*DECK SPOCO SUBROUTINE SPOCO (A, LDA, N, RCOND, Z, INFO) C***BEGIN PROLOGUE SPOCO C***PURPOSE Factor a real symmetric positive definite matrix C and estimate the condition number of the matrix. C***LIBRARY SLATEC (LINPACK) C***CATEGORY D2B1B C***TYPE SINGLE PRECISION (SPOCO-S, DPOCO-D, CPOCO-C) C***KEYWORDS CONDITION NUMBER, LINEAR ALGEBRA, LINPACK, C MATRIX FACTORIZATION, POSITIVE DEFINITE C***AUTHOR Moler, C. B., (U. of New Mexico) C***DESCRIPTION C C SPOCO factors a real symmetric positive definite matrix C and estimates the condition of the matrix. C C If RCOND is not needed, SPOFA is slightly faster. C To solve A*X = B , follow SPOCO by SPOSL. C To compute INVERSE(A)*C , follow SPOCO by SPOSL. C To compute DETERMINANT(A) , follow SPOCO by SPODI. C To compute INVERSE(A) , follow SPOCO by SPODI. C C On Entry C C A REAL(LDA, N) C the symmetric matrix to be factored. Only the C diagonal and upper triangle are used. C C LDA INTEGER C the leading dimension of the array A . C C N INTEGER C the order of the matrix A . C C On Return C C A an upper triangular matrix R so that A = TRANS(R)*R C where TRANS(R) is the transpose. C The strict lower triangle is unaltered. C If INFO .NE. 0 , the factorization is not complete. C C RCOND REAL 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. If INFO .NE. 0 , RCOND is unchanged. C C Z REAL(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 If INFO .NE. 0 , Z is unchanged. C C INFO INTEGER C = 0 for normal return. C = K signals an error condition. The leading minor C of order K is not positive definite. 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 SASUM, SAXPY, SDOT, SPOFA, SSCAL C***REVISION HISTORY (YYMMDD) C 780814 DATE WRITTEN C 890531 Changed all specific intrinsics to generic. (WRB) C 890831 Modified array declarations. (WRB) C 890831 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 SPOCO