removed lapack 3.6.0
This commit is contained in:
@@ -1,463 +0,0 @@
|
||||
*> \brief \b ZTRSNA
|
||||
*
|
||||
* =========== DOCUMENTATION ===========
|
||||
*
|
||||
* Online html documentation available at
|
||||
* http://www.netlib.org/lapack/explore-html/
|
||||
*
|
||||
*> \htmlonly
|
||||
*> Download ZTRSNA + dependencies
|
||||
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/ztrsna.f">
|
||||
*> [TGZ]</a>
|
||||
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/ztrsna.f">
|
||||
*> [ZIP]</a>
|
||||
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/ztrsna.f">
|
||||
*> [TXT]</a>
|
||||
*> \endhtmlonly
|
||||
*
|
||||
* Definition:
|
||||
* ===========
|
||||
*
|
||||
* SUBROUTINE ZTRSNA( JOB, HOWMNY, SELECT, N, T, LDT, VL, LDVL, VR,
|
||||
* LDVR, S, SEP, MM, M, WORK, LDWORK, RWORK,
|
||||
* INFO )
|
||||
*
|
||||
* .. Scalar Arguments ..
|
||||
* CHARACTER HOWMNY, JOB
|
||||
* INTEGER INFO, LDT, LDVL, LDVR, LDWORK, M, MM, N
|
||||
* ..
|
||||
* .. Array Arguments ..
|
||||
* LOGICAL SELECT( * )
|
||||
* DOUBLE PRECISION RWORK( * ), S( * ), SEP( * )
|
||||
* COMPLEX*16 T( LDT, * ), VL( LDVL, * ), VR( LDVR, * ),
|
||||
* $ WORK( LDWORK, * )
|
||||
* ..
|
||||
*
|
||||
*
|
||||
*> \par Purpose:
|
||||
* =============
|
||||
*>
|
||||
*> \verbatim
|
||||
*>
|
||||
*> 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).
|
||||
*> \endverbatim
|
||||
*
|
||||
* Arguments:
|
||||
* ==========
|
||||
*
|
||||
*> \param[in] JOB
|
||||
*> \verbatim
|
||||
*> JOB is 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).
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] HOWMNY
|
||||
*> \verbatim
|
||||
*> HOWMNY is CHARACTER*1
|
||||
*> = 'A': compute condition numbers for all eigenpairs;
|
||||
*> = 'S': compute condition numbers for selected eigenpairs
|
||||
*> specified by the array SELECT.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] SELECT
|
||||
*> \verbatim
|
||||
*> SELECT is 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.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] N
|
||||
*> \verbatim
|
||||
*> N is INTEGER
|
||||
*> The order of the matrix T. N >= 0.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] T
|
||||
*> \verbatim
|
||||
*> T is COMPLEX*16 array, dimension (LDT,N)
|
||||
*> The upper triangular matrix T.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] LDT
|
||||
*> \verbatim
|
||||
*> LDT is INTEGER
|
||||
*> The leading dimension of the array T. LDT >= max(1,N).
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] VL
|
||||
*> \verbatim
|
||||
*> VL is 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.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] LDVL
|
||||
*> \verbatim
|
||||
*> LDVL is INTEGER
|
||||
*> The leading dimension of the array VL.
|
||||
*> LDVL >= 1; and if JOB = 'E' or 'B', LDVL >= N.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] VR
|
||||
*> \verbatim
|
||||
*> VR is 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.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] LDVR
|
||||
*> \verbatim
|
||||
*> LDVR is INTEGER
|
||||
*> The leading dimension of the array VR.
