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IRIX 6.2 Development Libraries
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SGI IRIX 6.2 Development Libraries.iso
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spocon.z
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spocon
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1996-03-14
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133 lines
SSSSPPPPOOOOCCCCOOOONNNN((((3333FFFF)))) SSSSPPPPOOOOCCCCOOOONNNN((((3333FFFF))))
NNNNAAAAMMMMEEEE
SPOCON - estimate 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
SSSSYYYYNNNNOOOOPPPPSSSSIIIISSSS
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( * )
PPPPUUUURRRRPPPPOOOOSSSSEEEE
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))).
AAAARRRRGGGGUUUUMMMMEEEENNNNTTTTSSSS
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.
PPPPaaaaggggeeee 1111
SSSSPPPPOOOOCCCCOOOONNNN((((3333FFFF)))) SSSSPPPPOOOOCCCCOOOONNNN((((3333FFFF))))
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
PPPPaaaaggggeeee 2222