pocon(3)

Library Functions Manual

pocon(3)

NAME

pocon - pocon: condition number estimate

SYNOPSIS

Functions

subroutine cpocon (uplo, n, a, lda, anorm, rcond, work, rwork, info)
CPOCON subroutine dpocon (uplo, n, a, lda, anorm, rcond, work, iwork, info)
DPOCON subroutine spocon (uplo, n, a, lda, anorm, rcond, work, iwork, info)
SPOCON subroutine zpocon (uplo, n, a, lda, anorm, rcond, work, rwork, info)
ZPOCON

Detailed Description

Function Documentation

subroutine cpocon (character uplo, integer n, complex, dimension( lda, * ) a, integer lda, real anorm, real rcond, complex, dimension( * ) work, real, dimension( * ) rwork, integer info)

CPOCON

Purpose:

 CPOCON 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))).

Parameters

UPLO

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

          N is INTEGER
          The order of the matrix A.  N >= 0.

          A is COMPLEX array, dimension (LDA,N)
          The triangular factor U or L from the Cholesky factorization
          A = U**H*U or A = L*L**H, as computed by CPOTRF.

LDA

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

ANORM

          ANORM is REAL
          The 1-norm (or infinity-norm) of the Hermitian matrix A.

RCOND

          RCOND is REAL
          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 COMPLEX array, dimension (2*N)

RWORK

          RWORK is REAL 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.

Definition at line 119 of file cpocon.f.

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

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 is INTEGER
          The order of the matrix A.  N >= 0.

          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.

Definition at line 119 of file dpocon.f.

subroutine spocon (character uplo, integer n, real, dimension( lda, * ) a, integer lda, real anorm, real rcond, real, dimension( * ) work, integer, dimension( * ) iwork, integer info)

SPOCON

Purpose:

 SPOCON 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))).

Parameters

UPLO

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

          N is INTEGER
          The order of the matrix A.  N >= 0.

          A is REAL 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 SPOTRF.

LDA

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

ANORM

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

RCOND

          RCOND is REAL
          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 REAL 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.

Definition at line 119 of file spocon.f.

subroutine zpocon (character uplo, integer n, complex16, dimension( lda, ) a, integer lda, double precision anorm, double precision rcond, complex16, dimension( ) work, double precision, dimension( * ) rwork, integer info)

ZPOCON

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 ZPOTRF.
 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 is INTEGER
          The order of the matrix A.  N >= 0.

          A is COMPLEX*16 array, dimension (LDA,N)
          The triangular factor U or L from the Cholesky factorization
          A = U**H*U or A = L*L**H, as computed by ZPOTRF.

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 Hermitian 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 COMPLEX*16 array, dimension (2*N)

RWORK

          RWORK is DOUBLE PRECISION 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.

Definition at line 119 of file zpocon.f.

Author

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