1DPOCON(1) LAPACK routine (version 3.2) DPOCON(1)
2
3
4
6 DPOCON - estimates the reciprocal of the condition number (in the
7 1-norm) of a real symmetric positive definite matrix using the Cholesky
8 factorization A = U**T*U or A = L*L**T computed by DPOTRF
9
11 SUBROUTINE DPOCON( UPLO, N, A, LDA, ANORM, RCOND, WORK, IWORK, INFO )
12
13 CHARACTER UPLO
14
15 INTEGER INFO, LDA, N
16
17 DOUBLE PRECISION ANORM, RCOND
18
19 INTEGER IWORK( * )
20
21 DOUBLE PRECISION A( LDA, * ), WORK( * )
22
24 DPOCON estimates the reciprocal of the condition number (in the 1-norm)
25 of a real symmetric positive definite matrix using the Cholesky factor‐
26 ization A = U**T*U or A = L*L**T computed by DPOTRF. An estimate is
27 obtained for norm(inv(A)), and the reciprocal of the condition number
28 is computed as RCOND = 1 / (ANORM * norm(inv(A))).
29
31 UPLO (input) CHARACTER*1
32 = 'U': Upper triangle of A is stored;
33 = 'L': Lower triangle of A is stored.
34
35 N (input) INTEGER
36 The order of the matrix A. N >= 0.
37
38 A (input) DOUBLE PRECISION array, dimension (LDA,N)
39 The triangular factor U or L from the Cholesky factorization A
40 = U**T*U or A = L*L**T, as computed by DPOTRF.
41
42 LDA (input) INTEGER
43 The leading dimension of the array A. LDA >= max(1,N).
44
45 ANORM (input) DOUBLE PRECISION
46 The 1-norm (or infinity-norm) of the symmetric matrix A.
47
48 RCOND (output) DOUBLE PRECISION
49 The reciprocal of the condition number of the matrix A, com‐
50 puted as RCOND = 1/(ANORM * AINVNM), where AINVNM is an esti‐
51 mate of the 1-norm of inv(A) computed in this routine.
52
53 WORK (workspace) DOUBLE PRECISION array, dimension (3*N)
54
55 IWORK (workspace) INTEGER array, dimension (N)
56
57 INFO (output) INTEGER
58 = 0: successful exit
59 < 0: if INFO = -i, the i-th argument had an illegal value
60
61
62
63 LAPACK routine (version 3.2) November 2008 DPOCON(1)