GNU/Linux |
CentOS 4.8 |
i386 |
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spbcon(l) |
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SPBCON - estimate 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
SUBROUTINE SPBCON( |
UPLO, N, KD, AB, LDAB, ANORM, RCOND, WORK, IWORK, INFO ) | ||
CHARACTER |
UPLO | ||
INTEGER |
INFO, KD, LDAB, N | ||
REAL |
ANORM, RCOND | ||
INTEGER |
IWORK( * ) | ||
REAL |
AB( LDAB, * ), WORK( * ) |
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))).
UPLO (input) CHARACTER*1
= ’U’: Upper
triangular factor stored in AB;
= ’L’: Lower triangular factor stored in AB.
N (input) INTEGER
The order of the matrix A. N >= 0.
KD (input) INTEGER
The number of superdiagonals of the matrix A if UPLO = ’U’, or the number of subdiagonals if UPLO = ’L’. KD >= 0.
AB (input) 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 (input) INTEGER
The leading dimension of the array AB. LDAB >= KD+1.
ANORM (input) REAL
The 1-norm (or infinity-norm) of the symmetric band matrix A.
RCOND (output) 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 (workspace) REAL array,
dimension (3*N)
IWORK (workspace) INTEGER array, dimension (N)
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal
value
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spbcon(l) | ![]() |