zhecon_3.f

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*> \brief \b ZHECON_3
*
*  =========== DOCUMENTATION ===========
*
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*
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*
*  Definition:
*  ===========
*
*       SUBROUTINE ZHECON_3( UPLO, N, A, LDA, E, IPIV, ANORM, RCOND,
*                            WORK, INFO )
*
*       .. Scalar Arguments ..
*       CHARACTER          UPLO
*       INTEGER            INFO, LDA, N
*       DOUBLE PRECISION   ANORM, RCOND
*       ..
*       .. Array Arguments ..
*       INTEGER            IPIV( * )
*       COMPLEX*16         A( LDA, * ), E ( * ), WORK( * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*> ZHECON_3 estimates the reciprocal of the condition number (in the
*> 1-norm) of a complex Hermitian matrix A using the factorization
*> computed by ZHETRF_RK or ZHETRF_BK:
*>
*>    A = P*U*D*(U**H)*(P**T) or A = P*L*D*(L**H)*(P**T),
*>
*> where U (or L) is unit upper (or lower) triangular matrix,
*> U**H (or L**H) is the conjugate of U (or L), P is a permutation
*> matrix, P**T is the transpose of P, and D is Hermitian and block
*> diagonal with 1-by-1 and 2-by-2 diagonal blocks.
*>
*> An estimate is obtained for norm(inv(A)), and the reciprocal of the
*> condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
*> This routine uses BLAS3 solver ZHETRS_3.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] UPLO
*> \verbatim
*>          UPLO is CHARACTER*1
*>          Specifies whether the details of the factorization are
*>          stored as an upper or lower triangular matrix:
*>          = 'U':  Upper triangular, form is A = P*U*D*(U**H)*(P**T);
*>          = 'L':  Lower triangular, form is A = P*L*D*(L**H)*(P**T).
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The order of the matrix A.  N >= 0.
*> \endverbatim
*>
*> \param[in] A
*> \verbatim
*>          A is COMPLEX*16 array, dimension (LDA,N)
*>          Diagonal of the block diagonal matrix D and factors U or L
*>          as computed by ZHETRF_RK and ZHETRF_BK:
*>            a) ONLY diagonal elements of the Hermitian block diagonal
*>               matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
*>               (superdiagonal (or subdiagonal) elements of D
*>                should be provided on entry in array E), and
*>            b) If UPLO = 'U': factor U in the superdiagonal part of A.
*>               If UPLO = 'L': factor L in the subdiagonal part of A.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*>          LDA is INTEGER
*>          The leading dimension of the array A.  LDA >= max(1,N).
*> \endverbatim
*>
*> \param[in] E
*> \verbatim
*>          E is COMPLEX*16 array, dimension (N)
*>          On entry, contains the superdiagonal (or subdiagonal)
*>          elements of the Hermitian block diagonal matrix D
*>          with 1-by-1 or 2-by-2 diagonal blocks, where
*>          If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not referenced;
*>          If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced.
*>
*>          NOTE: For 1-by-1 diagonal block D(k), where
*>          1 <= k <= N, the element E(k) is not referenced in both
*>          UPLO = 'U' or UPLO = 'L' cases.
*> \endverbatim
*>
*> \param[in] IPIV
*> \verbatim
*>          IPIV is INTEGER array, dimension (N)
*>          Details of the interchanges and the block structure of D
*>          as determined by ZHETRF_RK or ZHETRF_BK.
*> \endverbatim
*>
*> \param[in] ANORM
*> \verbatim
*>          ANORM is DOUBLE PRECISION
*>          The 1-norm of the original matrix A.
*> \endverbatim
*>
*> \param[out] RCOND
*> \verbatim
*>          RCOND is DOUBLE PRECISION
*>          The reciprocal of the condition number of the matrix A,
*>          computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
*>          estimate of the 1-norm of inv(A) computed in this routine.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*>          WORK is COMPLEX*16 array, dimension (2*N)
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*>          INFO is INTEGER
*>          = 0:  successful exit
*>          < 0:  if INFO = -i, the i-th argument had an illegal value
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup hecon_3
*
*> \par Contributors:
*  ==================
*> \verbatim
*>
*>  June 2017,  Igor Kozachenko,
*>                  Computer Science Division,
*>                  University of California, Berkeley
*>
*>  September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
*>                  School of Mathematics,
*>                  University of Manchester
*>
*> \endverbatim
*
*  =====================================================================
      SUBROUTINE zhecon_3( UPLO, N, A, LDA, E, IPIV, ANORM, RCOND,
     $                     WORK, INFO )
*
*  -- LAPACK computational routine --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
*     .. Scalar Arguments ..
      CHARACTER          UPLO
      INTEGER            INFO, LDA, N
      DOUBLE PRECISION   ANORM, RCOND
*     ..
*     .. Array Arguments ..
      INTEGER            IPIV( * )
      COMPLEX*16         A( LDA, * ), E( * ), WORK( * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ONE, ZERO
      parameter( one = 1.0d+0, zero = 0.0d+0 )
*     ..
*     .. Local Scalars ..
      LOGICAL            UPPER
      INTEGER            I, KASE
      DOUBLE PRECISION   AINVNM
*     ..
*     .. Local Arrays ..
      INTEGER            ISAVE( 3 )
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      EXTERNAL           lsame
*     ..
*     .. External Subroutines ..
      EXTERNAL           zhetrs_3, zlacn2, xerbla
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          max
*     ..
*     .. Executable Statements ..
*
*     Test the input parameters.
*
      info = 0
      upper = lsame( uplo, 'U' )
      IF( .NOT.upper .AND. .NOT.lsame( uplo, 'L' ) ) THEN
         info = -1
      ELSE IF( n.LT.0 ) THEN
         info = -2
      ELSE IF( lda.LT.max( 1, n ) ) THEN
         info = -4
      ELSE IF( anorm.LT.zero ) THEN
         info = -7
      END IF
      IF( info.NE.0 ) THEN
         CALL xerbla( 'ZHECON_3', -info )
         RETURN
      END IF
*
*     Quick return if possible
*
      rcond = zero
      IF( n.EQ.0 ) THEN
         rcond = one
         RETURN
      ELSE IF( anorm.LE.zero ) THEN
         RETURN
      END IF
*
*     Check that the diagonal matrix D is nonsingular.
*
      IF( upper ) THEN
*
*        Upper triangular storage: examine D from bottom to top
*
         DO i = n, 1, -1
            IF( ipiv( i ).GT.0 .AND. a( i, i ).EQ.zero )
     $         RETURN
         END DO
      ELSE
*
*        Lower triangular storage: examine D from top to bottom.
*
         DO i = 1, n
            IF( ipiv( i ).GT.0 .AND. a( i, i ).EQ.zero )
     $         RETURN
         END DO
      END IF
*
*     Estimate the 1-norm of the inverse.
*
      kase = 0
   30 CONTINUE
      CALL zlacn2( n, work( n+1 ), work, ainvnm, kase, isave )
      IF( kase.NE.0 ) THEN
*
*        Multiply by inv(L*D*L**H) or inv(U*D*U**H).
*
         CALL zhetrs_3( uplo, n, 1, a, lda, e, ipiv, work, n, info )
         GO TO 30
      END IF
*
*     Compute the estimate of the reciprocal condition number.
*
      IF( ainvnm.NE.zero )
     $   rcond = ( one / ainvnm ) / anorm
*
      RETURN
*
*     End of ZHECON_3
*
      END