SPPCO(3F)
SPPCO - SPPCO factors a real symmetric positive definite matrix stored in packed form and estimates the condition of the matrix.
As shipped in IRIX 6.5.5. Unchanged since IRIX 6.5.
NAME SPPCO - SPPCO factors a real symmetric positive definite matrix stored in packed form and estimates the condition of the matrix. If RCOND is not needed, SPPFA is slightly faster. To solve A*X = B , follow SPPCO by SPPSL. To compute INVERSE(A)*C , follow SPPCO by SPPSL. To compute DETERMINANT(A) , follow SPPCO by SPPDI. To compute INVERSE(A) , follow SPPCO by SPPDI. SYNOPSYS SUBROUTINE SPPCO(AP,N,RCOND,Z,INFO) DESCRIPTION On Entry AP REAL (N*(N+1)/2) the packed form of a symmetric matrix A . The columns of the upper triangle are stored sequentially in a one-dimensional array of length N*(N+1)/2 . See comments below for details. N INTEGER the order of the matrix A . On Return AP an upper triangular matrix R , stored in packed form, so that A = TRANS(R)*R . If INFO .NE. 0 , the factorization is not complete. RCOND REAL an estimate of the reciprocal condition of A . For the system A*X = B , relative perturbations in A and B of size EPSILON may cause relative perturbations in X of size EPSILON/RCOND . If RCOND is so small that the logical expression 1.0 + RCOND .EQ. 1.0 is true, then A may be singular to working precision. In particular, RCOND is zero if exact singularity is detected or the estimate underflows. If INFO .NE. 0 , RCOND is unchanged. Z REAL(N) a work vector whose contents are usually unimportant. If A is singular to working precision, then Z is an approximate null vector in the sense that NORM(A*Z) = RCOND*NORM(A)*NORM(Z) . If INFO .NE. 0 , Z is unchanged. INFO INTEGER = 0 for normal return. = K signals an error condition. The leading minor of order K is not positive definite. Packed Storage The following program segment will pack the upper triangle of a symmetric matrix. K = 0 DO 20 J = 1, N DO 10 I = 1, J K = K + 1 AP(K) = A(I,J) 10 CONTINUE 20 CONTINUE LINPACK. This version dated 08/14/78 . Cleve Moler, University of New Mexico, Argonne National Lab. Subroutines and Functions LINPACK SPPFA BLAS SAXPY,SDOT,SSCAL,SASUM Fortran ABS,AMAX1,REAL,SIGN