LAPACK  3.4.2 LAPACK: Linear Algebra PACKage
dgtcon.f
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1 *> \brief \b DGTCON
2 *
3 * =========== DOCUMENTATION ===========
4 *
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17 *
18 * Definition:
19 * ===========
20 *
21 * SUBROUTINE DGTCON( NORM, N, DL, D, DU, DU2, IPIV, ANORM, RCOND,
22 * WORK, IWORK, INFO )
23 *
24 * .. Scalar Arguments ..
25 * CHARACTER NORM
26 * INTEGER INFO, N
27 * DOUBLE PRECISION ANORM, RCOND
28 * ..
29 * .. Array Arguments ..
30 * INTEGER IPIV( * ), IWORK( * )
31 * DOUBLE PRECISION D( * ), DL( * ), DU( * ), DU2( * ), WORK( * )
32 * ..
33 *
34 *
35 *> \par Purpose:
36 * =============
37 *>
38 *> \verbatim
39 *>
40 *> DGTCON estimates the reciprocal of the condition number of a real
41 *> tridiagonal matrix A using the LU factorization as computed by
42 *> DGTTRF.
43 *>
44 *> An estimate is obtained for norm(inv(A)), and the reciprocal of the
45 *> condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
46 *> \endverbatim
47 *
48 * Arguments:
49 * ==========
50 *
51 *> \param[in] NORM
52 *> \verbatim
53 *> NORM is CHARACTER*1
54 *> Specifies whether the 1-norm condition number or the
55 *> infinity-norm condition number is required:
56 *> = '1' or 'O': 1-norm;
57 *> = 'I': Infinity-norm.
58 *> \endverbatim
59 *>
60 *> \param[in] N
61 *> \verbatim
62 *> N is INTEGER
63 *> The order of the matrix A. N >= 0.
64 *> \endverbatim
65 *>
66 *> \param[in] DL
67 *> \verbatim
68 *> DL is DOUBLE PRECISION array, dimension (N-1)
69 *> The (n-1) multipliers that define the matrix L from the
70 *> LU factorization of A as computed by DGTTRF.
71 *> \endverbatim
72 *>
73 *> \param[in] D
74 *> \verbatim
75 *> D is DOUBLE PRECISION array, dimension (N)
76 *> The n diagonal elements of the upper triangular matrix U from
77 *> the LU factorization of A.
78 *> \endverbatim
79 *>
80 *> \param[in] DU
81 *> \verbatim
82 *> DU is DOUBLE PRECISION array, dimension (N-1)
83 *> The (n-1) elements of the first superdiagonal of U.
84 *> \endverbatim
85 *>
86 *> \param[in] DU2
87 *> \verbatim
88 *> DU2 is DOUBLE PRECISION array, dimension (N-2)
89 *> The (n-2) elements of the second superdiagonal of U.
90 *> \endverbatim
91 *>
92 *> \param[in] IPIV
93 *> \verbatim
94 *> IPIV is INTEGER array, dimension (N)
95 *> The pivot indices; for 1 <= i <= n, row i of the matrix was
96 *> interchanged with row IPIV(i). IPIV(i) will always be either
97 *> i or i+1; IPIV(i) = i indicates a row interchange was not
98 *> required.
99 *> \endverbatim
100 *>
101 *> \param[in] ANORM
102 *> \verbatim
103 *> ANORM is DOUBLE PRECISION
104 *> If NORM = '1' or 'O', the 1-norm of the original matrix A.
105 *> If NORM = 'I', the infinity-norm of the original matrix A.
106 *> \endverbatim
107 *>
108 *> \param[out] RCOND
109 *> \verbatim
110 *> RCOND is DOUBLE PRECISION
111 *> The reciprocal of the condition number of the matrix A,
112 *> computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
113 *> estimate of the 1-norm of inv(A) computed in this routine.
114 *> \endverbatim
115 *>
116 *> \param[out] WORK
117 *> \verbatim
118 *> WORK is DOUBLE PRECISION array, dimension (2*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 September 2012
142 *
143 *> \ingroup doubleGTcomputational
144 *
145 * =====================================================================
146  SUBROUTINE dgtcon( NORM, N, DL, D, DU, DU2, IPIV, ANORM, RCOND,
147  \$ work, iwork, info )
148 *
149 * -- LAPACK computational routine (version 3.4.2) --
150 * -- LAPACK is a software package provided by Univ. of Tennessee, --
151 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
152 * September 2012
153 *
154 * .. Scalar Arguments ..
155  CHARACTER norm
156  INTEGER info, n
157  DOUBLE PRECISION anorm, rcond
158 * ..
159 * .. Array Arguments ..
160  INTEGER ipiv( * ), iwork( * )
161  DOUBLE PRECISION d( * ), dl( * ), du( * ), du2( * ), 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 onenrm
172  INTEGER i, kase, kase1
173  DOUBLE PRECISION ainvnm
174 * ..
175 * .. Local Arrays ..
176  INTEGER isave( 3 )
177 * ..
178 * .. External Functions ..
179  LOGICAL lsame
180  EXTERNAL lsame
181 * ..
182 * .. External Subroutines ..
183  EXTERNAL dgttrs, dlacn2, xerbla
184 * ..
185 * .. Executable Statements ..
186 *
187 * Test the input arguments.
188 *
189  info = 0
190  onenrm = norm.EQ.'1' .OR. lsame( norm, 'O' )
191  IF( .NOT.onenrm .AND. .NOT.lsame( norm, 'I' ) ) THEN
192  info = -1
193  ELSE IF( n.LT.0 ) THEN
194  info = -2
195  ELSE IF( anorm.LT.zero ) THEN
196  info = -8
197  END IF
198  IF( info.NE.0 ) THEN
199  CALL xerbla( 'DGTCON', -info )
200  return
201  END IF
202 *
203 * Quick return if possible
204 *
205  rcond = zero
206  IF( n.EQ.0 ) THEN
207  rcond = one
208  return
209  ELSE IF( anorm.EQ.zero ) THEN
210  return
211  END IF
212 *
213 * Check that D(1:N) is non-zero.
214 *
215  DO 10 i = 1, n
216  IF( d( i ).EQ.zero )
217  \$ return
218  10 continue
219 *
220  ainvnm = zero
221  IF( onenrm ) THEN
222  kase1 = 1
223  ELSE
224  kase1 = 2
225  END IF
226  kase = 0
227  20 continue
228  CALL dlacn2( n, work( n+1 ), work, iwork, ainvnm, kase, isave )
229  IF( kase.NE.0 ) THEN
230  IF( kase.EQ.kase1 ) THEN
231 *
232 * Multiply by inv(U)*inv(L).
233 *
234  CALL dgttrs( 'No transpose', n, 1, dl, d, du, du2, ipiv,
235  \$ work, n, info )
236  ELSE
237 *
238 * Multiply by inv(L**T)*inv(U**T).
239 *
240  CALL dgttrs( 'Transpose', n, 1, dl, d, du, du2, ipiv, work,
241  \$ n, info )
242  END IF
243  go to 20
244  END IF
245 *
246 * Compute the estimate of the reciprocal condition number.
247 *
248  IF( ainvnm.NE.zero )
249  \$ rcond = ( one / ainvnm ) / anorm
250 *
251  return
252 *
253 * End of DGTCON
254 *
255  END