LAPACK 3.3.0
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00001 SUBROUTINE SGECON( NORM, N, A, LDA, ANORM, RCOND, WORK, IWORK, 00002 $ INFO ) 00003 * 00004 * -- LAPACK routine (version 3.2) -- 00005 * -- LAPACK is a software package provided by Univ. of Tennessee, -- 00006 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- 00007 * November 2006 00008 * 00009 * Modified to call SLACN2 in place of SLACON, 7 Feb 03, SJH. 00010 * 00011 * .. Scalar Arguments .. 00012 CHARACTER NORM 00013 INTEGER INFO, LDA, N 00014 REAL ANORM, RCOND 00015 * .. 00016 * .. Array Arguments .. 00017 INTEGER IWORK( * ) 00018 REAL A( LDA, * ), WORK( * ) 00019 * .. 00020 * 00021 * Purpose 00022 * ======= 00023 * 00024 * SGECON estimates the reciprocal of the condition number of a general 00025 * real matrix A, in either the 1-norm or the infinity-norm, using 00026 * the LU factorization computed by SGETRF. 00027 * 00028 * An estimate is obtained for norm(inv(A)), and the reciprocal of the 00029 * condition number is computed as 00030 * RCOND = 1 / ( norm(A) * norm(inv(A)) ). 00031 * 00032 * Arguments 00033 * ========= 00034 * 00035 * NORM (input) CHARACTER*1 00036 * Specifies whether the 1-norm condition number or the 00037 * infinity-norm condition number is required: 00038 * = '1' or 'O': 1-norm; 00039 * = 'I': Infinity-norm. 00040 * 00041 * N (input) INTEGER 00042 * The order of the matrix A. N >= 0. 00043 * 00044 * A (input) REAL array, dimension (LDA,N) 00045 * The factors L and U from the factorization A = P*L*U 00046 * as computed by SGETRF. 00047 * 00048 * LDA (input) INTEGER 00049 * The leading dimension of the array A. LDA >= max(1,N). 00050 * 00051 * ANORM (input) REAL 00052 * If NORM = '1' or 'O', the 1-norm of the original matrix A. 00053 * If NORM = 'I', the infinity-norm of the original matrix A. 00054 * 00055 * RCOND (output) REAL 00056 * The reciprocal of the condition number of the matrix A, 00057 * computed as RCOND = 1/(norm(A) * norm(inv(A))). 00058 * 00059 * WORK (workspace) REAL array, dimension (4*N) 00060 * 00061 * IWORK (workspace) INTEGER array, dimension (N) 00062 * 00063 * INFO (output) INTEGER 00064 * = 0: successful exit 00065 * < 0: if INFO = -i, the i-th argument had an illegal value 00066 * 00067 * ===================================================================== 00068 * 00069 * .. Parameters .. 00070 REAL ONE, ZERO 00071 PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 ) 00072 * .. 00073 * .. Local Scalars .. 00074 LOGICAL ONENRM 00075 CHARACTER NORMIN 00076 INTEGER IX, KASE, KASE1 00077 REAL AINVNM, SCALE, SL, SMLNUM, SU 00078 * .. 00079 * .. Local Arrays .. 00080 INTEGER ISAVE( 3 ) 00081 * .. 00082 * .. External Functions .. 00083 LOGICAL LSAME 00084 INTEGER ISAMAX 00085 REAL SLAMCH 00086 EXTERNAL LSAME, ISAMAX, SLAMCH 00087 * .. 00088 * .. External Subroutines .. 00089 EXTERNAL SLACN2, SLATRS, SRSCL, XERBLA 00090 * .. 00091 * .. Intrinsic Functions .. 00092 INTRINSIC ABS, MAX 00093 * .. 00094 * .. Executable Statements .. 00095 * 00096 * Test the input parameters. 00097 * 00098 INFO = 0 00099 ONENRM = NORM.EQ.'1' .OR. LSAME( NORM, 'O' ) 00100 IF( .NOT.ONENRM .AND. .NOT.LSAME( NORM, 'I' ) ) THEN 00101 INFO = -1 00102 ELSE IF( N.LT.0 ) THEN 00103 INFO = -2 00104 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN 00105 INFO = -4 00106 ELSE IF( ANORM.LT.ZERO ) THEN 00107 INFO = -5 00108 END IF 00109 IF( INFO.NE.0 ) THEN 00110 CALL XERBLA( 'SGECON', -INFO ) 00111 RETURN 00112 END IF 00113 * 00114 * Quick return if possible 00115 * 00116 RCOND = ZERO 00117 IF( N.EQ.0 ) THEN 00118 RCOND = ONE 00119 RETURN 00120 ELSE IF( ANORM.EQ.ZERO ) THEN 00121 RETURN 00122 END IF 00123 * 00124 SMLNUM = SLAMCH( 'Safe minimum' ) 00125 * 00126 * Estimate the norm of inv(A). 00127 * 00128 AINVNM = ZERO 00129 NORMIN = 'N' 00130 IF( ONENRM ) THEN 00131 KASE1 = 1 00132 ELSE 00133 KASE1 = 2 00134 END IF 00135 KASE = 0 00136 10 CONTINUE 00137 CALL SLACN2( N, WORK( N+1 ), WORK, IWORK, AINVNM, KASE, ISAVE ) 00138 IF( KASE.NE.0 ) THEN 00139 IF( KASE.EQ.KASE1 ) THEN 00140 * 00141 * Multiply by inv(L). 00142 * 00143 CALL SLATRS( 'Lower', 'No transpose', 'Unit', NORMIN, N, A, 00144 $ LDA, WORK, SL, WORK( 2*N+1 ), INFO ) 00145 * 00146 * Multiply by inv(U). 00147 * 00148 CALL SLATRS( 'Upper', 'No transpose', 'Non-unit', NORMIN, N, 00149 $ A, LDA, WORK, SU, WORK( 3*N+1 ), INFO ) 00150 ELSE 00151 * 00152 * Multiply by inv(U'). 00153 * 00154 CALL SLATRS( 'Upper', 'Transpose', 'Non-unit', NORMIN, N, A, 00155 $ LDA, WORK, SU, WORK( 3*N+1 ), INFO ) 00156 * 00157 * Multiply by inv(L'). 00158 * 00159 CALL SLATRS( 'Lower', 'Transpose', 'Unit', NORMIN, N, A, 00160 $ LDA, WORK, SL, WORK( 2*N+1 ), INFO ) 00161 END IF 00162 * 00163 * Divide X by 1/(SL*SU) if doing so will not cause overflow. 00164 * 00165 SCALE = SL*SU 00166 NORMIN = 'Y' 00167 IF( SCALE.NE.ONE ) THEN 00168 IX = ISAMAX( N, WORK, 1 ) 00169 IF( SCALE.LT.ABS( WORK( IX ) )*SMLNUM .OR. SCALE.EQ.ZERO ) 00170 $ GO TO 20 00171 CALL SRSCL( N, SCALE, WORK, 1 ) 00172 END IF 00173 GO TO 10 00174 END IF 00175 * 00176 * Compute the estimate of the reciprocal condition number. 00177 * 00178 IF( AINVNM.NE.ZERO ) 00179 $ RCOND = ( ONE / AINVNM ) / ANORM 00180 * 00181 20 CONTINUE 00182 RETURN 00183 * 00184 * End of SGECON 00185 * 00186 END