Dpocon Dpotrf Dpotri Dpotrs Dppcon Dpptrf Dpptri Dpptrs Dsposv

Dpocon() Sub Dpocon ( Uplo As  String, N As  Long, A() As  Double, ANorm As  Double, RCond As  Double, Info As  Long  ) 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 / (norm(A) * norm(inv(A))). Parameters [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] A() Array A(LA1 - 1, LA2 - 1) (LA1 >= N, LA2 >= 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] 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 Dposv.