la_porcond - la_porcond: Skeel condition number estimate
Contents
Detailed Description
Function Documentation
realfunctioncla_porcond_c(characteruplo,integern,complex,dimension(lda,*)a,integerlda,complex,dimension(ldaf,*)af,integerldaf,real,dimension(*)c,logicalcapply,integerinfo,complex,dimension(*)work,real,dimension(*)rwork)CLA_PORCOND_C computes the infinity norm condition number of op(A)*inv(diag(c)) for Hermitian positive-
definite matrices.
Purpose:
CLA_PORCOND_C Computes the infinity norm condition number of
op(A) * inv(diag(C)) where C is a REAL vector
ParametersUPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The number of linear equations, i.e., the order of the
matrix A. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the N-by-N matrix A
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
AF
AF is COMPLEX array, dimension (LDAF,N)
The triangular factor U or L from the Cholesky factorization
A = U**H*U or A = L*L**H, as computed by CPOTRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >= max(1,N).
C
C is REAL array, dimension (N)
The vector C in the formula op(A) * inv(diag(C)).
CAPPLY
CAPPLY is LOGICAL
If .TRUE. then access the vector C in the formula above.
INFO
INFO is INTEGER
= 0: Successful exit.
i > 0: The ith argument is invalid.
WORK
WORK is COMPLEX array, dimension (2*N).
Workspace.
RWORK
RWORK is REAL array, dimension (N).
Workspace.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
realfunctioncla_porcond_x(characteruplo,integern,complex,dimension(lda,*)a,integerlda,complex,dimension(ldaf,*)af,integerldaf,complex,dimension(*)x,integerinfo,complex,dimension(*)work,real,dimension(*)rwork)CLA_PORCOND_X computes the infinity norm condition number of op(A)*diag(x) for Hermitian positive-
definite matrices.
Purpose:
CLA_PORCOND_X Computes the infinity norm condition number of
op(A) * diag(X) where X is a COMPLEX vector.
ParametersUPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The number of linear equations, i.e., the order of the
matrix A. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the N-by-N matrix A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
AF
AF is COMPLEX array, dimension (LDAF,N)
The triangular factor U or L from the Cholesky factorization
A = U**H*U or A = L*L**H, as computed by CPOTRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >= max(1,N).
X
X is COMPLEX array, dimension (N)
The vector X in the formula op(A) * diag(X).
INFO
INFO is INTEGER
= 0: Successful exit.
i > 0: The ith argument is invalid.
WORK
WORK is COMPLEX array, dimension (2*N).
Workspace.
RWORK
RWORK is REAL array, dimension (N).
Workspace.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
doubleprecisionfunctiondla_porcond(characteruplo,integern,doubleprecision,dimension(lda,*)a,integerlda,doubleprecision,dimension(ldaf,*)af,integerldaf,integercmode,doubleprecision,dimension(*)c,integerinfo,doubleprecision,dimension(*)work,integer,dimension(*)iwork)DLA_PORCOND estimates the Skeel condition number for a symmetric positive-definite matrix.
Purpose:
DLA_PORCOND Estimates the Skeel condition number of op(A) * op2(C)
where op2 is determined by CMODE as follows
CMODE = 1 op2(C) = C
CMODE = 0 op2(C) = I
CMODE = -1 op2(C) = inv(C)
The Skeel condition number cond(A) = norminf( |inv(A)||A| )
is computed by computing scaling factors R such that
diag(R)*A*op2(C) is row equilibrated and computing the standard
infinity-norm condition number.
ParametersUPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The number of linear equations, i.e., the order of the
matrix A. N >= 0.
A
A is DOUBLE PRECISION array, dimension (LDA,N)
On entry, the N-by-N matrix A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
AF
AF is DOUBLE PRECISION array, dimension (LDAF,N)
The triangular factor U or L from the Cholesky factorization
A = U**T*U or A = L*L**T, as computed by DPOTRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >= max(1,N).
CMODE
CMODE is INTEGER
Determines op2(C) in the formula op(A) * op2(C) as follows:
CMODE = 1 op2(C) = C
CMODE = 0 op2(C) = I
CMODE = -1 op2(C) = inv(C)
C
C is DOUBLE PRECISION array, dimension (N)
The vector C in the formula op(A) * op2(C).
INFO
INFO is INTEGER
= 0: Successful exit.
i > 0: The ith argument is invalid.
WORK
WORK is DOUBLE PRECISION array, dimension (3*N).
Workspace.
IWORK
IWORK is INTEGER array, dimension (N).
Workspace.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
realfunctionsla_porcond(characteruplo,integern,real,dimension(lda,*)a,integerlda,real,dimension(ldaf,*)af,integerldaf,integercmode,real,dimension(*)c,integerinfo,real,dimension(*)work,integer,dimension(*)iwork)SLA_PORCOND estimates the Skeel condition number for a symmetric positive-definite matrix.
Purpose:
SLA_PORCOND Estimates the Skeel condition number of op(A) * op2(C)
where op2 is determined by CMODE as follows
CMODE = 1 op2(C) = C
CMODE = 0 op2(C) = I
CMODE = -1 op2(C) = inv(C)
The Skeel condition number cond(A) = norminf( |inv(A)||A| )
is computed by computing scaling factors R such that
diag(R)*A*op2(C) is row equilibrated and computing the standard
infinity-norm condition number.
ParametersUPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The number of linear equations, i.e., the order of the
matrix A. N >= 0.
A
A is REAL array, dimension (LDA,N)
On entry, the N-by-N matrix A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
AF
AF is REAL array, dimension (LDAF,N)
The triangular factor U or L from the Cholesky factorization
A = U**T*U or A = L*L**T, as computed by SPOTRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >= max(1,N).
CMODE
CMODE is INTEGER
Determines op2(C) in the formula op(A) * op2(C) as follows:
CMODE = 1 op2(C) = C
CMODE = 0 op2(C) = I
CMODE = -1 op2(C) = inv(C)
C
C is REAL array, dimension (N)
The vector C in the formula op(A) * op2(C).
INFO
INFO is INTEGER
= 0: Successful exit.
i > 0: The ith argument is invalid.
WORK
WORK is REAL array, dimension (3*N).
Workspace.
IWORK
IWORK is INTEGER array, dimension (N).
Workspace.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
doubleprecisionfunctionzla_porcond_c(characteruplo,integern,complex*16,dimension(lda,*)a,integerlda,complex*16,dimension(ldaf,*)af,integerldaf,doubleprecision,dimension(*)c,logicalcapply,integerinfo,complex*16,dimension(*)work,doubleprecision,dimension(*)rwork)ZLA_PORCOND_C computes the infinity norm condition number of op(A)*inv(diag(c)) for Hermitian positive-
definite matrices.
Purpose:
ZLA_PORCOND_C Computes the infinity norm condition number of
op(A) * inv(diag(C)) where C is a DOUBLE PRECISION vector
ParametersUPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The number of linear equations, i.e., the order of the
matrix A. N >= 0.
A
A is COMPLEX*16 array, dimension (LDA,N)
On entry, the N-by-N matrix A
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
AF
AF is COMPLEX*16 array, dimension (LDAF,N)
The triangular factor U or L from the Cholesky factorization
A = U**H*U or A = L*L**H, as computed by ZPOTRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >= max(1,N).
C
C is DOUBLE PRECISION array, dimension (N)
The vector C in the formula op(A) * inv(diag(C)).
CAPPLY
CAPPLY is LOGICAL
If .TRUE. then access the vector C in the formula above.
INFO
INFO is INTEGER
= 0: Successful exit.
i > 0: The ith argument is invalid.
WORK
WORK is COMPLEX*16 array, dimension (2*N).
Workspace.
RWORK
RWORK is DOUBLE PRECISION array, dimension (N).
Workspace.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
doubleprecisionfunctionzla_porcond_x(characteruplo,integern,complex*16,dimension(lda,*)a,integerlda,complex*16,dimension(ldaf,*)af,integerldaf,complex*16,dimension(*)x,integerinfo,complex*16,dimension(*)work,doubleprecision,dimension(*)rwork)ZLA_PORCOND_X computes the infinity norm condition number of op(A)*diag(x) for Hermitian positive-
definite matrices.
Purpose:
ZLA_PORCOND_X Computes the infinity norm condition number of
op(A) * diag(X) where X is a COMPLEX*16 vector.
ParametersUPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The number of linear equations, i.e., the order of the
matrix A. N >= 0.
A
A is COMPLEX*16 array, dimension (LDA,N)
On entry, the N-by-N matrix A.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
AF
AF is COMPLEX*16 array, dimension (LDAF,N)
The triangular factor U or L from the Cholesky factorization
A = U**H*U or A = L*L**H, as computed by ZPOTRF.
LDAF
LDAF is INTEGER
The leading dimension of the array AF. LDAF >= max(1,N).
X
X is COMPLEX*16 array, dimension (N)
The vector X in the formula op(A) * diag(X).
INFO
INFO is INTEGER
= 0: Successful exit.
i > 0: The ith argument is invalid.
WORK
WORK is COMPLEX*16 array, dimension (2*N).
Workspace.
RWORK
RWORK is DOUBLE PRECISION array, dimension (N).
Workspace.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Name
la_porcond - la_porcond: Skeel condition number estimate
Synopsis
Functions
real function cla_porcond_c (uplo, n, a, lda, af, ldaf, c, capply, info, work, rwork)
CLA_PORCOND_C computes the infinity norm condition number of op(A)*inv(diag(c)) for Hermitian
positive-definite matrices.
real function cla_porcond_x (uplo, n, a, lda, af, ldaf, x, info, work, rwork)
CLA_PORCOND_X computes the infinity norm condition number of op(A)*diag(x) for Hermitian positive-
definite matrices.
double precision function dla_porcond (uplo, n, a, lda, af, ldaf, cmode, c, info, work, iwork)
DLA_PORCOND estimates the Skeel condition number for a symmetric positive-definite matrix.
real function sla_porcond (uplo, n, a, lda, af, ldaf, cmode, c, info, work, iwork)
SLA_PORCOND estimates the Skeel condition number for a symmetric positive-definite matrix.
double precision function zla_porcond_c (uplo, n, a, lda, af, ldaf, c, capply, info, work, rwork)
ZLA_PORCOND_C computes the infinity norm condition number of op(A)*inv(diag(c)) for Hermitian
positive-definite matrices.
double precision function zla_porcond_x (uplo, n, a, lda, af, ldaf, x, info, work, rwork)
ZLA_PORCOND_X computes the infinity norm condition number of op(A)*diag(x) for Hermitian positive-
definite matrices.
