SUBROUTINE DTRCO(T,LDT,N,RCOND,Z,JOB) C***BEGIN PROLOGUE DTRCO C***DATE WRITTEN 780814 (YYMMDD) C***REVISION DATE 820801 (YYMMDD) C***REVISION HISTORY (YYMMDD) C 000330 Modified array declarations. (JEC) C***CATEGORY NO. D2A3 C***KEYWORDS CONDITION,DOUBLE PRECISION,FACTOR,LINEAR ALGEBRA,LINPACK, C MATRIX,TRIANGULAR C***AUTHOR MOLER, C. B., (U. OF NEW MEXICO) C***PURPOSE Estimates the condition of a double precision TRIANGULAR C matrix. C***DESCRIPTION C C DTRCO estimates the condition of a double precision triangular C matrix. C C On Entry C C T DOUBLE PRECISION(LDT,N) C T contains the triangular matrix. The zero C elements of the matrix are not referenced, and C the corresponding elements of the array can be C used to store other information. C C LDT INTEGER C LDT is the leading dimension of the array T. C C N INTEGER C N is the order of the system. C C JOB INTEGER C = 0 T is lower triangular. C = nonzero T is upper triangular. C C On Return C C RCOND DOUBLE PRECISION C an estimate of the reciprocal condition of T . C For the system T*X = B , relative perturbations C in T 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 T may be singular to working C precision. In particular, RCOND is zero if C exact singularity is detected or the estimate C underflows. C C Z DOUBLE PRECISION(N) C a work vector whose contents are usually unimportant. C If T 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 C LINPACK. This version dated 08/14/78 . C Cleve Moler, University of New Mexico, Argonne National Lab. C C Subroutines and Functions C C BLAS DAXPY,DSCAL,DASUM C Fortran DABS,DMAX1,DSIGN C***REFERENCES DONGARRA J.J., BUNCH J.R., MOLER C.B., STEWART G.W., C *LINPACK USERS GUIDE*, SIAM, 1979. C***ROUTINES CALLED DASUM,DAXPY,DSCAL C***END PROLOGUE DTRCO INTEGER LDT,N,JOB DOUBLE PRECISION T(LDT,*),Z(*) DOUBLE PRECISION RCOND C DOUBLE PRECISION W,WK,WKM,EK DOUBLE PRECISION TNORM,YNORM,S,SM,DASUM INTEGER I1,J,J1,J2,K,KK,L LOGICAL LOWER C***FIRST EXECUTABLE STATEMENT DTRCO LOWER = JOB .EQ. 0 C C COMPUTE 1-NORM OF T C TNORM = 0.0D0 DO 10 J = 1, N L = J IF (LOWER) L = N + 1 - J I1 = 1 IF (LOWER) I1 = J TNORM = DMAX1(TNORM,DASUM(L,T(I1,J),1)) 10 CONTINUE C C RCOND = 1/(NORM(T)*(ESTIMATE OF NORM(INVERSE(T)))) . C ESTIMATE = NORM(Z)/NORM(Y) WHERE T*Z = Y AND TRANS(T)*Y = E . C TRANS(T) IS THE TRANSPOSE OF T . C THE COMPONENTS OF E ARE CHOSEN TO CAUSE MAXIMUM LOCAL C GROWTH IN THE ELEMENTS OF Y . C THE VECTORS ARE FREQUENTLY RESCALED TO AVOID OVERFLOW. C C SOLVE TRANS(T)*Y = E C EK = 1.0D0 DO 20 J = 1, N Z(J) = 0.0D0 20 CONTINUE DO 100 KK = 1, N K = KK IF (LOWER) K = N + 1 - KK IF (Z(K) .NE. 0.0D0) EK = DSIGN(EK,-Z(K)) IF (DABS(EK-Z(K)) .LE. DABS(T(K,K))) GO TO 30 S = DABS(T(K,K))/DABS(EK-Z(K)) CALL DSCAL(N,S,Z,1) EK = S*EK 30 CONTINUE WK = EK - Z(K) WKM = -EK - Z(K) S = DABS(WK) SM = DABS(WKM) IF (T(K,K) .EQ. 0.0D0) GO TO 40 WK = WK/T(K,K) WKM = WKM/T(K,K) GO TO 50 40 CONTINUE WK = 1.0D0 WKM = 1.0D0 50 CONTINUE IF (KK .EQ. N) GO TO 90 J1 = K + 1 IF (LOWER) J1 = 1 J2 = N IF (LOWER) J2 = K - 1 DO 60 J = J1, J2 SM = SM + DABS(Z(J)+WKM*T(K,J)) Z(J) = Z(J) + WK*T(K,J) S = S + DABS(Z(J)) 60 CONTINUE IF (S .GE. SM) GO TO 80 W = WKM - WK WK = WKM DO 70 J = J1, J2 Z(J) = Z(J) + W*T(K,J) 70 CONTINUE 80 CONTINUE 90 CONTINUE Z(K) = WK 100 CONTINUE S = 1.0D0/DASUM(N,Z,1) CALL DSCAL(N,S,Z,1) C YNORM = 1.0D0 C C SOLVE T*Z = Y C DO 130 KK = 1, N K = N + 1 - KK IF (LOWER) K = KK IF (DABS(Z(K)) .LE. DABS(T(K,K))) GO TO 110 S = DABS(T(K,K))/DABS(Z(K)) CALL DSCAL(N,S,Z,1) YNORM = S*YNORM 110 CONTINUE IF (T(K,K) .NE. 0.0D0) Z(K) = Z(K)/T(K,K) IF (T(K,K) .EQ. 0.0D0) Z(K) = 1.0D0 I1 = 1 IF (LOWER) I1 = K + 1 IF (KK .GE. N) GO TO 120 W = -Z(K) CALL DAXPY(N-KK,W,T(I1,K),1,Z(I1),1) 120 CONTINUE 130 CONTINUE C MAKE ZNORM = 1.0 S = 1.0D0/DASUM(N,Z,1) CALL DSCAL(N,S,Z,1) YNORM = S*YNORM C IF (TNORM .NE. 0.0D0) RCOND = YNORM/TNORM IF (TNORM .EQ. 0.0D0) RCOND = 0.0D0 RETURN END