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OpenLibm/slatec/cgbco.f
Viral B. Shah c977aa998f Add Makefile.extras to build libopenlibm-extras. 
Replace amos with slatec
2012-12-31 16:37:05 -05:00

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*DECK CGBCO
SUBROUTINE CGBCO (ABD, LDA, N, ML, MU, IPVT, RCOND, Z)
C***BEGIN PROLOGUE CGBCO
C***PURPOSE Factor a band matrix by Gaussian elimination and
C estimate the condition number of the matrix.
C***LIBRARY SLATEC (LINPACK)
C***CATEGORY D2C2
C***TYPE COMPLEX (SGBCO-S, DGBCO-D, CGBCO-C)
C***KEYWORDS BANDED, CONDITION NUMBER, LINEAR ALGEBRA, LINPACK,
C MATRIX FACTORIZATION
C***AUTHOR Moler, C. B., (U. of New Mexico)
C***DESCRIPTION
C
C CGBCO factors a complex band matrix by Gaussian
C elimination and estimates the condition of the matrix.
C
C If RCOND is not needed, CGBFA is slightly faster.
C To solve A*X = B , follow CGBCO by CGBSL.
C To compute INVERSE(A)*C , follow CGBCO by CGBSL.
C To compute DETERMINANT(A) , follow CGBCO by CGBDI.
C
C On Entry
C
C ABD COMPLEX(LDA, N)
C contains the matrix in band storage. The columns
C of the matrix are stored in the columns of ABD and
C the diagonals of the matrix are stored in rows
C ML+1 through 2*ML+MU+1 of ABD .
C See the comments below for details.
C
C LDA INTEGER
C the leading dimension of the array ABD .
C LDA must be .GE. 2*ML + MU + 1 .
C
C N INTEGER
C the order of the original matrix.
C
C ML INTEGER
C number of diagonals below the main diagonal.
C 0 .LE. ML .LT. N .
C
C MU INTEGER
C number of diagonals above the main diagonal.
C 0 .LE. MU .LT. N .
C More efficient if ML .LE. MU .
C
C On Return
C
C ABD an upper triangular matrix in band storage and
C the multipliers which were used to obtain it.
C The factorization can be written A = L*U where
C L is a product of permutation and unit lower
C triangular matrices and U is upper triangular.
C
C IPVT INTEGER(N)
C an integer vector of pivot indices.
C
C RCOND REAL
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.
C
C Z COMPLEX(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
C Band Storage
C
C if A is a band matrix, the following program segment
C will set up the input.
C
C ML = (band width below the diagonal)
C MU = (band width above the diagonal)
C M = ML + MU + 1
C DO 20 J = 1, N
C I1 = MAX(1, J-MU)
C I2 = MIN(N, J+Ml)
C DO 10 I = I1, I2
C K = I - J + M
C ABD(K,J) = A(I,J)
C 10 CONTINUE
C 20 CONTINUE
C
C This uses rows ML+1 through 2*ML+MU+1 of ABD .
C In addition, the first ML rows in ABD are used for
C elements generated during the triangularization.
C The total number of rows needed in ABD is 2*ML+MU+1 .
C The ML+MU by ML+MU upper left triangle and the
C ML by ML lower right triangle are not referenced.
C
C Example: If the original matrix is
C
C 11 12 13 0 0 0
C 21 22 23 24 0 0
C 0 32 33 34 35 0
C 0 0 43 44 45 46
C 0 0 0 54 55 56
C 0 0 0 0 65 66
C
C then N = 6, ML = 1, MU = 2, LDA .GE. 5 and ABD should contain
C
C * * * + + + , * = not used
C * * 13 24 35 46 , + = used for pivoting
C * 12 23 34 45 56
C 11 22 33 44 55 66
C 21 32 43 54 65 *
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 CAXPY, CDOTC, CGBFA, CSSCAL, SCASUM
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 CGBCO
INTEGER LDA,N,ML,MU,IPVT(*)
COMPLEX ABD(LDA,*),Z(*)
REAL RCOND
C
COMPLEX CDOTC,EK,T,WK,WKM
REAL ANORM,S,SCASUM,SM,YNORM
INTEGER IS,INFO,J,JU,K,KB,KP1,L,LA,LM,LZ,M,MM
COMPLEX ZDUM,ZDUM1,ZDUM2,CSIGN1
REAL CABS1
CABS1(ZDUM) = ABS(REAL(ZDUM)) + ABS(AIMAG(ZDUM))
CSIGN1(ZDUM1,ZDUM2) = CABS1(ZDUM1)*(ZDUM2/CABS1(ZDUM2))
C
C COMPUTE 1-NORM OF A
C
C***FIRST EXECUTABLE STATEMENT CGBCO
ANORM = 0.0E0
L = ML + 1
IS = L + MU
DO 10 J = 1, N
ANORM = MAX(ANORM,SCASUM(L,ABD(IS,J),1))
IF (IS .GT. ML + 1) IS = IS - 1
IF (J .LE. MU) L = L + 1
IF (J .GE. N - ML) L = L - 1
10 CONTINUE
C
C FACTOR
C
CALL CGBFA(ABD,LDA,N,ML,MU,IPVT,INFO)
C
C RCOND = 1/(NORM(A)*(ESTIMATE OF NORM(INVERSE(A)))) .
