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LAPACK-3

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LAPACK-3: estimates the reciprocal of the condition number of a complex Hermitian matrix A using the factorization A = U*D*U**H

NAME
LAPACK-3 - estimates the reciprocal of the condition number of a complex Hermitian matrix A using the factorization A = U*D*U**H or A = L*D*L**H computed by ZHETRF

SYNOPSIS

SUBROUTINE ZHECON( UPLO, N, A, LDA, IPIV, ANORM, RCOND, WORK, INFO ) CHARACTER UPLO INTEGER INFO, LDA, N DOUBLE PRECISION ANORM, RCOND INTEGER IPIV( * ) COMPLEX*16 A( LDA, * ), WORK( * )

PURPOSE

ZHECON estimates the reciprocal of the condition number of a complex Hermitian matrix A using the factorization A = U*D*U**H or A = L*D*L**H computed by ZHETRF. 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 Specifies whether the details of the factorization are stored as an upper or lower triangular matrix. = 'U': Upper triangular, form is A = U*D*U**H; = 'L': Lower triangular, form is A = L*D*L**H. N (input) INTEGER The order of the matrix A. N >= 0. A (input) COMPLEX*16 array, dimension (LDA,N) The block diagonal matrix D and the multipliers used to obtain the factor U or L as computed by ZHETRF. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). IPIV (input) INTEGER array, dimension (N) Details of the interchanges and the block structure of D as determined by ZHETRF. ANORM (input) DOUBLE PRECISION The 1-norm of the original 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) COMPLEX*16 array, dimension (2*N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value LAPACK routine (version 3.2) March 2011 LAPACK-3(3)
 
 
 

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