cpoco
cpoco - (obsolete) compute a Cholesky factorization and condition number of a symmetric
positive definite matrix A. If the condition number is not needed then
xPOFA is slightly faster. It is typical to
follow a call to xPOCO with a call to xPOSL to solve Ax = b or to xPODI to
compute the determinant and inverse of A.
SUBROUTINE CPOCO( A, LDA, N, RCOND, WORK, INFO)
COMPLEX A(LDA,*), WORK(*)
INTEGER LDA, N, INFO
REAL RCOND
SUBROUTINE CPOCO_64( A, LDA, N, RCOND, WORK, INFO)
COMPLEX A(LDA,*), WORK(*)
INTEGER*8 LDA, N, INFO
REAL RCOND
#include <sunperf.h>
void cpoco(complex *a, int lda, int n, float *rcond, int *info);
void cpoco_64(complex *a, long lda, long n, float *rcond, long *info);
-
* A (input/output)
-
On entry, the upper triangle of the matrix A.
On exit, a Cholesky factorization of the matrix A. The strict lower
triangle of A is not referenced.
-
* LDA (input)
-
Leading dimension of the array A as specified in a dimension or
type statement. LDA >= max(1,N).
-
* N (input)
-
Order of the matrix A. N >= 0.
-
* RCOND (output)
-
On exit, an estimate of the reciprocal condition number of A.
0.0 <= RCOND <= 1.0. As the value of
RCOND gets smaller, operations with A such as solving Ax = b may
become less stable. If RCOND
satisfies RCOND + 1.0 = 1.0 then A may be singular to working precision.
-
* WORK (workspace)
-
Scratch array with a dimension of N.
-
* INFO (output)
-
On exit:
INFO = 0 Subroutine completed normally.
INFO > 0 Returns a value k if the leading minor of order k is not positive definite.