LAPACK  3.11.0
LAPACK: Linear Algebra PACKage
cgecon.f
1 *> \brief \b CGECON
2 *
3 * =========== DOCUMENTATION ===========
4 *
5 * Online html documentation available at
6 * http://www.netlib.org/lapack/explore-html/
7 *
8 *> \htmlonly
9 *> Download CGECON + dependencies
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14 *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cgecon.f">
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 *> =-5: if ANORM is NAN or negative.
110 *> \endverbatim
111 *
112 * Authors:
113 * ========
114 *
115 *> \author Univ. of Tennessee
116 *> \author Univ. of California Berkeley
117 *> \author Univ. of Colorado Denver
118 *> \author NAG Ltd.
119 *
120 *> \ingroup gecon
121 *
122 * =====================================================================
123  SUBROUTINE cgecon( NORM, N, A, LDA, ANORM, RCOND, WORK, RWORK,
124  $ INFO )
125 *
126 * -- LAPACK computational routine --
127 * -- LAPACK is a software package provided by Univ. of Tennessee, --
128 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
129 *
130 * .. Scalar Arguments ..
131  CHARACTER NORM
132  INTEGER INFO, LDA, N
133  REAL ANORM, RCOND
134 * ..
135 * .. Array Arguments ..
136  REAL RWORK( * )
137  COMPLEX A( lda, * ), WORK( * )
138 * ..
139 *
140 * =====================================================================
141 *
142 * .. Parameters ..
143  REAL ONE, ZERO
144  parameter( one = 1.0e+0, zero = 0.0e+0 )
145 * ..
146 * .. Local Scalars ..
147  LOGICAL ONENRM
148  CHARACTER NORMIN
149  INTEGER IX, KASE, KASE1
150  REAL AINVNM, SCALE, SL, SMLNUM, SU
151  COMPLEX ZDUM
152 * ..
153 * .. Local Arrays ..
154  INTEGER ISAVE( 3 )
155 * ..
156 * .. External Functions ..
157  LOGICAL LSAME, SISNAN
158  INTEGER ICAMAX
159  REAL SLAMCH
160  EXTERNAL lsame, icamax, slamch, sisnan
161 * ..
162 * .. External Subroutines ..
163  EXTERNAL clacn2, clatrs, csrscl, xerbla
164 * ..
165 * .. Intrinsic Functions ..
166  INTRINSIC abs, aimag, max, real
167 * ..
168 * .. Statement Functions ..
169  REAL CABS1
170 * ..
171 * .. Statement Function definitions ..
172  cabs1( zdum ) = abs( REAL( ZDUM ) ) + abs( AIMAG( zdum ) )
173 * ..
174 * .. Executable Statements ..
175 *
176 * Test the input parameters.
177 *
178  info = 0
179  onenrm = norm.EQ.'1' .OR. lsame( norm, 'O' )
180  IF( .NOT.onenrm .AND. .NOT.lsame( norm, 'I' ) ) THEN
181  info = -1
182  ELSE IF( n.LT.0 ) THEN
183  info = -2
184  ELSE IF( lda.LT.max( 1, n ) ) THEN
185  info = -4
186  ELSE IF( anorm.LT.zero .OR. sisnan( anorm ) ) THEN
187  info = -5
188  END IF
189  IF( info.NE.0 ) THEN
190  CALL xerbla( 'CGECON', -info )
191  RETURN
192  END IF
193 *
194 * Quick return if possible
195 *
196  rcond = zero
197  IF( n.EQ.0 ) THEN
198  rcond = one
199  RETURN
200  ELSE IF( anorm.EQ.zero ) THEN
201  RETURN
202  END IF
203 *
204  smlnum = slamch( 'Safe minimum' )
205 *
206 * Estimate the norm of inv(A).
207 *
208  ainvnm = zero
209  normin = 'N'
210  IF( onenrm ) THEN
211  kase1 = 1
212  ELSE
213  kase1 = 2
214  END IF
215  kase = 0
216  10 CONTINUE
217  CALL clacn2( n, work( n+1 ), work, ainvnm, kase, isave )
218  IF( kase.NE.0 ) THEN
219  IF( kase.EQ.kase1 ) THEN
220 *
221 * Multiply by inv(L).
222 *
223  CALL clatrs( 'Lower', 'No transpose', 'Unit', normin, n, a,
224  $ lda, work, sl, rwork, info )
225 *
226 * Multiply by inv(U).
227 *
228  CALL clatrs( 'Upper', 'No transpose', 'Non-unit', normin, n,
229  $ a, lda, work, su, rwork( n+1 ), info )
230  ELSE
231 *
232 * Multiply by inv(U**H).
233 *
234  CALL clatrs( 'Upper', 'Conjugate transpose', 'Non-unit',
235  $ normin, n, a, lda, work, su, rwork( n+1 ),
236  $ info )
237 *
238 * Multiply by inv(L**H).
239 *
240  CALL clatrs( 'Lower', 'Conjugate transpose', 'Unit', normin,
241  $ n, a, lda, work, sl, rwork, info )
242  END IF
243 *
244 * Divide X by 1/(SL*SU) if doing so will not cause overflow.
245 *
246  scale = sl*su
247  normin = 'Y'
248  IF( scale.NE.one ) THEN
249  ix = icamax( n, work, 1 )
250  IF( scale.LT.cabs1( work( ix ) )*smlnum .OR. scale.EQ.zero )
251  $ GO TO 20
252  CALL csrscl( n, scale, work, 1 )
253  END IF
254  GO TO 10
255  END IF
256 *
257 * Compute the estimate of the reciprocal condition number.
258 *
259  IF( ainvnm.NE.zero )
260  $ rcond = ( one / ainvnm ) / anorm
261 *
262  20 CONTINUE
263  RETURN
264 *
265 * End of CGECON
266 *
267  END
subroutine cgecon(NORM, N, A, LDA, ANORM, RCOND, WORK, RWORK, INFO)
CGECON
Definition: cgecon.f:125
subroutine csrscl(N, SA, SX, INCX)
CSRSCL multiplies a vector by the reciprocal of a real scalar.
Definition: csrscl.f:84
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:60
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 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