 LAPACK  3.6.1 LAPACK: Linear Algebra PACKage
 subroutine dppcon ( character UPLO, integer N, double precision, dimension( * ) AP, double precision ANORM, double precision RCOND, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO )

DPPCON

Purpose:
``` DPPCON estimates the reciprocal of the condition number (in the
1-norm) of a real symmetric positive definite packed matrix using
the Cholesky factorization A = U**T*U or A = L*L**T computed by
DPPTRF.

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
 [in] UPLO ``` UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.``` [in] N ``` N is INTEGER The order of the matrix A. N >= 0.``` [in] AP ``` AP is DOUBLE PRECISION array, dimension (N*(N+1)/2) The triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, packed columnwise in a linear array. The j-th column of U or L is stored in the array AP as follows: if UPLO = 'U', AP(i + (j-1)*j/2) = U(i,j) for 1<=i<=j; if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = L(i,j) for j<=i<=n.``` [in] ANORM ``` ANORM is DOUBLE PRECISION The 1-norm (or infinity-norm) of the symmetric matrix A.``` [out] 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.``` [out] WORK ` WORK is DOUBLE PRECISION array, dimension (3*N)` [out] IWORK ` IWORK is INTEGER array, dimension (N)` [out] INFO ``` INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value```
Date
November 2011

Definition at line 120 of file dppcon.f.

120 *
121 * -- LAPACK computational routine (version 3.4.0) --
122 * -- LAPACK is a software package provided by Univ. of Tennessee, --
123 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
124 * November 2011
125 *
126 * .. Scalar Arguments ..
127  CHARACTER uplo
128  INTEGER info, n
129  DOUBLE PRECISION anorm, rcond
130 * ..
131 * .. Array Arguments ..
132  INTEGER iwork( * )
133  DOUBLE PRECISION ap( * ), work( * )
134 * ..
135 *
136 * =====================================================================
137 *
138 * .. Parameters ..
139  DOUBLE PRECISION one, zero
140  parameter ( one = 1.0d+0, zero = 0.0d+0 )
141 * ..
142 * .. Local Scalars ..
143  LOGICAL upper
144  CHARACTER normin
145  INTEGER ix, kase
146  DOUBLE PRECISION ainvnm, scale, scalel, scaleu, smlnum
147 * ..
148 * .. Local Arrays ..
149  INTEGER isave( 3 )
150 * ..
151 * .. External Functions ..
152  LOGICAL lsame
153  INTEGER idamax
154  DOUBLE PRECISION dlamch
155  EXTERNAL lsame, idamax, dlamch
156 * ..
157 * .. External Subroutines ..
158  EXTERNAL dlacn2, dlatps, drscl, xerbla
159 * ..
160 * .. Intrinsic Functions ..
161  INTRINSIC abs
162 * ..
163 * .. Executable Statements ..
164 *
165 * Test the input parameters.
166 *
167  info = 0
168  upper = lsame( uplo, 'U' )
169  IF( .NOT.upper .AND. .NOT.lsame( uplo, 'L' ) ) THEN
170  info = -1
171  ELSE IF( n.LT.0 ) THEN
172  info = -2
173  ELSE IF( anorm.LT.zero ) THEN
174  info = -4
175  END IF
176  IF( info.NE.0 ) THEN
177  CALL xerbla( 'DPPCON', -info )
178  RETURN
179  END IF
180 *
181 * Quick return if possible
182 *
183  rcond = zero
184  IF( n.EQ.0 ) THEN
185  rcond = one
186  RETURN
187  ELSE IF( anorm.EQ.zero ) THEN
188  RETURN
189  END IF
190 *
191  smlnum = dlamch( 'Safe minimum' )
192 *
193 * Estimate the 1-norm of the inverse.
194 *
195  kase = 0
196  normin = 'N'
197  10 CONTINUE
198  CALL dlacn2( n, work( n+1 ), work, iwork, ainvnm, kase, isave )
199  IF( kase.NE.0 ) THEN
200  IF( upper ) THEN
201 *
202 * Multiply by inv(U**T).
203 *
204  CALL dlatps( 'Upper', 'Transpose', 'Non-unit', normin, n,
205  \$ ap, work, scalel, work( 2*n+1 ), info )
206  normin = 'Y'
207 *
208 * Multiply by inv(U).
209 *
210  CALL dlatps( 'Upper', 'No transpose', 'Non-unit', normin, n,
211  \$ ap, work, scaleu, work( 2*n+1 ), info )
212  ELSE
213 *
214 * Multiply by inv(L).
215 *
216  CALL dlatps( 'Lower', 'No transpose', 'Non-unit', normin, n,
217  \$ ap, work, scalel, work( 2*n+1 ), info )
218  normin = 'Y'
219 *
220 * Multiply by inv(L**T).
221 *
222  CALL dlatps( 'Lower', 'Transpose', 'Non-unit', normin, n,
223  \$ ap, work, scaleu, work( 2*n+1 ), info )
224  END IF
225 *
226 * Multiply by 1/SCALE if doing so will not cause overflow.
227 *
228  scale = scalel*scaleu
229  IF( scale.NE.one ) THEN
230  ix = idamax( n, work, 1 )
231  IF( scale.LT.abs( work( ix ) )*smlnum .OR. scale.EQ.zero )
232  \$ GO TO 20
233  CALL drscl( n, scale, work, 1 )
234  END IF
235  GO TO 10
236  END IF
237 *
238 * Compute the estimate of the reciprocal condition number.
239 *
240  IF( ainvnm.NE.zero )
241  \$ rcond = ( one / ainvnm ) / anorm
242 *
243  20 CONTINUE
244  RETURN
245 *
246 * End of DPPCON
247 *
integer function idamax(N, DX, INCX)
IDAMAX
Definition: idamax.f:53
double precision function dlamch(CMACH)
DLAMCH
Definition: dlamch.f:65
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:62
subroutine drscl(N, SA, SX, INCX)
DRSCL multiplies a vector by the reciprocal of a real scalar.
Definition: drscl.f:86
subroutine dlatps(UPLO, TRANS, DIAG, NORMIN, N, AP, X, SCALE, CNORM, INFO)
DLATPS solves a triangular system of equations with the matrix held in packed storage.
Definition: dlatps.f:231
logical function lsame(CA, CB)
LSAME
Definition: lsame.f:55
subroutine dlacn2(N, V, X, ISGN, EST, KASE, ISAVE)
DLACN2 estimates the 1-norm of a square matrix, using reverse communication for evaluating matrix-vec...
Definition: dlacn2.f:138

Here is the call graph for this function:

Here is the caller graph for this function: