LAPACK  3.10.0
LAPACK: Linear Algebra PACKage
cgecon.f
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1 *> \brief \b CGECON
2 *
3 * =========== DOCUMENTATION ===========
4 *
5 * Online html documentation available at
6 * http://www.netlib.org/lapack/explore-html/
7 *
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15 *> [TXT]</a>
16 *> \endhtmlonly
17 *
18 * Definition:
19 * ===========
20 *
21 * SUBROUTINE CGECON( NORM, N, A, LDA, ANORM, RCOND, WORK, RWORK,
22 * INFO )
23 *
24 * .. Scalar Arguments ..
25 * CHARACTER NORM
26 * INTEGER INFO, LDA, N
27 * REAL ANORM, RCOND
28 * ..
29 * .. Array Arguments ..
30 * REAL RWORK( * )
31 * COMPLEX A( LDA, * ), WORK( * )
32 * ..
33 *
34 *
35 *> \par Purpose:
36 * =============
37 *>
38 *> \verbatim
39 *>
40 *> CGECON estimates the reciprocal of the condition number of a general
41 *> complex matrix A, in either the 1-norm or the infinity-norm, using
42 *> the LU factorization computed by CGETRF.
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] A
68 *> \verbatim
69 *> A is COMPLEX array, dimension (LDA,N)
70 *> The factors L and U from the factorization A = P*L*U
71 *> as computed by CGETRF.
72 *> \endverbatim
73 *>
74 *> \param[in] LDA
75 *> \verbatim
76 *> LDA is INTEGER
77 *> The leading dimension of the array A. LDA >= max(1,N).
78 *> \endverbatim
79 *>
80 *> \param[in] ANORM
81 *> \verbatim
82 *> ANORM is REAL
83 *> If NORM = '1' or 'O', the 1-norm of the original matrix A.
84 *> If NORM = 'I', the infinity-norm of the original matrix A.
85 *> \endverbatim
86 *>
87 *> \param[out] RCOND
88 *> \verbatim
89 *> RCOND is REAL
90 *> The reciprocal of the condition number of the matrix A,
91 *> computed as RCOND = 1/(norm(A) * norm(inv(A))).
92 *> \endverbatim
93 *>
94 *> \param[out] WORK
95 *> \verbatim
96 *> WORK is COMPLEX array, dimension (2*N)
97 *> \endverbatim
98 *>
99 *> \param[out] RWORK
100 *> \verbatim
101 *> RWORK is REAL array, dimension (2*N)
102 *> \endverbatim
103 *>
104 *> \param[out] INFO
105 *> \verbatim
106 *> INFO is INTEGER
107 *> = 0: successful exit
108 *> < 0: if INFO = -i, the i-th argument had an illegal value
109 *> \endverbatim
110 *
111 * Authors:
112 * ========
113 *
114 *> \author Univ. of Tennessee
115 *> \author Univ. of California Berkeley
116 *> \author Univ. of Colorado Denver
117 *> \author NAG Ltd.
118 *
119 *> \ingroup complexGEcomputational
120 *
121 * =====================================================================
122  SUBROUTINE cgecon( NORM, N, A, LDA, ANORM, RCOND, WORK, RWORK,
123  $ INFO )
124 *
125 * -- LAPACK computational routine --
126 * -- LAPACK is a software package provided by Univ. of Tennessee, --
127 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
128 *
129 * .. Scalar Arguments ..
130  CHARACTER NORM
131  INTEGER INFO, LDA, N
132  REAL ANORM, RCOND
133 * ..
134 * .. Array Arguments ..
135  REAL RWORK( * )
136  COMPLEX A( LDA, * ), WORK( * )
137 * ..
138 *
139 * =====================================================================
140 *
141 * .. Parameters ..
142  REAL ONE, ZERO
143  parameter( one = 1.0e+0, zero = 0.0e+0 )
144 * ..
145 * .. Local Scalars ..
146  LOGICAL ONENRM
147  CHARACTER NORMIN
148  INTEGER IX, KASE, KASE1
149  REAL AINVNM, SCALE, SL, SMLNUM, SU
150  COMPLEX ZDUM
151 * ..
152 * .. Local Arrays ..
153  INTEGER ISAVE( 3 )
154 * ..
155 * .. External Functions ..
156  LOGICAL LSAME
157  INTEGER ICAMAX
158  REAL SLAMCH
159  EXTERNAL lsame, icamax, slamch
160 * ..
