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Diffstat (limited to '2.3-1/src/fortran/lapack/zgecon.f')
| -rw-r--r-- | 2.3-1/src/fortran/lapack/zgecon.f | 193 |
1 files changed, 193 insertions, 0 deletions
diff --git a/2.3-1/src/fortran/lapack/zgecon.f b/2.3-1/src/fortran/lapack/zgecon.f new file mode 100644 index 00000000..cfaaca35 --- /dev/null +++ b/2.3-1/src/fortran/lapack/zgecon.f @@ -0,0 +1,193 @@ + SUBROUTINE ZGECON( NORM, N, A, LDA, ANORM, RCOND, WORK, RWORK, + $ INFO ) +* +* -- LAPACK routine (version 3.1) -- +* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. +* November 2006 +* +* Modified to call ZLACN2 in place of ZLACON, 10 Feb 03, SJH. +* +* .. Scalar Arguments .. + CHARACTER NORM + INTEGER INFO, LDA, N + DOUBLE PRECISION ANORM, RCOND +* .. +* .. Array Arguments .. + DOUBLE PRECISION RWORK( * ) + COMPLEX*16 A( LDA, * ), WORK( * ) +* .. +* +* Purpose +* ======= +* +* ZGECON estimates the reciprocal of the condition number of a general +* complex matrix A, in either the 1-norm or the infinity-norm, using +* the LU factorization computed by ZGETRF. +* +* An estimate is obtained for norm(inv(A)), and 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. +* +* N (input) INTEGER +* The order of the matrix A. N >= 0. +* +* A (input) COMPLEX*16 array, dimension (LDA,N) +* The factors L and U from the factorization A = P*L*U +* as computed by ZGETRF. +* +* LDA (input) INTEGER +* The leading dimension of the array A. LDA >= max(1,N). +* +* ANORM (input) DOUBLE PRECISION +* If NORM = '1' or 'O', the 1-norm of the original matrix A. +* If NORM = 'I', the infinity-norm of the original matrix A. +* +* 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) COMPLEX*16 array, dimension (2*N) +* +* RWORK (workspace) DOUBLE PRECISION array, dimension (2*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 ONENRM + CHARACTER NORMIN + INTEGER IX, KASE, KASE1 + DOUBLE PRECISION AINVNM, SCALE, SL, SMLNUM, SU + COMPLEX*16 ZDUM +* .. +* .. Local Arrays .. + INTEGER ISAVE( 3 ) +* .. +* .. External Functions .. + LOGICAL LSAME + INTEGER IZAMAX + DOUBLE PRECISION DLAMCH + EXTERNAL LSAME, IZAMAX, DLAMCH +* .. +* .. External Subroutines .. + EXTERNAL XERBLA, ZDRSCL, ZLACN2, ZLATRS +* .. +* .. Intrinsic Functions .. + INTRINSIC ABS, DBLE, DIMAG, MAX +* .. +* .. Statement Functions .. + DOUBLE PRECISION CABS1 +* .. +* .. Statement Function definitions .. + CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) ) +* .. +* .. Executable Statements .. +* +* Test the input parameters. +* + INFO = 0 + ONENRM = NORM.EQ.'1' .OR. LSAME( NORM, 'O' ) + IF( .NOT.ONENRM .AND. .NOT.LSAME( NORM, 'I' ) ) 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 = -5 + END IF + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'ZGECON', -INFO ) + RETURN + END IF +* +* Quick return if possible +* + RCOND = ZERO + IF( N.EQ.0 ) THEN + RCOND = ONE + RETURN + ELSE IF( ANORM.EQ.ZERO ) THEN + RETURN + END IF +* + SMLNUM = DLAMCH( 'Safe minimum' ) +* +* Estimate the norm of inv(A). +* + AINVNM = ZERO + NORMIN = 'N' + IF( ONENRM ) THEN + KASE1 = 1 + ELSE + KASE1 = 2 + END IF + KASE = 0 + 10 CONTINUE + CALL ZLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE ) + IF( KASE.NE.0 ) THEN + IF( KASE.EQ.KASE1 ) THEN +* +* Multiply by inv(L). +* + CALL ZLATRS( 'Lower', 'No transpose', 'Unit', NORMIN, N, A, + $ LDA, WORK, SL, RWORK, INFO ) +* +* Multiply by inv(U). +* + CALL ZLATRS( 'Upper', 'No transpose', 'Non-unit', NORMIN, N, + $ A, LDA, WORK, SU, RWORK( N+1 ), INFO ) + ELSE +* +* Multiply by inv(U'). +* + CALL ZLATRS( 'Upper', 'Conjugate transpose', 'Non-unit', + $ NORMIN, N, A, LDA, WORK, SU, RWORK( N+1 ), + $ INFO ) +* +* Multiply by inv(L'). +* + CALL ZLATRS( 'Lower', 'Conjugate transpose', 'Unit', NORMIN, + $ N, A, LDA, WORK, SL, RWORK, INFO ) + END IF +* +* Divide X by 1/(SL*SU) if doing so will not cause overflow. +* + SCALE = SL*SU + NORMIN = 'Y' + IF( SCALE.NE.ONE ) THEN + IX = IZAMAX( N, WORK, 1 ) + IF( SCALE.LT.CABS1( WORK( IX ) )*SMLNUM .OR. SCALE.EQ.ZERO ) + $ GO TO 20 + CALL ZDRSCL( 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 / AINVNM ) / ANORM +* + 20 CONTINUE + RETURN +* +* End of ZGECON +* + END |