DPTCON (3) - Linux Manuals

NAME

dptcon.f -

SYNOPSIS

Functions/Subroutines

subroutine dptcon (N, D, E, ANORM, RCOND, WORK, INFO)
DPTCON

Function/Subroutine Documentation

subroutine dptcon (integerN, double precision, dimension( * )D, double precision, dimension( * )E, double precisionANORM, double precisionRCOND, double precision, dimension( * )WORK, integerINFO)

DPTCON

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 = 1 / (ANORM * norm(inv(A))).

 

Parameters:

N

          N is INTEGER
          The order of the matrix A.  N >= 0.

D

          D is DOUBLE PRECISION array, dimension (N)
          The n diagonal elements of the diagonal matrix D from the
          factorization of A, as computed by DPTTRF.

E

          E is 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

          ANORM is DOUBLE PRECISION
          The 1-norm of the original matrix A.

RCOND

          RCOND is 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

          WORK is DOUBLE PRECISION array, dimension (N)

INFO

          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value

 

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

September 2012

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.

 

Definition at line 119 of file dptcon.f.

Author

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