NAME
dpocon - estimate the reciprocal of the condition number (in
the 1-norm) of a real symmetric positive definite matrix
using the Cholesky factorization A = U**T*U or A = L*L**T
computed by DPOTRF
SYNOPSIS
SUBROUTINE DPOCON( UPLO, N, A, LDA, ANORM, RCOND, WORK,
IWORK, INFO )
CHARACTER UPLO
INTEGER INFO, LDA, N
DOUBLE PRECISION ANORM, RCOND
INTEGER IWORK( * )
DOUBLE PRECISION A( LDA, * ), WORK( * )
#include <sunperf.h>
void dpocon(char uplo, int n, double *da, int lda, double
anorm, double *drcond, int *info) ;
PURPOSE
DPOCON estimates the reciprocal of the condition number (in
the 1-norm) of a real symmetric positive definite matrix
using the Cholesky factorization A = U**T*U or A = L*L**T
computed by DPOTRF.
An estimate is obtained for norm(inv(A)), and the reciprocal
of the condition number is computed as RCOND = 1 / (ANORM *
norm(inv(A))).
ARGUMENTS
UPLO (input) CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N (input) INTEGER
The order of the matrix A. N >= 0.
A (input) DOUBLE PRECISION array, dimension (LDA,N)
The triangular factor U or L from the Cholesky
factorization A = U**T*U or A = L*L**T, as com-
puted by DPOTRF.
LDA (input) INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
ANORM (input) DOUBLE PRECISION
The 1-norm (or infinity-norm) of the symmetric
matrix A.
RCOND (output) 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 (workspace) DOUBLE PRECISION array, dimension
(3*N)
IWORK (workspace) INTEGER array, dimension (N)
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an ille-
gal value
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