dptcon.f (3) - Linux Manuals
subroutine dptcon (integerN, double precision, dimension( * )D, double precision, dimension( * )E, double precisionANORM, double precisionRCOND, double precision, dimension( * )WORK, integerINFO)
DPTCON computes the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite tridiagonal matrix using the factorization A = L*D*L**T or A = U**T*D*U computed by DPTTRF. Norm(inv(A)) is computed by a direct method, and the reciprocal of the condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
N is INTEGER The order of the matrix A. N >= 0.
D is DOUBLE PRECISION array, dimension (N) The n diagonal elements of the diagonal matrix D from the factorization of A, as computed by DPTTRF.
E is DOUBLE PRECISION array, dimension (N-1) The (n-1) off-diagonal elements of the unit bidiagonal factor U or L from the factorization of A, as computed by DPTTRF.
ANORM is DOUBLE PRECISION The 1-norm of the original matrix A.
RCOND is DOUBLE PRECISION The reciprocal of the condition number of the matrix A, computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is the 1-norm of inv(A) computed in this routine.
WORK is DOUBLE PRECISION array, dimension (N)
INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
- September 2012
The method used is described in Nicholas J. Higham, "Efficient Algorithms for Computing the Condition Number of a Tridiagonal Matrix", SIAM J. Sci. Stat. Comput., Vol. 7, No. 1, January 1986.
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