relibc_openlibm/slatec/dpoco.f

*DECK DPOCO
      SUBROUTINE DPOCO (A, LDA, N, RCOND, Z, INFO)
C***BEGIN PROLOGUE  DPOCO
C***PURPOSE  Factor a real symmetric positive definite matrix
C            and estimate the condition of the matrix.
C***LIBRARY   SLATEC (LINPACK)
C***CATEGORY  D2B1B
C***TYPE      DOUBLE PRECISION (SPOCO-S, DPOCO-D, CPOCO-C)
C***KEYWORDS  CONDITION NUMBER, LINEAR ALGEBRA, LINPACK,
C             MATRIX FACTORIZATION, POSITIVE DEFINITE
C***AUTHOR  Moler, C. B., (U. of New Mexico)
C***DESCRIPTION
C
C     DPOCO factors a double precision symmetric positive definite
C     matrix and estimates the condition of the matrix.
C
C     If  RCOND  is not needed, DPOFA is slightly faster.
C     To solve  A*X = B , follow DPOCO by DPOSL.
C     To compute  INVERSE(A)*C , follow DPOCO by DPOSL.
C     To compute  DETERMINANT(A) , follow DPOCO by DPODI.
C     To compute  INVERSE(A) , follow DPOCO by DPODI.
C
C     On Entry
C
C        A       DOUBLE PRECISION(LDA, N)
C                the symmetric matrix to be factored.  Only the
C                diagonal and upper triangle are used.
C
C        LDA     INTEGER
C                the leading dimension of the array  A .
C
C        N       INTEGER
C                the order of the matrix  A .
C
C     On Return
C
C        A       an upper triangular matrix  R  so that  A = TRANS(R)*R
C                where  TRANS(R)  is the transpose.
C                The strict lower triangle is unaltered.
C                If  INFO .NE. 0 , the factorization is not complete.
C
C        RCOND   DOUBLE PRECISION
C                an estimate of the reciprocal condition of  A .
C                For the system  A*X = B , relative perturbations
C                in  A  and  B  of size  EPSILON  may cause
C                relative perturbations in  X  of size  EPSILON/RCOND .
C                If  RCOND  is so small that the logical expression
C                           1.0 + RCOND .EQ. 1.0
C                is true, then  A  may be singular to working
C                precision.  In particular,  RCOND  is zero  if
C                exact singularity is detected or the estimate
C                underflows.  If INFO .NE. 0 , RCOND is unchanged.
C
C        Z       DOUBLE PRECISION(N)
C                a work vector whose contents are usually unimportant.
C                If  A  is close to a singular matrix, then  Z  is
C                an approximate null vector in the sense that
C                NORM(A*Z) = RCOND*NORM(A)*NORM(Z) .
C                If  INFO .NE. 0 , Z  is unchanged.
C
C        INFO    INTEGER
C                = 0  for normal return.
C                = K  signals an error condition.  The leading minor
C                     of order  K  is not positive definite.
C
C***REFERENCES  J. J. Dongarra, J. R. Bunch, C. B. Moler, and G. W.
C                 Stewart, LINPACK Users' Guide, SIAM, 1979.
C***ROUTINES CALLED  DASUM, DAXPY, DDOT, DPOFA, DSCAL
C***REVISION HISTORY  (YYMMDD)
C   780814  DATE WRITTEN
C   890531  Changed all specific intrinsics to generic.  (WRB)
C   890831  Modified array declarations.  (WRB)
C   890831  REVISION DATE from Version 3.2
C   891214  Prologue converted to Version 4.0 format.  (BAB)
C   900326  Removed duplicate information from DESCRIPTION section.
C           (WRB)
C   920501  Reformatted the REFERENCES section.  (WRB)
C***END PROLOGUE  DPOCO
      INTEGER LDA,N,INFO
      DOUBLE PRECISION A(LDA,*),Z(*)
      DOUBLE PRECISION RCOND
C
      DOUBLE PRECISION DDOT,EK,T,WK,WKM
      DOUBLE PRECISION ANORM,S,DASUM,SM,YNORM
      INTEGER I,J,JM1,K,KB,KP1
C
C     FIND NORM OF A USING ONLY UPPER HALF
C
C***FIRST EXECUTABLE STATEMENT  DPOCO
      DO 30 J = 1, N
         Z(J) = DASUM(J,A(1,J),1)
         JM1 = J - 1
         IF (JM1 .LT. 1) GO TO 20
         DO 10 I = 1, JM1
            Z(I) = Z(I) + ABS(A(I,J))
   10    CONTINUE
   20    CONTINUE
   30 CONTINUE
      ANORM = 0.0D0
      DO 40 J = 1, N
         ANORM = MAX(ANORM,Z(J))
   40 CONTINUE
C
C     FACTOR
C
      CALL DPOFA(A,LDA,N,INFO)
      IF (INFO .NE. 0) GO TO 180
C
C        RCOND = 1/(NORM(A)*(ESTIMATE OF NORM(INVERSE(A)))) .
