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Livre :
Expressions régulières,
Syntaxe et mise en oeuvre :
GNU/Linux |
CentOS 4.8 |
i386 |
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dptcon(l) |
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DPTCON - compute the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite tridiagonal matrix using the factorization A = L*D*L**T or A = U**T*D*U computed by DPTTRF
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SUBROUTINE DPTCON( |
N, D, E, ANORM, RCOND, WORK, INFO ) |
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INTEGER |
INFO, N |
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DOUBLE |
PRECISION ANORM, RCOND |
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DOUBLE |
PRECISION D( * ), E( * ), WORK( * ) |
DPTCON computes
the reciprocal of the condition number (in the 1-norm) of a
real symmetric positive definite tridiagonal matrix using
the factorization A = L*D*L**T or A = U**T*D*U computed by
DPTTRF. Norm(inv(A)) is computed by a direct method, and the
reciprocal of the condition number is computed as
RCOND = 1 / (ANORM * norm(inv(A))).
N (input) INTEGER
The order of the matrix A. N >= 0.
D (input) DOUBLE PRECISION array, dimension (N)
The n diagonal elements of the diagonal matrix D from the factorization of A, as computed by DPTTRF.
E (input) DOUBLE PRECISION array, dimension (N-1)
The (n-1) off-diagonal elements of the unit bidiagonal factor U or L from the factorization of A, as computed by DPTTRF.
ANORM (input) DOUBLE PRECISION
The 1-norm of the original matrix A.
RCOND (output) DOUBLE PRECISION
The reciprocal of the condition number of the matrix A, computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is the 1-norm of inv(A) computed in this routine.
WORK (workspace) DOUBLE
PRECISION array, dimension (N)
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal
value
The method used is described in Nicholas J. Higham, "Efficient Algorithms for Computing the Condition Number of a Tridiagonal Matrix", SIAM J. Sci. Stat. Comput., Vol. 7, No. 1, January 1986.
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dptcon(l) | |