|
|
◆ Dgecon()
| Sub Dgecon |
( |
Norm As |
String, |
|
|
N As |
Long, |
|
|
A() As |
Double, |
|
|
ANorm As |
Double, |
|
|
RCond As |
Double, |
|
|
Info As |
Long |
|
) |
| |
Condition number of a general matrix
- Purpose
- This routine estimates the reciprocal of the condition number of a general real matrix A, in either the 1-norm or the infinity-norm, using the LU factorization computed by Dgetrf, Dgesv or Dgesvx.
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
-
| [in] | Norm | Specifies whether the 1-norm condition number or the infinity-norm condition number is required.
= "1" or "O": 1-norm
= "I": Infinity-norm |
| [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)
Factors L and U from the factorization A = P*L*U as computed by Dgetrf, Dgesv or Dgesvx. |
| [in] | ANorm | Norm = "1" or "O": The 1-norm of the original matrix A (ANorm >= 0)
Norm = "I": The infinity-norm of the original matrix A (ANorm >= 0) |
| [out] | RCond | The reciprocal of the condition number of the matrix A, computed as RCond = 1/(norm(A) * norm(inv(A))). |
| [out] | Info | = 0: Successful exit.
= -1: The argument Norm had an illegal value. (Norm <> "1", "O" nor "I")
= -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 Dgesv.
|