• NAME
• SYNOPSIS
• F95 INTERFACE
• C INTERFACE
• PURPOSE
• ARGUMENTS

NAME

dpocon - estimate the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite matrix using the Cholesky factorization A = U**T*U or A = L*L**T computed by SPOTRF

SYNOPSIS

  SUBROUTINE DPOCON( UPLO, N, A, LDA, ANORM, RCOND, WORK, WORK2, INFO)
  CHARACTER * 1 UPLO
  INTEGER N, LDA, INFO
  INTEGER WORK2(*)
  DOUBLE PRECISION ANORM, RCOND
  DOUBLE PRECISION A(LDA,*), WORK(*)

  SUBROUTINE DPOCON_64( UPLO, N, A, LDA, ANORM, RCOND, WORK, WORK2, 
 *      INFO)
  CHARACTER * 1 UPLO
  INTEGER*8 N, LDA, INFO
  INTEGER*8 WORK2(*)
  DOUBLE PRECISION ANORM, RCOND
  DOUBLE PRECISION A(LDA,*), WORK(*)

F95 INTERFACE

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

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

C INTERFACE

#include <sunperf.h>

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

void dpocon_64(char uplo, long n, double *a, long lda, double anorm, double *rcond, long *info);

PURPOSE

dpocon estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite matrix using the Cholesky factorization A = U**T*U or A = L*L**T computed by SPOTRF.

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)
  

   = 'U':  Upper triangle of A is stored;

   = 'L':  Lower triangle of A is stored.

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

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

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

• ANORM (input)
  The 1-norm (or infinity-norm) of the symmetric 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(3*N)

• WORK2 (workspace)
  dimension(N)

• INFO (output)
  

   = 0:  successful exit

   < 0:  if INFO  = -i, the i-th argument had an illegal value