C ESTIMATE = NORM(Z)/NORM(Y) WHERE A*Z = Y AND CTRANS(A)*Y = E .
C CTRANS(A) IS THE CONJUGATE TRANSPOSE OF A .
C THE COMPONENTS OF E ARE CHOSEN TO CAUSE MAXIMUM LOCAL
C GROWTH IN THE ELEMENTS OF W WHERE CTRANS(U)*W = E .
C THE VECTORS ARE FREQUENTLY RESCALED TO AVOID OVERFLOW.
C
C SOLVE CTRANS(U)*W = E
C
EK = (1.0E0,0.0E0)
DO 20 J = 1, N
Z(J) = (0.0E0,0.0E0)
20 CONTINUE
M = ML + MU + 1
JU = 0
DO 100 K = 1, N
IF (CABS1(Z(K)) .NE. 0.0E0) EK = CSIGN1(EK,-Z(K))
IF (CABS1(EK-Z(K)) .LE. CABS1(ABD(M,K))) GO TO 30
S = CABS1(ABD(M,K))/CABS1(EK-Z(K))
CALL CSSCAL(N,S,Z,1)
EK = CMPLX(S,0.0E0)*EK
30 CONTINUE
WK = EK - Z(K)
WKM = -EK - Z(K)
S = CABS1(WK)
SM = CABS1(WKM)
IF (CABS1(ABD(M,K)) .EQ. 0.0E0) GO TO 40
WK = WK/CONJG(ABD(M,K))
WKM = WKM/CONJG(ABD(M,K))
GO TO 50
40 CONTINUE
WK = (1.0E0,0.0E0)
WKM = (1.0E0,0.0E0)
50 CONTINUE
KP1 = K + 1
JU = MIN(MAX(JU,MU+IPVT(K)),N)
MM = M
IF (KP1 .GT. JU) GO TO 90
DO 60 J = KP1, JU
MM = MM - 1
SM = SM + CABS1(Z(J)+WKM*CONJG(ABD(MM,J)))
Z(J) = Z(J) + WK*CONJG(ABD(MM,J))
S = S + CABS1(Z(J))
60 CONTINUE
IF (S .GE. SM) GO TO 80
T = WKM - WK
WK = WKM
MM = M
DO 70 J = KP1, JU
MM = MM - 1
Z(J) = Z(J) + T*CONJG(ABD(MM,J))
70 CONTINUE
80 CONTINUE
90 CONTINUE
Z(K) = WK
100 CONTINUE
S = 1.0E0/SCASUM(N,Z,1)
CALL CSSCAL(N,S,Z,1)
C
C SOLVE CTRANS(L)*Y = W
C
DO 120 KB = 1, N
K = N + 1 - KB
LM = MIN(ML,N-K)
IF (K .LT. N) Z(K) = Z(K) + CDOTC(LM,ABD(M+1,K),1,Z(K+1),1)
IF (CABS1(Z(K)) .LE. 1.0E0) GO TO 110
S = 1.0E0/CABS1(Z(K))
CALL CSSCAL(N,S,Z,1)
110 CONTINUE
L = IPVT(K)
T = Z(L)
Z(L) = Z(K)
Z(K) = T
120 CONTINUE
S = 1.0E0/SCASUM(N,Z,1)
CALL CSSCAL(N,S,Z,1)
C
YNORM = 1.0E0
C
C SOLVE L*V = Y
C
DO 140 K = 1, N
L = IPVT(K)
T = Z(L)
Z(L) = Z(K)
Z(K) = T
LM = MIN(ML,N-K)
IF (K .LT. N) CALL CAXPY(LM,T,ABD(M+1,K),1,Z(K+1),1)
IF (CABS1(Z(K)) .LE. 1.0E0) GO TO 130
S = 1.0E0/CABS1(Z(K))
CALL CSSCAL(N,S,Z,1)
YNORM = S*YNORM
130 CONTINUE
140 CONTINUE
S = 1.0E0/SCASUM(N,Z,1)
CALL CSSCAL(N,S,Z,1)
YNORM = S*YNORM
C
C SOLVE U*Z = W
C
DO 160 KB = 1, N
K = N + 1 - KB
IF (CABS1(Z(K)) .LE. CABS1(ABD(M,K))) GO TO 150
S = CABS1(ABD(M,K))/CABS1(Z(K))
CALL CSSCAL(N,S,Z,1)
YNORM = S*YNORM
150 CONTINUE
IF (CABS1(ABD(M,K)) .NE. 0.0E0) Z(K) = Z(K)/ABD(M,K)
IF (CABS1(ABD(M,K)) .EQ. 0.0E0) Z(K) = (1.0E0,0.0E0)
LM = MIN(K,M) - 1
LA = M - LM
LZ = K - LM
T = -Z(K)
CALL CAXPY(LM,T,ABD(LA,K),1,Z(LZ),1)
160 CONTINUE
C MAKE ZNORM = 1.0
S = 1.0E0/SCASUM(N,Z,1)
CALL CSSCAL(N,S,Z,1)
YNORM = S*YNORM
C
IF (ANORM .NE. 0.0E0) RCOND = YNORM/ANORM
IF (ANORM .EQ. 0.0E0) RCOND = 0.0E0
RETURN
END
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