/* Subroutine */ int ztbcon_(char *norm, char *uplo, char *diag, integer *n,
integer *kd, doublecomplex *ab, integer *ldab, doublereal *rcond,
doublecomplex *work, doublereal *rwork, integer *info)
{
/* -- LAPACK routine (version 2.0) --
Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
Courant Institute, Argonne National Lab, and Rice University
March 31, 1993
Purpose
=======
ZTBCON estimates the reciprocal of the condition number of a
triangular band matrix A, in either the 1-norm or the infinity-norm.
The norm of A is computed and an estimate is obtained for
norm(inv(A)), then the reciprocal of the condition number is
computed as
RCOND = 1 / ( norm(A) * norm(inv(A)) ).
Arguments
=========
NORM (input) CHARACTER*1
Specifies whether the 1-norm condition number or the
infinity-norm condition number is required:
= '1' or 'O': 1-norm;
= 'I': Infinity-norm.
UPLO (input) CHARACTER*1
= 'U': A is upper triangular;
= 'L': A is lower triangular.
DIAG (input) CHARACTER*1
= 'N': A is non-unit triangular;
= 'U': A is unit triangular.
N (input) INTEGER
The order of the matrix A. N >= 0.
KD (input) INTEGER
The number of superdiagonals or subdiagonals of the
triangular band matrix A. KD >= 0.
AB (input) COMPLEX*16 array, dimension (LDAB,N)
The upper or lower triangular band matrix A, stored in the
first kd+1 rows of the array. The j-th column of A is stored
in the j-th column of the array AB as follows:
if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
If DIAG = 'U', the diagonal elements of A are not referenced
and are assumed to be 1.
LDAB (input) INTEGER
The leading dimension of the array AB. LDAB >= KD+1.
RCOND (output) DOUBLE PRECISION
The reciprocal of the condition number of the matrix A,
computed as RCOND = 1/(norm(A) * norm(inv(A))).
WORK (workspace) COMPLEX*16 array, dimension (2*N)
RWORK (workspace) DOUBLE PRECISION array, dimension (N)
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
=====================================================================
Test the input parameters.
Parameter adjustments
Function Body */
/* Table of constant values */
static integer c__1 = 1;
/* System generated locals */
integer ab_dim1, ab_offset, i__1;
doublereal d__1, d__2;
/* Builtin functions */
double d_imag(doublecomplex *);
/* Local variables */
static integer kase, kase1;
static doublereal scale;
extern logical lsame_(char *, char *);
static doublereal anorm;
static logical upper;
static doublereal xnorm;
extern doublereal dlamch_(char *);
static integer ix;
extern /* Subroutine */ int xerbla_(char *, integer *), zlacon_(
integer *, doublecomplex *, doublecomplex *, doublereal *,
integer *);
static doublereal ainvnm;
extern integer izamax_(integer *, doublecomplex *, integer *);
extern doublereal zlantb_(char *, char *, char *, integer *, integer *,
doublecomplex *, integer *, doublereal *);
static logical onenrm;
extern /* Subroutine */ int zlatbs_(char *, char *, char *, char *,
integer *, integer *, doublecomplex *, integer *, doublecomplex *,
doublereal *, doublereal *, integer *), zdrscl_(integer *, doublereal *, doublecomplex *,
integer *);
static char normin[1];
static doublereal smlnum;
static logical nounit;
#define WORK(I) work[(I)-1]
#define RWORK(I) rwork[(I)-1]
#define AB(I,J) ab[(I)-1 + ((J)-1)* ( *ldab)]
*info = 0;
upper = lsame_(uplo, "U");
onenrm = *(unsigned char *)norm == '1' || lsame_(norm, "O");
nounit = lsame_(diag, "N");
if (! onenrm && ! lsame_(norm, "I")) {
*info = -1;
} else if (! upper && ! lsame_(uplo, "L")) {
*info = -2;
} else if (! nounit && ! lsame_(diag, "U")) {
*info = -3;
} else if (*n < 0) {
*info = -4;
} else if (*kd < 0) {
*info = -5;
} else if (*ldab < *kd + 1) {
*info = -7;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("ZTBCON", &i__1);
return 0;
}
/* Quick return if possible */
if (*n == 0) {
*rcond = 1.;
return 0;
}
*rcond = 0.;
