sppcon(l) — SunSoft Performance Library
NAME
sppcon - estimate 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
SunSoft, Inc. — Last change: 27 Jun 1995