LAPACK  3.9.0
LAPACK: Linear Algebra PACKage

◆ checon_3()

subroutine checon_3 ( character  UPLO,
integer  N,
complex, dimension( lda, * )  A,
integer  LDA,
complex, dimension( * )  E,
integer, dimension( * )  IPIV,
real  ANORM,
real  RCOND,
complex, dimension( * )  WORK,
integer  INFO 
)

CHECON_3

Download CHECON_3 + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 CHECON_3 estimates the reciprocal of the condition number (in the
 1-norm) of a complex Hermitian matrix A using the factorization
 computed by CHETRF_RK or CHETRF_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 CHETRS_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 array, dimension (LDA,N)
          Diagonal of the block diagonal matrix D and factors U or L
          as computed by CHETRF_RK and CHETRF_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 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 CHETRF_RK or CHETRF_BK.
[in]ANORM
          ANORM is REAL
          The 1-norm of the original matrix A.
[out]RCOND
          RCOND is 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.
[out]WORK
          WORK is COMPLEX 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 checon_3.f.

168 *
169 * -- LAPACK computational routine (version 3.7.1) --
170 * -- LAPACK is a software package provided by Univ. of Tennessee, --
171 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
172 * June 2017
173 *
174 * .. Scalar Arguments ..
175  CHARACTER UPLO
176  INTEGER INFO, LDA, N
177  REAL ANORM, RCOND
178 * ..
179 * .. Array Arguments ..
180  INTEGER IPIV( * )
181  COMPLEX A( LDA, * ), E( * ), WORK( * )
182 * ..
183 *
184 * =====================================================================
185 *
186 * .. Parameters ..
187  REAL ONE, ZERO
188  parameter( one = 1.0e+0, zero = 0.0e+0 )
189 * ..
190 * .. Local Scalars ..
191  LOGICAL UPPER
192  INTEGER I, KASE
193  REAL AINVNM
194 * ..
195 * .. Local Arrays ..
196  INTEGER ISAVE( 3 )
197 * ..
198 * .. External Functions ..
199  LOGICAL LSAME
200  EXTERNAL lsame
201 * ..
202 * .. External Subroutines ..
203  EXTERNAL chetrs_3, clacn2, xerbla
204 * ..
205 * .. Intrinsic Functions ..
206  INTRINSIC max
207 * ..
208 * .. Executable Statements ..
209 *
210 * Test the input parameters.
211 *
212  info = 0
213  upper = lsame( uplo, 'U' )
214  IF( .NOT.upper .AND. .NOT.lsame( uplo, 'L' ) ) THEN
215  info = -1
216  ELSE IF( n.LT.0 ) THEN
217  info = -2
218  ELSE IF( lda.LT.max( 1, n ) ) THEN
219  info = -4
220  ELSE IF( anorm.LT.zero ) THEN
221  info = -7
222  END IF
223  IF( info.NE.0 ) THEN
224  CALL xerbla( 'CHECON_3', -info )
225  RETURN
226  END IF
227 *
228 * Quick return if possible
229 *
230  rcond = zero
231  IF( n.EQ.0 ) THEN
232  rcond = one
233  RETURN
234  ELSE IF( anorm.LE.zero ) THEN
235  RETURN
236  END IF
237 *
238 * Check that the diagonal matrix D is nonsingular.
239 *
240  IF( upper ) THEN
241 *
242 * Upper triangular storage: examine D from bottom to top
243 *
244  DO i = n, 1, -1
245  IF( ipiv( i ).GT.0 .AND. a( i, i ).EQ.zero )
246  $ RETURN
247  END DO
248  ELSE
249 *
250 * Lower triangular storage: examine D from top to bottom.
251 *
252  DO i = 1, n
253  IF( ipiv( i ).GT.0 .AND. a( i, i ).EQ.zero )
254  $ RETURN
255  END DO
256  END IF
257 *
258 * Estimate the 1-norm of the inverse.
259 *
260  kase = 0
261  30 CONTINUE
262  CALL clacn2( n, work( n+1 ), work, ainvnm, kase, isave )
263  IF( kase.NE.0 ) THEN
264 *
265 * Multiply by inv(L*D*L**H) or inv(U*D*U**H).
266 *
267  CALL chetrs_3( uplo, n, 1, a, lda, e, ipiv, work, n, info )
268  GO TO 30
269  END IF
270 *
271 * Compute the estimate of the reciprocal condition number.
272 *
273  IF( ainvnm.NE.zero )
274  $ rcond = ( one / ainvnm ) / anorm
275 *
276  RETURN
277 *
278 * End of CHECON_3
279 *
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chetrs_3
subroutine chetrs_3(UPLO, N, NRHS, A, LDA, E, IPIV, B, LDB, INFO)
CHETRS_3
Definition: chetrs_3.f:167
clacn2
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:135
xerbla
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:62
lsame
logical function lsame(CA, CB)
LSAME
Definition: lsame.f:55