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LAPACK version 3.0

cpocon(3)

PURPOSE

CPOCON - 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 computed by CPOTRF

SYNTAX

SUBROUTINE CPOCON( UPLO, N, A, LDA, ANORM, RCOND, WORK, RWORK, INFO ) CHARACTER UPLO INTEGER INFO, LDA, N REAL ANORM, RCOND REAL RWORK( * ) COMPLEX A( LDA, * ), WORK( * )

DESCRIPTION

CPOCON 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 computed by CPOTRF. 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 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 CPOTRF. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). ANORM (input) REAL The 1-norm (or infinity-norm) of the Hermitian matrix A. RCOND (output) REAL 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) COMPLEX array, dimension (2*N) RWORK (workspace) REAL array, dimension (N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value

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