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## dla_porpvgrw()

double precision function dla_porpvgrw | ( | character*1 | uplo,
|  | integer | ncols,
|  | double precision, dimension( lda, * ) | a,
|  | integer | lda,
|  | double precision, dimension( ldaf, * ) | af,
|  | integer | ldaf,
|  | double precision, dimension( * ) | work )

DLA_PORPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a symmetric or Hermitian positive-definite matrix.

Download DLA_PORPVGRW + dependencies [TGZ] [ZIP] [TXT]

Purpose:

      !>
      !>
      !> DLA_PORPVGRW computes the reciprocal pivot growth factor
      !> norm(A)/norm(U). The  norm is used. If this is
      !> much less than 1, the stability of the LU factorization of the
      !> (equilibrated) matrix A could be poor. This also means that the
      !> solution X, estimated condition numbers, and error bounds could be
      !> unreliable.
      !>

Parameters

  [in]

  UPLO

      !>          UPLO is CHARACTER*1
      !>       = 'U':  Upper triangle of A is stored;
      !>       = 'L':  Lower triangle of A is stored.
      !>

  [in]

  NCOLS

      !>          NCOLS is INTEGER
      !>     The number of columns of the matrix A. NCOLS >= 0.
      !>

  [in]

  A

      !>          A is DOUBLE PRECISION array, dimension (LDA,N)
      !>     On entry, the N-by-N matrix A.
      !>

  [in]

  LDA

      !>          LDA is INTEGER
      !>     The leading dimension of the array A.  LDA >= max(1,N).
      !>

  [in]

  AF

      !>          AF is DOUBLE PRECISION array, dimension (LDAF,N)
      !>     The triangular factor U or L from the Cholesky factorization
      !>     A = U**T*U or A = L*L**T, as computed by DPOTRF.
      !>

  [in]

  LDAF

      !>          LDAF is INTEGER
      !>     The leading dimension of the array AF.  LDAF >= max(1,N).
      !>

  [out]

  WORK

      !>          WORK is DOUBLE PRECISION array, dimension (2*N)
      !>

Author
  Univ. of Tennessee
  Univ. of California Berkeley
  Univ. of Colorado Denver
  NAG Ltd.