forked from lijiext/lammps
262 lines
7.0 KiB
Fortran
262 lines
7.0 KiB
Fortran
*> \brief \b DGECON
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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 DGECON + dependencies
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgecon.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/dgecon.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/dgecon.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 DGECON( NORM, N, A, LDA, ANORM, RCOND, WORK, IWORK,
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* INFO )
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*
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* .. Scalar Arguments ..
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* CHARACTER NORM
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* INTEGER INFO, LDA, N
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* DOUBLE PRECISION ANORM, RCOND
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* ..
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* .. Array Arguments ..
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* INTEGER IWORK( * )
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* DOUBLE PRECISION A( LDA, * ), WORK( * )
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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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*> DGECON estimates the reciprocal of the condition number of a general
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*> real matrix A, in either the 1-norm or the infinity-norm, using
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*> the LU factorization computed by DGETRF.
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*>
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*> An estimate is obtained for norm(inv(A)), and the reciprocal of the
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*> condition number is computed as
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*> RCOND = 1 / ( norm(A) * norm(inv(A)) ).
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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] NORM
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*> \verbatim
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*> NORM is CHARACTER*1
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*> Specifies whether the 1-norm condition number or the
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*> infinity-norm condition number is required:
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*> = '1' or 'O': 1-norm;
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*> = 'I': Infinity-norm.
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*> \endverbatim
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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 A. N >= 0.
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*> \endverbatim
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*>
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*> \param[in] A
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*> \verbatim
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*> A is DOUBLE PRECISION array, dimension (LDA,N)
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*> The factors L and U from the factorization A = P*L*U
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*> as computed by DGETRF.
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*> \endverbatim
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*>
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*> \param[in] LDA
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*> \verbatim
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*> LDA is INTEGER
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*> The leading dimension of the array A. LDA >= max(1,N).
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*> \endverbatim
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*>
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*> \param[in] ANORM
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*> \verbatim
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*> ANORM is DOUBLE PRECISION
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*> If NORM = '1' or 'O', the 1-norm of the original matrix A.
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*> If NORM = 'I', the infinity-norm of the original matrix A.
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*> \endverbatim
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*>
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*> \param[out] RCOND
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*> \verbatim
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*> RCOND is DOUBLE PRECISION
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*> The reciprocal of the condition number of the matrix A,
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*> computed as RCOND = 1/(norm(A) * norm(inv(A))).
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*> \endverbatim
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*>
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*> \param[out] WORK
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*> \verbatim
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*> WORK is DOUBLE PRECISION array, dimension (4*N)
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*> \endverbatim
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*>
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*> \param[out] IWORK
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*> \verbatim
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*> IWORK is INTEGER array, dimension (N)
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*> \endverbatim
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*>
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*> \param[out] INFO
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*> \verbatim
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*> INFO is INTEGER
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*> = 0: successful exit
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*> < 0: if INFO = -i, the i-th argument had an illegal value
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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 November 2011
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*
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*> \ingroup doubleGEcomputational
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*
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* =====================================================================
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SUBROUTINE DGECON( NORM, N, A, LDA, ANORM, RCOND, WORK, IWORK,
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$ INFO )
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*
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* -- LAPACK computational routine (version 3.4.0) --
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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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* November 2011
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*
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* .. Scalar Arguments ..
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CHARACTER NORM
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INTEGER INFO, LDA, N
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DOUBLE PRECISION ANORM, RCOND
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* ..
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* .. Array Arguments ..
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INTEGER IWORK( * )
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DOUBLE PRECISION A( LDA, * ), WORK( * )
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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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DOUBLE PRECISION ONE, ZERO
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PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
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* ..
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* .. Local Scalars ..
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LOGICAL ONENRM
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CHARACTER NORMIN
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INTEGER IX, KASE, KASE1
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DOUBLE PRECISION AINVNM, SCALE, SL, SMLNUM, SU
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* ..
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* .. Local Arrays ..
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INTEGER ISAVE( 3 )
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* ..
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* .. External Functions ..
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LOGICAL LSAME
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INTEGER IDAMAX
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DOUBLE PRECISION DLAMCH
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EXTERNAL LSAME, IDAMAX, DLAMCH
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* ..
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* .. External Subroutines ..
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EXTERNAL DLACN2, DLATRS, DRSCL, XERBLA
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC ABS, MAX
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* ..
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* .. Executable Statements ..
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*
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* Test the input parameters.
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*
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INFO = 0
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ONENRM = NORM.EQ.'1' .OR. LSAME( NORM, 'O' )
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IF( .NOT.ONENRM .AND. .NOT.LSAME( NORM, 'I' ) ) THEN
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INFO = -1
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ELSE IF( N.LT.0 ) THEN
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INFO = -2
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ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
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INFO = -4
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ELSE IF( ANORM.LT.ZERO ) THEN
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INFO = -5
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END IF
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IF( INFO.NE.0 ) THEN
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CALL XERBLA( 'DGECON', -INFO )
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RETURN
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END IF
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*
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* Quick return if possible
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*
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RCOND = ZERO
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IF( N.EQ.0 ) THEN
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RCOND = ONE
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RETURN
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ELSE IF( ANORM.EQ.ZERO ) THEN
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RETURN
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END IF
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*
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SMLNUM = DLAMCH( 'Safe minimum' )
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*
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* Estimate the norm of inv(A).
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*
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AINVNM = ZERO
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NORMIN = 'N'
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IF( ONENRM ) THEN
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KASE1 = 1
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ELSE
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KASE1 = 2
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END IF
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KASE = 0
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10 CONTINUE
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CALL DLACN2( N, WORK( N+1 ), WORK, IWORK, AINVNM, KASE, ISAVE )
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IF( KASE.NE.0 ) THEN
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IF( KASE.EQ.KASE1 ) THEN
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*
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* Multiply by inv(L).
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*
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CALL DLATRS( 'Lower', 'No transpose', 'Unit', NORMIN, N, A,
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$ LDA, WORK, SL, WORK( 2*N+1 ), INFO )
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*
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* Multiply by inv(U).
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*
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CALL DLATRS( 'Upper', 'No transpose', 'Non-unit', NORMIN, N,
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$ A, LDA, WORK, SU, WORK( 3*N+1 ), INFO )
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ELSE
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*
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* Multiply by inv(U**T).
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*
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CALL DLATRS( 'Upper', 'Transpose', 'Non-unit', NORMIN, N, A,
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$ LDA, WORK, SU, WORK( 3*N+1 ), INFO )
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*
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* Multiply by inv(L**T).
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*
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CALL DLATRS( 'Lower', 'Transpose', 'Unit', NORMIN, N, A,
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$ LDA, WORK, SL, WORK( 2*N+1 ), INFO )
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END IF
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*
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* Divide X by 1/(SL*SU) if doing so will not cause overflow.
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*
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SCALE = SL*SU
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NORMIN = 'Y'
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IF( SCALE.NE.ONE ) THEN
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IX = IDAMAX( N, WORK, 1 )
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IF( SCALE.LT.ABS( WORK( IX ) )*SMLNUM .OR. SCALE.EQ.ZERO )
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$ GO TO 20
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CALL DRSCL( N, SCALE, WORK, 1 )
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END IF
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GO TO 10
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END IF
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*
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* Compute the estimate of the reciprocal condition number.
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*
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IF( AINVNM.NE.ZERO )
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$ RCOND = ( ONE / AINVNM ) / ANORM
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*
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20 CONTINUE
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RETURN
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*
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* End of DGECON
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*
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END
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