zpocon


NAME

zpocon - estimate 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


SYNOPSIS

  SUBROUTINE ZPOCON( UPLO, N, A, LDA, ANORM, RCOND, WORK, WORK2, INFO)
  CHARACTER * 1 UPLO
  DOUBLE COMPLEX A(LDA,*), WORK(*)
  INTEGER N, LDA, INFO
  DOUBLE PRECISION ANORM, RCOND
  DOUBLE PRECISION WORK2(*)
 
  SUBROUTINE ZPOCON_64( UPLO, N, A, LDA, ANORM, RCOND, WORK, WORK2, 
 *      INFO)
  CHARACTER * 1 UPLO
  DOUBLE COMPLEX A(LDA,*), WORK(*)
  INTEGER*8 N, LDA, INFO
  DOUBLE PRECISION ANORM, RCOND
  DOUBLE PRECISION WORK2(*)
 

F95 INTERFACE

  SUBROUTINE POCON( UPLO, [N], A, [LDA], ANORM, RCOND, [WORK], [WORK2], 
 *       [INFO])
  CHARACTER(LEN=1) :: UPLO
  COMPLEX(8), DIMENSION(:) :: WORK
  COMPLEX(8), DIMENSION(:,:) :: A
  INTEGER :: N, LDA, INFO
  REAL(8) :: ANORM, RCOND
  REAL(8), DIMENSION(:) :: WORK2
 
  SUBROUTINE POCON_64( UPLO, [N], A, [LDA], ANORM, RCOND, [WORK], 
 *       [WORK2], [INFO])
  CHARACTER(LEN=1) :: UPLO
  COMPLEX(8), DIMENSION(:) :: WORK
  COMPLEX(8), DIMENSION(:,:) :: A
  INTEGER(8) :: N, LDA, INFO
  REAL(8) :: ANORM, RCOND
  REAL(8), DIMENSION(:) :: WORK2
 

C INTERFACE

#include <sunperf.h>

void zpocon(char uplo, int n, doublecomplex *a, int lda, double anorm, double *rcond, int *info);

void zpocon_64(char uplo, long n, doublecomplex *a, long lda, double anorm, double *rcond, long *info);


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 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))).


ARGUMENTS

* UPLO (input)
* N (input)
The order of the matrix A. N >= 0.

* A (input)
The triangular factor U or L from the Cholesky factorization A = U**H*U or A = L*L**H, as computed by CPOTRF.

* LDA (input)
The leading dimension of the array A. LDA >= max(1,N).

* ANORM (input)
The 1-norm (or infinity-norm) of the Hermitian matrix A.

* RCOND (output)
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 (workspace)
dimension(2*N)

* WORK2 (workspace)
* INFO (output)