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dlacn2.f
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*> \brief \b DLACN2 estimates the 1-norm of a square matrix, using reverse communication for evaluating matrix-vector products.
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DLACN2 + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlacn2.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlacn2.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlacn2.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DLACN2( N, V, X, ISGN, EST, KASE, ISAVE )
*
* .. Scalar Arguments ..
* INTEGER KASE, N
* DOUBLE PRECISION EST
* ..
* .. Array Arguments ..
* INTEGER ISGN( * ), ISAVE( 3 )
* DOUBLE PRECISION V( * ), X( * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DLACN2 estimates the 1-norm of a square, real matrix A.
*> Reverse communication is used for evaluating matrix-vector products.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The order of the matrix. N >= 1.
*> \endverbatim
*>
*> \param[out] V
*> \verbatim
*> V is DOUBLE PRECISION array, dimension (N)
*> On the final return, V = A*W, where EST = norm(V)/norm(W)
*> (W is not returned).
*> \endverbatim
*>
*> \param[in,out] X
*> \verbatim
*> X is DOUBLE PRECISION array, dimension (N)
*> On an intermediate return, X should be overwritten by
*> A * X, if KASE=1,
*> A**T * X, if KASE=2,
*> and DLACN2 must be re-called with all the other parameters
*> unchanged.
*> \endverbatim
*>
*> \param[out] ISGN
*> \verbatim
*> ISGN is INTEGER array, dimension (N)
*> \endverbatim
*>
*> \param[in,out] EST
*> \verbatim
*> EST is DOUBLE PRECISION
*> On entry with KASE = 1 or 2 and ISAVE(1) = 3, EST should be
*> unchanged from the previous call to DLACN2.
*> On exit, EST is an estimate (a lower bound) for norm(A).
*> \endverbatim
*>
*> \param[in,out] KASE
*> \verbatim
*> KASE is INTEGER
*> On the initial call to DLACN2, KASE should be 0.
*> On an intermediate return, KASE will be 1 or 2, indicating
*> whether X should be overwritten by A * X or A**T * X.
*> On the final return from DLACN2, KASE will again be 0.
*> \endverbatim
*>
*> \param[in,out] ISAVE
*> \verbatim
*> ISAVE is INTEGER array, dimension (3)
*> ISAVE is used to save variables between calls to DLACN2
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date September 2012
*
*> \ingroup doubleOTHERauxiliary
*
*> \par Further Details:
* =====================
*>
*> \verbatim
*>
*> Originally named SONEST, dated March 16, 1988.
*>
*> This is a thread safe version of DLACON, which uses the array ISAVE
*> in place of a SAVE statement, as follows:
*>
*> DLACON DLACN2
*> JUMP ISAVE(1)
*> J ISAVE(2)
*> ITER ISAVE(3)
*> \endverbatim
*
*> \par Contributors:
* ==================
*>
*> Nick Higham, University of Manchester
*
*> \par References:
* ================
*>
*> N.J. Higham, "FORTRAN codes for estimating the one-norm of
*> a real or complex matrix, with applications to condition estimation",
*> ACM Trans. Math. Soft., vol. 14, no. 4, pp. 381-396, December 1988.
*>
* =====================================================================
SUBROUTINE DLACN2( N, V, X, ISGN, EST, KASE, ISAVE )
*
* -- LAPACK auxiliary routine (version 3.4.2) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* September 2012
*
* .. Scalar Arguments ..
INTEGER KASE, N
DOUBLE PRECISION EST
* ..
* .. Array Arguments ..
INTEGER ISGN( * ), ISAVE( 3 )
DOUBLE PRECISION V( * ), X( * )
* ..
*
* =====================================================================
*
* .. Parameters ..
INTEGER ITMAX
PARAMETER ( ITMAX = 5 )
DOUBLE PRECISION ZERO, ONE, TWO
PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, TWO = 2.0D+0 )
* ..
* .. Local Scalars ..
INTEGER I, JLAST
DOUBLE PRECISION ALTSGN, ESTOLD, TEMP
* ..
* .. External Functions ..
INTEGER IDAMAX
DOUBLE PRECISION DASUM
EXTERNAL IDAMAX, DASUM
* ..
