LAPACK 3.3.1
Linear Algebra PACKage
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00001 SUBROUTINE CPPCON( UPLO, N, AP, ANORM, RCOND, WORK, RWORK, INFO ) 00002 * 00003 * -- LAPACK routine (version 3.3.1) -- 00004 * -- LAPACK is a software package provided by Univ. of Tennessee, -- 00005 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- 00006 * -- April 2011 -- 00007 * 00008 * Modified to call CLACN2 in place of CLACON, 10 Feb 03, SJH. 00009 * 00010 * .. Scalar Arguments .. 00011 CHARACTER UPLO 00012 INTEGER INFO, N 00013 REAL ANORM, RCOND 00014 * .. 00015 * .. Array Arguments .. 00016 REAL RWORK( * ) 00017 COMPLEX AP( * ), WORK( * ) 00018 * .. 00019 * 00020 * Purpose 00021 * ======= 00022 * 00023 * CPPCON estimates the reciprocal of the condition number (in the 00024 * 1-norm) of a complex Hermitian positive definite packed matrix using 00025 * the Cholesky factorization A = U**H*U or A = L*L**H computed by 00026 * CPPTRF. 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 * = 'U': Upper triangle of A is stored; 00036 * = 'L': Lower triangle of A is stored. 00037 * 00038 * N (input) INTEGER 00039 * The order of the matrix A. N >= 0. 00040 * 00041 * AP (input) COMPLEX array, dimension (N*(N+1)/2) 00042 * The triangular factor U or L from the Cholesky factorization 00043 * A = U**H*U or A = L*L**H, packed columnwise in a linear 00044 * array. The j-th column of U or L is stored in the array AP 00045 * as follows: 00046 * if UPLO = 'U', AP(i + (j-1)*j/2) = U(i,j) for 1<=i<=j; 00047 * if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = L(i,j) for j<=i<=n. 00048 * 00049 * ANORM (input) REAL 00050 * The 1-norm (or infinity-norm) of the Hermitian matrix A. 00051 * 00052 * RCOND (output) REAL 00053 * The reciprocal of the condition number of the matrix A, 00054 * computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an 00055 * estimate of the 1-norm of inv(A) computed in this routine. 00056 * 00057 * WORK (workspace) COMPLEX array, dimension (2*N) 00058 * 00059 * RWORK (workspace) REAL array, dimension (N) 00060 * 00061 * INFO (output) INTEGER 00062 * = 0: successful exit 00063 * < 0: if INFO = -i, the i-th argument had an illegal value 00064 * 00065 * ===================================================================== 00066 * 00067 * .. Parameters .. 00068 REAL ONE, ZERO 00069 PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 ) 00070 * .. 00071 * .. Local Scalars .. 00072 LOGICAL UPPER 00073 CHARACTER NORMIN 00074 INTEGER IX, KASE 00075 REAL AINVNM, SCALE, SCALEL, SCALEU, SMLNUM 00076 COMPLEX ZDUM 00077 * .. 00078 * .. Local Arrays .. 00079 INTEGER ISAVE( 3 ) 00080 * .. 00081 * .. External Functions .. 00082 LOGICAL LSAME 00083 INTEGER ICAMAX 00084 REAL SLAMCH 00085 EXTERNAL LSAME, ICAMAX, SLAMCH 00086 * .. 00087 * .. External Subroutines .. 00088 EXTERNAL CLACN2, CLATPS, CSRSCL, XERBLA 00089 * .. 00090 * .. Intrinsic Functions .. 00091 INTRINSIC ABS, AIMAG, REAL 00092 * .. 00093 * .. Statement Functions .. 00094 REAL CABS1 00095 * .. 00096 * .. Statement Function definitions .. 00097 CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) ) 00098 * .. 00099 * .. Executable Statements .. 00100 * 00101 * Test the input parameters. 00102 * 00103 INFO = 0 00104 UPPER = LSAME( UPLO, 'U' ) 00105 IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN 00106 INFO = -1 00107 ELSE IF( N.LT.0 ) THEN 00108 INFO = -2 00109 ELSE IF( ANORM.LT.ZERO ) THEN 00110 INFO = -4 00111 END IF 00112 IF( INFO.NE.0 ) THEN 00113 CALL XERBLA( 'CPPCON', -INFO ) 00114 RETURN 00115 END IF 00116 * 00117 * Quick return if possible 00118 * 00119 RCOND = ZERO 00120 IF( N.EQ.0 ) THEN 00121 RCOND = ONE 00122 RETURN 00123 ELSE IF( ANORM.EQ.ZERO ) THEN 00124 RETURN 00125 END IF 00126 * 00127 SMLNUM = SLAMCH( 'Safe minimum' ) 00128 * 00129 * Estimate the 1-norm of the inverse. 00130 * 00131 KASE = 0 00132 NORMIN = 'N' 00133 10 CONTINUE 00134 CALL CLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE ) 00135 IF( KASE.NE.0 ) THEN 00136 IF( UPPER ) THEN 00137 * 00138 * Multiply by inv(U**H). 00139 * 00140 CALL CLATPS( 'Upper', 'Conjugate transpose', 'Non-unit', 00141 $ NORMIN, N, AP, WORK, SCALEL, RWORK, INFO ) 00142 NORMIN = 'Y' 00143 * 00144 * Multiply by inv(U). 00145 * 00146 CALL CLATPS( 'Upper', 'No transpose', 'Non-unit', NORMIN, N, 00147 $ AP, WORK, SCALEU, RWORK, INFO ) 00148 ELSE 00149 * 00150 * Multiply by inv(L). 00151 * 00152 CALL CLATPS( 'Lower', 'No transpose', 'Non-unit', NORMIN, N, 00153 $ AP, WORK, SCALEL, RWORK, INFO ) 00154 NORMIN = 'Y' 00155 * 00156 * Multiply by inv(L**H). 00157 * 00158 CALL CLATPS( 'Lower', 'Conjugate transpose', 'Non-unit', 00159 $ NORMIN, N, AP, WORK, SCALEU, RWORK, INFO ) 00160 END IF 00161 * 00162 * Multiply by 1/SCALE if doing so will not cause overflow. 00163 * 00164 SCALE = SCALEL*SCALEU 00165 IF( SCALE.NE.ONE ) THEN 00166 IX = ICAMAX( N, WORK, 1 ) 00167 IF( SCALE.LT.CABS1( WORK( IX ) )*SMLNUM .OR. SCALE.EQ.ZERO ) 00168 $ GO TO 20 00169 CALL CSRSCL( N, SCALE, WORK, 1 ) 00170 END IF 00171 GO TO 10 00172 END IF 00173 * 00174 * Compute the estimate of the reciprocal condition number. 00175 * 00176 IF( AINVNM.NE.ZERO ) 00177 $ RCOND = ( ONE / AINVNM ) / ANORM 00178 * 00179 20 CONTINUE 00180 RETURN 00181 * 00182 * End of CPPCON 00183 * 00184 END