Loading...
Searching...
No Matches

## spocon()

subroutine spocon | ( | character | uplo,
|  | integer | n,
|  | real, dimension( lda, * ) | a,
|  | integer | lda,
|  | real | anorm,
|  | real | rcond,
|  | real, dimension( * ) | work,
|  | integer, dimension( * ) | iwork,
|  | integer | info )

SPOCON

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

Purpose:

      !>
      !> SPOCON estimates the reciprocal of the condition number (in the
      !> 1-norm) of a real symmetric positive definite matrix using the
      !> Cholesky factorization A = U**T*U or A = L*L**T computed by SPOTRF.
      !>
      !> An estimate is obtained for norm(inv(A)), and the reciprocal of the
      !> condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
      !>

Parameters

  [in]

  UPLO

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

  [in]

  N

      !>          N is INTEGER
      !>          The order of the matrix A.  N >= 0.
      !>

  [in]

  A

      !>          A is REAL array, dimension (LDA,N)
      !>          The triangular factor U or L from the Cholesky factorization
      !>          A = U**T*U or A = L*L**T, as computed by SPOTRF.
      !>

  [in]

  LDA

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

  [in]

  ANORM

      !>          ANORM is REAL
      !>          The 1-norm (or infinity-norm) of the symmetric matrix A.
      !>

  [out]

  RCOND

      !>          RCOND is 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.
      !>

  [out]

  WORK

      !>          WORK is REAL array, dimension (3*N)
      !>

  [out]

  IWORK

      !>          IWORK is INTEGER array, dimension (N)
      !>

  [out]

  INFO

      !>          INFO is INTEGER
      !>          = 0:  successful exit
      !>          < 0:  if INFO = -i, the i-th argument had an illegal value
      !>

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