LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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◆ cptcon()

subroutine cptcon ( integer  n,
real, dimension( * )  d,
complex, dimension( * )  e,
real  anorm,
real  rcond,
real, dimension( * )  rwork,
integer  info 
)

CPTCON

Download CPTCON + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 CPTCON computes the reciprocal of the condition number (in the
 1-norm) of a complex Hermitian positive definite tridiagonal matrix
 using the factorization A = L*D*L**H or A = U**H*D*U computed by
 CPTTRF.

 Norm(inv(A)) is computed by a direct method, and the reciprocal of
 the condition number is computed as
                  RCOND = 1 / (ANORM * norm(inv(A))).
Parameters
[in]N
          N is INTEGER
          The order of the matrix A.  N >= 0.
[in]D
          D is REAL array, dimension (N)
          The n diagonal elements of the diagonal matrix D from the
          factorization of A, as computed by CPTTRF.
[in]E
          E is COMPLEX array, dimension (N-1)
          The (n-1) off-diagonal elements of the unit bidiagonal factor
          U or L from the factorization of A, as computed by CPTTRF.
[in]ANORM
          ANORM is REAL
          The 1-norm of the original matrix A.
[out]RCOND
          RCOND is REAL
          The reciprocal of the condition number of the matrix A,
          computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is the
          1-norm of inv(A) computed in this routine.
[out]RWORK
          RWORK is REAL array, dimension (N)
[out]INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
  The method used is described in Nicholas J. Higham, "Efficient
  Algorithms for Computing the Condition Number of a Tridiagonal
  Matrix", SIAM J. Sci. Stat. Comput., Vol. 7, No. 1, January 1986.

Definition at line 118 of file cptcon.f.

119*
120* -- LAPACK computational routine --
121* -- LAPACK is a software package provided by Univ. of Tennessee, --
122* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
123*
124* .. Scalar Arguments ..
125 INTEGER INFO, N
126 REAL ANORM, RCOND
127* ..
128* .. Array Arguments ..
129 REAL D( * ), RWORK( * )
130 COMPLEX E( * )
131* ..
132*
133* =====================================================================
134*
135* .. Parameters ..
136 REAL ONE, ZERO
137 parameter( one = 1.0e+0, zero = 0.0e+0 )
138* ..
139* .. Local Scalars ..
140 INTEGER I, IX
141 REAL AINVNM
142* ..
143* .. External Functions ..
144 INTEGER ISAMAX
145 EXTERNAL isamax
146* ..
147* .. External Subroutines ..
148 EXTERNAL xerbla
149* ..
150* .. Intrinsic Functions ..
151 INTRINSIC abs
152* ..
153* .. Executable Statements ..
154*
155* Test the input arguments.
156*
157 info = 0
158 IF( n.LT.0 ) THEN
159 info = -1
160 ELSE IF( anorm.LT.zero ) THEN
161 info = -4
162 END IF
163 IF( info.NE.0 ) THEN
164 CALL xerbla( 'CPTCON', -info )
165 RETURN
166 END IF
167*
168* Quick return if possible
169*
170 rcond = zero
171 IF( n.EQ.0 ) THEN
172 rcond = one
173 RETURN
174 ELSE IF( anorm.EQ.zero ) THEN
175 RETURN
176 END IF
177*
178* Check that D(1:N) is positive.
179*
180 DO 10 i = 1, n
181 IF( d( i ).LE.zero )
182 $ RETURN
183 10 CONTINUE
184*
185* Solve M(A) * x = e, where M(A) = (m(i,j)) is given by
186*
187* m(i,j) = abs(A(i,j)), i = j,
188* m(i,j) = -abs(A(i,j)), i .ne. j,
189*
190* and e = [ 1, 1, ..., 1 ]**T. Note M(A) = M(L)*D*M(L)**H.
191*
192* Solve M(L) * x = e.
193*
194 rwork( 1 ) = one
195 DO 20 i = 2, n
196 rwork( i ) = one + rwork( i-1 )*abs( e( i-1 ) )
197 20 CONTINUE
198*
199* Solve D * M(L)**H * x = b.
200*
201 rwork( n ) = rwork( n ) / d( n )
202 DO 30 i = n - 1, 1, -1
203 rwork( i ) = rwork( i ) / d( i ) + rwork( i+1 )*abs( e( i ) )
204 30 CONTINUE
205*
206* Compute AINVNM = max(x(i)), 1<=i<=n.
207*
208 ix = isamax( n, rwork, 1 )
209 ainvnm = abs( rwork( ix ) )
210*
211* Compute the reciprocal condition number.
212*
213 IF( ainvnm.NE.zero )
214 $ rcond = ( one / ainvnm ) / anorm
215*
216 RETURN
217*
218* End of CPTCON
219*
subroutine xerbla(srname, info)
Definition cblat2.f:3285
integer function isamax(n, sx, incx)
ISAMAX
Definition isamax.f:71
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