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spocon.f File Reference

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Functions/Subroutines

subroutine spocon (UPLO, N, A, LDA, ANORM, RCOND, WORK, IWORK, INFO)
 SPOCON More...
 

Function/Subroutine Documentation

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.
Date
November 2011

Definition at line 121 of file spocon.f.

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