man zpocon (Fonctions bibliothèques) - estimate the reciprocal of the condition number (in the 1-norm) of a complex Hermitian positive definite matrix using the Cholesky factorization A = U**H*U or A = L*L**H computed by ZPOTRF

NAME

ZPOCON - estimate the reciprocal of the condition number (in the 1-norm) of a complex Hermitian positive definite matrix using the Cholesky factorization A = U**H*U or A = L*L**H computed by ZPOTRF

SYNOPSIS

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

PURPOSE

ZPOCON estimates the reciprocal of the condition number (in the 1-norm) of a complex Hermitian positive definite matrix using the Cholesky factorization A = U**H*U or A = L*L**H computed by ZPOTRF. 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) COMPLEX*16 array, dimension (LDA,N)
The triangular factor U or L from the Cholesky factorization A = U**H*U or A = L*L**H, as computed by ZPOTRF.
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 Hermitian 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)
RWORK (workspace) DOUBLE PRECISION array, dimension (N)
INFO (output) INTEGER
= 0: successful exit

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