* .. External Subroutines ..
EXTERNAL DCOPY
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, DBLE, NINT, SIGN
* ..
* .. Executable Statements ..
*
IF( KASE.EQ.0 ) THEN
DO 10 I = 1, N
X( I ) = ONE / DBLE( N )
10 CONTINUE
KASE = 1
ISAVE( 1 ) = 1
RETURN
END IF
*
GO TO ( 20, 40, 70, 110, 140 )ISAVE( 1 )
*
* ................ ENTRY (ISAVE( 1 ) = 1)
* FIRST ITERATION. X HAS BEEN OVERWRITTEN BY A*X.
*
20 CONTINUE
IF( N.EQ.1 ) THEN
V( 1 ) = X( 1 )
EST = ABS( V( 1 ) )
* ... QUIT
GO TO 150
END IF
EST = DASUM( N, X, 1 )
*
DO 30 I = 1, N
X( I ) = SIGN( ONE, X( I ) )
ISGN( I ) = NINT( X( I ) )
30 CONTINUE
KASE = 2
ISAVE( 1 ) = 2
RETURN
*
* ................ ENTRY (ISAVE( 1 ) = 2)
* FIRST ITERATION. X HAS BEEN OVERWRITTEN BY TRANSPOSE(A)*X.
*
40 CONTINUE
ISAVE( 2 ) = IDAMAX( N, X, 1 )
ISAVE( 3 ) = 2
*
* MAIN LOOP - ITERATIONS 2,3,...,ITMAX.
*
50 CONTINUE
DO 60 I = 1, N
X( I ) = ZERO
60 CONTINUE
X( ISAVE( 2 ) ) = ONE
KASE = 1
ISAVE( 1 ) = 3
RETURN
*
* ................ ENTRY (ISAVE( 1 ) = 3)
* X HAS BEEN OVERWRITTEN BY A*X.
*
70 CONTINUE
CALL DCOPY( N, X, 1, V, 1 )
ESTOLD = EST
EST = DASUM( N, V, 1 )
DO 80 I = 1, N
IF( NINT( SIGN( ONE, X( I ) ) ).NE.ISGN( I ) )
$ GO TO 90
80 CONTINUE
* REPEATED SIGN VECTOR DETECTED, HENCE ALGORITHM HAS CONVERGED.
GO TO 120
*
90 CONTINUE
* TEST FOR CYCLING.
IF( EST.LE.ESTOLD )
$ GO TO 120
*
DO 100 I = 1, N
X( I ) = SIGN( ONE, X( I ) )
ISGN( I ) = NINT( X( I ) )
100 CONTINUE
KASE = 2
ISAVE( 1 ) = 4
RETURN
*
* ................ ENTRY (ISAVE( 1 ) = 4)
* X HAS BEEN OVERWRITTEN BY TRANSPOSE(A)*X.
*
110 CONTINUE
JLAST = ISAVE( 2 )
ISAVE( 2 ) = IDAMAX( N, X, 1 )
IF( ( X( JLAST ).NE.ABS( X( ISAVE( 2 ) ) ) ) .AND.
$ ( ISAVE( 3 ).LT.ITMAX ) ) THEN
ISAVE( 3 ) = ISAVE( 3 ) + 1
GO TO 50
END IF
*
* ITERATION COMPLETE. FINAL STAGE.
*
120 CONTINUE
ALTSGN = ONE
DO 130 I = 1, N
X( I ) = ALTSGN*( ONE+DBLE( I-1 ) / DBLE( N-1 ) )
ALTSGN = -ALTSGN
130 CONTINUE
KASE = 1
ISAVE( 1 ) = 5
RETURN
*
* ................ ENTRY (ISAVE( 1 ) = 5)
* X HAS BEEN OVERWRITTEN BY A*X.
*
140 CONTINUE
TEMP = TWO*( DASUM( N, X, 1 ) / DBLE( 3*N ) )
IF( TEMP.GT.EST ) THEN
CALL DCOPY( N, X, 1, V, 1 )
EST = TEMP
END IF
*
150 CONTINUE
KASE = 0
RETURN
*
* End of DLACN2
*
END
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