|
||||
*> LDVR >= 1; and if JOB = 'E' or 'B', LDVR >= N.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[out] S
|
||||
*> \verbatim
|
||||
*> S is 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.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[out] SEP
|
||||
*> \verbatim
|
||||
*> SEP is 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.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] MM
|
||||
*> \verbatim
|
||||
*> MM is INTEGER
|
||||
*> The number of elements in the arrays S (if JOB = 'E' or 'B')
|
||||
*> and/or SEP (if JOB = 'V' or 'B'). MM >= M.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[out] M
|
||||
*> \verbatim
|
||||
*> M is 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.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[out] WORK
|
||||
*> \verbatim
|
||||
*> WORK is COMPLEX*16 array, dimension (LDWORK,N+6)
|
||||
*> If JOB = 'E', WORK is not referenced.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] LDWORK
|
||||
*> \verbatim
|
||||
*> LDWORK is INTEGER
|
||||
*> The leading dimension of the array WORK.
|
||||
*> LDWORK >= 1; and if JOB = 'V' or 'B', LDWORK >= N.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[out] RWORK
|
||||
*> \verbatim
|
||||
*> RWORK is DOUBLE PRECISION array, dimension (N)
|
||||
*> If JOB = 'E', RWORK is not referenced.
|
||||
*> \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.
|
||||
*
|
||||
*> \date November 2011
|
||||
*
|
||||
*> \ingroup complex16OTHERcomputational
|
||||
*
|
||||
*> \par Further Details:
|
||||
* =====================
|
||||
*>
|
||||
*> \verbatim
|
||||
*>
|
||||
*> The reciprocal of the condition number of an eigenvalue lambda is
|
||||
*> defined as
|
||||
*>
|
||||
*> S(lambda) = |v**H*u| / (norm(u)*norm(v))
|
||||
*>
|
||||
*> where u and v are the right and left eigenvectors of T corresponding
|
||||
*> to lambda; v**H 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)
|
||||
*> \endverbatim
|
||||
*>
|
||||
* =====================================================================
|
||||
SUBROUTINE ZTRSNA( JOB, HOWMNY, SELECT, N, T, LDT, VL, LDVL, VR,
|
||||
$ LDVR, S, SEP, MM, M, WORK, LDWORK, RWORK,
|
||||
$ INFO )
|
||||
*
|
||||
* -- 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 ..
|
||||
CHARACTER HOWMNY, JOB
|
||||
INTEGER INFO, LDT, LDVL, LDVR, LDWORK, M, MM, N
|
||||
* ..
|
||||
* .. Array Arguments ..
|
||||
LOGICAL SELECT( * )
|
||||
DOUBLE PRECISION RWORK( * ), S( * ), SEP( * )
|
||||
COMPLEX*16 T( LDT, * ), VL( LDVL, * ), VR( LDVR, * ),
|
||||
$ WORK( LDWORK, * )
|
||||
* ..
|
||||
*
|
||||
* =====================================================================
|
||||
*
|
||||
* .. Parameters ..
|
||||
DOUBLE PRECISION ZERO, ONE
|
||||
PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D0+0 )
|
||||
* ..
|
||||
* .. Local Scalars ..
|
||||
LOGICAL SOMCON, WANTBH, WANTS, WANTSP
|
||||
CHARACTER NORMIN
|
||||
INTEGER I, IERR, IX, J, K, KASE, KS
|
||||
DOUBLE PRECISION BIGNUM, EPS, EST, LNRM, RNRM, SCALE, SMLNUM,
|
||||
$ XNORM
|
||||
COMPLEX*16 CDUM, PROD
|
||||
* ..
|
||||
* .. Local Arrays ..
|
||||
INTEGER ISAVE( 3 )
|
||||
COMPLEX*16 DUMMY( 1 )
|
||||
* ..
|
||||
* .. External Functions ..
|
||||
LOGICAL LSAME
|
||||
INTEGER IZAMAX
|
||||
DOUBLE PRECISION DLAMCH, DZNRM2
|
||||
COMPLEX*16 ZDOTC
|
||||
EXTERNAL LSAME, IZAMAX, DLAMCH, DZNRM2, ZDOTC
|
||||
* ..
|
||||
* .. External Subroutines ..
