CPOCON(3)
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
SYNOPSIS
- 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( * )
PURPOSE
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