smlnum = dlamch_("Safe minimum") * (doublereal) max(*n,1);
/* Compute the 1-norm of the triangular matrix A or A'. */
anorm = zlantb_(norm, uplo, diag, n, kd, &AB(1,1), ldab, &RWORK(1));
/* Continue only if ANORM > 0. */
if (anorm > 0.) {
/* Estimate the 1-norm of the inverse of A. */
ainvnm = 0.;
*(unsigned char *)normin = 'N';
if (onenrm) {
kase1 = 1;
} else {
kase1 = 2;
}
kase = 0;
L10:
zlacon_(n, &WORK(*n + 1), &WORK(1), &ainvnm, &kase);
if (kase != 0) {
if (kase == kase1) {
/* Multiply by inv(A). */
zlatbs_(uplo, "No transpose", diag, normin, n, kd, &AB(1,1), ldab, &WORK(1), &scale, &RWORK(1), info);
} else {
/* Multiply by inv(A'). */
zlatbs_(uplo, "Conjugate transpose", diag, normin, n, kd, &AB(1,1), ldab, &WORK(1), &scale, &RWORK(1), info);
}
*(unsigned char *)normin = 'Y';
/* Multiply by 1/SCALE if doing so will not cause overfl
ow. */
if (scale != 1.) {
ix = izamax_(n, &WORK(1), &c__1);
i__1 = ix;
xnorm = (d__1 = WORK(ix).r, abs(d__1)) + (d__2 = d_imag(&
WORK(ix)), abs(d__2));
if (scale < xnorm * smlnum || scale == 0.) {
goto L20;
}
zdrscl_(n, &scale, &WORK(1), &c__1);
}
goto L10;
}
/* Compute the estimate of the reciprocal condition number. */
if (ainvnm != 0.) {
*rcond = 1. / anorm / ainvnm;
}
}
L20:
return 0;
/* End of ZTBCON */
} /* ztbcon_ */
/* Subroutine */ int ztpcon_(char *norm, char *uplo, char *diag, integer *n,
doublecomplex *ap, doublereal *rcond, doublecomplex *work, doublereal
*rwork, integer *info)
{
/* System generated locals */
integer i__1;
doublereal d__1, d__2;
/* Builtin functions */
double d_imag(doublecomplex *);
/* Local variables */
integer ix, kase, kase1;
doublereal scale;
extern logical lsame_(char *, char *);
integer isave[3];
doublereal anorm;
logical upper;
doublereal xnorm;
extern /* Subroutine */ int zlacn2_(integer *, doublecomplex *,
doublecomplex *, doublereal *, integer *, integer *);
extern doublereal dlamch_(char *);
extern /* Subroutine */ int xerbla_(char *, integer *);
doublereal ainvnm;
extern integer izamax_(integer *, doublecomplex *, integer *);
logical onenrm;
extern /* Subroutine */ int zdrscl_(integer *, doublereal *,
doublecomplex *, integer *);
char normin[1];
extern doublereal zlantp_(char *, char *, char *, integer *,
doublecomplex *, doublereal *);
doublereal smlnum;
logical nounit;
extern /* Subroutine */ int zlatps_(char *, char *, char *, char *,
integer *, doublecomplex *, doublecomplex *, doublereal *,
doublereal *, integer *);
/* -- LAPACK routine (version 3.2) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* November 2006 */
/* Modified to call ZLACN2 in place of ZLACON, 10 Feb 03, SJH. */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* ZTPCON estimates the reciprocal of the condition number of a packed */
/* triangular matrix A, in either the 1-norm or the infinity-norm. */
/* The norm of A is computed and an estimate is obtained for */
/* norm(inv(A)), then the reciprocal of the condition number is */
/* computed as */
/* RCOND = 1 / ( norm(A) * norm(inv(A)) ). */
/* Arguments */
/* ========= */
/* NORM (input) CHARACTER*1 */
/* Specifies whether the 1-norm condition number or the */
/* infinity-norm condition number is required: */
/* = '1' or 'O': 1-norm; */
/* = 'I': Infinity-norm. */
/* UPLO (input) CHARACTER*1 */
/* = 'U': A is upper triangular; */
/* = 'L': A is lower triangular. */
/* DIAG (input) CHARACTER*1 */
/* = 'N': A is non-unit triangular; */
/* = 'U': A is unit triangular. */
/* N (input) INTEGER */
/* The order of the matrix A. N >= 0. */
/* AP (input) COMPLEX*16 array, dimension (N*(N+1)/2) */
/* The upper or lower triangular matrix A, packed columnwise in */
/* a linear array. The j-th column of A is stored in the array */
/* AP as follows: */
/* if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; */
/* if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. */
/* If DIAG = 'U', the diagonal elements of A are not referenced */
