spbcon (l) - Linux Manuals

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

NAME

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

SYNOPSIS

SUBROUTINE SPBCON(

UPLO, N, KD, AB, LDAB, ANORM, RCOND, WORK, IWORK, INFO )

    

CHARACTER UPLO

    

INTEGER INFO, KD, LDAB, N

    

REAL ANORM, RCOND

    

INTEGER IWORK( * )

    

REAL AB( LDAB, * ), WORK( * )

PURPOSE

SPBCON estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite band matrix using the Cholesky factorization A = U**T*U or A = L*L**T computed by SPBTRF. 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 triangular factor stored in AB;
= aqLaq: Lower triangular factor stored in AB.

N (input) INTEGER

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

KD (input) INTEGER

The number of superdiagonals of the matrix A if UPLO = aqUaq, or the number of subdiagonals if UPLO = aqLaq. KD >= 0.

AB (input) REAL array, dimension (LDAB,N)

The triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T of the band matrix A, stored in the first KD+1 rows of the array. The j-th column of U or L is stored in the j-th column of the array AB as follows: if UPLO =aqUaq, AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j; if UPLO =aqLaq, AB(1+i-j,j) = L(i,j) for j<=i<=min(n,j+kd).

LDAB (input) INTEGER

The leading dimension of the array AB. LDAB >= KD+1.

ANORM (input) REAL

The 1-norm (or infinity-norm) of the symmetric band matrix A.

RCOND (output) REAL

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) REAL 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