dptcon(3)
NAME
- DPTCON - compute the reciprocal of the condition number
- (in the 1-norm) of a real symmetric positive definite tridiagonal
- matrix using the factorization A = L*D*L**T or A = U**T*D*U com
- puted by DPTTRF
SYNOPSIS
SUBROUTINE DPTCON( N, D, E, ANORM, RCOND, WORK, INFO )
INTEGER INFO, N
DOUBLE PRECISION ANORM, RCOND
DOUBLE PRECISION D( * ), E( * ), WORK( * )
PURPOSE
- DPTCON computes the reciprocal of the condition number (in
- the 1-norm) of a real symmetric positive definite tridiagonal ma
- trix using the factorization A = L*D*L**T or A = U**T*D*U comput
- ed by DPTTRF. Norm(inv(A)) is computed by a direct method, and
- the reciprocal of the condition number is computed as
- RCOND = 1 / (ANORM * norm(inv(A))).
ARGUMENTS
- N (input) INTEGER
- The order of the matrix A. N >= 0.
- D (input) DOUBLE PRECISION array, dimension (N)
- The n diagonal elements of the diagonal matrix D
- from the factorization of A, as computed by DPTTRF.
- E (input) DOUBLE PRECISION array, dimension (N-1)
- The (n-1) off-diagonal elements of the unit bidi
- agonal factor U or L from the factorization of A, as computed by
- DPTTRF.
- ANORM (input) DOUBLE PRECISION
- The 1-norm of the original 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
- the 1-norm of inv(A) computed in this routine.
- WORK (workspace) DOUBLE PRECISION array, dimension (N)
- INFO (output) INTEGER
- = 0: successful exit
< 0: if INFO = -i, the i-th argument had an ille
- gal value
FURTHER DETAILS
- The method used is described in Nicholas J. Higham, "Effi
- cient Algorithms for Computing the Condition Number of a Tridiag
- onal Matrix", SIAM J. Sci. Stat. Comput., Vol. 7, No. 1, January
- 1986.
- LAPACK version 3.0 15 June 2000