/* and are assumed to be 1. */
/* RCOND (output) DOUBLE PRECISION */
/* The reciprocal of the condition number of the matrix A, */
/* computed as RCOND = 1/(norm(A) * norm(inv(A))). */
/* WORK (workspace) COMPLEX*16 array, dimension (2*N) */
/* RWORK (workspace) DOUBLE PRECISION 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 .. */
/* .. */
/* .. Statement Functions .. */
/* .. */
/* .. Statement Function definitions .. */
/* .. */
/* .. Executable Statements .. */
/* Test the input parameters. */
/* Parameter adjustments */
--rwork;
--work;
--ap;
/* Function Body */
*info = 0;
upper = lsame_(uplo, "U");
onenrm = *(unsigned char *)norm == '1' || lsame_(norm, "O");
nounit = lsame_(diag, "N");
if (! onenrm && ! lsame_(norm, "I")) {
*info = -1;
} else if (! upper && ! lsame_(uplo, "L")) {
*info = -2;
} else if (! nounit && ! lsame_(diag, "U")) {
*info = -3;
} else if (*n < 0) {
*info = -4;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("ZTPCON", &i__1);
return 0;
}
/* Quick return if possible */
if (*n == 0) {
*rcond = 1.;
return 0;
}
*rcond = 0.;
smlnum = dlamch_("Safe minimum") * (doublereal) max(1,*n);
/* Compute the norm of the triangular matrix A. */
anorm = zlantp_(norm, uplo, diag, n, &ap[1], &rwork[1]);
/* Continue only if ANORM > 0. */
if (anorm > 0.) {
/* Estimate the norm of the inverse of A. */
ainvnm = 0.;
*(unsigned char *)normin = 'N';
if (onenrm) {
kase1 = 1;
} else {
kase1 = 2;
}
kase = 0;
L10:
zlacn2_(n, &work[*n + 1], &work[1], &ainvnm, &kase, isave);
if (kase != 0) {
if (kase == kase1) {
/* Multiply by inv(A). */
zlatps_(uplo, "No transpose", diag, normin, n, &ap[1], &work[
1], &scale, &rwork[1], info);
} else {
/* Multiply by inv(A'). */
zlatps_(uplo, "Conjugate transpose", diag, normin, n, &ap[1],
&work[1], &scale, &rwork[1], info);
}
*(unsigned char *)normin = 'Y';
/* Multiply by 1/SCALE if doing so will not cause overflow. */
if (scale != 1.) {
ix = izamax_(n, &work[1], &c__1);
i__1 = ix;
xnorm = (d__1 = work[i__1].r, abs(d__1)) + (d__2 = d_imag(&
work[ix]), abs(d__2));
if (scale < xnorm * smlnum || scale == 0.) {
goto L20;
}
zdrscl_(n, &scale, &work[1], &c__1);
}
goto L10;
}
/* Compute the estimate of the reciprocal condition number. */
if (ainvnm != 0.) {
*rcond = 1. / anorm / ainvnm;
}
}
L20:
return 0;
/* End of ZTPCON */
} /* ztpcon_ */
/* Subroutine */ int zgecon_(char *norm, integer *n, doublecomplex *a,
integer *lda, doublereal *anorm, doublereal *rcond, doublecomplex *
work, doublereal *rwork, integer *info)
{
/* System generated locals */
integer a_dim1, a_offset, i__1;
doublereal d__1, d__2;
/* Local variables */
doublereal sl;
integer ix;
doublereal su;
integer kase, kase1;
doublereal scale;
integer isave[3];
doublereal ainvnm;
logical onenrm;
char normin[1];
doublereal smlnum;
/* -- LAPACK routine (version 3.2) -- */
/* November 2006 */
/* Modified to call ZLACN2 in place of ZLACON, 10 Feb 03, SJH. */
/* Purpose */
/* ======= */
/* ZGECON estimates the reciprocal of the condition number of a general */
/* complex matrix A, in either the 1-norm or the infinity-norm, using */
/* the LU factorization computed by ZGETRF. */
/* An estimate is obtained for norm(inv(A)), and the reciprocal of the */
/* condition number is computed as */
/* RCOND = 1 / ( norm(A) * norm(inv(A)) ). */
/* Arguments */
/* ========= */
/* NORM (input) CHARACTER*1 */
/* Specifies whether the 1-norm condition number or the */
/* infinity-norm condition number is required: */
/* = '1' or 'O': 1-norm; */
/* = 'I': Infinity-norm. */
/* N (input) INTEGER */
/* The order of the matrix A. N >= 0. */
/* A (input) COMPLEX*16 array, dimension (LDA,N) */
/* The factors L and U from the factorization A = P*L*U */
/* as computed by ZGETRF. */
/* LDA (input) INTEGER */
/* The leading dimension of the array A. LDA >= max(1,N). */
/* ANORM (input) DOUBLE PRECISION */
/* If NORM = '1' or 'O', the 1-norm of the original matrix A. */
