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hecon_3 - Man Page

{he,sy}con_3: condition number estimate

Synopsis

Functions

subroutine checon_3 (uplo, n, a, lda, e, ipiv, anorm, rcond, work, info)
CHECON_3
subroutine csycon_3 (uplo, n, a, lda, e, ipiv, anorm, rcond, work, info)
CSYCON_3
subroutine dsycon_3 (uplo, n, a, lda, e, ipiv, anorm, rcond, work, iwork, info)
DSYCON_3
subroutine ssycon_3 (uplo, n, a, lda, e, ipiv, anorm, rcond, work, iwork, info)
SSYCON_3
subroutine zhecon_3 (uplo, n, a, lda, e, ipiv, anorm, rcond, work, info)
ZHECON_3
subroutine zsycon_3 (uplo, n, a, lda, e, ipiv, anorm, rcond, work, info)
ZSYCON_3

Detailed Description

Function Documentation

subroutine checon_3 (character uplo, integer n, complex, dimension( lda, * ) a, integer lda, complex, dimension( * ) e, integer, dimension( * ) ipiv, real anorm, real rcond, complex, dimension( * ) work, integer info)

CHECON_3  

Purpose:

 CHECON_3 estimates the reciprocal of the condition number (in the
 1-norm) of a complex Hermitian matrix A using the factorization
 computed by CHETRF_RK or CHETRF_BK:

    A = P*U*D*(U**H)*(P**T) or A = P*L*D*(L**H)*(P**T),

 where U (or L) is unit upper (or lower) triangular matrix,
 U**H (or L**H) is the conjugate of U (or L), P is a permutation
 matrix, P**T is the transpose of P, and D is Hermitian and block
 diagonal with 1-by-1 and 2-by-2 diagonal blocks.

 An estimate is obtained for norm(inv(A)), and the reciprocal of the
 condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
 This routine uses BLAS3 solver CHETRS_3.
Parameters

UPLO

          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 = P*U*D*(U**H)*(P**T);
          = 'L':  Lower triangular, form is A = P*L*D*(L**H)*(P**T).

N

          N is INTEGER
          The order of the matrix A.  N >= 0.

A

          A is COMPLEX array, dimension (LDA,N)
          Diagonal of the block diagonal matrix D and factors U or L
          as computed by CHETRF_RK and CHETRF_BK:
            a) ONLY diagonal elements of the Hermitian block diagonal
               matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
               (superdiagonal (or subdiagonal) elements of D
                should be provided on entry in array E), and
            b) If UPLO = 'U': factor U in the superdiagonal part of A.
               If UPLO = 'L': factor L in the subdiagonal part of A.

LDA

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).

E

          E is COMPLEX array, dimension (N)
          On entry, contains the superdiagonal (or subdiagonal)
          elements of the Hermitian block diagonal matrix D
          with 1-by-1 or 2-by-2 diagonal blocks, where
          If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not referenced;
          If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced.

          NOTE: For 1-by-1 diagonal block D(k), where
          1 <= k <= N, the element E(k) is not referenced in both
          UPLO = 'U' or UPLO = 'L' cases.

IPIV

          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D
          as determined by CHETRF_RK or CHETRF_BK.

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:

  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

Definition at line 164 of file checon_3.f.

subroutine csycon_3 (character uplo, integer n, complex, dimension( lda, * ) a, integer lda, complex, dimension( * ) e, integer, dimension( * ) ipiv, real anorm, real rcond, complex, dimension( * ) work, integer info)

CSYCON_3  

Purpose:

 CSYCON_3 estimates the reciprocal of the condition number (in the
 1-norm) of a complex symmetric matrix A using the factorization
 computed by CSYTRF_RK or CSYTRF_BK:

    A = P*U*D*(U**T)*(P**T) or A = P*L*D*(L**T)*(P**T),

 where U (or L) is unit upper (or lower) triangular matrix,
 U**T (or L**T) is the transpose of U (or L), P is a permutation
 matrix, P**T is the transpose of P, and D is symmetric and block
 diagonal with 1-by-1 and 2-by-2 diagonal blocks.

 An estimate is obtained for norm(inv(A)), and the reciprocal of the
 condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
 This routine uses BLAS3 solver CSYTRS_3.
Parameters

UPLO

          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 = P*U*D*(U**T)*(P**T);
          = 'L':  Lower triangular, form is A = P*L*D*(L**T)*(P**T).

N

          N is INTEGER
          The order of the matrix A.  N >= 0.

A

          A is COMPLEX array, dimension (LDA,N)
          Diagonal of the block diagonal matrix D and factors U or L
          as computed by CSYTRF_RK and CSYTRF_BK:
            a) ONLY diagonal elements of the symmetric block diagonal
               matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
               (superdiagonal (or subdiagonal) elements of D
                should be provided on entry in array E), and
            b) If UPLO = 'U': factor U in the superdiagonal part of A.
               If UPLO = 'L': factor L in the subdiagonal part of A.

LDA

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).

