LAPACK  3.8.0
LAPACK: Linear Algebra PACKage
dlacn2.f
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1 *> \brief \b DLACN2 estimates the 1-norm of a square matrix, using reverse communication for evaluating matrix-vector products.
2 *
3 * =========== DOCUMENTATION ===========
4 *
5 * Online html documentation available at
6 * http://www.netlib.org/lapack/explore-html/
7 *
8 *> \htmlonly
9 *> Download DLACN2 + dependencies
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13 *> [ZIP]</a>
14 *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlacn2.f">
15 *> [TXT]</a>
16 *> \endhtmlonly
17 *
18 * Definition:
19 * ===========
20 *
21 * SUBROUTINE DLACN2( N, V, X, ISGN, EST, KASE, ISAVE )
22 *
23 * .. Scalar Arguments ..
24 * INTEGER KASE, N
25 * DOUBLE PRECISION EST
26 * ..
27 * .. Array Arguments ..
28 * INTEGER ISGN( * ), ISAVE( 3 )
29 * DOUBLE PRECISION V( * ), X( * )
30 * ..
31 *
32 *
33 *> \par Purpose:
34 * =============
35 *>
36 *> \verbatim
37 *>
38 *> DLACN2 estimates the 1-norm of a square, real matrix A.
39 *> Reverse communication is used for evaluating matrix-vector products.
40 *> \endverbatim
41 *
42 * Arguments:
43 * ==========
44 *
45 *> \param[in] N
46 *> \verbatim
47 *> N is INTEGER
48 *> The order of the matrix. N >= 1.
49 *> \endverbatim
50 *>
51 *> \param[out] V
52 *> \verbatim
53 *> V is DOUBLE PRECISION array, dimension (N)
54 *> On the final return, V = A*W, where EST = norm(V)/norm(W)
55 *> (W is not returned).
56 *> \endverbatim
57 *>
58 *> \param[in,out] X
59 *> \verbatim
60 *> X is DOUBLE PRECISION array, dimension (N)
61 *> On an intermediate return, X should be overwritten by
62 *> A * X, if KASE=1,
63 *> A**T * X, if KASE=2,
64 *> and DLACN2 must be re-called with all the other parameters
65 *> unchanged.
66 *> \endverbatim
67 *>
68 *> \param[out] ISGN
69 *> \verbatim
70 *> ISGN is INTEGER array, dimension (N)
71 *> \endverbatim
72 *>
73 *> \param[in,out] EST
74 *> \verbatim
75 *> EST is DOUBLE PRECISION
76 *> On entry with KASE = 1 or 2 and ISAVE(1) = 3, EST should be
77 *> unchanged from the previous call to DLACN2.
78 *> On exit, EST is an estimate (a lower bound) for norm(A).
79 *> \endverbatim
80 *>
81 *> \param[in,out] KASE
82 *> \verbatim
83 *> KASE is INTEGER
84 *> On the initial call to DLACN2, KASE should be 0.
85 *> On an intermediate return, KASE will be 1 or 2, indicating
86 *> whether X should be overwritten by A * X or A**T * X.
87 *> On the final return from DLACN2, KASE will again be 0.
88 *> \endverbatim
89 *>
90 *> \param[in,out] ISAVE
91 *> \verbatim
92 *> ISAVE is INTEGER array, dimension (3)
93 *> ISAVE is used to save variables between calls to DLACN2
94 *> \endverbatim
95 *
96 * Authors:
97 * ========
98 *
99 *> \author Univ. of Tennessee
100 *> \author Univ. of California Berkeley
101 *> \author Univ. of Colorado Denver
102 *> \author NAG Ltd.
103 *
104 *> \date December 2016
105 *
106 *> \ingroup doubleOTHERauxiliary
107 *
108 *> \par Further Details:
109 * =====================
110 *>
111 *> \verbatim
112 *>
113 *> Originally named SONEST, dated March 16, 1988.
114 *>
115 *> This is a thread safe version of DLACON, which uses the array ISAVE
116 *> in place of a SAVE statement, as follows:
117 *>
118 *> DLACON DLACN2
119 *> JUMP ISAVE(1)
120 *> J ISAVE(2)
121 *> ITER ISAVE(3)
122 *> \endverbatim
123 *
124 *> \par Contributors:
125 * ==================
126 *>
127 *> Nick Higham, University of Manchester
128 *
129 *> \par References:
130 * ================
131 *>
132 *> N.J. Higham, "FORTRAN codes for estimating the one-norm of
133 *> a real or complex matrix, with applications to condition estimation",
134 *> ACM Trans. Math. Soft., vol. 14, no. 4, pp. 381-396, December 1988.
135 *>
136 * =====================================================================
137  SUBROUTINE dlacn2( N, V, X, ISGN, EST, KASE, ISAVE )
138 *
139 * -- LAPACK auxiliary routine (version 3.7.0) --
140 * -- LAPACK is a software package provided by Univ. of Tennessee, --
141 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
142 * December 2016
143 *
144 * .. Scalar Arguments ..
145  INTEGER KASE, N
146  DOUBLE PRECISION EST
147 * ..
148 * .. Array Arguments ..
149  INTEGER ISGN( * ), ISAVE( 3 )
150  DOUBLE PRECISION V( * ), X( * )
151 * ..
152 *
153 * =====================================================================
154 *
155 * .. Parameters ..
