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authorjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
committerjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
commitbaba851215b44ac3b60b9248eb02bcce7eb76247 (patch)
tree8c0f5c006875532a30d4409f5e94b0f310ff00a7 /SRC/cgbcon.f
Move LAPACK trunk into position.
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+ SUBROUTINE CGBCON( NORM, N, KL, KU, AB, LDAB, IPIV, ANORM, RCOND,
+ $ WORK, RWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* Modified to call CLACN2 in place of CLACON, 10 Feb 03, SJH.
+*
+* .. Scalar Arguments ..
+ CHARACTER NORM
+ INTEGER INFO, KL, KU, LDAB, N
+ REAL ANORM, RCOND
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * )
+ REAL RWORK( * )
+ COMPLEX AB( LDAB, * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* CGBCON estimates the reciprocal of the condition number of a complex
+* general band matrix A, in either the 1-norm or the infinity-norm,
+* using the LU factorization computed by CGBTRF.
+*
+* An estimate is obtained for norm(inv(A)), and the reciprocal of the
+* condition number is computed as
+* RCOND = 1 / ( norm(A) * norm(inv(A)) ).
+*
+* Arguments
+* =========
+*
+* NORM (input) CHARACTER*1
+* Specifies whether the 1-norm condition number or the
+* infinity-norm condition number is required:
+* = '1' or 'O': 1-norm;
+* = 'I': Infinity-norm.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* KL (input) INTEGER
+* The number of subdiagonals within the band of A. KL >= 0.
+*
+* KU (input) INTEGER
+* The number of superdiagonals within the band of A. KU >= 0.
+*
+* AB (input) COMPLEX array, dimension (LDAB,N)
+* Details of the LU factorization of the band matrix A, as
+* computed by CGBTRF. U is stored as an upper triangular band
+* matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and
+* the multipliers used during the factorization are stored in
+* rows KL+KU+2 to 2*KL+KU+1.
+*
+* LDAB (input) INTEGER
+* The leading dimension of the array AB. LDAB >= 2*KL+KU+1.
+*
+* IPIV (input) INTEGER array, dimension (N)
+* The pivot indices; for 1 <= i <= N, row i of the matrix was
+* interchanged with row IPIV(i).
+*
+* ANORM (input) REAL
+* If NORM = '1' or 'O', the 1-norm of the original matrix A.
+* If NORM = 'I', the infinity-norm of the original matrix A.
+*
+* RCOND (output) REAL
+* The reciprocal of the condition number of the matrix A,
+* computed as RCOND = 1/(norm(A) * norm(inv(A))).
+*
+* WORK (workspace) COMPLEX array, dimension (2*N)
+*
+* RWORK (workspace) REAL array, dimension (N)
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+*
+* =====================================================================
+*
+* .. Parameters ..
+ REAL ONE, ZERO
+ PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LNOTI, ONENRM
+ CHARACTER NORMIN
+ INTEGER IX, J, JP, KASE, KASE1, KD, LM
+ REAL AINVNM, SCALE, SMLNUM
+ COMPLEX T, ZDUM
+* ..
+* .. Local Arrays ..
+ INTEGER ISAVE( 3 )
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ICAMAX
+ REAL SLAMCH
+ COMPLEX CDOTC
+ EXTERNAL LSAME, ICAMAX, SLAMCH, CDOTC
+* ..
+* .. External Subroutines ..
+ EXTERNAL CAXPY, CLACN2, CLATBS, CSRSCL, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, AIMAG, MIN, REAL
+* ..
+* .. Statement Functions ..
+ REAL CABS1
+* ..
+* .. Statement Function definitions ..
+ CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) )
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ ONENRM = NORM.EQ.'1' .OR. LSAME( NORM, 'O' )
+ IF( .NOT.ONENRM .AND. .NOT.LSAME( NORM, 'I' ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( KL.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( KU.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( LDAB.LT.2*KL+KU+1 ) THEN
+ INFO = -6
+ ELSE IF( ANORM.LT.ZERO ) THEN
+ INFO = -8
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'CGBCON', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ RCOND = ZERO
+ IF( N.EQ.0 ) THEN
+ RCOND = ONE
+ RETURN
+ ELSE IF( ANORM.EQ.ZERO ) THEN
+ RETURN
+ END IF
+*
+ SMLNUM = SLAMCH( 'Safe minimum' )
+*
+* Estimate the norm of inv(A).
+*
+ AINVNM = ZERO
+ NORMIN = 'N'
+ IF( ONENRM ) THEN
+ KASE1 = 1
+ ELSE
+ KASE1 = 2
+ END IF
+ KD = KL + KU + 1
+ LNOTI = KL.GT.0
+ KASE = 0
+ 10 CONTINUE
+ CALL CLACN2( N, WORK( N+1 ), WORK, AINVNM, KASE, ISAVE )
+ IF( KASE.NE.0 ) THEN
+ IF( KASE.EQ.KASE1 ) THEN
+*
+* Multiply by inv(L).
+*
+ IF( LNOTI ) THEN
+ DO 20 J = 1, N - 1
+ LM = MIN( KL, N-J )
+ JP = IPIV( J )
+ T = WORK( JP )
+ IF( JP.NE.J ) THEN
+ WORK( JP ) = WORK( J )
+ WORK( J ) = T
+ END IF
+ CALL CAXPY( LM, -T, AB( KD+1, J ), 1, WORK( J+1 ), 1 )
+ 20 CONTINUE
+ END IF
+*
+* Multiply by inv(U).
+*
+ CALL CLATBS( 'Upper', 'No transpose', 'Non-unit', NORMIN, N,
+ $ KL+KU, AB, LDAB, WORK, SCALE, RWORK, INFO )
+ ELSE
+*
+* Multiply by inv(U').
+*
+ CALL CLATBS( 'Upper', 'Conjugate transpose', 'Non-unit',
+ $ NORMIN, N, KL+KU, AB, LDAB, WORK, SCALE, RWORK,
+ $ INFO )
+*
+* Multiply by inv(L').
+*
+ IF( LNOTI ) THEN
+ DO 30 J = N - 1, 1, -1
+ LM = MIN( KL, N-J )
+ WORK( J ) = WORK( J ) - CDOTC( LM, AB( KD+1, J ), 1,
+ $ WORK( J+1 ), 1 )
+ JP = IPIV( J )
+ IF( JP.NE.J ) THEN
+ T = WORK( JP )
+ WORK( JP ) = WORK( J )
+ WORK( J ) = T
+ END IF
+ 30 CONTINUE
+ END IF
+ END IF
+*
+* Divide X by 1/SCALE if doing so will not cause overflow.
+*
+ NORMIN = 'Y'
+ IF( SCALE.NE.ONE ) THEN
+ IX = ICAMAX( N, WORK, 1 )
+ IF( SCALE.LT.CABS1( WORK( IX ) )*SMLNUM .OR. SCALE.EQ.ZERO )
+ $ GO TO 40
+ CALL CSRSCL( N, SCALE, WORK, 1 )
+ END IF
+ GO TO 10
+ END IF
+*
+* Compute the estimate of the reciprocal condition number.
+*
+ IF( AINVNM.NE.ZERO )
+ $ RCOND = ( ONE / AINVNM ) / ANORM
+*
+ 40 CONTINUE
+ RETURN
+*
+* End of CGBCON
+*
+ END