zpocon(3)
NAME
- ZPOCON - estimate the reciprocal of the condition number
- (in the 1-norm) of a complex Hermitian positive definite matrix
- using the Cholesky factorization A = U**H*U or A = L*L**H comput
- ed by ZPOTRF
SYNOPSIS
SUBROUTINE ZPOCON( UPLO, N, A, LDA, ANORM, RCOND, WORK,
RWORK, INFO )
CHARACTER UPLO
INTEGER INFO, LDA, N
DOUBLE PRECISION ANORM, RCOND
DOUBLE PRECISION RWORK( * )
COMPLEX*16 A( LDA, * ), WORK( * )
PURPOSE
- ZPOCON estimates the reciprocal of the condition number
- (in the 1-norm) of a complex Hermitian positive definite matrix
- using the Cholesky factorization A = U**H*U or A = L*L**H comput
- ed by ZPOTRF. 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 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) COMPLEX*16 array, dimension (LDA,N)
- The triangular factor U or L from the Cholesky
- factorization A = U**H*U or A = L*L**H, as computed by ZPOTRF.
- 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 Hermitian 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) COMPLEX*16 array, dimension (2*N)
- RWORK (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
- LAPACK version 3.0 15 June 2000