man dlacon (Fonctions bibliothèques) - estimate the 1-norm of a square, real matrix A

NAME

DLACON - estimate the 1-norm of a square, real matrix A

SYNOPSIS

SUBROUTINE DLACON(
N, V, X, ISGN, EST, KASE )
INTEGER KASE, N
DOUBLE PRECISION EST
INTEGER ISGN( * )
DOUBLE PRECISION V( * ), X( * )

PURPOSE

DLACON estimates the 1-norm of a square, real matrix A. Reverse communication is used for evaluating matrix-vector products.

ARGUMENTS

N (input) INTEGER
The order of the matrix. N >= 1.
V (workspace) DOUBLE PRECISION array, dimension (N)
On the final return, V = A*W, where EST = norm(V)/norm(W) (W is not returned).
X (input/output) DOUBLE PRECISION array, dimension (N)
On an intermediate return, X should be overwritten by A * X, if KASE=1, A' * X, if KASE=2, and DLACON must be re-called with all the other parameters unchanged.
ISGN (workspace) INTEGER array, dimension (N)
EST (output) DOUBLE PRECISION
An estimate (a lower bound) for norm(A).
KASE (input/output) INTEGER
On the initial call to DLACON, KASE should be 0. On an intermediate return, KASE will be 1 or 2, indicating whether X should be overwritten by A * X or A' * X. On the final return from DLACON, KASE will again be 0.

FURTHER DETAILS

Contributed by Nick Higham, University of Manchester.

Originally named SONEST, dated March 16, 1988.

Reference: N.J. Higham, "FORTRAN codes for estimating the one-norm of a real or complex matrix, with applications to condition estimation", ACM Trans. Math. Soft., vol. 14, no. 4, pp. 381-396, December 1988.