zhecon_rook()

subroutine zhecon_rook	(	character	uplo,
		integer	n,
		complex*16, dimension( lda, * )	a,
		integer	lda,
		integer, dimension( * )	ipiv,
		double precision	anorm,
		double precision	rcond,
		complex*16, dimension( * )	work,
		integer	info )

ZHECON_ROOK estimates the reciprocal of the condition number fort HE matrices using factorization obtained with one of the bounded diagonal pivoting methods (max 2 interchanges)

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

Purpose:

!>
!> ZHECON_ROOK estimates the reciprocal of the condition number of a complex
!> Hermitian matrix A using the factorization A = U*D*U**H or
!> A = L*D*L**H computed by CHETRF_ROOK.
!>
!> An estimate is obtained for norm(inv(A)), and the reciprocal of the
!> condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
!> 

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 = U*D*U**H; !> = 'L': Lower triangular, form is A = L*D*L**H. !>
[in]	N	!> N is INTEGER !> The order of the matrix A. N >= 0. !>
[in]	A	!> A is COMPLEX*16 array, dimension (LDA,N) !> The block diagonal matrix D and the multipliers used to !> obtain the factor U or L as computed by CHETRF_ROOK. !>
[in]	LDA	!> LDA is INTEGER !> The leading dimension of the array A. LDA >= max(1,N). !>
[in]	IPIV	!> IPIV is INTEGER array, dimension (N) !> Details of the interchanges and the block structure of D !> as determined by CHETRF_ROOK. !>
[in]	ANORM	!> ANORM is DOUBLE PRECISION !> The 1-norm of the original matrix A. !>
[out]	RCOND	!> RCOND is 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. !>
[out]	WORK	!> WORK is COMPLEX*16 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
!>
!>