XLPack 7.0
XLPack Numerical Library (Excel VBA) Reference Manual
Loading...
Searching...
No Matches

◆ Dptcon()

Sub Dptcon ( N As  Long,
D() As  Double,
E() As  Double,
ANorm As  Double,
RCond As  Double,
Info As  Long 
)

Condition number of a symmetric positive definite tridiagonal matrix

Purpose
This routine computes the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite tridiagonal matrix using the factorization A = L*D*L^T or A = U^T*D*U computed by Dpttrf.

Norm(inv(A)) is computed by a direct method, and the reciprocal of the condition number is computed as
RCond = 1 / (norm(A) * norm(inv(A))).
Parameters
[in]NOrder of the matrix A. (N >= 0) (If N = 0, returns RCond = 1)
[in]D()Array D(LD - 1) (LD >= N)
N diagonal elements of the diagonal matrix D from the factorization of A, as computed by Dpttrf.
[in]E()Array E(LE - 1) (LE >= N - 1)
N-1 sub-diagonal elements of the unit bidiagonal factor U or L from the factorization of A, as computed by Dpttrf.
[in]ANormThe 1-norm of the original matrix A. (ANorm >= 0)
[out]RCondThe reciprocal of the condition number of the matrix A, computed as RCond = 1/(ANorm * Ainvnm), where Ainvnm is the1-norm of inv(A) computed in this routine.
[out]Info= 0: Successful exit.
= -1: The argument N had an illegal value. (N < 0)
= -2: The argument D() is invalid.
= -3: The argument E() is invalid.
= -4: The argument ANorm had an illegal value. (ANorm < 0)
Reference
LAPACK
Example Program
See example of Dptsv.