checon_rook()

subroutine checon_rook	(	character	uplo,
		integer	n,
		complex, dimension( lda, * )	a,
		integer	lda,
		integer, dimension( * )	ipiv,
		real	anorm,
		real	rcond,
		complex, dimension( * )	work,
		integer	info
	)

CHECON_ROOK estimates the reciprocal of the condition number fort HE matrices using factorization obtained with one of the bounded diagonal pivoting methods (max 2 interchanges)

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

Purpose:

 CHECON_ROOK estimates the reciprocal of the condition number of a complex
 Hermitian matrix A using the factorization A = U*D*U**H or
 A = L*D*L**H computed by CHETRF_ROOK.

 An estimate is obtained for norm(inv(A)), and the reciprocal of the
 condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).

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 = U*D*U**H; = 'L': Lower triangular, form is A = L*D*L**H.
[in]	N	N is INTEGER The order of the matrix A. N >= 0.
[in]	A	A is COMPLEX array, dimension (LDA,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by CHETRF_ROOK.
[in]	LDA	LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
[in]	IPIV	IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by CHETRF_ROOK.
[in]	ANORM	ANORM is REAL The 1-norm of the original matrix A.
[out]	RCOND	RCOND is REAL 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 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:

  December 2016,  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 137 of file checon_rook.f.

*
*  -- LAPACK computational routine --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
*     .. Scalar Arguments ..
      CHARACTER          UPLO
      INTEGER            INFO, LDA, N
      REAL               ANORM, RCOND
*     ..
*     .. Array Arguments ..
      INTEGER            IPIV( * )
      COMPLEX            A( LDA, * ), WORK( * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      REAL               ONE, ZERO
      parameter( one = 1.0e+0, zero = 0.0e+0 )
*     ..
*     .. Local Scalars ..
      LOGICAL            UPPER
      INTEGER            I, KASE
      REAL               AINVNM
*     ..
*     .. Local Arrays ..
      INTEGER            ISAVE( 3 )
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      EXTERNAL           lsame
*     ..
*     .. External Subroutines ..
      EXTERNAL           chetrs_rook, clacn2, xerbla
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          max
*     ..
*     .. Executable Statements ..
*
*     Test the input parameters.
*
      info = 0
      upper = lsame( uplo, 'U' )
      IF( .NOT.upper .AND. .NOT.lsame( uplo, 'L' ) ) THEN
         info = -1
      ELSE IF( n.LT.0 ) THEN
         info = -2
      ELSE IF( lda.LT.max( 1, n ) ) THEN
         info = -4
      ELSE IF( anorm.LT.zero ) THEN
         info = -6
      END IF
      IF( info.NE.0 ) THEN
         CALL xerbla( 'CHECON_ROOK', -info )
         RETURN
      END IF
*
*     Quick return if possible
*
      rcond = zero
      IF( n.EQ.0 ) THEN
         rcond = one
         RETURN
      ELSE IF( anorm.LE.zero ) THEN
         RETURN
      END IF
*
*     Check that the diagonal matrix D is nonsingular.
*
      IF( upper ) THEN
*
*        Upper triangular storage: examine D from bottom to top
*
         DO 10 i = n, 1, -1
            IF( ipiv( i ).GT.0 .AND. a( i, i ).EQ.zero )
     $         RETURN
   10    CONTINUE
      ELSE
*
*        Lower triangular storage: examine D from top to bottom.
*
         DO 20 i = 1, n
            IF( ipiv( i ).GT.0 .AND. a( i, i ).EQ.zero )
     $         RETURN
   20    CONTINUE
      END IF
*
*     Estimate the 1-norm of the inverse.
*
      kase = 0
   30 CONTINUE
      CALL clacn2( n, work( n+1 ), work, ainvnm, kase, isave )
      IF( kase.NE.0 ) THEN
*
*        Multiply by inv(L*D*L**H) or inv(U*D*U**H).
*
         CALL chetrs_rook( uplo, n, 1, a, lda, ipiv, work, n, info )
         GO TO 30
      END IF
*
*     Compute the estimate of the reciprocal condition number.
*
      IF( ainvnm.NE.zero )
     $   rcond = ( one / ainvnm ) / anorm
*
      RETURN
*
*     End of CHECON_ROOK
*

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