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◆ _dpocon()
| void _dpocon |
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char |
uplo, |
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int |
n, |
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int |
lda, |
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double |
a[], |
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double |
anorm, |
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double * |
rcond, |
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double |
work[], |
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int |
iwork[], |
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int * |
info |
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Condition number of a symmetric positive definite matrix
- Purpose
- This routine 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 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))).
- Parameters
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| [in] | uplo | Specifies whether the factor U or L is stored.
= 'U': Upper triangular factor U from the Cholesky factorization A = U^T*U.
= 'L': Lower triangular factor L from the Cholesky factorization A = L*L^T. |
| [in] | n | Order of the matrix A. (n >= 0) (If n = 0, returns rcond = 1) |
| [in] | lda | Leading dimension of the two dimensional array a[][]. (lda >= max(1, n)) |
| [in] | a[][] | Array a[la][lda] (la >= 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] | anorm | The 1-norm (or infinity-norm) of the symmetric matrix A. (anorm >= 0) |
| [out] | rcond | 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[] | Array work[lwork] (lwork >= 3*n)
Work array. |
| [out] | iwork[] | Array iwork[liwork] (liwork >= n)
Work array. |
| [out] | info | = 0: Successful exit
= -1: The argument uplo had an illegal value (uplo != 'U' nor 'L')
= -2: The argument n had an illegal value (n < 0)
= -3: The argument lda had an illegal value (lda < max(1, n))
= -5: The argument anorm had an illegal value (anorm < 0) |
- Reference
- LAPACK
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