DPOCON(l) ) DPOCON(l)NAMEDPOCON - estimate 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 DPOTRF
SYNOPSIS
SUBROUTINE DPOCON( UPLO, N, A, LDA, ANORM, RCOND, WORK, IWORK, INFO )
CHARACTER UPLO
INTEGER INFO, LDA, N
DOUBLE PRECISION ANORM, RCOND
INTEGER IWORK( * )
DOUBLE PRECISION A( LDA, * ), WORK( * )
PURPOSEDPOCON estimates the reciprocal of the condition number (in the 1-norm)
of a real symmetric positive definite matrix using the Cholesky factor‐
ization A = U**T*U or A = L*L**T computed by DPOTRF. 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.
A (input) DOUBLE PRECISION 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 DPOTRF.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
ANORM (input) DOUBLE PRECISION
The 1-norm (or infinity-norm) of the symmetric matrix A.
RCOND (output) DOUBLE PRECISION
The reciprocal of the condition number of the matrix A, com‐
puted as RCOND = 1/(ANORM * AINVNM), where AINVNM is an esti‐
mate of the 1-norm of inv(A) computed in this routine.
WORK (workspace) DOUBLE PRECISION 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
LAPACK version 3.0 15 June 2000 DPOCON(l)
