LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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◆ checon_3()

subroutine checon_3 ( character uplo,
integer n,
complex, dimension( lda, * ) a,
integer lda,
complex, dimension( * ) e,
integer, dimension( * ) ipiv,
real anorm,
real rcond,
complex, dimension( * ) work,
integer info )

CHECON_3

Download CHECON_3 + dependencies [TGZ] [ZIP] [TXT]

Purpose:
!> CHECON_3 estimates the reciprocal of the condition number (in the
!> 1-norm) of a complex Hermitian matrix A using the factorization
!> computed by CHETRF_RK or CHETRF_BK:
!>
!>    A = P*U*D*(U**H)*(P**T) or A = P*L*D*(L**H)*(P**T),
!>
!> where U (or L) is unit upper (or lower) triangular matrix,
!> U**H (or L**H) is the conjugate of U (or L), P is a permutation
!> matrix, P**T is the transpose of P, and D is Hermitian and block
!> diagonal with 1-by-1 and 2-by-2 diagonal blocks.
!>
!> An estimate is obtained for norm(inv(A)), and the reciprocal of the
!> condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
!> This routine uses BLAS3 solver CHETRS_3.
!> 
Parameters
[in]UPLO
!>          UPLO is CHARACTER*1
!>          Specifies whether the details of the factorization are
!>          stored as an upper or lower triangular matrix:
!>          = 'U':  Upper triangular, form is A = P*U*D*(U**H)*(P**T);
!>          = 'L':  Lower triangular, form is A = P*L*D*(L**H)*(P**T).
!> 
[in]N
!>          N is INTEGER
!>          The order of the matrix A.  N >= 0.
!> 
[in]A
!>          A is COMPLEX array, dimension (LDA,N)
!>          Diagonal of the block diagonal matrix D and factors U or L
!>          as computed by CHETRF_RK and CHETRF_BK:
!>            a) ONLY diagonal elements of the Hermitian block diagonal
!>               matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
!>               (superdiagonal (or subdiagonal) elements of D
!>                should be provided on entry in array E), and
!>            b) If UPLO = 'U': factor U in the superdiagonal part of A.
!>               If UPLO = 'L': factor L in the subdiagonal part of A.
!> 
[in]LDA
!>          LDA is INTEGER
!>          The leading dimension of the array A.  LDA >= max(1,N).
!> 
[in]E
!>          E is COMPLEX array, dimension (N)
!>          On entry, contains the superdiagonal (or subdiagonal)
!>          elements of the Hermitian block diagonal matrix D
!>          with 1-by-1 or 2-by-2 diagonal blocks, where
!>          If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not referenced;
!>          If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced.
!>
!>          NOTE: For 1-by-1 diagonal block D(k), where
!>          1 <= k <= N, the element E(k) is not referenced in both
!>          UPLO = 'U' or UPLO = 'L' cases.
!> 
[in]IPIV
!>          IPIV is INTEGER array, dimension (N)
!>          Details of the interchanges and the block structure of D
!>          as determined by CHETRF_RK or CHETRF_BK.
!> 
[in]ANORM
!>          ANORM is REAL
!>          The 1-norm of the original matrix A.
!> 
[out]RCOND
!>          RCOND is 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 inv(A) computed in this routine.
!> 
[out]WORK
!>          WORK is COMPLEX array, dimension (2*N)
!> 
[out]INFO
!>          INFO is INTEGER
!>          = 0:  successful exit
!>          < 0:  if INFO = -i, the i-th argument had an illegal value
!> 
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
!>
!>  June 2017,  Igor Kozachenko,
!>                  Computer Science Division,
!>                  University of California, Berkeley
!>
!>  September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
!>                  School of Mathematics,
!>                  University of Manchester
!>
!>