// Copyright ©2015 The gonum Authors. All rights reserved. // Use of this source code is governed by a BSD-style // license that can be found in the LICENSE file. package native import ( "math" "github.com/gonum/blas" "github.com/gonum/blas/blas64" "github.com/gonum/lapack" ) // Dgecon estimates the reciprocal of the condition number of the n×n matrix A // given the LU decomposition of the matrix. The condition number computed may // be based on the 1-norm or the ∞-norm. // // The slice a contains the result of the LU decomposition of A as computed by Dgetrf. // // anorm is the corresponding 1-norm or ∞-norm of the original matrix A. // // work is a temporary data slice of length at least 4*n and Dgecon will panic otherwise. // // iwork is a temporary data slice of length at least n and Dgecon will panic otherwise. func (impl Implementation) Dgecon(norm lapack.MatrixNorm, n int, a []float64, lda int, anorm float64, work []float64, iwork []int) float64 { checkMatrix(n, n, a, lda) if norm != lapack.MaxColumnSum && norm != lapack.MaxRowSum { panic(badNorm) } if len(work) < 4*n { panic(badWork) } if len(iwork) < n { panic(badWork) } if n == 0 { return 1 } else if anorm == 0 { return 0 } bi := blas64.Implementation() var rcond, ainvnm float64 var kase int var normin bool isave := new([3]int) onenrm := norm == lapack.MaxColumnSum smlnum := dlamchS kase1 := 2 if onenrm { kase1 = 1 } for { ainvnm, kase = impl.Dlacn2(n, work[n:], work, iwork, ainvnm, kase, isave) if kase == 0 { if ainvnm != 0 { rcond = (1 / ainvnm) / anorm } return rcond } var sl, su float64 if kase == kase1 { sl = impl.Dlatrs(blas.Lower, blas.NoTrans, blas.Unit, normin, n, a, lda, work, work[2*n:]) su = impl.Dlatrs(blas.Upper, blas.NoTrans, blas.NonUnit, normin, n, a, lda, work, work[3*n:]) } else { su = impl.Dlatrs(blas.Upper, blas.Trans, blas.NonUnit, normin, n, a, lda, work, work[3*n:]) sl = impl.Dlatrs(blas.Lower, blas.Trans, blas.Unit, normin, n, a, lda, work, work[2*n:]) } scale := sl * su normin = true if scale != 1 { ix := bi.Idamax(n, work, 1) if scale == 0 || scale < math.Abs(work[ix])*smlnum { return rcond } impl.Drscl(n, scale, work, 1) } } }