*DECK DSPCO SUBROUTINE DSPCO (AP, N, KPVT, RCOND, Z) C***BEGIN PROLOGUE DSPCO C***PURPOSE Factor a real symmetric matrix stored in packed form C by elimination with symmetric pivoting and estimate the C condition number of the matrix. C***LIBRARY SLATEC (LINPACK) C***CATEGORY D2B1A C***TYPE DOUBLE PRECISION (SSPCO-S, DSPCO-D, CHPCO-C, CSPCO-C) C***KEYWORDS CONDITION NUMBER, LINEAR ALGEBRA, LINPACK, C MATRIX FACTORIZATION, PACKED, SYMMETRIC C***AUTHOR Moler, C. B., (U. of New Mexico) C***DESCRIPTION C C DSPCO factors a double precision symmetric matrix stored in C packed form by elimination with symmetric pivoting and estimates C the condition of the matrix. C C IF RCOND is not needed, DSPFA is slightly faster. C To solve A*X = B , follow DSPCO by DSPSL. C To compute INVERSE(A)*C , follow DSPCO by DSPSL. C To compute INVERSE(A) , follow DSPCO by DSPDI. C To compute DETERMINANT(A) , follow DSPCO by DSPDI. C To compute INERTIA(A), follow DSPCO by DSPDI. C C On Entry C C AP DOUBLE PRECISION (N*(N+1)/2) C the packed form of a symmetric matrix A . The C columns of the upper triangle are stored sequentially C in a one-dimensional array of length N*(N+1)/2 . C See comments below for details. C C N INTEGER C the order of the matrix A . C C Output C C AP a block diagonal matrix and the multipliers which C were used to obtain it stored in packed form. C The factorization can be written A = U*D*TRANS(U) C where U is a product of permutation and unit C upper triangular matrices , TRANS(U) is the C transpose of U , and D is block diagonal C with 1 by 1 and 2 by 2 blocks. C C KPVT INTEGER(N) C an integer vector of pivot indices. C C RCOND DOUBLE PRECISION C an estimate of the reciprocal condition of A . C For the system A*X = B , relative perturbations C in A and B of size EPSILON may cause C relative perturbations in X of size EPSILON/RCOND . C If RCOND is so small that the logical expression C 1.0 + RCOND .EQ. 1.0 C is true, then A may be singular to working C precision. In particular, RCOND is zero if C exact singularity is detected or the estimate C underflows. C C Z DOUBLE PRECISION(N) C a work vector whose contents are usually unimportant. C If A is close to a singular matrix, then Z is C an approximate null vector in the sense that C NORM(A*Z) = RCOND*NORM(A)*NORM(Z) . C C Packed Storage C C The following program segment will pack the upper C triangle of a symmetric matrix. C C K = 0 C DO 20 J = 1, N C DO 10 I = 1, J C K = K + 1 C AP(K) = A(I,J) C 10 CONTINUE C 20 CONTINUE C C***REFERENCES J. J. Dongarra, J. R. Bunch, C. B. Moler, and G. W. C Stewart, LINPACK Users' Guide, SIAM, 1979. C***ROUTINES CALLED DASUM, DAXPY, DDOT, DSCAL, DSPFA C***REVISION HISTORY (YYMMDD) C 780814 DATE WRITTEN C 890531 Changed all specific intrinsics to generic. (WRB) C 890831 Modified array declarations. (WRB) C 891107 Modified routine equivalence list. (WRB) C 891107 REVISION DATE from Version 3.2 C 891214 Prologue converted to Version 4.0 format. (BAB) C 900326 Removed duplicate information from DESCRIPTION section. C (WRB) C 920501 Reformatted the REFERENCES section. (WRB) C***END PROLOGUE DSPCO