GNU/Linux |
CentOS 4.8 |
i386 |
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spocon(l) |
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SPOCON - estimate 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
SUBROUTINE SPOCON( |
UPLO, N, A, LDA, ANORM, RCOND, WORK, IWORK, INFO ) | ||
CHARACTER |
UPLO | ||
INTEGER |
INFO, LDA, N | ||
REAL |
ANORM, RCOND | ||
INTEGER |
IWORK( * ) | ||
REAL |
A( LDA, * ), WORK( * ) |
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))).
UPLO (input) CHARACTER*1
= ’U’: Upper
triangle of A is stored;
= ’L’: Lower triangle of A is stored.
N (input) INTEGER
The order of the matrix A. N >= 0.
A (input) 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 (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
ANORM (input) REAL
The 1-norm (or infinity-norm) of the symmetric 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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spocon(l) | ![]() |