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dgtcon(3P)

NAME

dgtcon - estimate the reciprocal of the condition number of a real tridiagonal matrix A using the LU factorization as computed by DGTTRF

SYNOPSIS

SUBROUTINE DGTCON( NORM, N, DL, D, DU, DU2, IPIV, ANORM, RCOND, WORK, IWORK, INFO )

CHARACTER NORM

INTEGER INFO, N

DOUBLE PRECISION ANORM, RCOND

INTEGER IPIV( ∗ ), IWORK( ∗ )

DOUBLE PRECISION D( ∗ ), DL( ∗ ), DU( ∗ ), DU2( ∗ ), WORK( ∗ )

 

#include <sunperf.h>

void dgtcon(char norm, int n, double ∗dl, double ∗d, double ∗du, double ∗du2, int ∗ipivot, double anorm, double ∗drcond, int ∗info) ;

PURPOSE

DGTCON estimates the reciprocal of the condition number of a real tridiagonal matrix A using the LU factorization as computed by DGTTRF. 
 
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

NORM (input) CHARACTER∗1
Specifies whether the 1-norm condition number or the infinity-norm condition number is required:
= ’1’ or ’O’:  1-norm;
= ’I’:         Infinity-norm.

N (input) INTEGER
The order of the matrix A.  N >= 0.

DL (input) DOUBLE PRECISION array, dimension (N-1)
The (n-1) multipliers that define the matrix L from the LU factorization of A as computed by DGTTRF.

D (input) DOUBLE PRECISION array, dimension (N)
The n diagonal elements of the upper triangular matrix U from the LU factorization of A.

DU (input) DOUBLE PRECISION array, dimension (N-1)
The (n-1) elements of the first superdiagonal of U.

DU2 (input) DOUBLE PRECISION array, dimension (N-2)
The (n-2) elements of the second superdiagonal of U.

IPIV (input) INTEGER array, dimension (N)
The pivot indices; for 1 <= i <= n, row i of the matrix was interchanged with row IPIV(i).  IPIV(i) will always be either i or i+1; IPIV(i) = i indicates a row interchange was not required.

ANORM (input) DOUBLE PRECISION
If NORM = ’1’ or ’O’, the 1-norm of the original matrix A. If NORM = ’I’, the infinity-norm of the original matrix A.

RCOND (output) DOUBLE PRECISION
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) DOUBLE PRECISION array, dimension (2∗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

SunOS 5.0  —  Last change: 10 Dec 1998

Typewritten Software • bear@typewritten.org • Edmonds, WA 98026