zppcon()

subroutine zppcon	(	character	UPLO,
		integer	N,
		complex*16, dimension( * )	AP,
		double precision	ANORM,
		double precision	RCOND,
		complex*16, dimension( * )	WORK,
		double precision, dimension( * )	RWORK,
		integer	INFO
	)

ZPPCON

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

Purpose:

 ZPPCON estimates the reciprocal of the condition number (in the
 1-norm) of a complex Hermitian positive definite packed matrix using
 the Cholesky factorization A = U**H*U or A = L*L**H computed by
 ZPPTRF.

 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 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.
[in]	N	N is INTEGER The order of the matrix A. N >= 0.
[in]	AP	AP is COMPLEX*16 array, dimension (N*(N+1)/2) The triangular factor U or L from the Cholesky factorization A = U**H*U or A = L*L**H, 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.
[in]	ANORM	ANORM is DOUBLE PRECISION The 1-norm (or infinity-norm) of the Hermitian matrix A.
[out]	RCOND	RCOND is DOUBLE PRECISION 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*16 array, dimension (2*N)
[out]	RWORK	RWORK is DOUBLE PRECISION array, dimension (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.

Date

December 2016

Definition at line 120 of file zppcon.f.

*
*  -- LAPACK computational routine (version 3.7.0) --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*     December 2016
*
*     .. Scalar Arguments ..
      CHARACTER          UPLO
      INTEGER            INFO, N
      DOUBLE PRECISION   ANORM, RCOND
*     ..
*     .. Array Arguments ..
      DOUBLE PRECISION   RWORK( * )
      COMPLEX*16         AP( * ), WORK( * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ONE, ZERO
      parameter( one = 1.0d+0, zero = 0.0d+0 )
*     ..
*     .. Local Scalars ..
      LOGICAL            UPPER
      CHARACTER          NORMIN
      INTEGER            IX, KASE
      DOUBLE PRECISION   AINVNM, SCALE, SCALEL, SCALEU, SMLNUM
      COMPLEX*16         ZDUM
*     ..
*     .. Local Arrays ..
      INTEGER            ISAVE( 3 )
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      INTEGER            IZAMAX
      DOUBLE PRECISION   DLAMCH
      EXTERNAL           lsame, izamax, dlamch
*     ..
*     .. External Subroutines ..
      EXTERNAL           xerbla, zdrscl, zlacn2, zlatps
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          abs, dble, dimag
*     ..
*     .. Statement Functions ..
      DOUBLE PRECISION   CABS1
*     ..
*     .. Statement Function definitions ..
      cabs1( zdum ) = abs( dble( zdum ) ) + abs( dimag( zdum ) )
*     ..
*     .. 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( 'ZPPCON', -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 = dlamch( 'Safe minimum' )
*
*     Estimate the 1-norm of the inverse.
*
      kase = 0
      normin = 'N'
   10 CONTINUE
      CALL zlacn2( n, work( n+1 ), work, ainvnm, kase, isave )
      IF( kase.NE.0 ) THEN
         IF( upper ) THEN
*
*           Multiply by inv(U**H).
*
            CALL zlatps( 'Upper', 'Conjugate transpose', 'Non-unit',
     $                   normin, n, ap, work, scalel, rwork, info )
            normin = 'Y'
*
*           Multiply by inv(U).
*
            CALL zlatps( 'Upper', 'No transpose', 'Non-unit', normin, n,
     $                   ap, work, scaleu, rwork, info )
         ELSE
*
*           Multiply by inv(L).
*
            CALL zlatps( 'Lower', 'No transpose', 'Non-unit', normin, n,
     $                   ap, work, scalel, rwork, info )
            normin = 'Y'
*
*           Multiply by inv(L**H).
*
            CALL zlatps( 'Lower', 'Conjugate transpose', 'Non-unit',
     $                   normin, n, ap, work, scaleu, rwork, info )
         END IF
*
*        Multiply by 1/SCALE if doing so will not cause overflow.
*
         scale = scalel*scaleu
         IF( scale.NE.one ) THEN
            ix = izamax( n, work, 1 )
            IF( scale.LT.cabs1( work( ix ) )*smlnum .OR. scale.EQ.zero )
     $         GO TO 20
            CALL zdrscl( 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 ZPPCON
*

Here is the call graph for this function:

Here is the caller graph for this function: