dpocon.f (3) - Linux Manuals
NAME
dpocon.f -
SYNOPSIS
Functions/Subroutines
subroutine dpocon (UPLO, N, A, LDA, ANORM, RCOND, WORK, IWORK, INFO)
DPOCON
Function/Subroutine Documentation
subroutine dpocon (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, double precisionANORM, double precisionRCOND, double precision, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)
DPOCON
Purpose:
-
DPOCON estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite matrix using the Cholesky factorization A = U**T*U or A = L*L**T computed by DPOTRF. An estimate is obtained for norm(inv(A)), and the reciprocal of the condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
Parameters:
-
UPLO
UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.
NN is INTEGER The order of the matrix A. N >= 0.
AA is DOUBLE PRECISION array, dimension (LDA,N) The triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, as computed by DPOTRF.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
ANORMANORM is DOUBLE PRECISION The 1-norm (or infinity-norm) of the symmetric matrix A.
RCONDRCOND is DOUBLE PRECISION The reciprocal of the condition number of the matrix A, computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an estimate of the 1-norm of inv(A) computed in this routine.
WORKWORK is DOUBLE PRECISION array, dimension (3*N)
IWORKIWORK is INTEGER array, dimension (N)
INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- November 2011
Definition at line 121 of file dpocon.f.
Author
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