/* If NORM = 'I', the infinity-norm of the original matrix A. */
/* RCOND (output) DOUBLE PRECISION */
/* The reciprocal of the condition number of the matrix A, */
/* computed as RCOND = 1/(norm(A) * norm(inv(A))). */
/* WORK (workspace) COMPLEX*16 array, dimension (2*N) */
/* RWORK (workspace) DOUBLE PRECISION array, dimension (2*N) */
/* INFO (output) INTEGER */
/* = 0: successful exit */
/* < 0: if INFO = -i, the i-th argument had an illegal value */
/* ===================================================================== */
/* Test the input parameters. */
/* Parameter adjustments */
a_dim1 = *lda;
a_offset = 1 + a_dim1;
a -= a_offset;
--work;
--rwork;
/* Function Body */
*info = 0;
onenrm = *(unsigned char *)norm == '1' || lsame_(norm, "O");
if (! onenrm && ! lsame_(norm, "I")) {
*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_("ZGECON", &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 norm of inv(A). */
ainvnm = 0.;
*(unsigned char *)normin = 'N';
if (onenrm) {
kase1 = 1;
} else {
kase1 = 2;
}
kase = 0;
L10:
zlacn2_(n, &work[*n + 1], &work[1], &ainvnm, &kase, isave);
if (kase != 0) {
if (kase == kase1) {
/* Multiply by inv(L). */
zlatrs_("Lower", "No transpose", "Unit", normin, n, &a[a_offset],
lda, &work[1], &sl, &rwork[1], info);
/* Multiply by inv(U). */
zlatrs_("Upper", "No transpose", "Non-unit", normin, n, &a[
a_offset], lda, &work[1], &su, &rwork[*n + 1], info);
} else {
/* Multiply by inv(U'). */
zlatrs_("Upper", "Conjugate transpose", "Non-unit", normin, n, &a[
a_offset], lda, &work[1], &su, &rwork[*n + 1], info);
/* Multiply by inv(L'). */
zlatrs_("Lower", "Conjugate transpose", "Unit", normin, n, &a[
a_offset], lda, &work[1], &sl, &rwork[1], info);
}
/* Divide X by 1/(SL*SU) if doing so will not cause overflow. */
scale = sl * su;
*(unsigned char *)normin = 'Y';
if (scale != 1.) {
ix = izamax_(n, &work[1], &c__1);
i__1 = ix;
if (scale < ((d__1 = work[i__1].r, abs(d__1)) + (d__2 = d_imag(&
work[ix]), abs(d__2))) * smlnum || scale == 0.) {
goto L20;
}
zdrscl_(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 ZGECON */
} /* zgecon_ */
/* Subroutine */ int zpbcon_(char *uplo, integer *n, integer *kd,
doublecomplex *ab, integer *ldab, doublereal *anorm, doublereal *
rcond, doublecomplex *work, doublereal *rwork, integer *info)
{
/* -- LAPACK routine (version 2.0) --
Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
Courant Institute, Argonne National Lab, and Rice University
September 30, 1994
Purpose
=======
ZPBCON estimates the reciprocal of the condition number (in the
1-norm) of a complex Hermitian positive definite band matrix using
the Cholesky factorization A = U**H*U or A = L*L**H computed by
ZPBTRF.
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 triangular factor stored in AB;
= 'L': Lower triangular factor stored in AB.
N (input) INTEGER
The order of the matrix A. N >= 0.
KD (input) INTEGER
The number of superdiagonals of the matrix A if UPLO = 'U',
or the number of sub-diagonals if UPLO = 'L'. KD >= 0.
AB (input) COMPLEX*16 array, dimension (LDAB,N)
The triangular factor U or L from the Cholesky factorization
A = U**H*U or A = L*L**H of the band matrix A, stored in the
first KD+1 rows of the array. The j-th column of U or L is
stored in the j-th column of the array AB as follows:
if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j;
if UPLO ='L', AB(1+i-j,j) = L(i,j) for j<=i<=min(n,j+kd).
LDAB (input) INTEGER
The leading dimension of the array AB. LDAB >= KD+1.
ANORM (input) DOUBLE PRECISION
The 1-norm (or infinity-norm) of the Hermitian band 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) COMPLEX*16 array, dimension (2*N)
RWORK (workspace) DOUBLE PRECISION array, dimension (N)
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
=====================================================================
Test the input parameters.
