dppcon.f

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*> \brief \b DPPCON
*
*  =========== DOCUMENTATION ===========
*
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*
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*
*  Definition:
*  ===========
*
*       SUBROUTINE DPPCON( UPLO, N, AP, ANORM, RCOND, WORK, IWORK, INFO )
*
*       .. Scalar Arguments ..
*       CHARACTER          UPLO
*       INTEGER            INFO, N
*       DOUBLE PRECISION   ANORM, RCOND
*       ..
*       .. Array Arguments ..
*       INTEGER            IWORK( * )
*       DOUBLE PRECISION   AP( * ), WORK( * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> DPPCON 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
*> DPPTRF.
*>
*> An estimate is obtained for norm(inv(A)), and the reciprocal of the
*> condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] UPLO
*> \verbatim
*>          UPLO is CHARACTER*1
*>          = 'U':  Upper triangle of A is stored;
*>          = 'L':  Lower triangle of A is stored.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The order of the matrix A.  N >= 0.
*> \endverbatim
*>
*> \param[in] AP
*> \verbatim
*>          AP is DOUBLE PRECISION 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.
*> \endverbatim
*>
*> \param[in] ANORM
*> \verbatim
*>          ANORM is DOUBLE PRECISION
*>          The 1-norm (or infinity-norm) of the symmetric matrix A.
*> \endverbatim
*>
*> \param[out] RCOND
*> \verbatim
*>          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.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*>          WORK is DOUBLE PRECISION array, dimension (3*N)
*> \endverbatim
*>
*> \param[out] IWORK
*> \verbatim
*>          IWORK is INTEGER array, dimension (N)
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*>          INFO is INTEGER
*>          = 0:  successful exit
*>          < 0:  if INFO = -i, the i-th argument had an illegal value
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup doubleOTHERcomputational
*
*  =====================================================================
      SUBROUTINE dppcon( UPLO, N, AP, ANORM, RCOND, WORK, IWORK, INFO )
*
*  -- LAPACK computational routine --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
*     .. Scalar Arguments ..
      CHARACTER          UPLO
      INTEGER            INFO, N
      DOUBLE PRECISION   ANORM, RCOND
*     ..
*     .. Array Arguments ..
      INTEGER            IWORK( * )
      DOUBLE PRECISION   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
*     ..
*     .. Local Arrays ..
      INTEGER            ISAVE( 3 )
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      INTEGER            IDAMAX
      DOUBLE PRECISION   DLAMCH
      EXTERNAL           lsame, idamax, dlamch
*     ..
*     .. External Subroutines ..
      EXTERNAL           dlacn2, dlatps, drscl, 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( 'DPPCON', -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 dlacn2( n, work( n+1 ), work, iwork, ainvnm, kase, isave )
      IF( kase.NE.0 ) THEN
         IF( upper ) THEN
*
*           Multiply by inv(U**T).
*
            CALL dlatps( 'Upper', 'Transpose', 'Non-unit', normin, n,
     $                   ap, work, scalel, work( 2*n+1 ), info )
            normin = 'Y'
*
*           Multiply by inv(U).
*
            CALL dlatps( 'Upper', 'No transpose', 'Non-unit', normin, n,
     $                   ap, work, scaleu, work( 2*n+1 ), info )
         ELSE
*
*           Multiply by inv(L).
*
            CALL dlatps( 'lower', 'no transpose', 'non-unit', NORMIN, N,
     $                   AP, WORK, SCALEL, WORK( 2*N+1 ), INFO )
            NORMIN = 'y'
*
*           Multiply by inv(L**T).
*
            CALL DLATPS( '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
.NE.         IF( SCALEONE ) THEN
            IX = IDAMAX( N, WORK, 1 )
.LT..OR..EQ.            IF( SCALEABS( WORK( IX ) )*SMLNUM  SCALEZERO )
     $         GO TO 20
            CALL DRSCL( N, SCALE, WORK, 1 )
         END IF
         GO TO 10
      END IF
*
*     Compute the estimate of the reciprocal condition number.
*
.NE.      IF( AINVNMZERO )
     $   RCOND = ( ONE / AINVNM ) / ANORM
*
   20 CONTINUE
      RETURN
*
*     End of DPPCON
*
      END