156  INTEGER ITMAX
157  parameter( itmax = 5 )
158  DOUBLE PRECISION ZERO, ONE, TWO
159  parameter( zero = 0.0d+0, one = 1.0d+0, two = 2.0d+0 )
160 * ..
161 * .. Local Scalars ..
162  INTEGER I, JLAST
163  DOUBLE PRECISION ALTSGN, ESTOLD, TEMP
164 * ..
165 * .. External Functions ..
166  INTEGER IDAMAX
167  DOUBLE PRECISION DASUM
168  EXTERNAL idamax, dasum
169 * ..
170 * .. External Subroutines ..
171  EXTERNAL dcopy
172 * ..
173 * .. Intrinsic Functions ..
174  INTRINSIC abs, dble, nint, sign
175 * ..
176 * .. Executable Statements ..
177 *
178  IF( kase.EQ.0 ) THEN
179  DO 10 i = 1, n
180  x( i ) = one / dble( n )
181  10 CONTINUE
182  kase = 1
183  isave( 1 ) = 1
184  RETURN
185  END IF
186 *
187  GO TO ( 20, 40, 70, 110, 140 )isave( 1 )
188 *
189 * ................ ENTRY (ISAVE( 1 ) = 1)
190 * FIRST ITERATION. X HAS BEEN OVERWRITTEN BY A*X.
191 *
192  20 CONTINUE
193  IF( n.EQ.1 ) THEN
194  v( 1 ) = x( 1 )
195  est = abs( v( 1 ) )
196 * ... QUIT
197  GO TO 150
198  END IF
199  est = dasum( n, x, 1 )
200 *
201  DO 30 i = 1, n
202  x( i ) = sign( one, x( i ) )
203  isgn( i ) = nint( x( i ) )
204  30 CONTINUE
205  kase = 2
206  isave( 1 ) = 2
207  RETURN
208 *
209 * ................ ENTRY (ISAVE( 1 ) = 2)
210 * FIRST ITERATION. X HAS BEEN OVERWRITTEN BY TRANSPOSE(A)*X.
211 *
212  40 CONTINUE
213  isave( 2 ) = idamax( n, x, 1 )
214  isave( 3 ) = 2
215 *
216 * MAIN LOOP - ITERATIONS 2,3,...,ITMAX.
217 *
218  50 CONTINUE
219  DO 60 i = 1, n
220  x( i ) = zero
221  60 CONTINUE
222  x( isave( 2 ) ) = one
223  kase = 1
224  isave( 1 ) = 3
225  RETURN
226 *
227 * ................ ENTRY (ISAVE( 1 ) = 3)
228 * X HAS BEEN OVERWRITTEN BY A*X.
229 *
230  70 CONTINUE
231  CALL dcopy( n, x, 1, v, 1 )
232  estold = est
233  est = dasum( n, v, 1 )
234  DO 80 i = 1, n
235  IF( nint( sign( one, x( i ) ) ).NE.isgn( i ) )
236  $ GO TO 90
237  80 CONTINUE
238 * REPEATED SIGN VECTOR DETECTED, HENCE ALGORITHM HAS CONVERGED.
239  GO TO 120
240 *
241  90 CONTINUE
242 * TEST FOR CYCLING.
243  IF( est.LE.estold )
244  $ GO TO 120
245 *
246  DO 100 i = 1, n
247  x( i ) = sign( one, x( i ) )
248  isgn( i ) = nint( x( i ) )
249  100 CONTINUE
250  kase = 2
251  isave( 1 ) = 4
252  RETURN
253 *
254 * ................ ENTRY (ISAVE( 1 ) = 4)
255 * X HAS BEEN OVERWRITTEN BY TRANSPOSE(A)*X.
256 *
257  110 CONTINUE
258  jlast = isave( 2 )
259  isave( 2 ) = idamax( n, x, 1 )
260  IF( ( x( jlast ).NE.abs( x( isave( 2 ) ) ) ) .AND.
261  $ ( isave( 3 ).LT.itmax ) ) THEN
262  isave( 3 ) = isave( 3 ) + 1
263  GO TO 50
264  END IF
265 *
266 * ITERATION COMPLETE. FINAL STAGE.
267 *
268  120 CONTINUE
269  altsgn = one
270  DO 130 i = 1, n
271  x( i ) = altsgn*( one+dble( i-1 ) / dble( n-1 ) )
272  altsgn = -altsgn
273  130 CONTINUE
274  kase = 1
275  isave( 1 ) = 5
276  RETURN
277 *
278 * ................ ENTRY (ISAVE( 1 ) = 5)
279 * X HAS BEEN OVERWRITTEN BY A*X.
280 *
281  140 CONTINUE
282  temp = two*( dasum( n, x, 1 ) / dble( 3*n ) )
283  IF( temp.GT.est ) THEN
284  CALL dcopy( n, x, 1, v, 1 )
285  est = temp
286  END IF
287 *
288  150 CONTINUE
289  kase = 0
290  RETURN
291 *
292 * End of DLACN2
293 *
294  END
subroutine dcopy(N, DX, INCX, DY, INCY)
DCOPY
Definition: dcopy.f:84
subroutine dlacn2(N, V, X, ISGN, EST, KASE, ISAVE)
DLACN2 estimates the 1-norm of a square matrix, using reverse communication for evaluating matrix-vec...
Definition: dlacn2.f:138