SYNOPSIS

Functions/Subroutines

double precision function dla_porcond (UPLO, N, A, LDA, AF, LDAF, CMODE, C, INFO, WORK, IWORK)

DLA_PORCOND estimates the Skeel condition number for a symmetric positive-definite matrix.

Function/Subroutine Documentation

double precision function dla_porcond (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldaf, * )AF, integerLDAF, integerCMODE, double precision, dimension( * )C, integerINFO, double precision, dimension( * )WORK, integer, dimension( * )IWORK)

DLA_PORCOND estimates the Skeel condition number for a symmetric positive-definite matrix.

Purpose:

    DLA_PORCOND Estimates the Skeel condition number of  op(A) * op2(C)
    where op2 is determined by CMODE as follows
    CMODE =  1    op2(C) = C
    CMODE =  0    op2(C) = I
    CMODE = -1    op2(C) = inv(C)
    The Skeel condition number  cond(A) = norminf( |inv(A)||A| )
    is computed by computing scaling factors R such that
    diag(R)*A*op2(C) is row equilibrated and computing the standard
    infinity-norm condition number.

Parameters:

UPLO

          UPLO is CHARACTER*1
       = 'U':  Upper triangle of A is stored;
       = 'L':  Lower triangle of A is stored.

N

          N is INTEGER
     The number of linear equations, i.e., the order of the
     matrix A.  N >= 0.

A

          A is DOUBLE PRECISION array, dimension (LDA,N)
     On entry, the N-by-N matrix A.

LDA

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

AF

          AF is DOUBLE PRECISION array, dimension (LDAF,N)
     The triangular factor U or L from the Cholesky factorization
     A = U**T*U or A = L*L**T, as computed by DPOTRF.

LDAF

          LDAF is INTEGER
     The leading dimension of the array AF.  LDAF >= max(1,N).

CMODE

          CMODE is INTEGER
     Determines op2(C) in the formula op(A) * op2(C) as follows:
     CMODE =  1    op2(C) = C
     CMODE =  0    op2(C) = I
     CMODE = -1    op2(C) = inv(C)

C

          C is DOUBLE PRECISION array, dimension (N)
     The vector C in the formula op(A) * op2(C).

INFO

          INFO is INTEGER
       = 0:  Successful exit.
     i > 0:  The ith argument is invalid.

WORK

          WORK is DOUBLE PRECISION array, dimension (3*N).
     Workspace.

IWORK

          IWORK is INTEGER array, dimension (N).
     Workspace.

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

September 2012

Definition at line 141 of file dla_porcond.f.

Author

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