XLPack 6.1
C/C++ API Reference Manual (Basic module)
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◆ _dpocon()

void _dpocon ( char  uplo,
int  n,
int  lda,
double  a[],
double  anorm,
double *  rcond,
double  work[],
int  iwork[],
int *  info 
)

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
[in]uploSpecifies 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]nOrder of the matrix A. (n >= 0) (If n = 0, returns rcond = 1)
[in]ldaLeading 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]anormThe 1-norm (or infinity-norm) of the symmetric matrix A. (anorm >= 0)
[out]rcondThe 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