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Diffstat (limited to '2.3-1/src/fortran/lapack/dtrcon.f')
| -rw-r--r-- | 2.3-1/src/fortran/lapack/dtrcon.f | 197 |
1 files changed, 197 insertions, 0 deletions
diff --git a/2.3-1/src/fortran/lapack/dtrcon.f b/2.3-1/src/fortran/lapack/dtrcon.f new file mode 100644 index 00000000..23da5927 --- /dev/null +++ b/2.3-1/src/fortran/lapack/dtrcon.f @@ -0,0 +1,197 @@ + SUBROUTINE DTRCON( NORM, UPLO, DIAG, N, A, LDA, RCOND, WORK, + $ IWORK, INFO ) +* +* -- LAPACK routine (version 3.1) -- +* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. +* November 2006 +* +* Modified to call DLACN2 in place of DLACON, 5 Feb 03, SJH. +* +* .. Scalar Arguments .. + CHARACTER DIAG, NORM, UPLO + INTEGER INFO, LDA, N + DOUBLE PRECISION RCOND +* .. +* .. Array Arguments .. + INTEGER IWORK( * ) + DOUBLE PRECISION A( LDA, * ), WORK( * ) +* .. +* +* Purpose +* ======= +* +* DTRCON estimates the reciprocal of the condition number of a +* triangular matrix A, in either the 1-norm or the infinity-norm. +* +* The norm of A is computed and an estimate is obtained for +* norm(inv(A)), then the reciprocal of the condition number is +* computed as +* RCOND = 1 / ( norm(A) * norm(inv(A)) ). +* +* Arguments +* ========= +* +* NORM (input) CHARACTER*1 +* Specifies whether the 1-norm condition number or the +* infinity-norm condition number is required: +* = '1' or 'O': 1-norm; +* = 'I': Infinity-norm. +* +* UPLO (input) CHARACTER*1 +* = 'U': A is upper triangular; +* = 'L': A is lower triangular. +* +* DIAG (input) CHARACTER*1 +* = 'N': A is non-unit triangular; +* = 'U': A is unit triangular. +* +* N (input) INTEGER +* The order of the matrix A. N >= 0. +* +* A (input) DOUBLE PRECISION array, dimension (LDA,N) +* The triangular matrix A. If UPLO = 'U', the leading N-by-N +* upper triangular part of the array A contains the upper +* triangular matrix, and the strictly lower triangular part of +* A is not referenced. If UPLO = 'L', the leading N-by-N lower +* triangular part of the array A contains the lower triangular +* matrix, and the strictly upper triangular part of A is not +* referenced. If DIAG = 'U', the diagonal elements of A are +* also not referenced and are assumed to be 1. +* +* LDA (input) INTEGER +* The leading dimension of the array A. LDA >= max(1,N). +* +* RCOND (output) DOUBLE PRECISION +* The reciprocal of the condition number of the matrix A, +* computed as RCOND = 1/(norm(A) * norm(inv(A))). +* +* WORK (workspace) DOUBLE PRECISION array, dimension (3*N) +* +* IWORK (workspace) INTEGER array, dimension (N) +* +* INFO (output) INTEGER +* = 0: successful exit +* < 0: if INFO = -i, the i-th argument had an illegal value +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ONE, ZERO + PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) +* .. +* .. Local Scalars .. + LOGICAL NOUNIT, ONENRM, UPPER + CHARACTER NORMIN + INTEGER IX, KASE, KASE1 + DOUBLE PRECISION AINVNM, ANORM, SCALE, SMLNUM, XNORM +* .. +* .. Local Arrays .. + INTEGER ISAVE( 3 ) +* .. +* .. External Functions .. + LOGICAL LSAME + INTEGER IDAMAX + DOUBLE PRECISION DLAMCH, DLANTR + EXTERNAL LSAME, IDAMAX, DLAMCH, DLANTR +* .. +* .. External Subroutines .. + EXTERNAL DLACN2, DLATRS, DRSCL, XERBLA +* .. +* .. Intrinsic Functions .. + INTRINSIC ABS, DBLE, MAX +* .. +* .. Executable Statements .. +* +* Test the input parameters. +* + INFO = 0 + UPPER = LSAME( UPLO, 'U' ) + ONENRM = NORM.EQ.'1' .OR. LSAME( NORM, 'O' ) + NOUNIT = LSAME( DIAG, 'N' ) +* + IF( .NOT.ONENRM .AND. .NOT.LSAME( NORM, 'I' ) ) THEN + INFO = -1 + ELSE IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN + INFO = -2 + ELSE IF( .NOT.NOUNIT .AND. .NOT.LSAME( DIAG, 'U' ) ) THEN + INFO = -3 + ELSE IF( N.LT.0 ) THEN + INFO = -4 + ELSE IF( LDA.LT.MAX( 1, N ) ) THEN + INFO = -6 + END IF + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'DTRCON', -INFO ) + RETURN + END IF +* +* Quick return if possible +* + IF( N.EQ.0 ) THEN + RCOND = ONE + RETURN + END IF +* + RCOND = ZERO + SMLNUM = DLAMCH( 'Safe minimum' )*DBLE( MAX( 1, N ) ) +* +* Compute the norm of the triangular matrix A. +* + ANORM = DLANTR( NORM, UPLO, DIAG, N, N, A, LDA, WORK ) +* +* Continue only if ANORM > 0. +* + IF( ANORM.GT.ZERO ) THEN +* +* Estimate the norm of the inverse of A. +* + AINVNM = ZERO + NORMIN = 'N' + IF( ONENRM ) THEN + KASE1 = 1 + ELSE + KASE1 = 2 + END IF + KASE = 0 + 10 CONTINUE + CALL DLACN2( N, WORK( N+1 ), WORK, IWORK, AINVNM, KASE, ISAVE ) + IF( KASE.NE.0 ) THEN + IF( KASE.EQ.KASE1 ) THEN +* +* Multiply by inv(A). +* + CALL DLATRS( UPLO, 'No transpose', DIAG, NORMIN, N, A, + $ LDA, WORK, SCALE, WORK( 2*N+1 ), INFO ) + ELSE +* +* Multiply by inv(A'). +* + CALL DLATRS( UPLO, 'Transpose', DIAG, NORMIN, N, A, LDA, + $ WORK, SCALE, WORK( 2*N+1 ), INFO ) + END IF + NORMIN = 'Y' +* +* Multiply by 1/SCALE if doing so will not cause overflow. +* + IF( SCALE.NE.ONE ) THEN + IX = IDAMAX( N, WORK, 1 ) + XNORM = ABS( WORK( IX ) ) + IF( SCALE.LT.XNORM*SMLNUM .OR. SCALE.EQ.ZERO ) + $ GO TO 20 + CALL DRSCL( N, SCALE, WORK, 1 ) + END IF + GO TO 10 + END IF +* +* Compute the estimate of the reciprocal condition number. +* + IF( AINVNM.NE.ZERO ) + $ RCOND = ( ONE / ANORM ) / AINVNM + END IF +* + 20 CONTINUE + RETURN +* +* End of DTRCON +* + END |