dpocon(3)

NAME

DPOCON - estimate the reciprocal of the condition number

(in the 1-norm) of a real symmetric positive definite matrix us

ing the Cholesky factorization A = U**T*U or A = L*L**T computed

by DPOTRF

SYNOPSIS

SUBROUTINE  DPOCON(  UPLO,  N, A, LDA, ANORM, RCOND, WORK,
IWORK, INFO )
    CHARACTER      UPLO
    INTEGER        INFO, LDA, N
    DOUBLE         PRECISION ANORM, RCOND
    INTEGER        IWORK( * )
    DOUBLE         PRECISION A( LDA, * ), WORK( * )

PURPOSE

DPOCON estimates the reciprocal of the condition number

(in the 1-norm) of a real symmetric positive definite matrix us

ing the Cholesky factorization A = U**T*U or A = L*L**T computed

by DPOTRF. An estimate is obtained for norm(inv(A)), and the re

ciprocal 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) DOUBLE PRECISION 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 DPOTRF.

LDA (input) INTEGER

The leading dimension of the array A. LDA >=

max(1,N).

ANORM (input) DOUBLE PRECISION

The 1-norm (or infinity-norm) of the symmetric ma

trix 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

DPOCON(3)