NAME
cgeco - compute the LU factorization and estimate the condi-
tion number of a general matrix A. If the condition number
is not needed then xGEFA is slightly faster. It is typical
to follow a call to xGECO with a call to xGESL to solve Ax =
b or to xGEDI to compute the determinant and inverse of A.
SYNOPSIS
SUBROUTINE DGECO (DA, LDA, N, IPIVOT, DRCOND, DWORK)
SUBROUTINE SGECO (SA, LDA, N, IPIVOT, SRCOND, SWORK)
SUBROUTINE ZGECO (ZA, LDA, N, IPIVOT, DRCOND, ZWORK)
SUBROUTINE CGECO (CA, LDA, N, IPIVOT, SRCOND, CWORK)
#include <sunperf.h>
void dgeco(double *da, int lda, int n, int *ipivot, double
*rcond) ;
void sgeco(float *sa, int lda, int n, int *ipivot, float
*rcond) ;
void zgeco(doublecomplex *za, int lda, int n, int *ipivot,
double *rcond) ;
void cgeco(complex *ca, int lda, int n, int *ipivot, float
*rcond) ;
ARGUMENTS
xA On entry, the matrix A. On exit, an LU factoriza-
tion of A.
LDA Leading dimension of the array A as specified in a
dimension or type statement. LDA >= max(1,N).
N Order of the matrix A. N >= 0.
IPIVOT On exit, a vector of pivot indices.
xRCOND On exit, an estimate of the reciprocal condition
number of A. 0.0 <= RCOND <= 1.0. As the value
of RCOND gets smaller, operations with A such as
solving Ax = b may become less stable. If RCOND
satisfies RCOND + 1.0 = 1.0 then A may be singular
to working precision.
xWORK Scratch array with a dimension of N.
SAMPLE PROGRAM
PROGRAM TEST
IMPLICIT NONE
C
INTEGER IAXEQB, LDA, LDB, N
PARAMETER (IAXEQB = 0)
PARAMETER (N = 3)
PARAMETER (LDA = N)
PARAMETER (LDB = LDA)
DOUBLE PRECISION A(LDA,N), B(LDB), RCOND, WORK(N)
INTEGER ICOL, IPIVOT(N), IROW, JOB
C
EXTERNAL DGECO, DGESL
C
C Initialize the array A to store the matrix A shown below.
C Initialize the array B to store the vector b shown below.
C
C 1 2 2 15
C A = 2 1 2 b = 15
C 2 2 1 15
C
DATA A / 1.0D0, 3*2.0D0, 1.0D0, 3*2.0D0, 1.0D0 /
DATA B / 3*1.5D1 /
PRINT 1000
PRINT 1010, ((A(IROW,ICOL), ICOL = 1, N), IROW = 1, N)
PRINT 1020
PRINT 1030, B
CALL DGECO (A, LDA, N, IPIVOT, RCOND, WORK)
PRINT 1040, RCOND
IF ((RCOND + 1.0D0) .EQ. 1.0D0) THEN
PRINT 1060
END IF
JOB = IAXEQB
CALL DGESL (A, LDA, N, IPIVOT, B, JOB)
PRINT 1050
PRINT 1030, B
C
1000 FORMAT (1X, 'A:')
1010 FORMAT (3(3X, F4.1))
1020 FORMAT (/1X, 'b:')
1030 FORMAT (3X, F4.1)
1040 FORMAT (/1X, 'Estimated reciprocal condition number:', F7.4)
1050 FORMAT (/1X, 'A**(-1) * b:')
1060 FORMAT (1X, 'A may be singular to working precision.')
C
END
SAMPLE OUTPUT
A:
1.0 2.0 2.0
2.0 1.0 2.0
2.0 2.0 1.0
b:
15.0
15.0
15.0
Estimated reciprocal condition number: 0.1429
A**(-1) * b:
3.0
3.0
3.0
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