SPOCON - 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 SPOTRF
SYNOPSIS
SUBROUTINE SPOCON( UPLO, N, A, LDA, ANORM, RCOND, WORK,
IWORK, INFO )
CHARACTER UPLO
INTEGER INFO, LDA, N
REAL ANORM, RCOND
INTEGER IWORK( * )
REAL A( LDA, * ), WORK( * )
PURPOSE
SPOCON 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 SPOTRF. 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) REAL 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 SPOTRF.
LDA (input) INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
ANORM (input) REAL
The 1-norm (or infinity-norm) of the symmetric
matrix A.
RCOND (output) 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
WORK (workspace) REAL 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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