subroutine dsycon_3 (UPLO, N, A, LDA, E, IPIV, ANORM, RCOND, WORK, IWORK, INFO)
DSYCON_3
DSYCON_3
Purpose:
DSYCON_3 estimates the reciprocal of the condition number (in the
1-norm) of a real symmetric matrix A using the factorization
computed by DSYTRF_RK or DSYTRF_BK:
A = P*U*D*(U**T)*(P**T) or A = P*L*D*(L**T)*(P**T),
where U (or L) is unit upper (or lower) triangular matrix,
U**T (or L**T) is the transpose of U (or L), P is a permutation
matrix, P**T is the transpose of P, and D is symmetric 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 DSYTRS_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**T)*(P**T);
= 'L': Lower triangular, form is A = P*L*D*(L**T)*(P**T).
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is DOUBLE PRECISION array, dimension (LDA,N)
Diagonal of the block diagonal matrix D and factors U or L
as computed by DSYTRF_RK and DSYTRF_BK:
a) ONLY diagonal elements of the symmetric 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 DOUBLE PRECISION array, dimension (N)
On entry, contains the superdiagonal (or subdiagonal)
elements of the symmetric 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 DSYTRF_RK or DSYTRF_BK.
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 an
estimate of the 1-norm of inv(A) computed in this routine.
WORK
WORK is DOUBLE PRECISION 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 dsycon_3.f.
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