E

          E is COMPLEX array, dimension (N)
          On entry, contains the superdiagonal (or subdiagonal)
          elements of the symmetric block diagonal matrix D
          with 1-by-1 or 2-by-2 diagonal blocks, where
          If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not referenced;
          If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced.

          NOTE: For 1-by-1 diagonal block D(k), where
          1 <= k <= N, the element E(k) is not referenced in both
          UPLO = 'U' or UPLO = 'L' cases.

IPIV

          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D
          as determined by CSYTRF_RK or CSYTRF_BK.

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:

  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

Definition at line 164 of file csycon_3.f.

subroutine dsycon_3 (character uplo, integer n, double precision, dimension( lda, * ) a, integer lda, double precision, dimension( * ) e, integer, dimension( * ) ipiv, double precision anorm, double precision rcond, double precision, dimension( * ) work, integer, dimension( * ) iwork, integer info)

DSYCON_3  

Purpose:

 DSYCON_3 estimates the reciprocal of the condition number (in the
 1-norm) of a real symmetric matrix A using the factorization
 computed by DSYTRF_RK or DSYTRF_BK:

    A = P*U*D*(U**T)*(P**T) or A = P*L*D*(L**T)*(P**T),

 where U (or L) is unit upper (or lower) triangular matrix,
 U**T (or L**T) is the transpose of U (or L), P is a permutation
 matrix, P**T is the transpose of P, and D is symmetric and block
 diagonal with 1-by-1 and 2-by-2 diagonal blocks.

 An estimate is obtained for norm(inv(A)), and the reciprocal of the
 condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
 This routine uses BLAS3 solver DSYTRS_3.
Parameters

UPLO

          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 = P*U*D*(U**T)*(P**T);
          = 'L':  Lower triangular, form is A = P*L*D*(L**T)*(P**T).

N

          N is INTEGER
          The order of the matrix A.  N >= 0.

A

          A is DOUBLE PRECISION array, dimension (LDA,N)
          Diagonal of the block diagonal matrix D and factors U or L
          as computed by DSYTRF_RK and DSYTRF_BK:
            a) ONLY diagonal elements of the symmetric block diagonal
               matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
               (superdiagonal (or subdiagonal) elements of D
                should be provided on entry in array E), and
            b) If UPLO = 'U': factor U in the superdiagonal part of A.
               If UPLO = 'L': factor L in the subdiagonal part of A.

LDA

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).

E

          E is DOUBLE PRECISION array, dimension (N)
          On entry, contains the superdiagonal (or subdiagonal)
          elements of the symmetric block diagonal matrix D
          with 1-by-1 or 2-by-2 diagonal blocks, where
          If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not referenced;
          If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced.

          NOTE: For 1-by-1 diagonal block D(k), where
          1 <= k <= N, the element E(k) is not referenced in both
          UPLO = 'U' or UPLO = 'L' cases.

IPIV

          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D
          as determined by DSYTRF_RK or DSYTRF_BK.

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:

  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

Definition at line 169 of file dsycon_3.f.

subroutine ssycon_3 (character uplo, integer n, real, dimension( lda, * ) a, integer lda, real, dimension( * ) e, integer, dimension( * ) ipiv, real anorm, real rcond, real, dimension( * ) work, integer, dimension( * ) iwork, integer info)

SSYCON_3  

Purpose:

 SSYCON_3 estimates the reciprocal of the condition number (in the
 1-norm) of a real symmetric matrix A using the factorization
 computed by DSYTRF_RK or DSYTRF_BK:

    A = P*U*D*(U**T)*(P**T) or A = P*L*D*(L**T)*(P**T),

 where U (or L) is unit upper (or lower) triangular matrix,
 U**T (or L**T) is the transpose of U (or L), P is a permutation
 matrix, P**T is the transpose of P, and D is symmetric and block
 diagonal with 1-by-1 and 2-by-2 diagonal blocks.

 An estimate is obtained for norm(inv(A)), and the reciprocal of the
 condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
 This routine uses BLAS3 solver SSYTRS_3.
Parameters

UPLO

          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 = P*U*D*(U**T)*(P**T);
          = 'L':  Lower triangular, form is A = P*L*D*(L**T)*(P**T).

N

          N is INTEGER
          The order of the matrix A.  N >= 0.

A

          A is REAL array, dimension (LDA,N)
          Diagonal of the block diagonal matrix D and factors U or L
          as computed by SSYTRF_RK and SSYTRF_BK:
            a) ONLY diagonal elements of the symmetric block diagonal
               matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
               (superdiagonal (or subdiagonal) elements of D
                should be provided on entry in array E), and
            b) If UPLO = 'U': factor U in the superdiagonal part of A.
               If UPLO = 'L': factor L in the subdiagonal part of A.

LDA

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).

E

          E is REAL array, dimension (N)
          On entry, contains the superdiagonal (or subdiagonal)
          elements of the symmetric block diagonal matrix D
          with 1-by-1 or 2-by-2 diagonal blocks, where
          If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not referenced;
          If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced.

