dpocon (3)

Functions/Subroutines

subroutine dpocon (UPLO, N, A, LDA, ANORM, RCOND, WORK, IWORK, INFO)

DPOCON

subroutine dpocon (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, double precisionANORM, double precisionRCOND, double precision, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)

DPOCON

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 DPOTRF.

 An estimate is obtained for norm(inv(A)), and the reciprocal of the
 condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).

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 order of the matrix A.  N >= 0.

A

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

LDA

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

ANORM

          ANORM is DOUBLE PRECISION
          The 1-norm (or infinity-norm) of the symmetric matrix A.

RCOND

          RCOND is DOUBLE PRECISION
          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

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

IWORK

          IWORK is INTEGER array, dimension (N)

INFO

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

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

November 2011

Definition at line 121 of file dpocon.f.

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