Parameter adjustments
Function Body */
/* Table of constant values */
static integer c__1 = 1;
/* System generated locals */
integer ab_dim1, ab_offset, i__1;
doublereal d__1, d__2;
/* Builtin functions */
double d_imag(doublecomplex *);
/* Local variables */
static integer kase;
static doublereal scale;
extern logical lsame_(char *, char *);
static logical upper;
extern doublereal dlamch_(char *);
static integer ix;
static doublereal scalel, scaleu;
extern /* Subroutine */ int xerbla_(char *, integer *), zlacon_(
integer *, doublecomplex *, doublecomplex *, doublereal *,
integer *);
static doublereal ainvnm;
extern integer izamax_(integer *, doublecomplex *, integer *);
extern /* Subroutine */ int zlatbs_(char *, char *, char *, char *,
integer *, integer *, doublecomplex *, integer *, doublecomplex *,
doublereal *, doublereal *, integer *), zdrscl_(integer *, doublereal *, doublecomplex *,
integer *);
static char normin[1];
static doublereal smlnum;
#define WORK(I) work[(I)-1]
#define RWORK(I) rwork[(I)-1]
#define AB(I,J) ab[(I)-1 + ((J)-1)* ( *ldab)]
*info = 0;
upper = lsame_(uplo, "U");
if (! upper && ! lsame_(uplo, "L")) {
*info = -1;
} else if (*n < 0) {
*info = -2;
} else if (*kd < 0) {
*info = -3;
} else if (*ldab < *kd + 1) {
*info = -5;
} else if (*anorm < 0.) {
*info = -6;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("ZPBCON", &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 the inverse. */
kase = 0;
*(unsigned char *)normin = 'N';
L10:
zlacon_(n, &WORK(*n + 1), &WORK(1), &ainvnm, &kase);
if (kase != 0) {
if (upper) {
/* Multiply by inv(U'). */
zlatbs_("Upper", "Conjugate transpose", "Non-unit", normin, n, kd,
&AB(1,1), ldab, &WORK(1), &scalel, &RWORK(1), info);
*(unsigned char *)normin = 'Y';
/* Multiply by inv(U). */
zlatbs_("Upper", "No transpose", "Non-unit", normin, n, kd, &AB(1,1), ldab, &WORK(1), &scaleu, &RWORK(1), info);
} else {
/* Multiply by inv(L). */
zlatbs_("Lower", "No transpose", "Non-unit", normin, n, kd, &AB(1,1), ldab, &WORK(1), &scalel, &RWORK(1), info);
*(unsigned char *)normin = 'Y';
/* Multiply by inv(L'). */
zlatbs_("Lower", "Conjugate transpose", "Non-unit", normin, n, kd,
&AB(1,1), ldab, &WORK(1), &scaleu, &RWORK(1), info);
}
/* Multiply by 1/SCALE if doing so will not cause overflow. */
scale = scalel * scaleu;
if (scale != 1.) {
ix = izamax_(n, &WORK(1), &c__1);
i__1 = ix;
if (scale < ((d__1 = WORK(ix).r, abs(d__1)) + (d__2 = d_imag(&
WORK(ix)), abs(d__2))) * smlnum || scale == 0.) {
goto L20;
}
zdrscl_(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 ZPBCON */
} /* zpbcon_ */
/* Subroutine */ int ztrsna_(char *job, char *howmny, logical *select,
integer *n, doublecomplex *t, integer *ldt, doublecomplex *vl,
integer *ldvl, doublecomplex *vr, integer *ldvr, doublereal *s,
doublereal *sep, integer *mm, integer *m, doublecomplex *work,
integer *ldwork, doublereal *rwork, integer *info)
{
/* -- LAPACK routine (version 2.0) --
Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
Courant Institute, Argonne National Lab, and Rice University
September 30, 1994
Purpose
=======
ZTRSNA estimates reciprocal condition numbers for specified
eigenvalues and/or right eigenvectors of a complex upper triangular
matrix T (or of any matrix Q*T*Q**H with Q unitary).
Arguments
=========
JOB (input) CHARACTER*1
Specifies whether condition numbers are required for
eigenvalues (S) or eigenvectors (SEP):
= 'E': for eigenvalues only (S);
= 'V': for eigenvectors only (SEP);
= 'B': for both eigenvalues and eigenvectors (S and SEP).
HOWMNY (input) CHARACTER*1
= 'A': compute condition numbers for all eigenpairs;
= 'S': compute condition numbers for selected eigenpairs
specified by the array SELECT.
SELECT (input) LOGICAL array, dimension (N)
If HOWMNY = 'S', SELECT specifies the eigenpairs for which
condition numbers are required. To select condition numbers
for the j-th eigenpair, SELECT(j) must be set to .TRUE..
If HOWMNY = 'A', SELECT is not referenced.
N (input) INTEGER
The order of the matrix T. N >= 0.
T (input) COMPLEX*16 array, dimension (LDT,N)
The upper triangular matrix T.
LDT (input) INTEGER
The leading dimension of the array T. LDT >= max(1,N).
VL (input) COMPLEX*16 array, dimension (LDVL,M)
If JOB = 'E' or 'B', VL must contain left eigenvectors of T
(or of any Q*T*Q**H with Q unitary), corresponding to the
eigenpairs specified by HOWMNY and SELECT. The eigenvectors
must be stored in consecutive columns of VL, as returned by
ZHSEIN or ZTREVC.
If JOB = 'V', VL is not referenced.
LDVL (input) INTEGER
The leading dimension of the array VL.
LDVL >= 1; and if JOB = 'E' or 'B', LDVL >= N.
VR (input) COMPLEX*16 array, dimension (LDVR,M)
If JOB = 'E' or 'B', VR must contain right eigenvectors of T
(or of any Q*T*Q**H with Q unitary), corresponding to the
eigenpairs specified by HOWMNY and SELECT. The eigenvectors
must be stored in consecutive columns of VR, as returned by
ZHSEIN or ZTREVC.
