subroutine checon_3 (UPLO, N, A, LDA, E, IPIV, ANORM, RCOND, WORK, INFO)
CHECON_3
CHECON_3
Purpose:
CHECON_3 estimates the reciprocal of the condition number (in the
1-norm) of a complex Hermitian matrix A using the factorization
computed by CHETRF_RK or CHETRF_BK:
A = P*U*D*(U**H)*(P**T) or A = P*L*D*(L**H)*(P**T),
where U (or L) is unit upper (or lower) triangular matrix,
U**H (or L**H) is the conjugate of U (or L), P is a permutation
matrix, P**T is the transpose of P, and D is Hermitian and block
diagonal with 1-by-1 and 2-by-2 diagonal blocks.
An estimate is obtained for norm(inv(A)), and the reciprocal of the
condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
This routine uses BLAS3 solver CHETRS_3.
Parameters:
UPLO is CHARACTER*1
Specifies whether the details of the factorization are
stored as an upper or lower triangular matrix:
= 'U': Upper triangular, form is A = P*U*D*(U**H)*(P**T);
= 'L': Lower triangular, form is A = P*L*D*(L**H)*(P**T).
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
Diagonal of the block diagonal matrix D and factors U or L
as computed by CHETRF_RK and CHETRF_BK:
a) ONLY diagonal elements of the Hermitian block diagonal
matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
(superdiagonal (or subdiagonal) elements of D
should be provided on entry in array E), and
b) If UPLO = 'U': factor U in the superdiagonal part of A.
If UPLO = 'L': factor L in the subdiagonal part of A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
E
E is COMPLEX array, dimension (N)
On entry, contains the superdiagonal (or subdiagonal)
elements of the Hermitian block diagonal matrix D
with 1-by-1 or 2-by-2 diagonal blocks, where
If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not referenced;
If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced.
NOTE: For 1-by-1 diagonal block D(k), where
1 <= k <= N, the element E(k) is not referenced in both
UPLO = 'U' or UPLO = 'L' cases.
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by CHETRF_RK or CHETRF_BK.
ANORM
ANORM is REAL
The 1-norm of the original matrix A.
RCOND
RCOND is REAL
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.
WORK
WORK is COMPLEX array, dimension (2*N)
IWORK
IWORK is INTEGER array, dimension (N)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author:
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
Contributors:
June 2017, Igor Kozachenko, Computer Science Division, University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas, School of Mathematics, University of Manchester
Definition at line 173 of file checon_3.f.
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