LAPACK  3.5.0
LAPACK: Linear Algebra PACKage
 All Classes Files Functions Variables Typedefs Macros
dgbcon.f
Go to the documentation of this file.
1 *> \brief \b DGBCON
2 *
3 * =========== DOCUMENTATION ===========
4 *
5 * Online html documentation available at
6 * http://www.netlib.org/lapack/explore-html/
7 *
8 *> \htmlonly
9 *> Download DGBCON + dependencies
10 *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgbcon.f">
11 *> [TGZ]</a>
12 *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgbcon.f">
13 *> [ZIP]</a>
14 *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgbcon.f">
15 *> [TXT]</a>
16 *> \endhtmlonly
17 *
18 * Definition:
19 * ===========
20 *
21 * SUBROUTINE DGBCON( NORM, N, KL, KU, AB, LDAB, IPIV, ANORM, RCOND,
22 * WORK, IWORK, INFO )
23 *
24 * .. Scalar Arguments ..
25 * CHARACTER NORM
26 * INTEGER INFO, KL, KU, LDAB, N
27 * DOUBLE PRECISION ANORM, RCOND
28 * ..
29 * .. Array Arguments ..
30 * INTEGER IPIV( * ), IWORK( * )
31 * DOUBLE PRECISION AB( LDAB, * ), WORK( * )
32 * ..
33 *
34 *
35 *> \par Purpose:
36 * =============
37 *>
38 *> \verbatim
39 *>
40 *> DGBCON estimates the reciprocal of the condition number of a real
41 *> general band matrix A, in either the 1-norm or the infinity-norm,
42 *> using the LU factorization computed by DGBTRF.
43 *>
44 *> An estimate is obtained for norm(inv(A)), and the reciprocal of the
45 *> condition number is computed as
46 *> RCOND = 1 / ( norm(A) * norm(inv(A)) ).
47 *> \endverbatim
48 *
49 * Arguments:
50 * ==========
51 *
52 *> \param[in] NORM
53 *> \verbatim
54 *> NORM is CHARACTER*1
55 *> Specifies whether the 1-norm condition number or the
56 *> infinity-norm condition number is required:
57 *> = '1' or 'O': 1-norm;
58 *> = 'I': Infinity-norm.
59 *> \endverbatim
60 *>
61 *> \param[in] N
62 *> \verbatim
63 *> N is INTEGER
64 *> The order of the matrix A. N >= 0.
65 *> \endverbatim
66 *>
67 *> \param[in] KL
68 *> \verbatim
69 *> KL is INTEGER
70 *> The number of subdiagonals within the band of A. KL >= 0.
71 *> \endverbatim
72 *>
73 *> \param[in] KU
74 *> \verbatim
75 *> KU is INTEGER
76 *> The number of superdiagonals within the band of A. KU >= 0.
77 *> \endverbatim
78 *>
79 *> \param[in] AB
80 *> \verbatim
81 *> AB is DOUBLE PRECISION array, dimension (LDAB,N)
82 *> Details of the LU factorization of the band matrix A, as
83 *> computed by DGBTRF. U is stored as an upper triangular band
84 *> matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and
85 *> the multipliers used during the factorization are stored in
86 *> rows KL+KU+2 to 2*KL+KU+1.
87 *> \endverbatim
88 *>
89 *> \param[in] LDAB
90 *> \verbatim
91 *> LDAB is INTEGER
92 *> The leading dimension of the array AB. LDAB >= 2*KL+KU+1.
93 *> \endverbatim
94 *>
95 *> \param[in] IPIV
96 *> \verbatim
97 *> IPIV is INTEGER array, dimension (N)
98 *> The pivot indices; for 1 <= i <= N, row i of the matrix was
99 *> interchanged with row IPIV(i).
100 *> \endverbatim
101 *>
102 *> \param[in] ANORM
103 *> \verbatim
104 *> ANORM is DOUBLE PRECISION
105 *> If NORM = '1' or 'O', the 1-norm of the original matrix A.
106 *> If NORM = 'I', the infinity-norm of the original matrix A.
107 *> \endverbatim
108 *>
109 *> \param[out] RCOND
110 *> \verbatim
111 *> RCOND is DOUBLE PRECISION
112 *> The reciprocal of the condition number of the matrix A,
113 *> computed as RCOND = 1/(norm(A) * norm(inv(A))).
114 *> \endverbatim
115 *>
116 *> \param[out] WORK
117 *> \verbatim
118 *> WORK is DOUBLE PRECISION array, dimension (3*N)
119 *> \endverbatim
120 *>
121 *> \param[out] IWORK
122 *> \verbatim
123 *> IWORK is INTEGER array, dimension (N)
124 *> \endverbatim
125 *>
126 *> \param[out] INFO
127 *> \verbatim
128 *> INFO is INTEGER
129 *> = 0: successful exit
130 *> < 0: if INFO = -i, the i-th argument had an illegal value
131 *> \endverbatim
132 *
133 * Authors:
134 * ========
135 *
136 *> \author Univ. of Tennessee
137 *> \author Univ. of California Berkeley
138 *> \author Univ. of Colorado Denver
139 *> \author NAG Ltd.
140 *
141 *> \date November 2011
142 *
143 *> \ingroup doubleGBcomputational
144 *
145 * =====================================================================
146  SUBROUTINE dgbcon( NORM, N, KL, KU, AB, LDAB, IPIV, ANORM, RCOND,
147  $ work, iwork, info )
148 *
149 * -- LAPACK computational routine (version 3.4.0) --
150 * -- LAPACK is a software package provided by Univ. of Tennessee, --
151 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
152 * November 2011
153 *
154 * .. Scalar Arguments ..