|
||||
EXTERNAL XERBLA, ZDRSCL, ZLACN2, ZLACPY, ZLATRS, ZTREXC
|
||||
* ..
|
||||
* .. Intrinsic Functions ..
|
||||
INTRINSIC ABS, DBLE, DIMAG, MAX
|
||||
* ..
|
||||
* .. Statement Functions ..
|
||||
DOUBLE PRECISION CABS1
|
||||
* ..
|
||||
* .. Statement Function definitions ..
|
||||
CABS1( CDUM ) = ABS( DBLE( CDUM ) ) + ABS( DIMAG( CDUM ) )
|
||||
* ..
|
||||
* .. Executable Statements ..
|
||||
*
|
||||
* Decode and test the input parameters
|
||||
*
|
||||
WANTBH = LSAME( JOB, 'B' )
|
||||
WANTS = LSAME( JOB, 'E' ) .OR. WANTBH
|
||||
WANTSP = LSAME( JOB, 'V' ) .OR. WANTBH
|
||||
*
|
||||
SOMCON = LSAME( HOWMNY, 'S' )
|
||||
*
|
||||
* Set M to the number of eigenpairs for which condition numbers are
|
||||
* to be computed.
|
||||
*
|
||||
IF( SOMCON ) THEN
|
||||
M = 0
|
||||
DO 10 J = 1, N
|
||||
IF( SELECT( J ) )
|
||||
$ M = M + 1
|
||||
10 CONTINUE
|
||||
ELSE
|
||||
M = N
|
||||
END IF
|
||||
*
|
||||
INFO = 0
|
||||
IF( .NOT.WANTS .AND. .NOT.WANTSP ) THEN
|
||||
INFO = -1
|
||||
ELSE IF( .NOT.LSAME( HOWMNY, 'A' ) .AND. .NOT.SOMCON ) THEN
|
||||
INFO = -2
|
||||
ELSE IF( N.LT.0 ) THEN
|
||||
INFO = -4
|
||||
ELSE IF( LDT.LT.MAX( 1, N ) ) THEN
|
||||
INFO = -6
|
||||
ELSE IF( LDVL.LT.1 .OR. ( WANTS .AND. LDVL.LT.N ) ) THEN
|
||||
INFO = -8
|
||||
ELSE IF( LDVR.LT.1 .OR. ( WANTS .AND. LDVR.LT.N ) ) THEN
|
||||
INFO = -10
|
||||
ELSE IF( MM.LT.M ) THEN
|
||||
INFO = -13
|
||||
ELSE IF( LDWORK.LT.1 .OR. ( WANTSP .AND. LDWORK.LT.N ) ) THEN
|
||||
INFO = -16
|
||||
END IF
|
||||
IF( INFO.NE.0 ) THEN
|
||||
CALL XERBLA( 'ZTRSNA', -INFO )
|
||||
RETURN
|
||||
END IF
|
||||
*
|
||||
* Quick return if possible
|
||||
*
|
||||
IF( N.EQ.0 )
|
||||
$ RETURN
|
||||
*
|
||||
IF( N.EQ.1 ) THEN
|
||||
IF( SOMCON ) THEN
|
||||
IF( .NOT.SELECT( 1 ) )
|
||||
$ RETURN
|
||||
END IF
|
||||
IF( WANTS )
|
||||
$ S( 1 ) = ONE
|
||||
IF( WANTSP )
|
||||
$ SEP( 1 ) = ABS( T( 1, 1 ) )
|
||||
RETURN
|
||||
END IF
|
||||
*
|
||||
* Get machine constants
|
||||
*
|
||||
EPS = DLAMCH( 'P' )
|
||||
SMLNUM = DLAMCH( 'S' ) / EPS
|
||||
BIGNUM = ONE / SMLNUM
|
||||
CALL DLABAD( SMLNUM, BIGNUM )
|
||||
*
|
||||
KS = 1
|
||||
DO 50 K = 1, N
|
||||
*
|
||||
IF( SOMCON ) THEN
|
||||
IF( .NOT.SELECT( K ) )
|
||||
$ GO TO 50
|
||||
END IF
|
||||
*
|
||||
IF( WANTS ) THEN
|
||||
*
|
||||
* Compute the reciprocal condition number of the k-th
|
||||
* eigenvalue.
