dppco

NAME

dppco - (obsolete) compute a Cholesky factorization and condition number of a symmetric positive definite matrix A in packed storage. If the condition number is not needed then SPPFA is slightly faster. It is typical to follow a call to SPPCO with a call to SPPSL to solve Ax = b or to SPPDI to compute the determinant and inverse of A.

SYNOPSIS

  SUBROUTINE DPPCO( A, N, RCOND, WORK, INFO)
  INTEGER N, INFO
  DOUBLE PRECISION RCOND
  DOUBLE PRECISION A(*), WORK(*)
 
  SUBROUTINE DPPCO_64( A, N, RCOND, WORK, INFO)
  INTEGER*8 N, INFO
  DOUBLE PRECISION RCOND
  DOUBLE PRECISION A(*), WORK(*)

C INTERFACE

#include <sunperf.h>

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

void dppco_64(double *a, 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.

* 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.