1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
|
.TH DPBCON l "15 June 2000" "LAPACK version 3.0" ")"
.SH NAME
DPBCON - estimate the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite band matrix using the Cholesky factorization A = U**T*U or A = L*L**T computed by DPBTRF
.SH SYNOPSIS
.TP 19
SUBROUTINE DPBCON(
UPLO, N, KD, AB, LDAB, ANORM, RCOND, WORK,
IWORK, INFO )
.TP 19
.ti +4
CHARACTER
UPLO
.TP 19
.ti +4
INTEGER
INFO, KD, LDAB, N
.TP 19
.ti +4
DOUBLE
PRECISION ANORM, RCOND
.TP 19
.ti +4
INTEGER
IWORK( * )
.TP 19
.ti +4
DOUBLE
PRECISION AB( LDAB, * ), WORK( * )
.SH PURPOSE
DPBCON estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite band matrix using the Cholesky factorization A = U**T*U or A = L*L**T computed by DPBTRF.
An estimate is obtained for norm(inv(A)), and the reciprocal of the
condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
.SH ARGUMENTS
.TP 8
UPLO (input) CHARACTER*1
= 'U': Upper triangular factor stored in AB;
.br
= 'L': Lower triangular factor stored in AB.
.TP 8
N (input) INTEGER
The order of the matrix A. N >= 0.
.TP 8
KD (input) INTEGER
The number of superdiagonals of the matrix A if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. KD >= 0.
.TP 8
AB (input) DOUBLE PRECISION array, dimension (LDAB,N)
The triangular factor U or L from the Cholesky factorization
A = U**T*U or A = L*L**T of the band matrix A, stored in the
first KD+1 rows of the array. The j-th column of U or L is
stored in the j-th column of the array AB as follows:
if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j;
if UPLO ='L', AB(1+i-j,j) = L(i,j) for j<=i<=min(n,j+kd).
.TP 8
LDAB (input) INTEGER
The leading dimension of the array AB. LDAB >= KD+1.
.TP 8
ANORM (input) DOUBLE PRECISION
The 1-norm (or infinity-norm) of the symmetric band matrix A.
.TP 8
RCOND (output) DOUBLE PRECISION
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.
.TP 8
WORK (workspace) DOUBLE PRECISION array, dimension (3*N)
.TP 8
IWORK (workspace) INTEGER array, dimension (N)
.TP 8
INFO (output) INTEGER
= 0: successful exit
.br
< 0: if INFO = -i, the i-th argument had an illegal value
|
