dgecon (l) - Linux Man Pages

dgecon: estimates the reciprocal of the condition number of a general real matrix A, in either the 1-norm or the infinity-norm, using the LU factorization computed by DGETRF

NAME

DGECON - estimates the reciprocal of the condition number of a general real matrix A, in either the 1-norm or the infinity-norm, using the LU factorization computed by DGETRF

SYNOPSIS

SUBROUTINE DGECON(
NORM, N, A, LDA, ANORM, RCOND, WORK, IWORK, INFO )

    
CHARACTER NORM

    
INTEGER INFO, LDA, N

    
DOUBLE PRECISION ANORM, RCOND

    
INTEGER IWORK( * )

    
DOUBLE PRECISION A( LDA, * ), WORK( * )

PURPOSE

DGECON estimates the reciprocal of the condition number of a general real matrix A, in either the 1-norm or the infinity-norm, using the LU factorization computed by DGETRF. An estimate is obtained for norm(inv(A)), and the reciprocal of the condition number is computed as

RCOND norm(A) norm(inv(A)) ).

ARGUMENTS

NORM (input) CHARACTER*1
Specifies whether the 1-norm condition number or the infinity-norm condition number is required:
= aq1aq or aqOaq: 1-norm;
= aqIaq: Infinity-norm.
N (input) INTEGER
The order of the matrix A. N >= 0.
A (input) DOUBLE PRECISION array, dimension (LDA,N)
The factors L and U from the factorization A = P*L*U as computed by DGETRF.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
ANORM (input) DOUBLE PRECISION
If NORM = aq1aq or aqOaq, the 1-norm of the original matrix A. If NORM = aqIaq, the infinity-norm of the original matrix A.
RCOND (output) DOUBLE PRECISION
The reciprocal of the condition number of the matrix A, computed as RCOND = 1/(norm(A) * norm(inv(A))).
WORK (workspace) DOUBLE PRECISION array, dimension (4*N)
IWORK (workspace) INTEGER array, dimension (N)
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value