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dpocon.f File Reference

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Functions/Subroutines

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

Function/Subroutine Documentation

subroutine dpocon ( character  UPLO,
integer  N,
double precision, dimension( lda, * )  A,
integer  LDA,
double precision  ANORM,
double precision  RCOND,
double precision, dimension( * )  WORK,
integer, dimension( * )  IWORK,
integer  INFO 
)

DPOCON

Download DPOCON + dependencies [TGZ] [ZIP] [TXT]

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
[in]UPLO
          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.
[in]N
          N is INTEGER
          The order of the matrix A.  N >= 0.
[in]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.
[in]LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
[in]ANORM
          ANORM is DOUBLE PRECISION
          The 1-norm (or infinity-norm) of the symmetric matrix A.
[out]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.
[out]WORK
          WORK is DOUBLE PRECISION array, dimension (3*N)
[out]IWORK
          IWORK is INTEGER array, dimension (N)
[out]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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