1DPOCON(1)                LAPACK routine (version 3.1)                DPOCON(1)
2
3
4

NAME

6       DPOCON  -  the  reciprocal of the condition number (in the 1-norm) of a
7       real symmetric positive definite matrix using the  Cholesky  factoriza‐
8       tion A = U**T*U or A = L*L**T computed by DPOTRF
9

SYNOPSIS

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

PURPOSE

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.
27
28       An  estimate  is  obtained  for norm(inv(A)), and the reciprocal of the
29       condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
30
31

ARGUMENTS

33       UPLO    (input) CHARACTER*1
34               = 'U':  Upper triangle of A is stored;
35               = 'L':  Lower triangle of A is stored.
36
37       N       (input) INTEGER
38               The order of the matrix A.  N >= 0.
39
40       A       (input) DOUBLE PRECISION array, dimension (LDA,N)
41               The triangular factor U or L from the Cholesky factorization  A
42               = U**T*U or A = L*L**T, as computed by DPOTRF.
43
44       LDA     (input) INTEGER
45               The leading dimension of the array A.  LDA >= max(1,N).
46
47       ANORM   (input) DOUBLE PRECISION
48               The 1-norm (or infinity-norm) of the symmetric matrix A.
49
50       RCOND   (output) DOUBLE PRECISION
51               The  reciprocal  of  the condition number of the matrix A, com‐
52               puted as RCOND = 1/(ANORM * AINVNM), where AINVNM is  an  esti‐
53               mate of the 1-norm of inv(A) computed in this routine.
54
55       WORK    (workspace) DOUBLE PRECISION array, dimension (3*N)
56
57       IWORK   (workspace) INTEGER array, dimension (N)
58
59       INFO    (output) INTEGER
60               = 0:  successful exit
61               < 0:  if INFO = -i, the i-th argument had an illegal value
62
63
64
65 LAPACK routine (version 3.1)    November 2006                       DPOCON(1)
Impressum