|
||||
*
|
||||
PROD = ZDOTC( N, VR( 1, KS ), 1, VL( 1, KS ), 1 )
|
||||
RNRM = DZNRM2( N, VR( 1, KS ), 1 )
|
||||
LNRM = DZNRM2( N, VL( 1, KS ), 1 )
|
||||
S( KS ) = ABS( PROD ) / ( RNRM*LNRM )
|
||||
*
|
||||
END IF
|
||||
*
|
||||
IF( WANTSP ) THEN
|
||||
*
|
||||
* 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.
|
||||
*
|
||||
CALL ZLACPY( 'Full', N, N, T, LDT, WORK, LDWORK )
|
||||
CALL ZTREXC( 'No Q', N, WORK, LDWORK, DUMMY, 1, K, 1, IERR )
|
||||
*
|
||||
* Form C = T22 - lambda*I in WORK(2:N,2:N).
|
||||
*
|
||||
DO 20 I = 2, N
|
||||
WORK( I, I ) = WORK( I, I ) - WORK( 1, 1 )
|
||||
20 CONTINUE
|
||||
*
|
||||
* Estimate a lower bound for the 1-norm of inv(C**H). The 1st
|
||||
* and (N+1)th columns of WORK are used to store work vectors.
|
||||
*
|
||||
SEP( KS ) = ZERO
|
||||
EST = ZERO
|
||||
KASE = 0
|
||||
NORMIN = 'N'
|
||||
30 CONTINUE
|
||||
CALL ZLACN2( N-1, WORK( 1, N+1 ), WORK, EST, KASE, ISAVE )
|
||||
*
|
||||
IF( KASE.NE.0 ) THEN
|
||||
IF( KASE.EQ.1 ) THEN
|
||||
*
|
||||
* Solve C**H*x = scale*b
|
||||
*
|
||||
CALL ZLATRS( 'Upper', 'Conjugate transpose',
|
||||
$ 'Nonunit', NORMIN, N-1, WORK( 2, 2 ),
|
||||
$ LDWORK, WORK, SCALE, RWORK, IERR )
|
||||
ELSE
|
||||
*
|
||||
* Solve C*x = scale*b
|
||||
*
|
||||
CALL ZLATRS( 'Upper', 'No transpose', 'Nonunit',
|
||||
$ NORMIN, N-1, WORK( 2, 2 ), LDWORK, WORK,
|
||||
$ SCALE, RWORK, IERR )
|
||||
END IF
|
||||
NORMIN = 'Y'
|
||||
IF( SCALE.NE.ONE ) THEN
|
||||
*
|
||||
* Multiply by 1/SCALE if doing so will not cause
|
||||
* overflow.
|
||||
*
|
||||
IX = IZAMAX( N-1, WORK, 1 )
|
||||
XNORM = CABS1( WORK( IX, 1 ) )
|
||||
IF( SCALE.LT.XNORM*SMLNUM .OR. SCALE.EQ.ZERO )
|
||||
$ GO TO 40
|
||||
CALL ZDRSCL( N, SCALE, WORK, 1 )
|
||||
END IF
|
||||
GO TO 30
|
||||
END IF
|
||||
*
|
||||
SEP( KS ) = ONE / MAX( EST, SMLNUM )
|
||||
END IF
|
||||
*
|
||||
40 CONTINUE
|
||||
KS = KS + 1
|
||||
50 CONTINUE
|
||||
RETURN
|
||||
*
|
||||
* End of ZTRSNA
|
||||
*
|
||||
END
|
||||
Reference in New Issue
Block a user