If JOB = 'V', VR is not referenced.
LDVR (input) INTEGER
The leading dimension of the array VR.
LDVR >= 1; and if JOB = 'E' or 'B', LDVR >= N.
S (output) DOUBLE PRECISION array, dimension (MM)
If JOB = 'E' or 'B', the reciprocal condition numbers of the
selected eigenvalues, stored in consecutive elements of the
array. Thus S(j), SEP(j), and the j-th columns of VL and VR
all correspond to the same eigenpair (but not in general the
j-th eigenpair, unless all eigenpairs are selected).
If JOB = 'V', S is not referenced.
SEP (output) DOUBLE PRECISION array, dimension (MM)
If JOB = 'V' or 'B', the estimated reciprocal condition
numbers of the selected eigenvectors, stored in consecutive
elements of the array.
If JOB = 'E', SEP is not referenced.
MM (input) INTEGER
The number of elements in the arrays S (if JOB = 'E' or 'B')
and/or SEP (if JOB = 'V' or 'B'). MM >= M.
M (output) INTEGER
The number of elements of the arrays S and/or SEP actually
used to store the estimated condition numbers.
If HOWMNY = 'A', M is set to N.
WORK (workspace) COMPLEX*16 array, dimension (LDWORK,N+1)
If JOB = 'E', WORK is not referenced.
LDWORK (input) INTEGER
The leading dimension of the array WORK.
LDWORK >= 1; and if JOB = 'V' or 'B', LDWORK >= N.
RWORK (workspace) DOUBLE PRECISION array, dimension (N)
If JOB = 'E', RWORK is not referenced.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Further Details
===============
The reciprocal of the condition number of an eigenvalue lambda is
defined as
S(lambda) = |v'*u| / (norm(u)*norm(v))
where u and v are the right and left eigenvectors of T corresponding
to lambda; v' denotes the conjugate transpose of v, and norm(u)
denotes the Euclidean norm. These reciprocal condition numbers always
lie between zero (very badly conditioned) and one (very well
conditioned). If n = 1, S(lambda) is defined to be 1.
An approximate error bound for a computed eigenvalue W(i) is given by
EPS * norm(T) / S(i)
where EPS is the machine precision.
The reciprocal of the condition number of the right eigenvector u
corresponding to lambda is defined as follows. Suppose
T = ( lambda c )
( 0 T22 )
Then the reciprocal condition number is
SEP( lambda, T22 ) = sigma-min( T22 - lambda*I )
where sigma-min denotes the smallest singular value. We approximate
the smallest singular value by the reciprocal of an estimate of the
one-norm of the inverse of T22 - lambda*I. If n = 1, SEP(1) is
defined to be abs(T(1,1)).
An approximate error bound for a computed right eigenvector VR(i)
is given by
EPS * norm(T) / SEP(i)
=====================================================================
Decode and test the input parameters
Parameter adjustments
Function Body */
/* Table of constant values */
static integer c__1 = 1;
/* System generated locals */
integer t_dim1, t_offset, vl_dim1, vl_offset, vr_dim1, vr_offset,
work_dim1, work_offset, i__1, i__2, i__3, i__4, i__5;
doublereal d__1, d__2;
doublecomplex z__1;
/* Builtin functions */
double z_abs(doublecomplex *), d_imag(doublecomplex *);
/* Local variables */
static integer kase, ierr;
static doublecomplex prod;
static doublereal lnrm, rnrm;
static integer i, j, k;
static doublereal scale;
extern logical lsame_(char *, char *);
extern /* Double Complex */ VOID zdotc_(doublecomplex *, integer *,
doublecomplex *, integer *, doublecomplex *, integer *);
static doublecomplex dummy[1];
static logical wants;
static doublereal xnorm;
extern /* Subroutine */ int dlabad_(doublereal *, doublereal *);
extern doublereal dznrm2_(integer *, doublecomplex *, integer *), dlamch_(
char *);
static integer ks, ix;
extern /* Subroutine */ int xerbla_(char *, integer *);
static doublereal bignum;
static logical wantbh;
extern /* Subroutine */ int zlacon_(integer *, doublecomplex *,