C        ESTIMATE = NORM(Z)/NORM(Y) WHERE  A*Z = Y  AND  A*Y = E .
C        THE COMPONENTS OF  E  ARE CHOSEN TO CAUSE MAXIMUM LOCAL
C        GROWTH IN THE ELEMENTS OF W  WHERE  TRANS(R)*W = E .
C        THE VECTORS ARE FREQUENTLY RESCALED TO AVOID OVERFLOW.
C
C        SOLVE TRANS(R)*W = E
C
         EK = 1.0D0
         DO 50 J = 1, N
            Z(J) = 0.0D0
   50    CONTINUE
         DO 110 K = 1, N
            IF (Z(K) .NE. 0.0D0) EK = SIGN(EK,-Z(K))
            IF (ABS(EK-Z(K)) .LE. A(K,K)) GO TO 60
               S = A(K,K)/ABS(EK-Z(K))
               CALL DSCAL(N,S,Z,1)
               EK = S*EK
   60       CONTINUE
            WK = EK - Z(K)
            WKM = -EK - Z(K)
            S = ABS(WK)
            SM = ABS(WKM)
            WK = WK/A(K,K)
            WKM = WKM/A(K,K)
            KP1 = K + 1
            IF (KP1 .GT. N) GO TO 100
               DO 70 J = KP1, N
                  SM = SM + ABS(Z(J)+WKM*A(K,J))
                  Z(J) = Z(J) + WK*A(K,J)
                  S = S + ABS(Z(J))
   70          CONTINUE
               IF (S .GE. SM) GO TO 90
                  T = WKM - WK
                  WK = WKM
                  DO 80 J = KP1, N
                     Z(J) = Z(J) + T*A(K,J)
   80             CONTINUE
   90          CONTINUE
  100       CONTINUE
            Z(K) = WK
  110    CONTINUE
         S = 1.0D0/DASUM(N,Z,1)
         CALL DSCAL(N,S,Z,1)
C
C        SOLVE R*Y = W
C
         DO 130 KB = 1, N
            K = N + 1 - KB
            IF (ABS(Z(K)) .LE. A(K,K)) GO TO 120
               S = A(K,K)/ABS(Z(K))
               CALL DSCAL(N,S,Z,1)
  120       CONTINUE
            Z(K) = Z(K)/A(K,K)
            T = -Z(K)
            CALL DAXPY(K-1,T,A(1,K),1,Z(1),1)
  130    CONTINUE
         S = 1.0D0/DASUM(N,Z,1)
         CALL DSCAL(N,S,Z,1)
C
         YNORM = 1.0D0
C
C        SOLVE TRANS(R)*V = Y
C
         DO 150 K = 1, N
            Z(K) = Z(K) - DDOT(K-1,A(1,K),1,Z(1),1)
            IF (ABS(Z(K)) .LE. A(K,K)) GO TO 140
               S = A(K,K)/ABS(Z(K))
               CALL DSCAL(N,S,Z,1)
               YNORM = S*YNORM
  140       CONTINUE
            Z(K) = Z(K)/A(K,K)
  150    CONTINUE
         S = 1.0D0/DASUM(N,Z,1)
         CALL DSCAL(N,S,Z,1)
         YNORM = S*YNORM
C
C        SOLVE R*Z = V
C
         DO 170 KB = 1, N
            K = N + 1 - KB
            IF (ABS(Z(K)) .LE. A(K,K)) GO TO 160
               S = A(K,K)/ABS(Z(K))
               CALL DSCAL(N,S,Z,1)
               YNORM = S*YNORM
  160       CONTINUE
            Z(K) = Z(K)/A(K,K)
            T = -Z(K)
            CALL DAXPY(K-1,T,A(1,K),1,Z(1),1)
  170    CONTINUE
C        MAKE ZNORM = 1.0
         S = 1.0D0/DASUM(N,Z,1)
         CALL DSCAL(N,S,Z,1)
         YNORM = S*YNORM
C
         IF (ANORM .NE. 0.0D0) RCOND = YNORM/ANORM
         IF (ANORM .EQ. 0.0D0) RCOND = 0.0D0
  180 CONTINUE
      RETURN
      END