nag_dtpcon (f07ugc) estimates the condition number of a real triangular matrix, using packed storage.
nag_dtpcon (f07ugc) estimates the condition number of a real triangular matrix
, in either the
-norm or the
-norm, using packed storage:
The function computes
or
exactly, and uses Higham's implementation of Hager's method (see
Higham (1988)) to estimate
or
.
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
The computed estimate
rcond is never less than the true value
, and in practice is nearly always less than
, although examples can be constructed where
rcond is much larger.
A call to nag_dtpcon (f07ugc) involves solving a number of systems of linear equations of the form
or
; the number is usually
or
and never more than
. Each solution involves approximately
floating point operations but takes considerably longer than a call to
nag_dtptrs (f07uec) with one right-hand side, because extra care is taken to avoid overflow when
is approximately singular.
The complex analogue of this function is
nag_ztpcon (f07uuc).
This example estimates the condition number in the
-norm of the matrix
, where
using packed storage. The true condition number in the
-norm is
.