276 lines
6.9 KiB
Fortran
276 lines
6.9 KiB
Fortran
*> \brief \b DLACON estimates the 1-norm of a square matrix, using reverse communication for evaluating matrix-vector products.
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*
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* =========== DOCUMENTATION ===========
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*
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* Online html documentation available at
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* http://www.netlib.org/lapack/explore-html/
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*
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*> \htmlonly
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*> Download DLACON + dependencies
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlacon.f">
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*> [TGZ]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlacon.f">
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*> [ZIP]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlacon.f">
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*> [TXT]</a>
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*> \endhtmlonly
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*
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* Definition:
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* ===========
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*
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* SUBROUTINE DLACON( N, V, X, ISGN, EST, KASE )
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*
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* .. Scalar Arguments ..
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* INTEGER KASE, N
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* DOUBLE PRECISION EST
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* ..
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* .. Array Arguments ..
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* INTEGER ISGN( * )
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* DOUBLE PRECISION V( * ), X( * )
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* ..
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*
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*
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*> \par Purpose:
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* =============
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*>
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*> \verbatim
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*>
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*> DLACON estimates the 1-norm of a square, real matrix A.
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*> Reverse communication is used for evaluating matrix-vector products.
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*> \endverbatim
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*
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* Arguments:
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* ==========
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*
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*> \param[in] N
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*> \verbatim
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*> N is INTEGER
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*> The order of the matrix. N >= 1.
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*> \endverbatim
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*>
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*> \param[out] V
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*> \verbatim
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*> V is DOUBLE PRECISION array, dimension (N)
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*> On the final return, V = A*W, where EST = norm(V)/norm(W)
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*> (W is not returned).
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*> \endverbatim
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*>
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*> \param[in,out] X
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*> \verbatim
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*> X is DOUBLE PRECISION array, dimension (N)
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*> On an intermediate return, X should be overwritten by
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*> A * X, if KASE=1,
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*> A**T * X, if KASE=2,
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*> and DLACON must be re-called with all the other parameters
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*> unchanged.
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*> \endverbatim
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*>
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*> \param[out] ISGN
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*> \verbatim
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*> ISGN is INTEGER array, dimension (N)
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*> \endverbatim
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*>
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*> \param[in,out] EST
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*> \verbatim
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*> EST is DOUBLE PRECISION
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*> On entry with KASE = 1 or 2 and JUMP = 3, EST should be
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*> unchanged from the previous call to DLACON.
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*> On exit, EST is an estimate (a lower bound) for norm(A).
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*> \endverbatim
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*>
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*> \param[in,out] KASE
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*> \verbatim
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*> KASE is INTEGER
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*> On the initial call to DLACON, KASE should be 0.
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*> On an intermediate return, KASE will be 1 or 2, indicating
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*> whether X should be overwritten by A * X or A**T * X.
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*> On the final return from DLACON, KASE will again be 0.
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*> \endverbatim
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*
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* Authors:
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* ========
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*
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*> \author Univ. of Tennessee
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*> \author Univ. of California Berkeley
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*> \author Univ. of Colorado Denver
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*> \author NAG Ltd.
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*
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*> \date December 2016
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*
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*> \ingroup doubleOTHERauxiliary
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*
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*> \par Contributors:
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* ==================
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*>
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*> Nick Higham, University of Manchester. \n
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*> Originally named SONEST, dated March 16, 1988.
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*
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*> \par References:
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* ================
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*>
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*> N.J. Higham, "FORTRAN codes for estimating the one-norm of
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*> a real or complex matrix, with applications to condition estimation",
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*> ACM Trans. Math. Soft., vol. 14, no. 4, pp. 381-396, December 1988.
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*>
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* =====================================================================
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SUBROUTINE DLACON( N, V, X, ISGN, EST, KASE )
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*
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* -- LAPACK auxiliary routine (version 3.7.0) --
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* -- LAPACK is a software package provided by Univ. of Tennessee, --
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* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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* December 2016
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*
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* .. Scalar Arguments ..
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INTEGER KASE, N
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DOUBLE PRECISION EST
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* ..
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* .. Array Arguments ..
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INTEGER ISGN( * )
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DOUBLE PRECISION V( * ), X( * )
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* ..
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*
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* =====================================================================
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*
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* .. Parameters ..
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INTEGER ITMAX
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PARAMETER ( ITMAX = 5 )
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DOUBLE PRECISION ZERO, ONE, TWO
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PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, TWO = 2.0D+0 )
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* ..