          NOTE: For 1-by-1 diagonal block D(k), where
          1 <= k <= N, the element E(k) is not referenced in both
          UPLO = 'U' or UPLO = 'L' cases.

IPIV

          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D
          as determined by SSYTRF_RK or SSYTRF_BK.

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:

  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

Definition at line 169 of file ssycon_3.f.

subroutine zhecon_3 (character uplo, integer n, complex*16, dimension( lda, * ) a, integer lda, complex*16, dimension( * ) e, integer, dimension( * ) ipiv, double precision anorm, double precision rcond, complex*16, dimension( * ) work, integer info)

ZHECON_3  

Purpose:

 ZHECON_3 estimates the reciprocal of the condition number (in the
 1-norm) of a complex Hermitian matrix A using the factorization
 computed by ZHETRF_RK or ZHETRF_BK:

    A = P*U*D*(U**H)*(P**T) or A = P*L*D*(L**H)*(P**T),

 where U (or L) is unit upper (or lower) triangular matrix,
 U**H (or L**H) is the conjugate of U (or L), P is a permutation
 matrix, P**T is the transpose of P, and D is Hermitian and block
 diagonal with 1-by-1 and 2-by-2 diagonal blocks.

 An estimate is obtained for norm(inv(A)), and the reciprocal of the
 condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
 This routine uses BLAS3 solver ZHETRS_3.
Parameters

UPLO

          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 = P*U*D*(U**H)*(P**T);
          = 'L':  Lower triangular, form is A = P*L*D*(L**H)*(P**T).

N

          N is INTEGER
          The order of the matrix A.  N >= 0.

A

          A is COMPLEX*16 array, dimension (LDA,N)
          Diagonal of the block diagonal matrix D and factors U or L
          as computed by ZHETRF_RK and ZHETRF_BK:
            a) ONLY diagonal elements of the Hermitian block diagonal
               matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
               (superdiagonal (or subdiagonal) elements of D
                should be provided on entry in array E), and
            b) If UPLO = 'U': factor U in the superdiagonal part of A.
               If UPLO = 'L': factor L in the subdiagonal part of A.

LDA

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).

E

          E is COMPLEX*16 array, dimension (N)
          On entry, contains the superdiagonal (or subdiagonal)
          elements of the Hermitian block diagonal matrix D
          with 1-by-1 or 2-by-2 diagonal blocks, where
          If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not referenced;
          If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced.

          NOTE: For 1-by-1 diagonal block D(k), where
          1 <= k <= N, the element E(k) is not referenced in both
          UPLO = 'U' or UPLO = 'L' cases.

IPIV

          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D
          as determined by ZHETRF_RK or ZHETRF_BK.

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

Definition at line 164 of file zhecon_3.f.

subroutine zsycon_3 (character uplo, integer n, complex*16, dimension( lda, * ) a, integer lda, complex*16, dimension( * ) e, integer, dimension( * ) ipiv, double precision anorm, double precision rcond, complex*16, dimension( * ) work, integer info)

ZSYCON_3  

Purpose:

 ZSYCON_3 estimates the reciprocal of the condition number (in the
 1-norm) of a complex symmetric matrix A using the factorization
 computed by ZSYTRF_RK or ZSYTRF_BK:

    A = P*U*D*(U**T)*(P**T) or A = P*L*D*(L**T)*(P**T),

 where U (or L) is unit upper (or lower) triangular matrix,
 U**T (or L**T) is the transpose of U (or L), P is a permutation
 matrix, P**T is the transpose of P, and D is symmetric and block
 diagonal with 1-by-1 and 2-by-2 diagonal blocks.

 An estimate is obtained for norm(inv(A)), and the reciprocal of the
 condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
 This routine uses BLAS3 solver ZSYTRS_3.
Parameters

UPLO

          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 = P*U*D*(U**T)*(P**T);
          = 'L':  Lower triangular, form is A = P*L*D*(L**T)*(P**T).

N

          N is INTEGER
          The order of the matrix A.  N >= 0.

A

          A is COMPLEX*16 array, dimension (LDA,N)
          Diagonal of the block diagonal matrix D and factors U or L
          as computed by ZSYTRF_RK and ZSYTRF_BK:
            a) ONLY diagonal elements of the symmetric block diagonal
               matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
               (superdiagonal (or subdiagonal) elements of D
                should be provided on entry in array E), and
            b) If UPLO = 'U': factor U in the superdiagonal part of A.
               If UPLO = 'L': factor L in the subdiagonal part of A.

LDA

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).

E

          E is COMPLEX*16 array, dimension (N)
          On entry, contains the superdiagonal (or subdiagonal)
          elements of the symmetric block diagonal matrix D
          with 1-by-1 or 2-by-2 diagonal blocks, where
          If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not referenced;
          If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced.

          NOTE: For 1-by-1 diagonal block D(k), where
          1 <= k <= N, the element E(k) is not referenced in both
          UPLO = 'U' or UPLO = 'L' cases.

IPIV

          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the block structure of D
          as determined by ZSYTRF_RK or ZSYTRF_BK.

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

Definition at line 164 of file zsycon_3.f.

Author

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