DPOCON
Modified to call DLACN2 in place of DLACON, 5 Feb 03, SJH.
Purpose
DPOCON 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 DPOTRF.
An estimate is obtained for norm(inv(A)), and the reciprocal of the
condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
1-norm) of a real symmetric positive definite matrix using 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 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) 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 matrix A.
|
| RCOND |
(output) DOUBLE PRECISION
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. |
| 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 illegal value |