NAME¶

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

SYNOPSIS¶

SUBROUTINE DPBCON(

UPLO, N, KD, AB, LDAB, ANORM, RCOND, WORK, IWORK, INFO )

CHARACTER UPLO INTEGER INFO, KD, LDAB, N DOUBLE PRECISION ANORM, RCOND INTEGER IWORK( * ) DOUBLE PRECISION AB( LDAB, * ), WORK( * )

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))).

ARGUMENTS¶

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) 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 (input) INTEGER

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

ANORM (input) DOUBLE PRECISION

The 1-norm (or infinity-norm) of the symmetric band 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 an estimate of the 1-norm of inv(A) computed in this routine.

WORK (workspace) DOUBLE PRECISION 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