version 1.8, 2011/07/22 07:38:09
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version 1.9, 2011/11/21 20:43:01
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*> \brief \b DPOCON |
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* |
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* =========== DOCUMENTATION =========== |
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* |
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* Online html documentation available at |
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* http://www.netlib.org/lapack/explore-html/ |
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* |
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*> \htmlonly |
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*> Download DPOCON + dependencies |
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dpocon.f"> |
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*> [TGZ]</a> |
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dpocon.f"> |
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*> [ZIP]</a> |
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dpocon.f"> |
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*> [TXT]</a> |
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*> \endhtmlonly |
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* |
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* Definition: |
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* =========== |
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* |
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* SUBROUTINE DPOCON( UPLO, N, A, LDA, ANORM, RCOND, WORK, IWORK, |
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* INFO ) |
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* |
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* .. Scalar Arguments .. |
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* CHARACTER UPLO |
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* INTEGER INFO, LDA, N |
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* DOUBLE PRECISION ANORM, RCOND |
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* .. |
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* .. Array Arguments .. |
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* INTEGER IWORK( * ) |
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* DOUBLE PRECISION A( LDA, * ), WORK( * ) |
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* .. |
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* |
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* |
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*> \par Purpose: |
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* ============= |
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*> |
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*> \verbatim |
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*> |
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*> DPOCON estimates the reciprocal of the condition number (in the |
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*> 1-norm) of a real symmetric positive definite matrix using the |
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*> Cholesky factorization A = U**T*U or A = L*L**T computed by DPOTRF. |
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*> |
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*> An estimate is obtained for norm(inv(A)), and the reciprocal of the |
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*> condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))). |
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*> \endverbatim |
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* |
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* Arguments: |
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* ========== |
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* |
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*> \param[in] UPLO |
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*> \verbatim |
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*> UPLO is CHARACTER*1 |
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*> = 'U': Upper triangle of A is stored; |
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*> = 'L': Lower triangle of A is stored. |
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*> \endverbatim |
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*> |
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*> \param[in] N |
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*> \verbatim |
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*> N is INTEGER |
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*> The order of the matrix A. N >= 0. |
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*> \endverbatim |
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*> |
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*> \param[in] A |
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*> \verbatim |
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*> A is DOUBLE PRECISION array, dimension (LDA,N) |
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*> The triangular factor U or L from the Cholesky factorization |
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*> A = U**T*U or A = L*L**T, as computed by DPOTRF. |
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*> \endverbatim |
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*> |
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*> \param[in] LDA |
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*> \verbatim |
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*> LDA is INTEGER |
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*> The leading dimension of the array A. LDA >= max(1,N). |
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*> \endverbatim |
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*> |
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*> \param[in] ANORM |
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*> \verbatim |
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*> ANORM is DOUBLE PRECISION |
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*> The 1-norm (or infinity-norm) of the symmetric matrix A. |
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*> \endverbatim |
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*> |
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*> \param[out] RCOND |
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*> \verbatim |
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*> RCOND is DOUBLE PRECISION |
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*> The reciprocal of the condition number of the matrix A, |
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*> computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an |
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*> estimate of the 1-norm of inv(A) computed in this routine. |
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*> \endverbatim |
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*> |
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*> \param[out] WORK |
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*> \verbatim |
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*> WORK is DOUBLE PRECISION array, dimension (3*N) |
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*> \endverbatim |
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*> |
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*> \param[out] IWORK |
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*> \verbatim |
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*> IWORK is INTEGER array, dimension (N) |
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*> \endverbatim |
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*> |
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*> \param[out] INFO |
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*> \verbatim |
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*> INFO is INTEGER |
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*> = 0: successful exit |
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*> < 0: if INFO = -i, the i-th argument had an illegal value |
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*> \endverbatim |
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* |
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* Authors: |
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* ======== |
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* |
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*> \author Univ. of Tennessee |
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*> \author Univ. of California Berkeley |
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*> \author Univ. of Colorado Denver |
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*> \author NAG Ltd. |
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* |
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*> \date November 2011 |
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* |
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*> \ingroup doublePOcomputational |
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* |
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* ===================================================================== |
SUBROUTINE DPOCON( UPLO, N, A, LDA, ANORM, RCOND, WORK, IWORK, |
SUBROUTINE DPOCON( UPLO, N, A, LDA, ANORM, RCOND, WORK, IWORK, |
$ INFO ) |
$ INFO ) |
* |
* |
* -- LAPACK routine (version 3.3.1) -- |
* -- LAPACK computational routine (version 3.4.0) -- |
* -- LAPACK is a software package provided by Univ. of Tennessee, -- |
* -- LAPACK is a software package provided by Univ. of Tennessee, -- |
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- |
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- |
* -- April 2011 -- |
* November 2011 |
* |
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* Modified to call DLACN2 in place of DLACON, 5 Feb 03, SJH. |
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* |
* |
* .. Scalar Arguments .. |
* .. Scalar Arguments .. |
CHARACTER UPLO |
CHARACTER UPLO |
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DOUBLE PRECISION A( LDA, * ), WORK( * ) |
DOUBLE PRECISION A( LDA, * ), WORK( * ) |
* .. |
* .. |
* |
* |
* Purpose |
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* ======= |
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* |
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* DPOCON estimates the reciprocal of the condition number (in the |
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* 1-norm) of a real symmetric positive definite matrix using the |
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* Cholesky factorization A = U**T*U or A = L*L**T computed by DPOTRF. |
|
* |
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* An estimate is obtained for norm(inv(A)), and the reciprocal of the |
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* condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))). |
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* |
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* Arguments |
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* ========= |
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* |
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* UPLO (input) CHARACTER*1 |
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* = 'U': Upper triangle of A is stored; |
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* = 'L': Lower triangle of A is stored. |
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* |
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* N (input) INTEGER |
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* The order of the matrix A. N >= 0. |
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* |
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* A (input) DOUBLE PRECISION array, dimension (LDA,N) |
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* The triangular factor U or L from the Cholesky factorization |
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* A = U**T*U or A = L*L**T, as computed by DPOTRF. |
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* |
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* LDA (input) INTEGER |
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* The leading dimension of the array A. LDA >= max(1,N). |
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* |
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* ANORM (input) DOUBLE PRECISION |
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* The 1-norm (or infinity-norm) of the symmetric matrix A. |
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* |
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* RCOND (output) DOUBLE PRECISION |
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* The reciprocal of the condition number of the matrix A, |
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* computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an |
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* estimate of the 1-norm of inv(A) computed in this routine. |
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* |
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* WORK (workspace) DOUBLE PRECISION array, dimension (3*N) |
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* |
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* IWORK (workspace) INTEGER array, dimension (N) |
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* |
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* INFO (output) INTEGER |
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* = 0: successful exit |
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* < 0: if INFO = -i, the i-th argument had an illegal value |
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* |
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* ===================================================================== |
* ===================================================================== |
* |
* |
* .. Parameters .. |
* .. Parameters .. |