hecon_rook - {he,sy}con_rook: condition number estimate
Contents
Detailed Description
Function Documentation
subroutinechecon_rook(characteruplo,integern,complex,dimension(lda,*)a,integerlda,integer,dimension(*)ipiv,realanorm,realrcond,complex,dimension(*)work,integerinfo)CHECON_ROOKestimatesthereciprocaloftheconditionnumberfortHEmatricesusingfactorizationobtainedwithoneoftheboundeddiagonalpivotingmethods(max2interchanges)Purpose:
CHECON_ROOK estimates the reciprocal of the condition number of a complex
Hermitian matrix A using the factorization A = U*D*U**H or
A = L*D*L**H computed by CHETRF_ROOK.
An estimate is obtained for norm(inv(A)), and the reciprocal of the
condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
ParametersUPLO
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 = U*D*U**H;
= 'L': Lower triangular, form is A = L*D*L**H.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by CHETRF_ROOK.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by CHETRF_ROOK.
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)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
December 2016, Igor Kozachenko,
Computer Science Division,
University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
School of Mathematics,
University of Manchester
subroutinecsycon_rook(characteruplo,integern,complex,dimension(lda,*)a,integerlda,integer,dimension(*)ipiv,realanorm,realrcond,complex,dimension(*)work,integerinfo)CSYCON_ROOKPurpose:
CSYCON_ROOK estimates the reciprocal of the condition number (in the
1-norm) of a complex symmetric matrix A using the factorization
A = U*D*U**T or A = L*D*L**T computed by CSYTRF_ROOK.
An estimate is obtained for norm(inv(A)), and the reciprocal of the
condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
ParametersUPLO
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 = U*D*U**T;
= 'L': Lower triangular, form is A = L*D*L**T.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by CSYTRF_ROOK.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by CSYTRF_ROOK.
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)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
April 2012, Igor Kozachenko,
Computer Science Division,
University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
School of Mathematics,
University of Manchester
subroutinedsycon_rook(characteruplo,integern,doubleprecision,dimension(lda,*)a,integerlda,integer,dimension(*)ipiv,doubleprecisionanorm,doubleprecisionrcond,doubleprecision,dimension(*)work,integer,dimension(*)iwork,integerinfo)DSYCON_ROOKPurpose:
DSYCON_ROOK estimates the reciprocal of the condition number (in the
1-norm) of a real symmetric matrix A using the factorization
A = U*D*U**T or A = L*D*L**T computed by DSYTRF_ROOK.
An estimate is obtained for norm(inv(A)), and the reciprocal of the
condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
ParametersUPLO
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 = U*D*U**T;
= 'L': Lower triangular, form is A = L*D*L**T.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is DOUBLE PRECISION array, dimension (LDA,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by DSYTRF_ROOK.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by DSYTRF_ROOK.
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 Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
April 2012, Igor Kozachenko,
Computer Science Division,
University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
School of Mathematics,
University of Manchester
subroutinessycon_rook(characteruplo,integern,real,dimension(lda,*)a,integerlda,integer,dimension(*)ipiv,realanorm,realrcond,real,dimension(*)work,integer,dimension(*)iwork,integerinfo)SSYCON_ROOKPurpose:
SSYCON_ROOK estimates the reciprocal of the condition number (in the
1-norm) of a real symmetric matrix A using the factorization
A = U*D*U**T or A = L*D*L**T computed by SSYTRF_ROOK.
An estimate is obtained for norm(inv(A)), and the reciprocal of the
condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
ParametersUPLO
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 = U*D*U**T;
= 'L': Lower triangular, form is A = L*D*L**T.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is REAL array, dimension (LDA,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by SSYTRF_ROOK.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by SSYTRF_ROOK.
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 REAL 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 Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
December 2016, Igor Kozachenko,
Computer Science Division,
University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
School of Mathematics,
University of Manchester
subroutinezhecon_rook(characteruplo,integern,complex*16,dimension(lda,*)a,integerlda,integer,dimension(*)ipiv,doubleprecisionanorm,doubleprecisionrcond,complex*16,dimension(*)work,integerinfo)ZHECON_ROOKestimatesthereciprocaloftheconditionnumberfortHEmatricesusingfactorizationobtainedwithoneoftheboundeddiagonalpivotingmethods(max2interchanges)Purpose:
ZHECON_ROOK estimates the reciprocal of the condition number of a complex
Hermitian matrix A using the factorization A = U*D*U**H or
A = L*D*L**H computed by CHETRF_ROOK.
An estimate is obtained for norm(inv(A)), and the reciprocal of the
condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
ParametersUPLO
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 = U*D*U**H;
= 'L': Lower triangular, form is A = L*D*L**H.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX*16 array, dimension (LDA,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by CHETRF_ROOK.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by CHETRF_ROOK.
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 COMPLEX*16 array, dimension (2*N)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
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
subroutinezsycon_rook(characteruplo,integern,complex*16,dimension(lda,*)a,integerlda,integer,dimension(*)ipiv,doubleprecisionanorm,doubleprecisionrcond,complex*16,dimension(*)work,integerinfo)ZSYCON_ROOKPurpose:
ZSYCON_ROOK estimates the reciprocal of the condition number (in the
1-norm) of a complex symmetric matrix A using the factorization
A = U*D*U**T or A = L*D*L**T computed by ZSYTRF_ROOK.
An estimate is obtained for norm(inv(A)), and the reciprocal of the
condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
ParametersUPLO
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 = U*D*U**T;
= 'L': Lower triangular, form is A = L*D*L**T.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX*16 array, dimension (LDA,N)
The block diagonal matrix D and the multipliers used to
obtain the factor U or L as computed by ZSYTRF_ROOK.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
Details of the interchanges and the block structure of D
as determined by ZSYTRF_ROOK.
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 COMPLEX*16 array, dimension (2*N)
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
December 2016, Igor Kozachenko,
Computer Science Division,
University of California, Berkeley
September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
School of Mathematics,
University of Manchester
Name
hecon_rook - {he,sy}con_rook: condition number estimate
Synopsis
Functions
subroutine checon_rook (uplo, n, a, lda, ipiv, anorm, rcond, work, info)
CHECON_ROOKestimatesthereciprocaloftheconditionnumberfortHEmatricesusingfactorizationobtainedwithoneoftheboundeddiagonalpivotingmethods(max2interchanges)
subroutine csycon_rook (uplo, n, a, lda, ipiv, anorm, rcond, work, info)
CSYCON_ROOK
subroutine dsycon_rook (uplo, n, a, lda, ipiv, anorm, rcond, work, iwork, info)
DSYCON_ROOK
subroutine ssycon_rook (uplo, n, a, lda, ipiv, anorm, rcond, work, iwork, info)
SSYCON_ROOK
subroutine zhecon_rook (uplo, n, a, lda, ipiv, anorm, rcond, work, info)
ZHECON_ROOKestimatesthereciprocaloftheconditionnumberfortHEmatricesusingfactorizationobtainedwithoneoftheboundeddiagonalpivotingmethods(max2interchanges)
subroutine zsycon_rook (uplo, n, a, lda, ipiv, anorm, rcond, work, info)
ZSYCON_ROOK
