SPPCON(3)
estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite packed matrix using the Cholesky factorization A = U**T*U or A = L*L**T computed by SPPTRF
SYNOPSIS
- SUBROUTINE SPPCON(
-
UPLO, N, AP, ANORM, RCOND, WORK, IWORK, INFO )
-
CHARACTER
UPLO
-
INTEGER
INFO, N
-
REAL
ANORM, RCOND
-
INTEGER
IWORK( * )
-
REAL
AP( * ), WORK( * )
PURPOSE
SPPCON estimates the reciprocal of the condition number (in the
1-norm) of a real symmetric positive definite packed matrix using
the Cholesky factorization A = U**T*U or A = L*L**T computed by
SPPTRF.
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.
- AP (input) REAL array, dimension (N*(N+1)/2)
-
The triangular factor U or L from the Cholesky factorization
A = U**T*U or A = L*L**T, packed columnwise in a linear
array. The j-th column of U or L is stored in the array AP
as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = U(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = L(i,j) for j<=i<=n.
- ANORM (input) REAL
-
The 1-norm (or infinity-norm) of the symmetric 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) REAL 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