dptcon (l) - Linux Man Pages

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

NAME

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

SYNOPSIS

SUBROUTINE DPTCON(
N, D, E, ANORM, RCOND, WORK, INFO )

    
INTEGER INFO, N

    
DOUBLE PRECISION ANORM, RCOND

    
DOUBLE PRECISION D( * ), E( * ), WORK( * )

PURPOSE

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 (ANORM norm(inv(A))).

ARGUMENTS

N (input) INTEGER
The order of the matrix A. N >= 0.
D (input) DOUBLE PRECISION array, dimension (N)
The n diagonal elements of the diagonal matrix D from the factorization of A, as computed by DPTTRF.
E (input) 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 (input) DOUBLE PRECISION
The 1-norm of the original matrix A.
RCOND (output) 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 (workspace) DOUBLE PRECISION array, dimension (N)
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value

FURTHER DETAILS

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.