1SPOCON(1) LAPACK routine (version 3.1) SPOCON(1)
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6 SPOCON - 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 SPOTRF
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11 SUBROUTINE SPOCON( UPLO, N, A, LDA, ANORM, RCOND, WORK, IWORK, INFO )
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13 CHARACTER UPLO
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15 INTEGER INFO, LDA, N
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17 REAL ANORM, RCOND
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19 INTEGER IWORK( * )
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21 REAL A( LDA, * ), WORK( * )
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24 SPOCON 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 SPOTRF.
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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))).
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33 UPLO (input) CHARACTER*1
34 = 'U': Upper triangle of A is stored;
35 = 'L': Lower triangle of A is stored.
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37 N (input) INTEGER
38 The order of the matrix A. N >= 0.
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40 A (input) REAL 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 SPOTRF.
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44 LDA (input) INTEGER
45 The leading dimension of the array A. LDA >= max(1,N).
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47 ANORM (input) REAL
48 The 1-norm (or infinity-norm) of the symmetric matrix A.
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50 RCOND (output) REAL
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.
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55 WORK (workspace) REAL array, dimension (3*N)
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57 IWORK (workspace) INTEGER array, dimension (N)
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59 INFO (output) INTEGER
60 = 0: successful exit
61 < 0: if INFO = -i, the i-th argument had an illegal value
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65 LAPACK routine (version 3.1) November 2006 SPOCON(1)