f07 Chapter Contents
f07 Chapter Introduction
NAG Library Manual

# NAG Library Function Documentnag_dppcon (f07ggc)

## 1  Purpose

nag_dppcon (f07ggc) estimates the condition number of a real symmetric positive definite matrix $A$, where $A$ has been factorized by nag_dpptrf (f07gdc), using packed storage.

## 2  Specification

 #include #include
 void nag_dppcon (Nag_OrderType order, Nag_UploType uplo, Integer n, const double ap[], double anorm, double *rcond, NagError *fail)

## 3  Description

nag_dppcon (f07ggc) estimates the condition number (in the $1$-norm) of a real symmetric positive definite matrix $A$:
 $κ1A=A1A-11 .$
Since $A$ is symmetric, ${\kappa }_{1}\left(A\right)={\kappa }_{\infty }\left(A\right)={‖A‖}_{\infty }{‖{A}^{-1}‖}_{\infty }$.
Because ${\kappa }_{1}\left(A\right)$ is infinite if $A$ is singular, the function actually returns an estimate of the reciprocal of ${\kappa }_{1}\left(A\right)$.
The function should be preceded by a call to nag_dsp_norm (f16rdc) to compute ${‖A‖}_{1}$ and a call to nag_dpptrf (f07gdc) to compute the Cholesky factorization of $A$. The function then uses Higham's implementation of Hager's method (see Higham (1988)) to estimate ${‖{A}^{-1}‖}_{1}$.

## 4  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

## 5  Arguments

1:     orderNag_OrderTypeInput
On entry: the order argument specifies the two-dimensional storage scheme being used, i.e., row-major ordering or column-major ordering. C language defined storage is specified by ${\mathbf{order}}=\mathrm{Nag_RowMajor}$. See Section 3.2.1.3 in the Essential Introduction for a more detailed explanation of the use of this argument.
Constraint: ${\mathbf{order}}=\mathrm{Nag_RowMajor}$ or $\mathrm{Nag_ColMajor}$.
2:     uploNag_UploTypeInput
On entry: specifies how $A$ has been factorized.
${\mathbf{uplo}}=\mathrm{Nag_Upper}$
$A={U}^{\mathrm{T}}U$, where $U$ is upper triangular.
${\mathbf{uplo}}=\mathrm{Nag_Lower}$
$A=L{L}^{\mathrm{T}}$, where $L$ is lower triangular.
Constraint: ${\mathbf{uplo}}=\mathrm{Nag_Upper}$ or $\mathrm{Nag_Lower}$.
3:     nIntegerInput
On entry: $n$, the order of the matrix $A$.
Constraint: ${\mathbf{n}}\ge 0$.
4:     ap[$\mathit{dim}$]const doubleInput
Note: the dimension, dim, of the array ap must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}×\left({\mathbf{n}}+1\right)/2\right)$.
On entry: the Cholesky factor of $A$ stored in packed form, as returned by nag_dpptrf (f07gdc).
5:     anormdoubleInput
On entry: the $1$-norm of the original matrix $A$, which may be computed by calling nag_dsp_norm (f16rdc) with its argument ${\mathbf{norm}}=\mathrm{Nag_OneNorm}$. anorm must be computed either before calling nag_dpptrf (f07gdc) or else from a copy of the original matrix $A$.
Constraint: ${\mathbf{anorm}}\ge 0.0$.
6:     rconddouble *Output
On exit: an estimate of the reciprocal of the condition number of $A$. rcond is set to zero if exact singularity is detected or the estimate underflows. If rcond is less than machine precision, $A$ is singular to working precision.
7:     failNagError *Input/Output
The NAG error argument (see Section 3.6 in the Essential Introduction).

## 6  Error Indicators and Warnings

NE_ALLOC_FAIL
Dynamic memory allocation failed.
On entry, argument $⟨\mathit{\text{value}}⟩$ had an illegal value.
NE_INT
On entry, ${\mathbf{n}}=⟨\mathit{\text{value}}⟩$.
Constraint: ${\mathbf{n}}\ge 0$.
NE_INTERNAL_ERROR
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
NE_REAL
On entry, ${\mathbf{anorm}}=⟨\mathit{\text{value}}⟩$.
Constraint: ${\mathbf{anorm}}\ge 0.0$.

## 7  Accuracy

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

## 8  Parallelism and Performance

nag_dppcon (f07ggc) is not threaded by NAG in any implementation.
nag_dppcon (f07ggc) makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.

A call to nag_dppcon (f07ggc) involves solving a number of systems of linear equations of the form $Ax=b$; the number is usually $4$ or $5$ and never more than $11$. Each solution involves approximately $2{n}^{2}$ floating-point operations but takes considerably longer than a call to nag_dpptrs (f07gec) with one right-hand side, because extra care is taken to avoid overflow when $A$ is approximately singular.
The complex analogue of this function is nag_zppcon (f07guc).

## 10  Example

This example estimates the condition number in the $1$-norm (or $\infty$-norm) of the matrix $A$, where
 $A= 4.16 -3.12 0.56 -0.10 -3.12 5.03 -0.83 1.18 0.56 -0.83 0.76 0.34 -0.10 1.18 0.34 1.18 .$
Here $A$ is symmetric positive definite, stored in packed form, and must first be factorized by nag_dpptrf (f07gdc). The true condition number in the $1$-norm is $97.32$.

### 10.1  Program Text

Program Text (f07ggce.c)

### 10.2  Program Data

Program Data (f07ggce.d)

### 10.3  Program Results

Program Results (f07ggce.r)