man sgecon (Fonctions bibliothèques) - estimate the reciprocal of the condition number of a general real matrix A, in either the 1-norm or the infinity-norm, using the LU factorization computed by SGETRF

NAME

SGECON - estimate the reciprocal of the condition number of a general real matrix A, in either the 1-norm or the infinity-norm, using the LU factorization computed by SGETRF

SYNOPSIS

SUBROUTINE SGECON(
NORM, N, A, LDA, ANORM, RCOND, WORK, IWORK, INFO )
CHARACTER NORM
INTEGER INFO, LDA, N
REAL ANORM, RCOND
INTEGER IWORK( * )
REAL A( LDA, * ), WORK( * )

PURPOSE

SGECON estimates the reciprocal of the condition number of a general real matrix A, in either the 1-norm or the infinity-norm, using the LU factorization computed by SGETRF. An estimate is obtained for norm(inv(A)), and the reciprocal of the condition number is computed as

RCOND = 1 / ( norm(A) * norm(inv(A)) ).

ARGUMENTS

NORM (input) CHARACTER*1
Specifies whether the 1-norm condition number or the infinity-norm condition number is required:

= '1' or 'O': 1-norm;

= 'I': Infinity-norm.
N (input) INTEGER
The order of the matrix A. N >= 0.
A (input) REAL array, dimension (LDA,N)
The factors L and U from the factorization A = P*L*U as computed by SGETRF.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
ANORM (input) REAL
If NORM = '1' or 'O', the 1-norm of the original matrix A. If NORM = 'I', the infinity-norm of the original matrix A.
RCOND (output) REAL
The reciprocal of the condition number of the matrix A, computed as RCOND = 1/(norm(A) * norm(inv(A))).
WORK (workspace) REAL array, dimension (4*N)
IWORK (workspace) INTEGER array, dimension (N)
INFO (output) INTEGER
= 0: successful exit

< 0: if INFO = -i, the i-th argument had an illegal value