NAME¶

DGECON - estimates the reciprocal of the condition number of a general real matrix A, in either the 1-norm or the infinity-norm, using the LU factorization computed by DGETRF

SYNOPSIS¶

SUBROUTINE DGECON(

NORM, N, A, LDA, ANORM, RCOND, WORK, IWORK, INFO )

CHARACTER NORM INTEGER INFO, LDA, N DOUBLE PRECISION ANORM, RCOND INTEGER IWORK( * ) DOUBLE PRECISION A( LDA, * ), WORK( * )

PURPOSE¶

DGECON estimates the reciprocal of the condition number of a general real matrix A, in either the 1-norm or the infinity-norm, using the LU factorization computed by DGETRF. An estimate is obtained for norm(inv(A)), and the reciprocal of the condition number is computed as
RCOND = 1 / ( norm(A) * norm(inv(A)) ).

ARGUMENTS¶

NORM (input) CHARACTER*1

Specifies whether the 1-norm condition number or the infinity-norm condition number is required:
= '1' or 'O': 1-norm;
= 'I': Infinity-norm.

N (input) INTEGER

The order of the matrix A. N >= 0.

A (input) DOUBLE PRECISION array, dimension (LDA,N)

The factors L and U from the factorization A = P*L*U as computed by DGETRF.

LDA (input) INTEGER

The leading dimension of the array A. LDA >= max(1,N).

ANORM (input) DOUBLE PRECISION

If NORM = '1' or 'O', the 1-norm of the original matrix A. If NORM = 'I', the infinity-norm of the original matrix A.

RCOND (output) DOUBLE PRECISION

The reciprocal of the condition number of the matrix A, computed as RCOND = 1/(norm(A) * norm(inv(A))).

WORK (workspace) DOUBLE PRECISION array, dimension (4*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