LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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◆ zhecon_3()

subroutine zhecon_3 ( character  uplo,
integer  n,
complex*16, dimension( lda, * )  a,
integer  lda,
complex*16, dimension( * )  e,
integer, dimension( * )  ipiv,
double precision  anorm,
double precision  rcond,
complex*16, dimension( * )  work,
integer  info 
)

ZHECON_3

Download ZHECON_3 + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 ZHECON_3 estimates the reciprocal of the condition number (in the
 1-norm) of a complex Hermitian matrix A using the factorization
 computed by ZHETRF_RK or ZHETRF_BK:

    A = P*U*D*(U**H)*(P**T) or A = P*L*D*(L**H)*(P**T),

 where U (or L) is unit upper (or lower) triangular matrix,
 U**H (or L**H) is the conjugate of U (or L), P is a permutation
 matrix, P**T is the transpose of P, and D is Hermitian and block
 diagonal with 1-by-1 and 2-by-2 diagonal blocks.

 An estimate is obtained for norm(inv(A)), and the reciprocal of the
 condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
 This routine uses BLAS3 solver ZHETRS_3.
Parameters
[in]UPLO
          UPLO is CHARACTER*1
          Specifies whether the details of the factorization are
          stored as an upper or lower triangular matrix:
          = 'U':  Upper triangular, form is A = P*U*D*(U**H)*(P**T);
          = 'L':  Lower triangular, form is A = P*L*D*(L**H)*(P**T).
[in]N
          N is INTEGER
          The order of the matrix A.  N >= 0.
[in]A
          A is COMPLEX*16 array, dimension (LDA,N)
          Diagonal of the block diagonal matrix D and factors U or L
          as computed by ZHETRF_RK and ZHETRF_BK:
            a) ONLY diagonal elements of the Hermitian block diagonal
               matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
               (superdiagonal (or subdiagonal) elements of D
                should be provided on entry in array E), and
            b) If UPLO = 'U': factor U in the superdiagonal part of A.
               If UPLO = 'L': factor L in the subdiagonal part of A.
[in]LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
[in]E
          E is COMPLEX*16 array, dimension (N)
          On entry, contains the superdiagonal (or subdiagonal)
          elements of the Hermitian block diagonal matrix D
          with 1-by-1 or 2-by-2 diagonal blocks, where
          If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not referenced;
          If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced.

          NOTE: For 1-by-1 diagonal block D(k), where
          1 <= k <= N, the element E(k) is not referenced in both
          UPLO = 'U' or UPLO = 'L' cases.
[in]IPIV
          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D
          as determined by ZHETRF_RK or ZHETRF_BK.
[in]ANORM
          ANORM is DOUBLE PRECISION
          The 1-norm of the original matrix A.
[out]RCOND
          RCOND is 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.
[out]WORK
          WORK is COMPLEX*16 array, dimension (2*N)
[out]INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
  June 2017,  Igor Kozachenko,
                  Computer Science Division,
                  University of California, Berkeley

  September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
                  School of Mathematics,
                  University of Manchester

Definition at line 164 of file zhecon_3.f.

166*
167* -- LAPACK computational routine --
168* -- LAPACK is a software package provided by Univ. of Tennessee, --
169* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
170*
171* .. Scalar Arguments ..
172 CHARACTER UPLO
173 INTEGER INFO, LDA, N
174 DOUBLE PRECISION ANORM, RCOND
175* ..
176* .. Array Arguments ..
177 INTEGER IPIV( * )
178 COMPLEX*16 A( LDA, * ), E( * ), WORK( * )
179* ..
180*
181* =====================================================================
182*
183* .. Parameters ..
184 DOUBLE PRECISION ONE, ZERO
185 parameter( one = 1.0d+0, zero = 0.0d+0 )
186* ..
187* .. Local Scalars ..
188 LOGICAL UPPER
189 INTEGER I, KASE
190 DOUBLE PRECISION AINVNM
191* ..
192* .. Local Arrays ..
193 INTEGER ISAVE( 3 )
194* ..
195* .. External Functions ..
196 LOGICAL LSAME
197 EXTERNAL lsame
198* ..
199* .. External Subroutines ..
200 EXTERNAL zhetrs_3, zlacn2, xerbla
201* ..
202* .. Intrinsic Functions ..
203 INTRINSIC max
204* ..
205* .. Executable Statements ..
206*
207* Test the input parameters.
208*
209 info = 0
210 upper = lsame( uplo, 'U' )
211 IF( .NOT.upper .AND. .NOT.lsame( uplo, 'L' ) ) THEN
212 info = -1
213 ELSE IF( n.LT.0 ) THEN
214 info = -2
215 ELSE IF( lda.LT.max( 1, n ) ) THEN
216 info = -4
217 ELSE IF( anorm.LT.zero ) THEN
218 info = -7
219 END IF
220 IF( info.NE.0 ) THEN
221 CALL xerbla( 'ZHECON_3', -info )
222 RETURN
223 END IF
224*
225* Quick return if possible
226*
227 rcond = zero
228 IF( n.EQ.0 ) THEN
229 rcond = one
230 RETURN
231 ELSE IF( anorm.LE.zero ) THEN
232 RETURN
233 END IF
234*
235* Check that the diagonal matrix D is nonsingular.
236*
237 IF( upper ) THEN
238*
239* Upper triangular storage: examine D from bottom to top
240*
241 DO i = n, 1, -1
242 IF( ipiv( i ).GT.0 .AND. a( i, i ).EQ.zero )
243 $ RETURN
244 END DO
245 ELSE
246*
247* Lower triangular storage: examine D from top to bottom.
248*
249 DO i = 1, n
250 IF( ipiv( i ).GT.0 .AND. a( i, i ).EQ.zero )
251 $ RETURN
252 END DO
253 END IF
254*
255* Estimate the 1-norm of the inverse.
256*
257 kase = 0
258 30 CONTINUE
259 CALL zlacn2( n, work( n+1 ), work, ainvnm, kase, isave )
260 IF( kase.NE.0 ) THEN
261*
262* Multiply by inv(L*D*L**H) or inv(U*D*U**H).
263*
264 CALL zhetrs_3( uplo, n, 1, a, lda, e, ipiv, work, n, info )
265 GO TO 30
266 END IF
267*
268* Compute the estimate of the reciprocal condition number.
269*
270 IF( ainvnm.NE.zero )
271 $ rcond = ( one / ainvnm ) / anorm
272*
273 RETURN
274*
275* End of ZHECON_3
276*
subroutine xerbla(srname, info)
Definition cblat2.f:3285
subroutine zhetrs_3(uplo, n, nrhs, a, lda, e, ipiv, b, ldb, info)
ZHETRS_3
Definition zhetrs_3.f:165
subroutine zlacn2(n, v, x, est, kase, isave)
ZLACN2 estimates the 1-norm of a square matrix, using reverse communication for evaluating matrix-vec...
Definition zlacn2.f:133
logical function lsame(ca, cb)
LSAME
Definition lsame.f:48
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