zhecon_3()

subroutine zhecon_3	(	character	UPLO,
		integer	N,
		complex*16, dimension( lda, * )	A,
		integer	LDA,
		complex*16, dimension( * )	E,
		integer, dimension( * )	IPIV,
		double precision	ANORM,
		double precision	RCOND,
		complex*16, dimension( * )	WORK,
		integer	INFO
	)

ZHECON_3

Download ZHECON_3 + dependencies [TGZ] [ZIP] [TXT]

Purpose:

 ZHECON_3 estimates the reciprocal of the condition number (in the
 1-norm) of a complex Hermitian matrix A using the factorization
 computed by ZHETRF_RK or ZHETRF_BK:

    A = P*U*D*(U**H)*(P**T) or A = P*L*D*(L**H)*(P**T),

 where U (or L) is unit upper (or lower) triangular matrix,
 U**H (or L**H) is the conjugate of U (or L), P is a permutation
 matrix, P**T is the transpose of P, and D is Hermitian and block
 diagonal with 1-by-1 and 2-by-2 diagonal blocks.

 An estimate is obtained for norm(inv(A)), and the reciprocal of the
 condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
 This routine uses BLAS3 solver ZHETRS_3.

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 = P*U*D*(U**H)*(P**T); = 'L': Lower triangular, form is A = P*L*D*(L**H)*(P**T).
[in]	N	N is INTEGER The order of the matrix A. N >= 0.
[in]	A	A is COMPLEX*16 array, dimension (LDA,N) Diagonal of the block diagonal matrix D and factors U or L as computed by ZHETRF_RK and ZHETRF_BK: a) ONLY diagonal elements of the Hermitian block diagonal matrix D on the diagonal of A, i.e. D(k,k) = A(k,k); (superdiagonal (or subdiagonal) elements of D should be provided on entry in array E), and b) If UPLO = 'U': factor U in the superdiagonal part of A. If UPLO = 'L': factor L in the subdiagonal part of A.
[in]	LDA	LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
[in]	E	E is COMPLEX*16 array, dimension (N) On entry, contains the superdiagonal (or subdiagonal) elements of the Hermitian block diagonal matrix D with 1-by-1 or 2-by-2 diagonal blocks, where If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not referenced; If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced. NOTE: For 1-by-1 diagonal block D(k), where 1 <= k <= N, the element E(k) is not referenced in both UPLO = 'U' or UPLO = 'L' cases.
[in]	IPIV	IPIV is INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by ZHETRF_RK or ZHETRF_BK.
[in]	ANORM	ANORM is DOUBLE PRECISION The 1-norm of the original 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]	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

June 2017

Contributors:

  June 2017,  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 168 of file zhecon_3.f.

*
*  -- LAPACK computational routine (version 3.7.1) --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*     June 2017
*
*     .. Scalar Arguments ..
      CHARACTER          UPLO
      INTEGER            INFO, LDA, N
      DOUBLE PRECISION   ANORM, RCOND
*     ..
*     .. Array Arguments ..
      INTEGER            IPIV( * )
      COMPLEX*16         A( LDA, * ), E( * ), WORK( * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ONE, ZERO
      parameter( one = 1.0d+0, zero = 0.0d+0 )
*     ..
*     .. Local Scalars ..
      LOGICAL            UPPER
      INTEGER            I, KASE
      DOUBLE PRECISION   AINVNM
*     ..
*     .. Local Arrays ..
      INTEGER            ISAVE( 3 )
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      EXTERNAL           lsame
*     ..
*     .. External Subroutines ..
      EXTERNAL           zhetrs_3, zlacn2, 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 = -7
      END IF
      IF( info.NE.0 ) THEN
         CALL xerbla( 'ZHECON_3', -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 i = n, 1, -1
            IF( ipiv( i ).GT.0 .AND. a( i, i ).EQ.zero )
     $         RETURN
         END DO
      ELSE
*
*        Lower triangular storage: examine D from top to bottom.
*
         DO i = 1, n
            IF( ipiv( i ).GT.0 .AND. a( i, i ).EQ.zero )
     $         RETURN
         END DO
      END IF
*
*     Estimate the 1-norm of the inverse.
*
      kase = 0
   30 CONTINUE
      CALL zlacn2( 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 zhetrs_3( uplo, n, 1, a, lda, e, 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 ZHECON_3
*

Here is the call graph for this function:

Here is the caller graph for this function: