pbcon(3) Library Functions Manual pbcon(3)

pbcon - pbcon: condition number estimate


subroutine cpbcon (uplo, n, kd, ab, ldab, anorm, rcond, work, rwork, info)
CPBCON subroutine dpbcon (uplo, n, kd, ab, ldab, anorm, rcond, work, iwork, info)
DPBCON subroutine spbcon (uplo, n, kd, ab, ldab, anorm, rcond, work, iwork, info)
SPBCON subroutine zpbcon (uplo, n, kd, ab, ldab, anorm, rcond, work, rwork, info)
ZPBCON

CPBCON

Purpose:

!>
!> CPBCON estimates the reciprocal of the condition number (in the
!> 1-norm) of a complex Hermitian positive definite band matrix using
!> the Cholesky factorization A = U**H*U or A = L*L**H computed by
!> CPBTRF.
!>
!> 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 triangular factor stored in AB;
!>          = 'L':  Lower triangular factor stored in AB.
!> 

N

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

KD

!>          KD is INTEGER
!>          The number of superdiagonals of the matrix A if UPLO = 'U',
!>          or the number of sub-diagonals if UPLO = 'L'.  KD >= 0.
!> 

AB

!>          AB is COMPLEX array, dimension (LDAB,N)
!>          The triangular factor U or L from the Cholesky factorization
!>          A = U**H*U or A = L*L**H of the band matrix A, stored in the
!>          first KD+1 rows of the array.  The j-th column of U or L is
!>          stored in the j-th column of the array AB as follows:
!>          if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j;
!>          if UPLO ='L', AB(1+i-j,j)    = L(i,j) for j<=i<=min(n,j+kd).
!> 

LDAB

!>          LDAB is INTEGER
!>          The leading dimension of the array AB.  LDAB >= KD+1.
!> 

ANORM

!>          ANORM is REAL
!>          The 1-norm (or infinity-norm) of the Hermitian band 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 131 of file cpbcon.f.

DPBCON

Purpose:

!>
!> DPBCON estimates the reciprocal of the condition number (in the
!> 1-norm) of a real symmetric positive definite band matrix using the
!> Cholesky factorization A = U**T*U or A = L*L**T computed by DPBTRF.
!>
!> 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 triangular factor stored in AB;
!>          = 'L':  Lower triangular factor stored in AB.
!> 

N

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

KD

!>          KD is INTEGER
!>          The number of superdiagonals of the matrix A if UPLO = 'U',
!>          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.
!> 

AB

!>          AB is DOUBLE PRECISION array, dimension (LDAB,N)
!>          The triangular factor U or L from the Cholesky factorization
!>          A = U**T*U or A = L*L**T of the band matrix A, stored in the
!>          first KD+1 rows of the array.  The j-th column of U or L is
!>          stored in the j-th column of the array AB as follows:
!>          if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j;
!>          if UPLO ='L', AB(1+i-j,j)    = L(i,j) for j<=i<=min(n,j+kd).
!> 

LDAB

!>          LDAB is INTEGER
!>          The leading dimension of the array AB.  LDAB >= KD+1.
!> 

ANORM

!>          ANORM is DOUBLE PRECISION
!>          The 1-norm (or infinity-norm) of the symmetric band 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 130 of file dpbcon.f.

SPBCON

Purpose:

!>
!> SPBCON estimates the reciprocal of the condition number (in the
!> 1-norm) of a real symmetric positive definite band matrix using the
!> Cholesky factorization A = U**T*U or A = L*L**T computed by SPBTRF.
!>
!> 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 triangular factor stored in AB;
!>          = 'L':  Lower triangular factor stored in AB.
!> 

N

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

KD

!>          KD is INTEGER
!>          The number of superdiagonals of the matrix A if UPLO = 'U',
!>          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.
!> 

AB

!>          AB is REAL array, dimension (LDAB,N)
!>          The triangular factor U or L from the Cholesky factorization
!>          A = U**T*U or A = L*L**T of the band matrix A, stored in the
!>          first KD+1 rows of the array.  The j-th column of U or L is
!>          stored in the j-th column of the array AB as follows:
!>          if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j;
!>          if UPLO ='L', AB(1+i-j,j)    = L(i,j) for j<=i<=min(n,j+kd).
!> 

LDAB

!>          LDAB is INTEGER
!>          The leading dimension of the array AB.  LDAB >= KD+1.
!> 

ANORM

!>          ANORM is REAL
!>          The 1-norm (or infinity-norm) of the symmetric band 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 130 of file spbcon.f.

ZPBCON

Purpose:

!>
!> ZPBCON estimates the reciprocal of the condition number (in the
!> 1-norm) of a complex Hermitian positive definite band matrix using
!> the Cholesky factorization A = U**H*U or A = L*L**H computed by
!> ZPBTRF.
!>
!> 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 triangular factor stored in AB;
!>          = 'L':  Lower triangular factor stored in AB.
!> 

N

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

KD

!>          KD is INTEGER
!>          The number of superdiagonals of the matrix A if UPLO = 'U',
!>          or the number of sub-diagonals if UPLO = 'L'.  KD >= 0.
!> 

AB

!>          AB is COMPLEX*16 array, dimension (LDAB,N)
!>          The triangular factor U or L from the Cholesky factorization
!>          A = U**H*U or A = L*L**H of the band matrix A, stored in the
!>          first KD+1 rows of the array.  The j-th column of U or L is
!>          stored in the j-th column of the array AB as follows:
!>          if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j;
!>          if UPLO ='L', AB(1+i-j,j)    = L(i,j) for j<=i<=min(n,j+kd).
!> 

LDAB

!>          LDAB is INTEGER
!>          The leading dimension of the array AB.  LDAB >= KD+1.
!> 

ANORM

!>          ANORM is DOUBLE PRECISION
!>          The 1-norm (or infinity-norm) of the Hermitian band 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 131 of file zpbcon.f.

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