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* .. Local Scalars ..
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INTEGER I, ITER, J, JLAST, JUMP
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DOUBLE PRECISION ALTSGN, ESTOLD, TEMP
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* ..
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* .. External Functions ..
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INTEGER IDAMAX
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DOUBLE PRECISION DASUM
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EXTERNAL IDAMAX, DASUM
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* ..
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* .. External Subroutines ..
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EXTERNAL DCOPY
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC ABS, DBLE, NINT, SIGN
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* ..
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* .. Save statement ..
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SAVE
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* ..
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* .. Executable Statements ..
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*
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IF( KASE.EQ.0 ) THEN
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DO 10 I = 1, N
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X( I ) = ONE / DBLE( N )
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10 CONTINUE
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KASE = 1
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JUMP = 1
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RETURN
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END IF
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*
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GO TO ( 20, 40, 70, 110, 140 )JUMP
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*
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* ................ ENTRY (JUMP = 1)
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* FIRST ITERATION. X HAS BEEN OVERWRITTEN BY A*X.
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*
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20 CONTINUE
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IF( N.EQ.1 ) THEN
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V( 1 ) = X( 1 )
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EST = ABS( V( 1 ) )
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* ... QUIT
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GO TO 150
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END IF
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EST = DASUM( N, X, 1 )
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*
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DO 30 I = 1, N
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X( I ) = SIGN( ONE, X( I ) )
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ISGN( I ) = NINT( X( I ) )
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30 CONTINUE
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KASE = 2
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JUMP = 2
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RETURN
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*
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* ................ ENTRY (JUMP = 2)
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* FIRST ITERATION. X HAS BEEN OVERWRITTEN BY TRANSPOSE(A)*X.
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*
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40 CONTINUE
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J = IDAMAX( N, X, 1 )
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ITER = 2
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*
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* MAIN LOOP - ITERATIONS 2,3,...,ITMAX.
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*
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50 CONTINUE
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DO 60 I = 1, N
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X( I ) = ZERO
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60 CONTINUE
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X( J ) = ONE
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KASE = 1
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JUMP = 3
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RETURN
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*
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* ................ ENTRY (JUMP = 3)
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* X HAS BEEN OVERWRITTEN BY A*X.
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*
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70 CONTINUE
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CALL DCOPY( N, X, 1, V, 1 )
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ESTOLD = EST
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EST = DASUM( N, V, 1 )
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DO 80 I = 1, N
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IF( NINT( SIGN( ONE, X( I ) ) ).NE.ISGN( I ) )
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$ GO TO 90
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80 CONTINUE
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* REPEATED SIGN VECTOR DETECTED, HENCE ALGORITHM HAS CONVERGED.
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GO TO 120
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*
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90 CONTINUE
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* TEST FOR CYCLING.
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IF( EST.LE.ESTOLD )
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$ GO TO 120
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*
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DO 100 I = 1, N
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X( I ) = SIGN( ONE, X( I ) )
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ISGN( I ) = NINT( X( I ) )
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100 CONTINUE
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KASE = 2
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JUMP = 4
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RETURN
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*
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* ................ ENTRY (JUMP = 4)
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* X HAS BEEN OVERWRITTEN BY TRANSPOSE(A)*X.
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*
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110 CONTINUE
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JLAST = J
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J = IDAMAX( N, X, 1 )
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IF( ( X( JLAST ).NE.ABS( X( J ) ) ) .AND. ( ITER.LT.ITMAX ) ) THEN
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ITER = ITER + 1
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GO TO 50
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END IF
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*
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* ITERATION COMPLETE. FINAL STAGE.
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*
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120 CONTINUE
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ALTSGN = ONE
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DO 130 I = 1, N
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X( I ) = ALTSGN*( ONE+DBLE( I-1 ) / DBLE( N-1 ) )
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ALTSGN = -ALTSGN
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130 CONTINUE
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KASE = 1
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JUMP = 5
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RETURN
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*
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* ................ ENTRY (JUMP = 5)
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* X HAS BEEN OVERWRITTEN BY A*X.
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*
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140 CONTINUE
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TEMP = TWO*( DASUM( N, X, 1 ) / DBLE( 3*N ) )
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IF( TEMP.GT.EST ) THEN
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CALL DCOPY( N, X, 1, V, 1 )
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EST = TEMP
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END IF
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*
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150 CONTINUE
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KASE = 0
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RETURN
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*
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* End of DLACON
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*
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END
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