SPOCON(1) | LAPACK routine (version 3.2) | SPOCON(1) |
NAME¶
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
SYNOPSIS¶
- 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( * )
PURPOSE¶
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))).
ARGUMENTS¶
- 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
November 2008 | LAPACK routine (version 3.2) |