dpocon(3F)

DPOCON - estimate the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite matrix using the Cholesky factorization A = U**T*U or A = L*L**T computed by DPOTRF

As shipped in IRIX 6.5.15. Unchanged since IRIX 6.5.

NAME
     DPOCON - estimate the reciprocal of the condition number (in the 1-norm)
     of a real symmetric positive definite matrix using the Cholesky
     factorization A = U**T*U or A = L*L**T computed by DPOTRF

SYNOPSIS
     SUBROUTINE DPOCON( UPLO, N, A, LDA, ANORM, RCOND, WORK, IWORK, INFO )

         CHARACTER      UPLO

         INTEGER        INFO, LDA, N

         DOUBLE         PRECISION ANORM, RCOND

         INTEGER        IWORK( * )

         DOUBLE         PRECISION A( LDA, * ), WORK( * )

PURPOSE
     DPOCON estimates the reciprocal of the condition number (in the 1-norm)
     of a real symmetric positive definite matrix using the Cholesky
     factorization A = U**T*U or A = L*L**T computed by DPOTRF.

     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) DOUBLE PRECISION array, dimension (LDA,N)
             The triangular factor U or L from the Cholesky factorization A =
             U**T*U or A = L*L**T, as computed by DPOTRF.

     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 symmetric 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) DOUBLE PRECISION array, dimension (3*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