subroutine dptcon (N, D, E, ANORM, RCOND, WORK, INFO)
DPTCON
DPTCON
Purpose:
DPTCON 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 / (ANORM * norm(inv(A))).
Parameters:
N is INTEGER
The order of the matrix A. N >= 0.
D
D is DOUBLE PRECISION array, dimension (N)
The n diagonal elements of the diagonal matrix D from the
factorization of A, as computed by DPTTRF.
E
E is DOUBLE PRECISION array, dimension (N-1)
The (n-1) off-diagonal elements of the unit bidiagonal factor
U or L from the factorization of A, as computed by DPTTRF.
ANORM
ANORM is DOUBLE PRECISION
The 1-norm of the original matrix A.
RCOND
RCOND is DOUBLE PRECISION
The reciprocal of the condition number of the matrix A,
computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is the
1-norm of inv(A) computed in this routine.
WORK
WORK is DOUBLE PRECISION 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:
Further Details:
The method used is described in Nicholas J. Higham, "Efficient Algorithms for Computing the Condition Number of a Tridiagonal Matrix", SIAM J. Sci. Stat. Comput., Vol. 7, No. 1, January 1986.
Definition at line 120 of file dptcon.f.
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