| 123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221 | /* dpocon.f -- translated by f2c (version 20061008).   You must link the resulting object file with libf2c:	on Microsoft Windows system, link with libf2c.lib;	on Linux or Unix systems, link with .../path/to/libf2c.a -lm	or, if you install libf2c.a in a standard place, with -lf2c -lm	-- in that order, at the end of the command line, as in		cc *.o -lf2c -lm	Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,		http://www.netlib.org/f2c/libf2c.zip*/#include "f2c.h"#include "blaswrap.h"/* Table of constant values */static integer c__1 = 1;/* Subroutine */ int dpocon_(char *uplo, integer *n, doublereal *a, integer *	lda, doublereal *anorm, doublereal *rcond, doublereal *work, integer *	iwork, integer *info){    /* System generated locals */    integer a_dim1, a_offset, i__1;    doublereal d__1;    /* Local variables */    integer ix, kase;    doublereal scale;    extern logical lsame_(char *, char *);    integer isave[3];    extern /* Subroutine */ int drscl_(integer *, doublereal *, doublereal *, 	    integer *);    logical upper;    extern /* Subroutine */ int dlacn2_(integer *, doublereal *, doublereal *, 	     integer *, doublereal *, integer *, integer *);    extern doublereal dlamch_(char *);    doublereal scalel;    extern integer idamax_(integer *, doublereal *, integer *);    doublereal scaleu;    extern /* Subroutine */ int xerbla_(char *, integer *);    doublereal ainvnm;    extern /* Subroutine */ int dlatrs_(char *, char *, char *, char *, 	    integer *, doublereal *, integer *, doublereal *, doublereal *, 	    doublereal *, integer *);    char normin[1];    doublereal smlnum;/*  -- LAPACK routine (version 3.2) -- *//*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. *//*     November 2006 *//*     Modified to call DLACN2 in place of DLACON, 5 Feb 03, SJH. *//*     .. Scalar Arguments .. *//*     .. *//*     .. Array Arguments .. *//*     .. *//*  Purpose *//*  ======= *//*  DPOCON estimates the reciprocal of the condition number (in the *//*  1-norm) of a real symmetric positive definite matrix using the *//*  Cholesky factorization A = U**T*U or A = L*L**T computed by DPOTRF. *//*  An estimate is obtained for norm(inv(A)), and the reciprocal of the *//*  condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))). *//*  Arguments *//*  ========= *//*  UPLO    (input) CHARACTER*1 *//*          = 'U':  Upper triangle of A is stored; *//*          = 'L':  Lower triangle of A is stored. *//*  N       (input) INTEGER *//*          The order of the matrix A.  N >= 0. *//*  A       (input) DOUBLE PRECISION array, dimension (LDA,N) *//*          The triangular factor U or L from the Cholesky factorization *//*          A = U**T*U or A = L*L**T, as computed by DPOTRF. *//*  LDA     (input) INTEGER *//*          The leading dimension of the array A.  LDA >= max(1,N). *//*  ANORM   (input) DOUBLE PRECISION *//*          The 1-norm (or infinity-norm) of the symmetric matrix A. *//*  RCOND   (output) 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. *//*  WORK    (workspace) DOUBLE PRECISION array, dimension (3*N) *//*  IWORK   (workspace) INTEGER array, dimension (N) *//*  INFO    (output) INTEGER *//*          = 0:  successful exit *//*          < 0:  if INFO = -i, the i-th argument had an illegal value *//*  ===================================================================== *//*     .. Parameters .. *//*     .. *//*     .. Local Scalars .. *//*     .. *//*     .. Local Arrays .. *//*     .. *//*     .. External Functions .. *//*     .. *//*     .. External Subroutines .. *//*     .. *//*     .. Intrinsic Functions .. *//*     .. *//*     .. Executable Statements .. *//*     Test the input parameters. */    /* Parameter adjustments */    a_dim1 = *lda;    a_offset = 1 + a_dim1;    a -= a_offset;    --work;    --iwork;    /* Function Body */    *info = 0;    upper = lsame_(uplo, "U");    if (! upper && ! lsame_(uplo, "L")) {	*info = -1;    } else if (*n < 0) {	*info = -2;    } else if (*lda < max(1,*n)) {	*info = -4;    } else if (*anorm < 0.) {	*info = -5;    }    if (*info != 0) {	i__1 = -(*info);	xerbla_("DPOCON", &i__1);	return 0;    }/*     Quick return if possible */    *rcond = 0.;    if (*n == 0) {	*rcond = 1.;	return 0;    } else if (*anorm == 0.) {	return 0;    }    smlnum = dlamch_("Safe minimum");/*     Estimate the 1-norm of inv(A). */    kase = 0;    *(unsigned char *)normin = 'N';L10:    dlacn2_(n, &work[*n + 1], &work[1], &iwork[1], &ainvnm, &kase, isave);    if (kase != 0) {	if (upper) {/*           Multiply by inv(U'). */	    dlatrs_("Upper", "Transpose", "Non-unit", normin, n, &a[a_offset], 		     lda, &work[1], &scalel, &work[(*n << 1) + 1], info);	    *(unsigned char *)normin = 'Y';/*           Multiply by inv(U). */	    dlatrs_("Upper", "No transpose", "Non-unit", normin, n, &a[		    a_offset], lda, &work[1], &scaleu, &work[(*n << 1) + 1], 		    info);	} else {/*           Multiply by inv(L). */	    dlatrs_("Lower", "No transpose", "Non-unit", normin, n, &a[		    a_offset], lda, &work[1], &scalel, &work[(*n << 1) + 1], 		    info);	    *(unsigned char *)normin = 'Y';/*           Multiply by inv(L'). */	    dlatrs_("Lower", "Transpose", "Non-unit", normin, n, &a[a_offset], 		     lda, &work[1], &scaleu, &work[(*n << 1) + 1], info);	}/*        Multiply by 1/SCALE if doing so will not cause overflow. */	scale = scalel * scaleu;	if (scale != 1.) {	    ix = idamax_(n, &work[1], &c__1);	    if (scale < (d__1 = work[ix], abs(d__1)) * smlnum || scale == 0.) 		    {		goto L20;	    }	    drscl_(n, &scale, &work[1], &c__1);	}	goto L10;    }/*     Compute the estimate of the reciprocal condition number. */    if (ainvnm != 0.) {	*rcond = 1. / ainvnm / *anorm;    }L20:    return 0;/*     End of DPOCON */} /* dpocon_ */
 |