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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/sppcon.f
Move LAPACK trunk into position.
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+ SUBROUTINE SPPCON( UPLO, N, AP, ANORM, RCOND, WORK, IWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* Modified to call SLACN2 in place of SLACON, 7 Feb 03, SJH.
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, N
+ REAL ANORM, RCOND
+* ..
+* .. Array Arguments ..
+ INTEGER IWORK( * )
+ REAL AP( * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* SPPCON estimates the reciprocal of the condition number (in the
+* 1-norm) of a real symmetric positive definite packed matrix using
+* the Cholesky factorization A = U**T*U or A = L*L**T computed by
+* SPPTRF.
+*
+* An estimate is obtained for norm(inv(A)), and the reciprocal of the
+* condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* = 'U': Upper triangle of A is stored;
+* = 'L': Lower triangle of A is stored.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* AP (input) REAL array, dimension (N*(N+1)/2)
+* The triangular factor U or L from the Cholesky factorization
+* A = U**T*U or A = L*L**T, packed columnwise in a linear
+* array. The j-th column of U or L is stored in the array AP
+* as follows:
+* if UPLO = 'U', AP(i + (j-1)*j/2) = U(i,j) for 1<=i<=j;
+* if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = L(i,j) for j<=i<=n.
+*
+* ANORM (input) REAL
+* The 1-norm (or infinity-norm) of the symmetric matrix A.
+*
+* RCOND (output) 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.
+*
+* WORK (workspace) REAL array, dimension (3*N)
+*
+* IWORK (workspace) INTEGER 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 UPPER
+ CHARACTER NORMIN
+ INTEGER IX, KASE
+ REAL AINVNM, SCALE, SCALEL, SCALEU, SMLNUM
+* ..
+* .. Local Arrays ..
+ INTEGER ISAVE( 3 )
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ISAMAX
+ REAL SLAMCH
+ EXTERNAL LSAME, ISAMAX, SLAMCH
+* ..
+* .. External Subroutines ..
+ EXTERNAL SLACN2, SLATPS, SRSCL, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS
+* ..
+* .. 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( ANORM.LT.ZERO ) THEN
+ INFO = -4
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'SPPCON', -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 1-norm of the inverse.
+*
+ KASE = 0
+ NORMIN = 'N'
+ 10 CONTINUE
+ CALL SLACN2( N, WORK( N+1 ), WORK, IWORK, AINVNM, KASE, ISAVE )
+ IF( KASE.NE.0 ) THEN
+ IF( UPPER ) THEN
+*
+* Multiply by inv(U').
+*
+ CALL SLATPS( 'Upper', 'Transpose', 'Non-unit', NORMIN, N,
+ $ AP, WORK, SCALEL, WORK( 2*N+1 ), INFO )
+ NORMIN = 'Y'
+*
+* Multiply by inv(U).
+*
+ CALL SLATPS( 'Upper', 'No transpose', 'Non-unit', NORMIN, N,
+ $ AP, WORK, SCALEU, WORK( 2*N+1 ), INFO )
+ ELSE
+*
+* Multiply by inv(L).
+*
+ CALL SLATPS( 'Lower', 'No transpose', 'Non-unit', NORMIN, N,
+ $ AP, WORK, SCALEL, WORK( 2*N+1 ), INFO )
+ NORMIN = 'Y'
+*
+* Multiply by inv(L').
+*
+ CALL SLATPS( 'Lower', 'Transpose', 'Non-unit', NORMIN, N,
+ $ AP, WORK, SCALEU, WORK( 2*N+1 ), INFO )
+ END IF
+*
+* Multiply by 1/SCALE if doing so will not cause overflow.
+*
+ SCALE = SCALEL*SCALEU
+ IF( SCALE.NE.ONE ) THEN
+ IX = ISAMAX( N, WORK, 1 )
+ IF( SCALE.LT.ABS( WORK( IX ) )*SMLNUM .OR. SCALE.EQ.ZERO )
+ $ GO TO 20
+ CALL SRSCL( 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
+*
+ 20 CONTINUE
+ RETURN
+*
+* End of SPPCON
+*
+ END