose", "Non-unit", normin, n, &a[a_offset], lda, &work[1], &scaleu, &work[(*n << 1) + 1], info); } /* Multiply by 1/SCALE if doing so will not cause overflow. */ scale = scalel * scaleu; if (scale != 1.) { ix = idamax_(n, &work[1], &c__1); if (scale < (d__1 = work[ix], abs(d__1)) * smlnum || scale == 0.) { goto L20; } drscl_(n, &scale, &work[1], &c__1); } goto L10; } /* Compute the estimate of the reciprocal condition number. */ if (ainvnm != 0.) { *rcond = 1. / ainvnm / *anorm; } L20: return 0; /* End of DPOCON */ } /* dpocon_ */