dpbcon(3)
NAME
- DPBCON - estimate 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 comput
- ed 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 comput
- ed 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 ma
- trix 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 ille
- gal value
- LAPACK version 3.0 15 June 2000