subroutine spocon (UPLO, N, A, LDA, ANORM, RCOND, WORK, IWORK, INFO)
SPOCON
SPOCON
Purpose:
SPOCON estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite matrix using the Cholesky factorization A = U**T*U or A = L*L**T computed by SPOTRF. An estimate is obtained for norm(inv(A)), and the reciprocal of the condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
Parameters:
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is REAL array, dimension (LDA,N)
The triangular factor U or L from the Cholesky factorization
A = U**T*U or A = L*L**T, as computed by SPOTRF.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
ANORM
ANORM is REAL
The 1-norm (or infinity-norm) of the symmetric 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 REAL array, dimension (3*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:
Definition at line 123 of file spocon.f.
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