DPOCO(3F)
DPOCO - DPOCO factors a double precision symmetric positive definite matrix and estimates the condition of the matrix.
As shipped in IRIX 6.5.7. Unchanged since IRIX 6.5.
NAME DPOCO - DPOCO factors a double precision symmetric positive definite matrix and estimates the condition of the matrix. If RCOND is not needed, DPOFA is slightly faster. To solve A*X = B , follow DPOCO by DPOSL. To compute INVERSE(A)*C , follow DPOCO by DPOSL. To compute DETERMINANT(A) , follow DPOCO by DPODI. To compute INVERSE(A) , follow DPOCO by DPODI. SYNOPSYS SUBROUTINE DPOCO(A,LDA,N,RCOND,Z,INFO) DESCRIPTION On Entry A DOUBLE PRECISION(LDA, N) the symmetric matrix to be factored. Only the diagonal and upper triangle are used. LDA INTEGER the leading dimension of the array A . N INTEGER the order of the matrix A . On Return A an upper triangular matrix R so that A = TRANS(R)*R where TRANS(R) is the transpose. The strict lower triangle is unaltered. If INFO .NE. 0 , the factorization is not complete. RCOND DOUBLE PRECISION 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 DOUBLE PRECISION(N) a work vector whose contents are usually unimportant. If A is close to a singular matrix, 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. LINPACK. This version dated 08/14/78 . Cleve Moler, University of New Mexico, Argonne National Lab. Subroutines and Functions LINPACK DPOFA BLAS DAXPY,DDOT,DSCAL,DASUM Fortran DABS,DMAX1,DREAL,DSIGN