CXML
LAPACK version 3.0
dpocon(3)
PURPOSE
DPOCON - estimate 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 DPOTRFSYNTAX
SUBROUTINE DPOCON( UPLO, N, A, LDA, ANORM, RCOND, WORK, IWORK, INFO ) CHARACTER UPLO INTEGER INFO, LDA, N DOUBLE PRECISION ANORM, RCOND INTEGER IWORK( * ) DOUBLE PRECISION A( LDA, * ), WORK( * )DESCRIPTION
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))).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