161 * .. External Subroutines ..
162  EXTERNAL clacn2, clatrs, csrscl, xerbla
163 * ..
164 * .. Intrinsic Functions ..
165  INTRINSIC abs, aimag, max, real
166 * ..
167 * .. Statement Functions ..
168  REAL CABS1
169 * ..
170 * .. Statement Function definitions ..
171  cabs1( zdum ) = abs( real( zdum ) ) + abs( aimag( zdum ) )
172 * ..
173 * .. Executable Statements ..
174 *
175 * Test the input parameters.
176 *
177  info = 0
178  onenrm = norm.EQ.'1' .OR. lsame( norm, 'O' )
179  IF( .NOT.onenrm .AND. .NOT.lsame( norm, 'I' ) ) THEN
180  info = -1
181  ELSE IF( n.LT.0 ) THEN
182  info = -2
183  ELSE IF( lda.LT.max( 1, n ) ) THEN
184  info = -4
185  ELSE IF( anorm.LT.zero ) THEN
186  info = -5
187  END IF
188  IF( info.NE.0 ) THEN
189  CALL xerbla( 'CGECON', -info )
190  RETURN
191  END IF
192 *
193 * Quick return if possible
194 *
195  rcond = zero
196  IF( n.EQ.0 ) THEN
197  rcond = one
198  RETURN
199  ELSE IF( anorm.EQ.zero ) THEN
200  RETURN
201  END IF
202 *
203  smlnum = slamch( 'Safe minimum' )
204 *
205 * Estimate the norm of inv(A).
206 *
207  ainvnm = zero
208  normin = 'N'
209  IF( onenrm ) THEN
210  kase1 = 1
211  ELSE
212  kase1 = 2
213  END IF
214  kase = 0
215  10 CONTINUE
216  CALL clacn2( n, work( n+1 ), work, ainvnm, kase, isave )
217  IF( kase.NE.0 ) THEN
218  IF( kase.EQ.kase1 ) THEN
219 *
220 * Multiply by inv(L).
221 *
222  CALL clatrs( 'Lower', 'No transpose', 'Unit', normin, n, a,
223  $ lda, work, sl, rwork, info )
224 *
225 * Multiply by inv(U).
226 *
227  CALL clatrs( 'Upper', 'No transpose', 'Non-unit', normin, n,
228  $ a, lda, work, su, rwork( n+1 ), info )
229  ELSE
230 *
231 * Multiply by inv(U**H).
232 *
233  CALL clatrs( 'Upper', 'Conjugate transpose', 'Non-unit',
234  $ normin, n, a, lda, work, su, rwork( n+1 ),
235  $ info )
236 *
237 * Multiply by inv(L**H).
238 *
239  CALL clatrs( 'Lower', 'Conjugate transpose', 'Unit', normin,
240  $ n, a, lda, work, sl, rwork, info )
241  END IF
242 *
243 * Divide X by 1/(SL*SU) if doing so will not cause overflow.
244 *
245  scale = sl*su
246  normin = 'Y'
247  IF( scale.NE.one ) THEN
248  ix = icamax( n, work, 1 )
249  IF( scale.LT.cabs1( work( ix ) )*smlnum .OR. scale.EQ.zero )
250  $ GO TO 20
251  CALL csrscl( n, scale, work, 1 )
252  END IF
253  GO TO 10
254  END IF
255 *
256 * Compute the estimate of the reciprocal condition number.
257 *
258  IF( ainvnm.NE.zero )
259  $ rcond = ( one / ainvnm ) / anorm
260 *
261  20 CONTINUE
262  RETURN
263 *
264 * End of CGECON
265 *
266  END
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:60
subroutine cgecon(NORM, N, A, LDA, ANORM, RCOND, WORK, RWORK, INFO)
CGECON
Definition: cgecon.f:124
subroutine clatrs(UPLO, TRANS, DIAG, NORMIN, N, A, LDA, X, SCALE, CNORM, INFO)
CLATRS solves a triangular system of equations with the scale factor set to prevent overflow.
Definition: clatrs.f:239
subroutine csrscl(N, SA, SX, INCX)
CSRSCL multiplies a vector by the reciprocal of a real scalar.
Definition: csrscl.f:84
subroutine clacn2(N, V, X, EST, KASE, ISAVE)
CLACN2 estimates the 1-norm of a square matrix, using reverse communication for evaluating matrix-vec...
Definition: clacn2.f:133