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IRIX 6.2 Development Libraries
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CSICO.z
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CSICO
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1996-03-14
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3KB
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133 lines
CCCCSSSSIIIICCCCOOOO((((3333FFFF)))) CCCCSSSSIIIICCCCOOOO((((3333FFFF))))
NNNNAAAAMMMMEEEE
CSICO - CSICO factors a complex symmetric matrix by elimination with
symmetric pivoting and estimates the condition of the matrix.
If RCOND is not needed, CSIFA is slightly faster. To solve A*X = B ,
follow CSICO by CSISL. To compute INVERSE(A)*C , follow CSICO by CSISL.
To compute INVERSE(A) , follow CSICO by CSIDI. To compute
DETERMINANT(A) , follow CSICO by CSIDI.
SSSSYYYYNNNNOOOOPPPPSSSSYYYYSSSS
SUBROUTINE CSICO(A,LDA,N,KPVT,RCOND,Z)
DDDDEEEESSSSCCCCRRRRIIIIPPPPTTTTIIIIOOOONNNN
On Entry
AAAA COMPLEX(LDA, N)
the symmetric matrix to be factored.
Only the diagonal and upper triangle are used.
LLLLDDDDAAAA INTEGER
the leading dimension of the array A .
NNNN INTEGER
the order of the matrix A . On Return
AAAA a block diagonal matrix and the multipliers which
were used to obtain it.
The factorization can be written A = U*D*TRANS(U)
where U is a product of permutation and unit
upper triangular matrices , TRANS(U) is the
transpose of U , and D is block diagonal
with 1 by 1 and 2 by 2 blocks. KVPT INTEGER(N)
an integer vector of pivot indices.
RRRRCCCCOOOONNNNDDDD REAL
an estimate of the reciprocal condition of A .
For the system A*X = B , relative perturbations
in A and B of size EPSILON may cause
relative perturbations in X of size EPSILON/RCOND .
If RCOND is so small that the logical expression
1.0 + RCOND .EQ. 1.0
is true, then A may be singular to working
precision. In particular, RCOND is zero if
exact singularity is detected or the estimate
underflows.
ZZZZ COMPLEX(N)
a work vector whose contents are usually unimportant.
If A is close to a singular matrix, then Z is
an approximate null vector in the sense that
NORM(A*Z) = RCOND*NORM(A)*NORM(Z) . LINPACK. This version dated
PPPPaaaaggggeeee 1111
CCCCSSSSIIIICCCCOOOO((((3333FFFF)))) CCCCSSSSIIIICCCCOOOO((((3333FFFF))))
08/14/78 . Cleve Moler, University of New Mexico, Argonne National Lab.
Subroutines and Functions LINPACK CSIFA BLAS CAXPY,CDOTU,CSSCAL,SCASUM
Fortran ABS,AIMAG,AMAX1,CMPLX,IABS,REAL
PPPPaaaaggggeeee 2222