SUBROUTINE DPTCON( N, D, E, ANORM, RCOND, WORK, INFO )
*
* -- LAPACK routine (version 3.3.1) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* -- April 2011 --
*
* .. Scalar Arguments ..
INTEGER INFO, N
DOUBLE PRECISION ANORM, RCOND
* ..
* .. Array Arguments ..
DOUBLE PRECISION D( * ), E( * ), WORK( * )
* ..
*
* Purpose
* =======
*
* DPTCON computes the reciprocal of the condition number (in the
* 1-norm) of a real symmetric positive definite tridiagonal matrix
* using the factorization A = L*D*L**T or A = U**T*D*U computed by
* DPTTRF.
*
* Norm(inv(A)) is computed by a direct method, and the reciprocal of
* the condition number is computed as
* RCOND = 1 / (ANORM * norm(inv(A))).
*
* Arguments
* =========
*
* N (input) INTEGER
* The order of the matrix A. N >= 0.
*
* D (input) DOUBLE PRECISION array, dimension (N)
* The n diagonal elements of the diagonal matrix D from the
* factorization of A, as computed by DPTTRF.
*
* E (input) DOUBLE PRECISION array, dimension (N-1)
* The (n-1) off-diagonal elements of the unit bidiagonal factor
* U or L from the factorization of A, as computed by DPTTRF.
*
* 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 the
* 1-norm of inv(A) computed in this routine.
*
* WORK (workspace) DOUBLE PRECISION array, dimension (N)
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value
*
* Further Details
* ===============
*
* The method used is described in Nicholas J. Higham, "Efficient
* Algorithms for Computing the Condition Number of a Tridiagonal
* Matrix", SIAM J. Sci. Stat. Comput., Vol. 7, No. 1, January 1986.
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ONE, ZERO
PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
* ..
* .. Local Scalars ..
INTEGER I, IX
DOUBLE PRECISION AINVNM
* ..
* .. External Functions ..
INTEGER IDAMAX
EXTERNAL IDAMAX
* ..
* .. External Subroutines ..
EXTERNAL XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS
* ..
* .. Executable Statements ..
*
* Test the input arguments.
*
INFO = 0
IF( N.LT.0 ) THEN
INFO = -1
ELSE IF( ANORM.LT.ZERO ) THEN
INFO = -4
END IF
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'DPTCON', -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
*
* Check that D(1:N) is positive.
*
DO 10 I = 1, N
IF( D( I ).LE.ZERO )
$ RETURN
10 CONTINUE
*
* Solve M(A) * x = e, where M(A) = (m(i,j)) is given by
*
* m(i,j) = abs(A(i,j)), i = j,
* m(i,j) = -abs(A(i,j)), i .ne. j,
*
* and e = [ 1, 1, ..., 1 ]**T. Note M(A) = M(L)*D*M(L)**T.
*
* Solve M(L) * x = e.
*
WORK( 1 ) = ONE
DO 20 I = 2, N
WORK( I ) = ONE + WORK( I-1 )*ABS( E( I-1 ) )
20 CONTINUE
*
* Solve D * M(L)**T * x = b.
*
WORK( N ) = WORK( N ) / D( N )
DO 30 I = N - 1, 1, -1
WORK( I ) = WORK( I ) / D( I ) + WORK( I+1 )*ABS( E( I ) )
30 CONTINUE
*
* Compute AINVNM = max(x(i)), 1<=i<=n.
*
IX = IDAMAX( N, WORK, 1 )
AINVNM = ABS( WORK( IX ) )
*
* Compute the reciprocal condition number.
*
IF( AINVNM.NE.ZERO )
$ RCOND = ( ONE / AINVNM ) / ANORM
*
RETURN
*
* End of DPTCON
*
END