dppcon (l) - Linux Manuals

dppcon: estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite packed matrix using the Cholesky factorization A = U**T*U or A = L*L**T computed by DPPTRF

NAME

DPPCON - estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite packed matrix using the Cholesky factorization A = U**T*U or A = L*L**T computed by DPPTRF

SYNOPSIS

SUBROUTINE DPPCON(
UPLO, N, AP, ANORM, RCOND, WORK, IWORK, INFO )

    
CHARACTER UPLO

    
INTEGER INFO, N

    
DOUBLE PRECISION ANORM, RCOND

    
INTEGER IWORK( * )

    
DOUBLE PRECISION AP( * ), WORK( * )

PURPOSE

DPPCON estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite packed matrix using the Cholesky factorization A = U**T*U or A = L*L**T computed by DPPTRF. An estimate is obtained for norm(inv(A)), and the reciprocal of the condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).

ARGUMENTS

UPLO (input) CHARACTER*1
= aqUaq: Upper triangle of A is stored;
= aqLaq: Lower triangle of A is stored.
N (input) INTEGER
The order of the matrix A. N >= 0.
AP (input) DOUBLE PRECISION array, dimension (N*(N+1)/2)
The triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, packed columnwise in a linear array. The j-th column of U or L is stored in the array AP as follows: if UPLO = aqUaq, AP(i + (j-1)*j/2) = U(i,j) for 1<=i<=j; if UPLO = aqLaq, AP(i + (j-1)*(2n-j)/2) = L(i,j) for j<=i<=n.
ANORM (input) DOUBLE PRECISION
The 1-norm (or infinity-norm) of the symmetric 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 an estimate of the 1-norm of inv(A) computed in this routine.
WORK (workspace) DOUBLE PRECISION array, dimension (3*N)
IWORK (workspace) INTEGER array, dimension (N)
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value

Pages related to dppcon

  • dppcon (3)
  • dppequ (l) - computes row and column scalings intended to equilibrate a symmetric positive definite matrix A in packed storage and reduce its condition number (with respect to the two-norm)
  • dpprfs (l) - improves the computed solution to a system of linear equations when the coefficient matrix is symmetric positive definite and packed, and provides error bounds and backward error estimates for the solution
  • dppsv (l) - computes the solution to a real system of linear equations A * X = B,
  • dppsvx (l) - uses the Cholesky factorization A = U**T*U or A = L*L**T to compute the solution to a real system of linear equations A * X = B,
  • dpptrf (l) - computes the Cholesky factorization of a real symmetric positive definite matrix A stored in packed format
  • dpptri (l) - computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A = U**T*U or A = L*L**T computed by DPPTRF
  • dpptrs (l) - solves a system of linear equations A*X = B with a symmetric positive definite matrix A in packed storage using the Cholesky factorization A = U**T*U or A = L*L**T computed by DPPTRF