dpbco
dpbco - (obsolete) compute a Cholesky factorization and condition number of a symmetric
positive definite matrix A in banded storage. If the condition number
is not needed then SPBFA is slightly faster. It
is typical to follow a call to SPBCO with a call to SPBSL to solve Ax = b
or to SPBDI to compute the determinant
of A.
SUBROUTINE DPBCO( A, LDA, N, NDIAG, RCOND, WORK, INFO)
INTEGER LDA, N, NDIAG, INFO
DOUBLE PRECISION RCOND
DOUBLE PRECISION A(LDA,*), WORK(*)
SUBROUTINE DPBCO_64( A, LDA, N, NDIAG, RCOND, WORK, INFO)
INTEGER*8 LDA, N, NDIAG, INFO
DOUBLE PRECISION RCOND
DOUBLE PRECISION A(LDA,*), WORK(*)
#include <sunperf.h>
void dpbco(double *a, int lda, int n, int ndiag, double *rcond, int *info);
void dpbco_64(double *a, long lda, long n, long ndiag, double *rcond, long *info);
-
* A (input/output)
-
On entry, the upper triangle of the matrix A.
On exit, a Cholesky factorization of the matrix A.
-
* LDA (input)
-
Leading dimension of the array A as specified in a dimension or
type statement. LDA >= NDIAG + 1.
-
* N (input)
-
Order of the matrix A. N <> 0.
-
* NDIAG (input)
-
Number of diagonals. N-1 >= NDIAG >= 0 but if N = 0 then NDIAG = 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.