dpoco


NAME

dpoco - (obsolete) compute a Cholesky factorization and condition number of a symmetric positive definite matrix A. If the condition number is not needed then SPOFA is slightly faster. It is typical to follow a call to SPOCO with a call to SPOSL to solve Ax = b or to SPODI to compute the determinant and inverse of A.


SYNOPSIS

  SUBROUTINE DPOCO( A, LDA, N, RCOND, WORK, INFO)
  INTEGER LDA, N, INFO
  DOUBLE PRECISION RCOND
  DOUBLE PRECISION A(LDA,*), WORK(*)
 
  SUBROUTINE DPOCO_64( A, LDA, N, RCOND, WORK, INFO)
  INTEGER*8 LDA, N, INFO
  DOUBLE PRECISION RCOND
  DOUBLE PRECISION A(LDA,*), WORK(*)
 

C INTERFACE

#include <sunperf.h>

void dpoco(double *a, int lda, int n, double *rcond, int *info);

void dpoco_64(double *a, long lda, long n, double *rcond, long *info);


ARGUMENTS

* 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.