CHECON(3)
estimates the reciprocal of the condition number of a complex Hermitian matrix A using the factorization A = U*D*U**H or A = L*D*L**H computed by CHETRF
SYNOPSIS
- SUBROUTINE CHECON(
-
UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK,
INFO )
-
CHARACTER
UPLO
-
INTEGER
INFO, LDA, N
-
REAL
ANORM, RCOND
-
INTEGER
IPIV( * )
-
COMPLEX
A( LDA, * ), WORK( * )
PURPOSE
CHECON estimates the reciprocal of the condition number of a complex
Hermitian matrix A using the factorization A = U*D*U**H or
A = L*D*L**H computed by CHETRF.
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
-
Specifies whether the details of the factorization are stored
as an upper or lower triangular matrix.
= 'U': Upper triangular, form is A = U*D*U**H;
= 'L': Lower triangular, form is A = L*D*L**H.
- N (input) INTEGER
-
The order of the matrix A. N >= 0.
- A (input) COMPLEX array, dimension (LDA,N)
-
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by CHETRF.
- LDA (input) INTEGER
-
The leading dimension of the array A. LDA >= max(1,N).
- IPIV (input) INTEGER array, dimension (N)
-
Details of the interchanges and the block structure of D
as determined by CHETRF.
- ANORM (input) REAL
-
The 1-norm of the original 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)
-
- INFO (output) INTEGER
-
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value