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◆ Zpocon()
Sub Zpocon |
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Uplo As |
String, |
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N As |
Long, |
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A() As |
Complex, |
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ANorm As |
Double, |
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RCond As |
Double, |
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Info As |
Long |
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Condition number of a Hermitian positive definite matrix
- Purpose
- This routine estimates the reciprocal of the condition number (in the 1-norm) of a Hermitian positive definite matrix using the Cholesky factorization A = U^H*U or A = L*L^H computed by Zpotrf.
An estimate is obtained for norm(inv(A)), and the reciprocal of the condition number is computed as RCond = 1 / (norm(A) * 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^H*U.
= "L": Lower triangular factor L from the Cholesky factorization A = L*L^H. |
[in] | N | Order of the matrix A. (N >= 0) (if N = 0, returns RCond = 1) |
[in] | A() | Array A(LA1 - 1, LA2 - 1) (LA1 >= N, LA2 >= N)
The triangular factor U or L from the Cholesky factorization A = U^H*U or A = L*L^H, as computed by Zpotrf. |
[in] | ANorm | The 1-norm (or infinity-norm) of the Hermitian 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] | 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 A() is invalid.
= -4: The argument ANorm had an illegal value. (ANorm < 0) |
- Reference
- LAPACK
- Example Program
- See example of Zposv.
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