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NAG Toolbox: nag_lapack_zppcon (f07gu)

Purpose

nag_lapack_zppcon (f07gu) estimates the condition number of a complex Hermitian positive definite matrix AA, where AA has been factorized by nag_lapack_zpptrf (f07gr), using packed storage.

Syntax

[rcond, info] = f07gu(uplo, n, ap, anorm)
[rcond, info] = nag_lapack_zppcon(uplo, n, ap, anorm)

Description

nag_lapack_zppcon (f07gu) estimates the condition number (in the 11-norm) of a complex Hermitian positive definite matrix AA:
κ1(A) = A1A11 .
κ1(A)=A1A-11 .
Since AA is Hermitian, κ1(A) = κ(A) = AA1κ1(A)=κ(A)=AA-1.
Because κ1(A)κ1(A) is infinite if AA is singular, the function actually returns an estimate of the reciprocal of κ1(A)κ1(A).

References

Higham N J (1988) FORTRAN codes for estimating the one-norm of a real or complex matrix, with applications to condition estimation ACM Trans. Math. Software 14 381–396

Parameters

Compulsory Input Parameters

1:     uplo – string (length ≥ 1)
Specifies how AA has been factorized.
uplo = 'U'uplo='U'
A = UHUA=UHU, where UU is upper triangular.
uplo = 'L'uplo='L'
A = LLHA=LLH, where LL is lower triangular.
Constraint: uplo = 'U'uplo='U' or 'L''L'.
2:     n – int64int32nag_int scalar
nn, the order of the matrix AA.
Constraint: n0n0.
3:     ap( : :) – complex array
Note: the dimension of the array ap must be at least max (1,n × (n + 1) / 2)max(1,n×(n+1)/2).
The Cholesky factor of AA stored in packed form, as returned by nag_lapack_zpptrf (f07gr).
4:     anorm – double scalar
The 11-norm of the original matrix AA, which may be computed by calling nag_blas_zlanhp (f06ud) with its parameter norm = '1'norm='1'. anorm must be computed either before calling nag_lapack_zpptrf (f07gr) or else from a copy of the original matrix AA.
Constraint: anorm0.0anorm0.0.

Optional Input Parameters

None.

Input Parameters Omitted from the MATLAB Interface

work rwork

Output Parameters

1:     rcond – double scalar
An estimate of the reciprocal of the condition number of AA. rcond is set to zero if exact singularity is detected or the estimate underflows. If rcond is less than machine precision, AA is singular to working precision.
2:     info – int64int32nag_int scalar
info = 0info=0 unless the function detects an error (see Section [Error Indicators and Warnings]).

Error Indicators and Warnings

  info = iinfo=-i
If info = iinfo=-i, parameter ii had an illegal value on entry. The parameters are numbered as follows:
1: uplo, 2: n, 3: ap, 4: anorm, 5: rcond, 6: work, 7: rwork, 8: info.
It is possible that info refers to a parameter that is omitted from the MATLAB interface. This usually indicates that an error in one of the other input parameters has caused an incorrect value to be inferred.

Accuracy

The computed estimate rcond is never less than the true value ρρ, and in practice is nearly always less than 10ρ10ρ, although examples can be constructed where rcond is much larger.

Further Comments

A call to nag_lapack_zppcon (f07gu) involves solving a number of systems of linear equations of the form Ax = bAx=b; the number is usually 55 and never more than 1111. Each solution involves approximately 8n28n2 real floating point operations but takes considerably longer than a call to nag_lapack_zpptrs (f07gs) with one right-hand side, because extra care is taken to avoid overflow when AA is approximately singular.
The real analogue of this function is nag_lapack_dppcon (f07gg).

Example

function nag_lapack_zppcon_example
uplo = 'L';
n = int64(4);
ap = [1.797220075561143;
      0.8401864749527325 + 1.068316577423342i;
      1.057188279741849 - 0.467388502622712i;
      0.233694251311356 - 1.391037210186643i;
      1.316353439509685 + 0i;
      -0.4701749470106329 + 0.3130658155999466i;
      0.08335250923944192 + 0.03676071443037458i;
      1.560392977137124 + 0i;
      0.9359617337923402 + 0.9899692192815736i;
      0.6603332973655893 + 0i];
anorm = 10.96735730690591;
[rcond, info] = nag_lapack_zppcon(uplo, n, ap, anorm)
 

rcond =

    0.0066


info =

                    0


function f07gu_example
uplo = 'L';
n = int64(4);
ap = [1.797220075561143;
      0.8401864749527325 + 1.068316577423342i;
      1.057188279741849 - 0.467388502622712i;
      0.233694251311356 - 1.391037210186643i;
      1.316353439509685 + 0i;
      -0.4701749470106329 + 0.3130658155999466i;
      0.08335250923944192 + 0.03676071443037458i;
      1.560392977137124 + 0i;
      0.9359617337923402 + 0.9899692192815736i;
      0.6603332973655893 + 0i];
anorm = 10.96735730690591;
[rcond, info] = f07gu(uplo, n, ap, anorm)
 

rcond =

    0.0066


info =

                    0



PDF version (NAG web site, 64-bit version, 64-bit version)
Chapter Contents
Chapter Introduction
NAG Toolbox

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