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 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131
|
<HTML>
<HEAD><TITLE>MB02TD - SLICOT Library Routine Documentation</TITLE>
</HEAD>
<BODY>
<H2><A Name="MB02TD">MB02TD</A></H2>
<H3>
Estimation of the reciprocal condition number of an upper Hessenberg matrix
</H3>
<A HREF ="#Specification"><B>[Specification]</B></A>
<A HREF ="#Arguments"><B>[Arguments]</B></A>
<A HREF ="#Method"><B>[Method]</B></A>
<A HREF ="#References"><B>[References]</B></A>
<A HREF ="#Comments"><B>[Comments]</B></A>
<A HREF ="#Example"><B>[Example]</B></A>
<P>
<B><FONT SIZE="+1">Purpose</FONT></B>
<PRE>
To estimate the reciprocal of the condition number of an upper
Hessenberg matrix H, in either the 1-norm or the infinity-norm,
using the LU factorization computed by MB02SD.
</PRE>
<A name="Specification"><B><FONT SIZE="+1">Specification</FONT></B></A>
<PRE>
SUBROUTINE MB02TD( NORM, N, HNORM, H, LDH, IPIV, RCOND, IWORK,
$ DWORK, INFO )
C .. Scalar Arguments ..
CHARACTER NORM
INTEGER INFO, LDH, N
DOUBLE PRECISION HNORM, RCOND
C .. Array Arguments ..
INTEGER IPIV( * ), IWORK( * )
DOUBLE PRECISION DWORK( * ), H( LDH, * )
</PRE>
<A name="Arguments"><B><FONT SIZE="+1">Arguments</FONT></B></A>
<P>
<B>Mode Parameters</B>
<PRE>
NORM CHARACTER*1
Specifies whether the 1-norm condition number or the
infinity-norm condition number is required:
= '1' or 'O': 1-norm;
= 'I': Infinity-norm.
</PRE>
<B>Input/Output Parameters</B>
<PRE>
N (input) INTEGER
The order of the matrix H. N >= 0.
HNORM (input) DOUBLE PRECISION
If NORM = '1' or 'O', the 1-norm of the original matrix H.
If NORM = 'I', the infinity-norm of the original matrix H.
H (input) DOUBLE PRECISION array, dimension (LDH,N)
The factors L and U from the factorization H = P*L*U
as computed by MB02SD.
LDH INTEGER
The leading dimension of the array H. LDH >= max(1,N).
IPIV (input) INTEGER array, dimension (N)
The pivot indices; for 1 <= i <= N, row i of the matrix
was interchanged with row IPIV(i).
RCOND (output) DOUBLE PRECISION
The reciprocal of the condition number of the matrix H,
computed as RCOND = 1/(norm(H) * norm(inv(H))).
</PRE>
<B>Workspace</B>
<PRE>
IWORK INTEGER array, dimension (N)
DWORK DOUBLE PRECISION array, dimension (3*N)
</PRE>
<B>Error Indicator</B>
<PRE>
INFO INTEGER
= 0: successful exit;
< 0: if INFO = -i, the i-th argument had an illegal
value.
</PRE>
<A name="Method"><B><FONT SIZE="+1">Method</FONT></B></A>
<PRE>
An estimate is obtained for norm(inv(H)), and the reciprocal of
the condition number is computed as
RCOND = 1 / ( norm(H) * norm(inv(H)) ).
</PRE>
<A name="References"><B><FONT SIZE="+1">References</FONT></B></A>
<PRE>
-
</PRE>
<A name="Numerical Aspects"><B><FONT SIZE="+1">Numerical Aspects</FONT></B></A>
<PRE> 2
The algorithm requires 0( N ) operations.
</PRE>
<A name="Comments"><B><FONT SIZE="+1">Further Comments</FONT></B></A>
<PRE>
None
</PRE>
<A name="Example"><B><FONT SIZE="+1">Example</FONT></B></A>
<P>
<B>Program Text</B>
<PRE>
None
</PRE>
<B>Program Data</B>
<PRE>
None
</PRE>
<B>Program Results</B>
<PRE>
None
</PRE>
<HR>
<p>
<A HREF=..\libindex.html><B>Return to index</B></A></BODY>
</HTML>
|