doublecomplex *, doublereal *, integer *);
extern integer izamax_(integer *, doublecomplex *, integer *);
static logical somcon;
extern /* Subroutine */ int zdrscl_(integer *, doublereal *,
doublecomplex *, integer *);
static char normin[1];
extern /* Subroutine */ int zlacpy_(char *, integer *, integer *,
doublecomplex *, integer *, doublecomplex *, integer *);
static doublereal smlnum;
static logical wantsp;
extern /* Subroutine */ int zlatrs_(char *, char *, char *, char *,
integer *, doublecomplex *, integer *, doublecomplex *,
doublereal *, doublereal *, integer *), ztrexc_(char *, integer *, doublecomplex *, integer *,
doublecomplex *, integer *, integer *, integer *, integer *);
static doublereal eps, est;
#define DUMMY(I) dummy[(I)]
#define SELECT(I) select[(I)-1]
#define S(I) s[(I)-1]
#define SEP(I) sep[(I)-1]
#define RWORK(I) rwork[(I)-1]
#define T(I,J) t[(I)-1 + ((J)-1)* ( *ldt)]
#define VL(I,J) vl[(I)-1 + ((J)-1)* ( *ldvl)]
#define VR(I,J) vr[(I)-1 + ((J)-1)* ( *ldvr)]
#define WORK(I,J) work[(I)-1 + ((J)-1)* ( *ldwork)]
wantbh = lsame_(job, "B");
wants = lsame_(job, "E") || wantbh;
wantsp = lsame_(job, "V") || wantbh;
somcon = lsame_(howmny, "S");
/* Set M to the number of eigenpairs for which condition numbers are
to be computed. */
if (somcon) {
*m = 0;
i__1 = *n;
for (j = 1; j <= *n; ++j) {
if (SELECT(j)) {
++(*m);
}
/* L10: */
}
} else {
*m = *n;
}
*info = 0;
if (! wants && ! wantsp) {
*info = -1;
} else if (! lsame_(howmny, "A") && ! somcon) {
*info = -2;
} else if (*n < 0) {
*info = -4;
} else if (*ldt < max(1,*n)) {
*info = -6;
} else if (*ldvl < 1 || wants && *ldvl < *n) {
*info = -8;
} else if (*ldvr < 1 || wants && *ldvr < *n) {
*info = -10;
} else if (*mm < *m) {
*info = -13;
} else if (*ldwork < 1 || wantsp && *ldwork < *n) {
*info = -16;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("ZTRSNA", &i__1);
return 0;
}
/* Quick return if possible */
if (*n == 0) {
return 0;
}
if (*n == 1) {
if (somcon) {
if (! SELECT(1)) {
return 0;
}
}
if (wants) {
S(1) = 1.;
}
if (wantsp) {
SEP(1) = z_abs(&T(1,1));
}
return 0;
}
/* Get machine constants */
eps = dlamch_("P");
smlnum = dlamch_("S") / eps;
bignum = 1. / smlnum;
dlabad_(&smlnum, &bignum);
ks = 1;
i__1 = *n;
for (k = 1; k <= *n; ++k) {
if (somcon) {
if (! SELECT(k)) {
goto L50;
}
}
if (wants) {
/* Compute the reciprocal condition number of the k-th
eigenvalue. */
zdotc_(&z__1, n, &VR(1,ks), &c__1, &VL(1,ks), &c__1);
prod.r = z__1.r, prod.i = z__1.i;
rnrm = dznrm2_(n, &VR(1,ks), &c__1);
lnrm = dznrm2_(n, &VL(1,ks), &c__1);
S(ks) = z_abs(&prod) / (rnrm * lnrm);
}
if (wantsp) {
/* Estimate the reciprocal condition number of the k-th
eigenvector.
Copy the matrix T to the array WORK and swap the k-th
diagonal element to the (1,1) position. */
zlacpy_("Full", n, n, &T(1,1), ldt, &WORK(1,1),
ldwork);
ztrexc_("No Q", n, &WORK(1,1), ldwork, dummy, &c__1, &k, &
c__1, &ierr);
/* Form C = T22 - lambda*I in WORK(2:N,2:N). */
i__2 = *n;
for (i = 2; i <= *n; ++i) {
i__3 = i + i * work_dim1;
i__4 = i + i * work_dim1;
i__5 = work_dim1 + 1;
z__1.r = WORK(i,i).r - WORK(1,1).r, z__1.i = WORK(i,i).i -
WORK(1,1).i;
WORK(i,i).r = z__1.r, WORK(i,i).i = z__1.i;
/* L20: */
}
/* Estimate a lower bound for the 1-norm of inv(C'). The
1st
and (N+1)th columns of WORK are used to store work ve
ctors. */
SEP(ks) = 0.;
est = 0.;
kase = 0;
*(unsigned char *)normin = 'N';
L30:
i__2 = *n - 1;
zlacon_(&i__2, &WORK(1,*n+1), &WORK(1,1)
, &est, &kase);
if (kase != 0) {
if (kase == 1) {
/* Solve C'*x = scale*b */
i__2 = *n - 1;
zlatrs_("Upper", "Conjugate transpose", "Nonunit", normin,
&i__2, &WORK(2,2), ldwork, &
WORK(1,1), &scale, &RWORK(1), &ierr);
} else {
/* Solve C*x = scale*b */
i__2 = *n - 1;
zlatrs_("Upper", "No transpose", "Nonunit", normin, &i__2,
