pbcon(3) | LAPACK | pbcon(3) |
pbcon - pbcon: condition number estimate
subroutine cpbcon (uplo, n, kd, ab, ldab, anorm, rcond,
work, rwork, info)
CPBCON subroutine dpbcon (uplo, n, kd, ab, ldab, anorm, rcond,
work, iwork, info)
DPBCON subroutine spbcon (uplo, n, kd, ab, ldab, anorm, rcond,
work, iwork, info)
SPBCON subroutine zpbcon (uplo, n, kd, ab, ldab, anorm, rcond,
work, rwork, info)
ZPBCON
CPBCON
Purpose:
CPBCON estimates the reciprocal of the condition number (in the 1-norm) of a complex Hermitian positive definite band matrix using the Cholesky factorization A = U**H*U or A = L*L**H computed by CPBTRF. 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 triangular factor stored in AB; = 'L': Lower triangular factor stored in AB.
N
N is INTEGER The order of the matrix A. N >= 0.
KD
KD is INTEGER The number of superdiagonals of the matrix A if UPLO = 'U', or the number of sub-diagonals if UPLO = 'L'. KD >= 0.
AB
AB is COMPLEX array, dimension (LDAB,N) The triangular factor U or L from the Cholesky factorization A = U**H*U or A = L*L**H of the band matrix A, stored in the first KD+1 rows of the array. The j-th column of U or L is stored in the j-th column of the array AB as follows: if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j; if UPLO ='L', AB(1+i-j,j) = L(i,j) for j<=i<=min(n,j+kd).
LDAB
LDAB is INTEGER The leading dimension of the array AB. LDAB >= KD+1.
ANORM
ANORM is REAL The 1-norm (or infinity-norm) of the Hermitian band 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)
RWORK
RWORK is REAL 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.
DPBCON
Purpose:
DPBCON estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite band matrix using the Cholesky factorization A = U**T*U or A = L*L**T computed by DPBTRF. 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 triangular factor stored in AB; = 'L': Lower triangular factor stored in AB.
N
N is INTEGER The order of the matrix A. N >= 0.
KD
KD is INTEGER The number of superdiagonals of the matrix A if UPLO = 'U', or the number of subdiagonals if UPLO = 'L'. KD >= 0.
AB
AB is DOUBLE PRECISION array, dimension (LDAB,N) The triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T of the band matrix A, stored in the first KD+1 rows of the array. The j-th column of U or L is stored in the j-th column of the array AB as follows: if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j; if UPLO ='L', AB(1+i-j,j) = L(i,j) for j<=i<=min(n,j+kd).
LDAB
LDAB is INTEGER The leading dimension of the array AB. LDAB >= KD+1.
ANORM
ANORM is DOUBLE PRECISION The 1-norm (or infinity-norm) of the symmetric band 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 (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.
SPBCON
Purpose:
SPBCON estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite band matrix using the Cholesky factorization A = U**T*U or A = L*L**T computed by SPBTRF. 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 triangular factor stored in AB; = 'L': Lower triangular factor stored in AB.
N
N is INTEGER The order of the matrix A. N >= 0.
KD
KD is INTEGER The number of superdiagonals of the matrix A if UPLO = 'U', or the number of subdiagonals if UPLO = 'L'. KD >= 0.
AB
AB is REAL array, dimension (LDAB,N) The triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T of the band matrix A, stored in the first KD+1 rows of the array. The j-th column of U or L is stored in the j-th column of the array AB as follows: if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j; if UPLO ='L', AB(1+i-j,j) = L(i,j) for j<=i<=min(n,j+kd).
LDAB
LDAB is INTEGER The leading dimension of the array AB. LDAB >= KD+1.
ANORM
ANORM is REAL The 1-norm (or infinity-norm) of the symmetric band 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.
ZPBCON
Purpose:
ZPBCON estimates the reciprocal of the condition number (in the 1-norm) of a complex Hermitian positive definite band matrix using the Cholesky factorization A = U**H*U or A = L*L**H computed by ZPBTRF. 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 triangular factor stored in AB; = 'L': Lower triangular factor stored in AB.
N
N is INTEGER The order of the matrix A. N >= 0.
KD
KD is INTEGER The number of superdiagonals of the matrix A if UPLO = 'U', or the number of sub-diagonals if UPLO = 'L'. KD >= 0.
AB
AB is COMPLEX*16 array, dimension (LDAB,N) The triangular factor U or L from the Cholesky factorization A = U**H*U or A = L*L**H of the band matrix A, stored in the first KD+1 rows of the array. The j-th column of U or L is stored in the j-th column of the array AB as follows: if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j; if UPLO ='L', AB(1+i-j,j) = L(i,j) for j<=i<=min(n,j+kd).
LDAB
LDAB is INTEGER The leading dimension of the array AB. LDAB >= KD+1.
ANORM
ANORM is DOUBLE PRECISION The 1-norm (or infinity-norm) of the Hermitian band 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)
RWORK
RWORK 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.
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