LAPACK  3.6.1 LAPACK: Linear Algebra PACKage
zptcon.f
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1 *> \brief \b ZPTCON
2 *
3 * =========== DOCUMENTATION ===========
4 *
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17 *
18 * Definition:
19 * ===========
20 *
21 * SUBROUTINE ZPTCON( N, D, E, ANORM, RCOND, RWORK, INFO )
22 *
23 * .. Scalar Arguments ..
24 * INTEGER INFO, N
25 * DOUBLE PRECISION ANORM, RCOND
26 * ..
27 * .. Array Arguments ..
28 * DOUBLE PRECISION D( * ), RWORK( * )
29 * COMPLEX*16 E( * )
30 * ..
31 *
32 *
33 *> \par Purpose:
34 * =============
35 *>
36 *> \verbatim
37 *>
38 *> ZPTCON computes the reciprocal of the condition number (in the
39 *> 1-norm) of a complex Hermitian positive definite tridiagonal matrix
40 *> using the factorization A = L*D*L**H or A = U**H*D*U computed by
41 *> ZPTTRF.
42 *>
43 *> Norm(inv(A)) is computed by a direct method, and the reciprocal of
44 *> the condition number is computed as
45 *> RCOND = 1 / (ANORM * norm(inv(A))).
46 *> \endverbatim
47 *
48 * Arguments:
49 * ==========
50 *
51 *> \param[in] N
52 *> \verbatim
53 *> N is INTEGER
54 *> The order of the matrix A. N >= 0.
55 *> \endverbatim
56 *>
57 *> \param[in] D
58 *> \verbatim
59 *> D is DOUBLE PRECISION array, dimension (N)
60 *> The n diagonal elements of the diagonal matrix D from the
61 *> factorization of A, as computed by ZPTTRF.
62 *> \endverbatim
63 *>
64 *> \param[in] E
65 *> \verbatim
66 *> E is COMPLEX*16 array, dimension (N-1)
67 *> The (n-1) off-diagonal elements of the unit bidiagonal factor
68 *> U or L from the factorization of A, as computed by ZPTTRF.
69 *> \endverbatim
70 *>
71 *> \param[in] ANORM
72 *> \verbatim
73 *> ANORM is DOUBLE PRECISION
74 *> The 1-norm of the original matrix A.
75 *> \endverbatim
76 *>
77 *> \param[out] RCOND
78 *> \verbatim
79 *> RCOND is DOUBLE PRECISION
80 *> The reciprocal of the condition number of the matrix A,
81 *> computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is the
82 *> 1-norm of inv(A) computed in this routine.
83 *> \endverbatim
84 *>
85 *> \param[out] RWORK
86 *> \verbatim
87 *> RWORK is DOUBLE PRECISION array, dimension (N)
88 *> \endverbatim
89 *>
90 *> \param[out] INFO
91 *> \verbatim
92 *> INFO is INTEGER
93 *> = 0: successful exit
94 *> < 0: if INFO = -i, the i-th argument had an illegal value
95 *> \endverbatim
96 *
97 * Authors:
98 * ========
99 *
100 *> \author Univ. of Tennessee
101 *> \author Univ. of California Berkeley
102 *> \author Univ. of Colorado Denver
103 *> \author NAG Ltd.
104 *
105 *> \date September 2012
106 *
107 *> \ingroup complex16PTcomputational
108 *
109 *> \par Further Details:
110 * =====================
111 *>
112 *> \verbatim
113 *>
114 *> The method used is described in Nicholas J. Higham, "Efficient
115 *> Algorithms for Computing the Condition Number of a Tridiagonal
116 *> Matrix", SIAM J. Sci. Stat. Comput., Vol. 7, No. 1, January 1986.
117 *> \endverbatim
118 *>
119 * =====================================================================
120  SUBROUTINE zptcon( N, D, E, ANORM, RCOND, RWORK, INFO )
121 *
122 * -- LAPACK computational routine (version 3.4.2) --
123 * -- LAPACK is a software package provided by Univ. of Tennessee, --
124 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
125 * September 2012
126 *
127 * .. Scalar Arguments ..
128  INTEGER INFO, N
129  DOUBLE PRECISION ANORM, RCOND
130 * ..
131 * .. Array Arguments ..
132  DOUBLE PRECISION D( * ), RWORK( * )
133  COMPLEX*16 E( * )
134 * ..
135 *
136 * =====================================================================
137 *
138 * .. Parameters ..
139  DOUBLE PRECISION ONE, ZERO
140  parameter ( one = 1.0d+0, zero = 0.0d+0 )
141 * ..
142 * .. Local Scalars ..
143  INTEGER I, IX
144  DOUBLE PRECISION AINVNM
145 * ..
146 * .. External Functions ..
147  INTEGER IDAMAX
148  EXTERNAL idamax
149 * ..
150 * .. External Subroutines ..
151  EXTERNAL xerbla
152 * ..
153 * .. Intrinsic Functions ..
154  INTRINSIC abs
155 * ..
156 * .. Executable Statements ..
157 *
158 * Test the input arguments.
159 *
160  info = 0
161  IF( n.LT.0 ) THEN
162  info = -1
163  ELSE IF( anorm.LT.zero ) THEN
164  info = -4
165  END IF
166  IF( info.NE.0 ) THEN
167  CALL xerbla( 'ZPTCON', -info )
168  RETURN
169  END IF
170 *
171 * Quick return if possible
172 *
173  rcond = zero
174  IF( n.EQ.0 ) THEN
175  rcond = one
176  RETURN
177  ELSE IF( anorm.EQ.zero ) THEN
178  RETURN
179  END IF
180 *
181 * Check that D(1:N) is positive.
182 *
183  DO 10 i = 1, n
184  IF( d( i ).LE.zero )
185  \$ RETURN
186  10 CONTINUE
187 *
188 * Solve M(A) * x = e, where M(A) = (m(i,j)) is given by
189 *
190 * m(i,j) = abs(A(i,j)), i = j,
191 * m(i,j) = -abs(A(i,j)), i .ne. j,
192 *
193 * and e = [ 1, 1, ..., 1 ]**T. Note M(A) = M(L)*D*M(L)**H.
194 *
195 * Solve M(L) * x = e.
196 *
197  rwork( 1 ) = one
198  DO 20 i = 2, n
199  rwork( i ) = one + rwork( i-1 )*abs( e( i-1 ) )
200  20 CONTINUE
201 *
202 * Solve D * M(L)**H * x = b.
203 *
204  rwork( n ) = rwork( n ) / d( n )
205  DO 30 i = n - 1, 1, -1
206  rwork( i ) = rwork( i ) / d( i ) + rwork( i+1 )*abs( e( i ) )
207  30 CONTINUE
208 *
209 * Compute AINVNM = max(x(i)), 1<=i<=n.
210 *
211  ix = idamax( n, rwork, 1 )
212  ainvnm = abs( rwork( ix ) )
213 *
214 * Compute the reciprocal condition number.
215 *
216  IF( ainvnm.NE.zero )
217  \$ rcond = ( one / ainvnm ) / anorm
218 *
219  RETURN
220 *
221 * End of ZPTCON
222 *
223  END
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:62
subroutine zptcon(N, D, E, ANORM, RCOND, RWORK, INFO)
ZPTCON
Definition: zptcon.f:121