SRC/zla_porpvgrw.f(3) | Library Functions Manual | SRC/zla_porpvgrw.f(3) |
NAME
SRC/zla_porpvgrw.f
SYNOPSIS
Functions/Subroutines
double precision function zla_porpvgrw (uplo, ncols, a,
lda, af, ldaf, work)
ZLA_PORPVGRW computes the reciprocal pivot growth factor
norm(A)/norm(U) for a symmetric or Hermitian positive-definite matrix.
Function/Subroutine Documentation
double precision function zla_porpvgrw (character*1 uplo, integer ncols, complex*16, dimension( lda, * ) a, integer lda, complex*16, dimension( ldaf, * ) af, integer ldaf, double precision, dimension( * ) work)
ZLA_PORPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a symmetric or Hermitian positive-definite matrix.
Purpose:
ZLA_PORPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U). The 'max absolute element' norm is used. If this is much less than 1, the stability of the LU factorization of the (equilibrated) matrix A could be poor. This also means that the solution X, estimated condition numbers, and error bounds could be unreliable.
Parameters
UPLO
UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.
NCOLS
NCOLS is INTEGER The number of columns of the matrix A. NCOLS >= 0.
A
A is COMPLEX*16 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 COMPLEX*16 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 ZPOTRF.
LDAF
LDAF is INTEGER The leading dimension of the array AF. LDAF >= max(1,N).
WORK
WORK is DOUBLE PRECISION array, dimension (2*N)
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 105 of file zla_porpvgrw.f.
Author
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