&WORK(2,2), ldwork, &WORK(1,1), &scale, &RWORK(1), &ierr);
}
*(unsigned char *)normin = 'Y';
if (scale != 1.) {
/* Multiply by 1/SCALE if doing so will no
t cause
overflow. */
i__2 = *n - 1;
ix = izamax_(&i__2, &WORK(1,1), &c__1);
i__2 = ix + work_dim1;
xnorm = (d__1 = WORK(ix,1).r, abs(d__1)) + (d__2 = d_imag(
&WORK(ix,1)), abs(d__2));
if (scale < xnorm * smlnum || scale == 0.) {
goto L40;
}
zdrscl_(n, &scale, &WORK(1,1), &c__1);
}
goto L30;
}
SEP(ks) = 1. / max(est,smlnum);
}
L40:
++ks;
L50:
;
}
return 0;
/* End of ZTRSNA */
} /* ztrsna_ */
/* Subroutine */
int zpbcon_(char *uplo, integer *n, integer *kd, doublecomplex *ab, integer *ldab, doublereal *anorm, doublereal * rcond, doublecomplex *work, doublereal *rwork, integer *info)
{
/* System generated locals */
integer ab_dim1, ab_offset, i__1;
doublereal d__1, d__2;
/* Builtin functions */
double d_imag(doublecomplex *);
/* Local variables */
integer ix, kase;
doublereal scale;
extern logical lsame_(char *, char *);
integer isave[3];
logical upper;
extern /* Subroutine */
int zlacn2_(integer *, doublecomplex *, doublecomplex *, doublereal *, integer *, integer *);
extern doublereal dlamch_(char *);
doublereal scalel, scaleu;
extern /* Subroutine */
int xerbla_(char *, integer *);
doublereal ainvnm;
extern integer izamax_(integer *, doublecomplex *, integer *);
extern /* Subroutine */
int zlatbs_(char *, char *, char *, char *, integer *, integer *, doublecomplex *, integer *, doublecomplex *, doublereal *, doublereal *, integer *), zdrscl_(integer *, doublereal *, doublecomplex *, integer *);
char normin[1];
doublereal smlnum;
/* -- LAPACK computational routine (version 3.4.0) -- */
/* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
/* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
/* November 2011 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. Local Arrays .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. Statement Functions .. */
/* .. */
/* .. Statement Function definitions .. */
/* .. */
/* .. Executable Statements .. */
/* Test the input parameters. */
/* Parameter adjustments */
ab_dim1 = *ldab;
ab_offset = 1 + ab_dim1;
ab -= ab_offset;
--work;
--rwork;
/* Function Body */
*info = 0;
upper = lsame_(uplo, "U");
if (! upper && ! lsame_(uplo, "L"))
{
*info = -1;
}
else if (*n < 0)
{
*info = -2;
}
else if (*kd < 0)
{
*info = -3;
}
else if (*ldab < *kd + 1)
{
*info = -5;
}
else if (*anorm < 0.)
{
*info = -6;
}
if (*info != 0)
{
i__1 = -(*info);
xerbla_("ZPBCON", &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 the inverse. */
kase = 0;
*(unsigned char *)normin = 'N';
L10:
zlacn2_(n, &work[*n + 1], &work[1], &ainvnm, &kase, isave);
if (kase != 0)
{
if (upper)
{
/* Multiply by inv(U**H). */
zlatbs_("Upper", "Conjugate transpose", "Non-unit", normin, n, kd, &ab[ab_offset], ldab, &work[1], &scalel, &rwork[1], info);
*(unsigned char *)normin = 'Y';
/* Multiply by inv(U). */
zlatbs_("Upper", "No transpose", "Non-unit", normin, n, kd, &ab[ ab_offset], ldab, &work[1], &scaleu, &rwork[1], info);
}
else
{
/* Multiply by inv(L). */
zlatbs_("Lower", "No transpose", "Non-unit", normin, n, kd, &ab[ ab_offset], ldab, &work[1], &scalel, &rwork[1], info);
*(unsigned char *)normin = 'Y';
/* Multiply by inv(L**H). */
zlatbs_("Lower", "Conjugate transpose", "Non-unit", normin, n, kd, &ab[ab_offset], ldab, &work[1], &scaleu, &rwork[1], info);
}
/* Multiply by 1/SCALE if doing so will not cause overflow. */
scale = scalel * scaleu;
if (scale != 1.)
{
ix = izamax_(n, &work[1], &c__1);
i__1 = ix;
if (scale < ((d__1 = work[i__1].r, f2c_abs(d__1)) + (d__2 = d_imag(& work[ix]), f2c_abs(d__2))) * smlnum || scale == 0.)
{
goto L20;
}
zdrscl_(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 ZPBCON */
}
