LAPACK 3.3.1
Linear Algebra PACKage
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00001 SUBROUTINE SDISNA( JOB, M, N, D, SEP, INFO ) 00002 * 00003 * -- LAPACK routine (version 3.2) -- 00004 * -- LAPACK is a software package provided by Univ. of Tennessee, -- 00005 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- 00006 * November 2006 00007 * 00008 * .. Scalar Arguments .. 00009 CHARACTER JOB 00010 INTEGER INFO, M, N 00011 * .. 00012 * .. Array Arguments .. 00013 REAL D( * ), SEP( * ) 00014 * .. 00015 * 00016 * Purpose 00017 * ======= 00018 * 00019 * SDISNA computes the reciprocal condition numbers for the eigenvectors 00020 * of a real symmetric or complex Hermitian matrix or for the left or 00021 * right singular vectors of a general m-by-n matrix. The reciprocal 00022 * condition number is the 'gap' between the corresponding eigenvalue or 00023 * singular value and the nearest other one. 00024 * 00025 * The bound on the error, measured by angle in radians, in the I-th 00026 * computed vector is given by 00027 * 00028 * SLAMCH( 'E' ) * ( ANORM / SEP( I ) ) 00029 * 00030 * where ANORM = 2-norm(A) = max( abs( D(j) ) ). SEP(I) is not allowed 00031 * to be smaller than SLAMCH( 'E' )*ANORM in order to limit the size of 00032 * the error bound. 00033 * 00034 * SDISNA may also be used to compute error bounds for eigenvectors of 00035 * the generalized symmetric definite eigenproblem. 00036 * 00037 * Arguments 00038 * ========= 00039 * 00040 * JOB (input) CHARACTER*1 00041 * Specifies for which problem the reciprocal condition numbers 00042 * should be computed: 00043 * = 'E': the eigenvectors of a symmetric/Hermitian matrix; 00044 * = 'L': the left singular vectors of a general matrix; 00045 * = 'R': the right singular vectors of a general matrix. 00046 * 00047 * M (input) INTEGER 00048 * The number of rows of the matrix. M >= 0. 00049 * 00050 * N (input) INTEGER 00051 * If JOB = 'L' or 'R', the number of columns of the matrix, 00052 * in which case N >= 0. Ignored if JOB = 'E'. 00053 * 00054 * D (input) REAL array, dimension (M) if JOB = 'E' 00055 * dimension (min(M,N)) if JOB = 'L' or 'R' 00056 * The eigenvalues (if JOB = 'E') or singular values (if JOB = 00057 * 'L' or 'R') of the matrix, in either increasing or decreasing 00058 * order. If singular values, they must be non-negative. 00059 * 00060 * SEP (output) REAL array, dimension (M) if JOB = 'E' 00061 * dimension (min(M,N)) if JOB = 'L' or 'R' 00062 * The reciprocal condition numbers of the vectors. 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 REAL ZERO 00072 PARAMETER ( ZERO = 0.0E+0 ) 00073 * .. 00074 * .. Local Scalars .. 00075 LOGICAL DECR, EIGEN, INCR, LEFT, RIGHT, SING 00076 INTEGER I, K 00077 REAL ANORM, EPS, NEWGAP, OLDGAP, SAFMIN, THRESH 00078 * .. 00079 * .. External Functions .. 00080 LOGICAL LSAME 00081 REAL SLAMCH 00082 EXTERNAL LSAME, SLAMCH 00083 * .. 00084 * .. Intrinsic Functions .. 00085 INTRINSIC ABS, MAX, MIN 00086 * .. 00087 * .. External Subroutines .. 00088 EXTERNAL XERBLA 00089 * .. 00090 * .. Executable Statements .. 00091 * 00092 * Test the input arguments 00093 * 00094 INFO = 0 00095 EIGEN = LSAME( JOB, 'E' ) 00096 LEFT = LSAME( JOB, 'L' ) 00097 RIGHT = LSAME( JOB, 'R' ) 00098 SING = LEFT .OR. RIGHT 00099 IF( EIGEN ) THEN 00100 K = M 00101 ELSE IF( SING ) THEN 00102 K = MIN( M, N ) 00103 END IF 00104 IF( .NOT.EIGEN .AND. .NOT.SING ) THEN 00105 INFO = -1 00106 ELSE IF( M.LT.0 ) THEN 00107 INFO = -2 00108 ELSE IF( K.LT.0 ) THEN 00109 INFO = -3 00110 ELSE 00111 INCR = .TRUE. 00112 DECR = .TRUE. 00113 DO 10 I = 1, K - 1 00114 IF( INCR ) 00115 $ INCR = INCR .AND. D( I ).LE.D( I+1 ) 00116 IF( DECR ) 00117 $ DECR = DECR .AND. D( I ).GE.D( I+1 ) 00118 10 CONTINUE 00119 IF( SING .AND. K.GT.0 ) THEN 00120 IF( INCR ) 00121 $ INCR = INCR .AND. ZERO.LE.D( 1 ) 00122 IF( DECR ) 00123 $ DECR = DECR .AND. D( K ).GE.ZERO 00124 END IF 00125 IF( .NOT.( INCR .OR. DECR ) ) 00126 $ INFO = -4 00127 END IF 00128 IF( INFO.NE.0 ) THEN 00129 CALL XERBLA( 'SDISNA', -INFO ) 00130 RETURN 00131 END IF 00132 * 00133 * Quick return if possible 00134 * 00135 IF( K.EQ.0 ) 00136 $ RETURN 00137 * 00138 * Compute reciprocal condition numbers 00139 * 00140 IF( K.EQ.1 ) THEN 00141 SEP( 1 ) = SLAMCH( 'O' ) 00142 ELSE 00143 OLDGAP = ABS( D( 2 )-D( 1 ) ) 00144 SEP( 1 ) = OLDGAP 00145 DO 20 I = 2, K - 1 00146 NEWGAP = ABS( D( I+1 )-D( I ) ) 00147 SEP( I ) = MIN( OLDGAP, NEWGAP ) 00148 OLDGAP = NEWGAP 00149 20 CONTINUE 00150 SEP( K ) = OLDGAP 00151 END IF 00152 IF( SING ) THEN 00153 IF( ( LEFT .AND. M.GT.N ) .OR. ( RIGHT .AND. M.LT.N ) ) THEN 00154 IF( INCR ) 00155 $ SEP( 1 ) = MIN( SEP( 1 ), D( 1 ) ) 00156 IF( DECR ) 00157 $ SEP( K ) = MIN( SEP( K ), D( K ) ) 00158 END IF 00159 END IF 00160 * 00161 * Ensure that reciprocal condition numbers are not less than 00162 * threshold, in order to limit the size of the error bound 00163 * 00164 EPS = SLAMCH( 'E' ) 00165 SAFMIN = SLAMCH( 'S' ) 00166 ANORM = MAX( ABS( D( 1 ) ), ABS( D( K ) ) ) 00167 IF( ANORM.EQ.ZERO ) THEN 00168 THRESH = EPS 00169 ELSE 00170 THRESH = MAX( EPS*ANORM, SAFMIN ) 00171 END IF 00172 DO 30 I = 1, K 00173 SEP( I ) = MAX( SEP( I ), THRESH ) 00174 30 CONTINUE 00175 * 00176 RETURN 00177 * 00178 * End of SDISNA 00179 * 00180 END