spocon(l) - Linux man page

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