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authorSiddhesh Wani2015-05-25 14:46:31 +0530
committerSiddhesh Wani2015-05-25 14:46:31 +0530
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+ SUBROUTINE DSYCON( UPLO, N, A, LDA, IPIV, ANORM, 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 UPLO
+ INTEGER INFO, LDA, N
+ DOUBLE PRECISION ANORM, RCOND
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * ), IWORK( * )
+ DOUBLE PRECISION A( LDA, * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* DSYCON estimates the reciprocal of the condition number (in the
+* 1-norm) of a real symmetric matrix A using the factorization
+* A = U*D*U**T or A = L*D*L**T computed by DSYTRF.
+*
+* An estimate is obtained for norm(inv(A)), and the reciprocal of the
+* condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* Specifies whether the details of the factorization are stored
+* as an upper or lower triangular matrix.
+* = 'U': Upper triangular, form is A = U*D*U**T;
+* = 'L': Lower triangular, form is A = L*D*L**T.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input) DOUBLE PRECISION array, dimension (LDA,N)
+* The block diagonal matrix D and the multipliers used to
+* obtain the factor U or L as computed by DSYTRF.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* IPIV (input) INTEGER array, dimension (N)
+* Details of the interchanges and the block structure of D
+* as determined by DSYTRF.
+*
+* ANORM (input) DOUBLE PRECISION
+* The 1-norm of the original matrix A.
+*
+* RCOND (output) 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.
+*
+* WORK (workspace) DOUBLE PRECISION array, dimension (2*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 UPPER
+ INTEGER I, KASE
+ DOUBLE PRECISION AINVNM
+* ..
+* .. Local Arrays ..
+ INTEGER ISAVE( 3 )
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL DLACN2, DSYTRS, 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 = -6
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DSYCON', -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 10 I = N, 1, -1
+ IF( IPIV( I ).GT.0 .AND. A( I, I ).EQ.ZERO )
+ $ RETURN
+ 10 CONTINUE
+ ELSE
+*
+* Lower triangular storage: examine D from top to bottom.
+*
+ DO 20 I = 1, N
+ IF( IPIV( I ).GT.0 .AND. A( I, I ).EQ.ZERO )
+ $ RETURN
+ 20 CONTINUE
+ END IF
+*
+* Estimate the 1-norm of the inverse.
+*
+ KASE = 0
+ 30 CONTINUE
+ CALL DLACN2( N, WORK( N+1 ), WORK, IWORK, AINVNM, KASE, ISAVE )
+ IF( KASE.NE.0 ) THEN
+*
+* Multiply by inv(L*D*L') or inv(U*D*U').
+*
+ CALL DSYTRS( UPLO, N, 1, A, LDA, 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 DSYCON
+*
+ END