155  CHARACTER norm
156  INTEGER info, kl, ku, ldab, n
157  DOUBLE PRECISION anorm, rcond
158 * ..
159 * .. Array Arguments ..
160  INTEGER ipiv( * ), iwork( * )
161  DOUBLE PRECISION ab( ldab, * ), work( * )
162 * ..
163 *
164 * =====================================================================
165 *
166 * .. Parameters ..
167  DOUBLE PRECISION one, zero
168  parameter( one = 1.0d+0, zero = 0.0d+0 )
169 * ..
170 * .. Local Scalars ..
171  LOGICAL lnoti, onenrm
172  CHARACTER normin
173  INTEGER ix, j, jp, kase, kase1, kd, lm
174  DOUBLE PRECISION ainvnm, scale, smlnum, t
175 * ..
176 * .. Local Arrays ..
177  INTEGER isave( 3 )
178 * ..
179 * .. External Functions ..
180  LOGICAL lsame
181  INTEGER idamax
182  DOUBLE PRECISION ddot, dlamch
183  EXTERNAL lsame, idamax, ddot, dlamch
184 * ..
185 * .. External Subroutines ..
186  EXTERNAL daxpy, dlacn2, dlatbs, drscl, xerbla
187 * ..
188 * .. Intrinsic Functions ..
189  INTRINSIC abs, min
190 * ..
191 * .. Executable Statements ..
192 *
193 * Test the input parameters.
194 *
195  info = 0
196  onenrm = norm.EQ.'1' .OR. lsame( norm, 'O' )
197  IF( .NOT.onenrm .AND. .NOT.lsame( norm, 'I' ) ) THEN
198  info = -1
199  ELSE IF( n.LT.0 ) THEN
200  info = -2
201  ELSE IF( kl.LT.0 ) THEN
202  info = -3
203  ELSE IF( ku.LT.0 ) THEN
204  info = -4
205  ELSE IF( ldab.LT.2*kl+ku+1 ) THEN
206  info = -6
207  ELSE IF( anorm.LT.zero ) THEN
208  info = -8
209  END IF
210  IF( info.NE.0 ) THEN
211  CALL xerbla( 'DGBCON', -info )
212  RETURN
213  END IF
214 *
215 * Quick return if possible
216 *
217  rcond = zero
218  IF( n.EQ.0 ) THEN
219  rcond = one
220  RETURN
221  ELSE IF( anorm.EQ.zero ) THEN
222  RETURN
223  END IF
224 *
225  smlnum = dlamch( 'Safe minimum' )
226 *
227 * Estimate the norm of inv(A).
228 *
229  ainvnm = zero
230  normin = 'N'
231  IF( onenrm ) THEN
232  kase1 = 1
233  ELSE
234  kase1 = 2
235  END IF
236  kd = kl + ku + 1
237  lnoti = kl.GT.0
238  kase = 0
239  10 CONTINUE
240  CALL dlacn2( n, work( n+1 ), work, iwork, ainvnm, kase, isave )
241  IF( kase.NE.0 ) THEN
242  IF( kase.EQ.kase1 ) THEN
243 *
244 * Multiply by inv(L).
245 *
246  IF( lnoti ) THEN
247  DO 20 j = 1, n - 1
248  lm = min( kl, n-j )
249  jp = ipiv( j )
250  t = work( jp )
251  IF( jp.NE.j ) THEN
252  work( jp ) = work( j )
253  work( j ) = t
254  END IF
255  CALL daxpy( lm, -t, ab( kd+1, j ), 1, work( j+1 ), 1 )
256  20 CONTINUE
257  END IF
258 *
259 * Multiply by inv(U).
260 *
261  CALL dlatbs( 'Upper', 'No transpose', 'Non-unit', normin, n,
262  $ kl+ku, ab, ldab, work, scale, work( 2*n+1 ),
263  $ info )
264  ELSE
265 *
266 * Multiply by inv(U**T).
267 *
268  CALL dlatbs( 'Upper', 'Transpose', 'Non-unit', normin, n,
269  $ kl+ku, ab, ldab, work, scale, work( 2*n+1 ),
270  $ info )
271 *
272 * Multiply by inv(L**T).
273 *
274  IF( lnoti ) THEN
275  DO 30 j = n - 1, 1, -1
276  lm = min( kl, n-j )
277  work( j ) = work( j ) - ddot( lm, ab( kd+1, j ), 1,
278  $ work( j+1 ), 1 )
279  jp = ipiv( j )
280  IF( jp.NE.j ) THEN
281  t = work( jp )
282  work( jp ) = work( j )
283  work( j ) = t
284  END IF
285  30 CONTINUE
286  END IF
287  END IF
288 *
289 * Divide X by 1/SCALE if doing so will not cause overflow.
290 *
291  normin = 'Y'
292  IF( scale.NE.one ) THEN
293  ix = idamax( n, work, 1 )
294  IF( scale.LT.abs( work( ix ) )*smlnum .OR. scale.EQ.zero )
295  $ go to 40
296  CALL drscl( n, scale, work, 1 )
297  END IF
298  go to 10
299  END IF
300 *
301 * Compute the estimate of the reciprocal condition number.
302 *
303  IF( ainvnm.NE.zero )
304  $ rcond = ( one / ainvnm ) / anorm
305 *
306  40 CONTINUE
307  RETURN
308 *
309 * End of DGBCON
310 *
311  END