table of contents
| pocon(3) | LAPACK | pocon(3) |
NAME¶
pocon - pocon: condition number estimate
SYNOPSIS¶
Functions¶
subroutine cpocon (uplo, n, a, lda, anorm, rcond, work,
rwork, info)
CPOCON subroutine dpocon (uplo, n, a, lda, anorm, rcond, work,
iwork, info)
DPOCON subroutine spocon (uplo, n, a, lda, anorm, rcond, work,
iwork, info)
SPOCON subroutine zpocon (uplo, n, a, lda, anorm, rcond, work,
rwork, info)
ZPOCON
Detailed Description¶
Function Documentation¶
subroutine cpocon (character uplo, integer n, complex, dimension( lda, * ) a, integer lda, real anorm, real rcond, complex, dimension( * ) work, real, dimension( * ) rwork, integer info)¶
CPOCON
Purpose:
CPOCON estimates the reciprocal of the condition number (in the
1-norm) of a complex Hermitian positive definite matrix using the
Cholesky factorization A = U**H*U or A = L*L**H computed by CPOTRF.
An estimate is obtained for norm(inv(A)), and the reciprocal of the
condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
The triangular factor U or L from the Cholesky factorization
A = U**H*U or A = L*L**H, as computed by CPOTRF.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
ANORM
ANORM is REAL
The 1-norm (or infinity-norm) of the Hermitian matrix A.
RCOND
RCOND is 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
WORK is COMPLEX array, dimension (2*N)
RWORK
RWORK is REAL 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.
subroutine dpocon (character uplo, integer n, double precision, dimension( lda, * ) a, integer lda, double precision anorm, double precision rcond, double precision, dimension( * ) work, integer, dimension( * ) iwork, integer info)¶
DPOCON
Purpose:
DPOCON estimates the reciprocal of the condition number (in the
1-norm) of a real symmetric positive definite matrix using the
Cholesky factorization A = U**T*U or A = L*L**T computed by DPOTRF.
An estimate is obtained for norm(inv(A)), and the reciprocal of the
condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is DOUBLE PRECISION array, dimension (LDA,N)
The triangular factor U or L from the Cholesky factorization
A = U**T*U or A = L*L**T, as computed by DPOTRF.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
ANORM
ANORM is DOUBLE PRECISION
The 1-norm (or infinity-norm) of the symmetric 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 an
estimate of the 1-norm of inv(A) computed in this routine.
WORK
WORK is DOUBLE PRECISION array, dimension (3*N)
IWORK
IWORK is INTEGER 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.
subroutine spocon (character uplo, integer n, real, dimension( lda, * ) a, integer lda, real anorm, real rcond, real, dimension( * ) work, integer, dimension( * ) iwork, integer info)¶
SPOCON
Purpose:
SPOCON estimates the reciprocal of the condition number (in the
1-norm) of a real symmetric positive definite matrix using the
Cholesky factorization A = U**T*U or A = L*L**T computed by SPOTRF.
An estimate is obtained for norm(inv(A)), and the reciprocal of the
condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is REAL array, dimension (LDA,N)
The triangular factor U or L from the Cholesky factorization
A = U**T*U or A = L*L**T, as computed by SPOTRF.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
ANORM
ANORM is REAL
The 1-norm (or infinity-norm) of the symmetric matrix A.
RCOND
RCOND is 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
WORK is REAL array, dimension (3*N)
IWORK
IWORK is INTEGER 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.
subroutine zpocon (character uplo, integer n, complex*16, dimension( lda, * ) a, integer lda, double precision anorm, double precision rcond, complex*16, dimension( * ) work, double precision, dimension( * ) rwork, integer info)¶
ZPOCON
Purpose:
ZPOCON estimates the reciprocal of the condition number (in the
1-norm) of a complex Hermitian positive definite matrix using the
Cholesky factorization A = U**H*U or A = L*L**H computed by ZPOTRF.
An estimate is obtained for norm(inv(A)), and the reciprocal of the
condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
Parameters
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX*16 array, dimension (LDA,N)
The triangular factor U or L from the Cholesky factorization
A = U**H*U or A = L*L**H, as computed by ZPOTRF.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
ANORM
ANORM is DOUBLE PRECISION
The 1-norm (or infinity-norm) of the Hermitian 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 an
estimate of the 1-norm of inv(A) computed in this routine.
WORK
WORK is COMPLEX*16 array, dimension (2*N)
RWORK
RWORK 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.
Author¶
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