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Diffstat (limited to 'src/lib/lapack/dpocon.f')
| -rw-r--r-- | src/lib/lapack/dpocon.f | 177 |
1 files changed, 0 insertions, 177 deletions
diff --git a/src/lib/lapack/dpocon.f b/src/lib/lapack/dpocon.f deleted file mode 100644 index c28af374..00000000 --- a/src/lib/lapack/dpocon.f +++ /dev/null @@ -1,177 +0,0 @@ - SUBROUTINE DPOCON( UPLO, N, A, LDA, 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 IWORK( * ) - DOUBLE PRECISION A( LDA, * ), WORK( * ) -* .. -* -* Purpose -* ======= -* -* DPOCON estimates the reciprocal of the condition number (in the -* 1-norm) of a real symmetric positive definite matrix using the -* Cholesky factorization A = U**T*U or A = L*L**T computed by DPOTRF. -* -* 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 -* = 'U': Upper triangle of A is stored; -* = 'L': Lower triangle of A is stored. -* -* N (input) INTEGER -* The order of the matrix A. N >= 0. -* -* A (input) DOUBLE PRECISION array, dimension (LDA,N) -* The triangular factor U or L from the Cholesky factorization -* A = U**T*U or A = L*L**T, as computed by DPOTRF. -* -* LDA (input) INTEGER -* The leading dimension of the array A. LDA >= max(1,N). -* -* ANORM (input) DOUBLE PRECISION -* The 1-norm (or infinity-norm) of the symmetric 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 (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 UPPER - CHARACTER NORMIN - INTEGER IX, KASE - DOUBLE PRECISION AINVNM, SCALE, SCALEL, SCALEU, SMLNUM -* .. -* .. Local Arrays .. - INTEGER ISAVE( 3 ) -* .. -* .. External Functions .. - LOGICAL LSAME - INTEGER IDAMAX - DOUBLE PRECISION DLAMCH - EXTERNAL LSAME, IDAMAX, DLAMCH -* .. -* .. External Subroutines .. - EXTERNAL DLACN2, DLATRS, DRSCL, XERBLA -* .. -* .. Intrinsic Functions .. - INTRINSIC ABS, 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 = -5 - END IF - IF( INFO.NE.0 ) THEN - CALL XERBLA( 'DPOCON', -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 1-norm of inv(A). -* - KASE = 0 - NORMIN = 'N' - 10 CONTINUE - CALL DLACN2( N, WORK( N+1 ), WORK, IWORK, AINVNM, KASE, ISAVE ) - IF( KASE.NE.0 ) THEN - IF( UPPER ) THEN -* -* Multiply by inv(U'). -* - CALL DLATRS( 'Upper', 'Transpose', 'Non-unit', NORMIN, N, A, - $ LDA, WORK, SCALEL, WORK( 2*N+1 ), INFO ) - NORMIN = 'Y' -* -* Multiply by inv(U). -* - CALL DLATRS( 'Upper', 'No transpose', 'Non-unit', NORMIN, N, - $ A, LDA, WORK, SCALEU, WORK( 2*N+1 ), INFO ) - ELSE -* -* Multiply by inv(L). -* - CALL DLATRS( 'Lower', 'No transpose', 'Non-unit', NORMIN, N, - $ A, LDA, WORK, SCALEL, WORK( 2*N+1 ), INFO ) - NORMIN = 'Y' -* -* Multiply by inv(L'). -* - CALL DLATRS( 'Lower', 'Transpose', 'Non-unit', NORMIN, N, A, - $ LDA, WORK, SCALEU, WORK( 2*N+1 ), INFO ) - END IF -* -* Multiply by 1/SCALE if doing so will not cause overflow. -* - SCALE = SCALEL*SCALEU - IF( SCALE.NE.ONE ) THEN - IX = IDAMAX( N, WORK, 1 ) - IF( SCALE.LT.ABS( WORK( IX ) )*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 / AINVNM ) / ANORM -* - 20 CONTINUE - RETURN -* -* End of DPOCON -* - END |