LAPACK 3.3.0
|
00001 SUBROUTINE DSPCON( UPLO, N, AP, IPIV, ANORM, RCOND, WORK, IWORK, 00002 $ INFO ) 00003 * 00004 * -- LAPACK routine (version 3.2.2) -- 00005 * -- LAPACK is a software package provided by Univ. of Tennessee, -- 00006 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- 00007 * June 2010 00008 * 00009 * Modified to call DLACN2 in place of DLACON, 5 Feb 03, SJH. 00010 * 00011 * .. Scalar Arguments .. 00012 CHARACTER UPLO 00013 INTEGER INFO, N 00014 DOUBLE PRECISION ANORM, RCOND 00015 * .. 00016 * .. Array Arguments .. 00017 INTEGER IPIV( * ), IWORK( * ) 00018 DOUBLE PRECISION AP( * ), WORK( * ) 00019 * .. 00020 * 00021 * Purpose 00022 * ======= 00023 * 00024 * DSPCON estimates the reciprocal of the condition number (in the 00025 * 1-norm) of a real symmetric packed matrix A using the factorization 00026 * A = U*D*U**T or A = L*D*L**T computed by DSPTRF. 00027 * 00028 * An estimate is obtained for norm(inv(A)), and the reciprocal of the 00029 * condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))). 00030 * 00031 * Arguments 00032 * ========= 00033 * 00034 * UPLO (input) CHARACTER*1 00035 * Specifies whether the details of the factorization are stored 00036 * as an upper or lower triangular matrix. 00037 * = 'U': Upper triangular, form is A = U*D*U**T; 00038 * = 'L': Lower triangular, form is A = L*D*L**T. 00039 * 00040 * N (input) INTEGER 00041 * The order of the matrix A. N >= 0. 00042 * 00043 * AP (input) DOUBLE PRECISION array, dimension (N*(N+1)/2) 00044 * The block diagonal matrix D and the multipliers used to 00045 * obtain the factor U or L as computed by DSPTRF, stored as a 00046 * packed triangular matrix. 00047 * 00048 * IPIV (input) INTEGER array, dimension (N) 00049 * Details of the interchanges and the block structure of D 00050 * as determined by DSPTRF. 00051 * 00052 * ANORM (input) DOUBLE PRECISION 00053 * The 1-norm of the original matrix A. 00054 * 00055 * RCOND (output) DOUBLE PRECISION 00056 * The reciprocal of the condition number of the matrix A, 00057 * computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an 00058 * estimate of the 1-norm of inv(A) computed in this routine. 00059 * 00060 * WORK (workspace) DOUBLE PRECISION array, dimension (2*N) 00061 * 00062 * IWORK (workspace) INTEGER array, dimension (N) 00063 * 00064 * INFO (output) INTEGER 00065 * = 0: successful exit 00066 * < 0: if INFO = -i, the i-th argument had an illegal value 00067 * 00068 * ===================================================================== 00069 * 00070 * .. Parameters .. 00071 DOUBLE PRECISION ONE, ZERO 00072 PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) 00073 * .. 00074 * .. Local Scalars .. 00075 LOGICAL UPPER 00076 INTEGER I, IP, KASE 00077 DOUBLE PRECISION AINVNM 00078 * .. 00079 * .. Local Arrays .. 00080 INTEGER ISAVE( 3 ) 00081 * .. 00082 * .. External Functions .. 00083 LOGICAL LSAME 00084 EXTERNAL LSAME 00085 * .. 00086 * .. External Subroutines .. 00087 EXTERNAL DLACN2, DSPTRS, XERBLA 00088 * .. 00089 * .. Executable Statements .. 00090 * 00091 * Test the input parameters. 00092 * 00093 INFO = 0 00094 UPPER = LSAME( UPLO, 'U' ) 00095 IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN 00096 INFO = -1 00097 ELSE IF( N.LT.0 ) THEN 00098 INFO = -2 00099 ELSE IF( ANORM.LT.ZERO ) THEN 00100 INFO = -5 00101 END IF 00102 IF( INFO.NE.0 ) THEN 00103 CALL XERBLA( 'DSPCON', -INFO ) 00104 RETURN 00105 END IF 00106 * 00107 * Quick return if possible 00108 * 00109 RCOND = ZERO 00110 IF( N.EQ.0 ) THEN 00111 RCOND = ONE 00112 RETURN 00113 ELSE IF( ANORM.LE.ZERO ) THEN 00114 RETURN 00115 END IF 00116 * 00117 * Check that the diagonal matrix D is nonsingular. 00118 * 00119 IF( UPPER ) THEN 00120 * 00121 * Upper triangular storage: examine D from bottom to top 00122 * 00123 IP = N*( N+1 ) / 2 00124 DO 10 I = N, 1, -1 00125 IF( IPIV( I ).GT.0 .AND. AP( IP ).EQ.ZERO ) 00126 $ RETURN 00127 IP = IP - I 00128 10 CONTINUE 00129 ELSE 00130 * 00131 * Lower triangular storage: examine D from top to bottom. 00132 * 00133 IP = 1 00134 DO 20 I = 1, N 00135 IF( IPIV( I ).GT.0 .AND. AP( IP ).EQ.ZERO ) 00136 $ RETURN 00137 IP = IP + N - I + 1 00138 20 CONTINUE 00139 END IF 00140 * 00141 * Estimate the 1-norm of the inverse. 00142 * 00143 KASE = 0 00144 30 CONTINUE 00145 CALL DLACN2( N, WORK( N+1 ), WORK, IWORK, AINVNM, KASE, ISAVE ) 00146 IF( KASE.NE.0 ) THEN 00147 * 00148 * Multiply by inv(L*D*L') or inv(U*D*U'). 00149 * 00150 CALL DSPTRS( UPLO, N, 1, AP, IPIV, WORK, N, INFO ) 00151 GO TO 30 00152 END IF 00153 * 00154 * Compute the estimate of the reciprocal condition number. 00155 * 00156 IF( AINVNM.NE.ZERO ) 00157 $ RCOND = ( ONE / AINVNM ) / ANORM 00158 * 00159 RETURN 00160 * 00161 * End of DSPCON 00162 * 00163 END