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NAG Toolbox

NAG Toolbox: nag_lapack_zppcon (f07gu)


    1  Purpose
    2  Syntax
    7  Accuracy
    9  Example


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


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


nag_lapack_zppcon (f07gu) estimates the condition number (in the 1-norm) of a complex Hermitian positive definite matrix A:
κ1A=A1A-11 .  
Since A is Hermitian, κ1A=κA=AA-1.
Because κ1A is infinite if A is singular, the function actually returns an estimate of the reciprocal of κ1A.
The function should be preceded by a computation of A1 and a call to nag_lapack_zpptrf (f07gr) to compute the Cholesky factorization of A. The function then uses Higham's implementation of Hager's method (see Higham (1988)) to estimate A-11.


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


Compulsory Input Parameters

1:     uplo – string (length ≥ 1)
Specifies how A has been factorized.
A=UHU, where U is upper triangular.
A=LLH, where L is lower triangular.
Constraint: uplo='U' or 'L'.
2:     n int64int32nag_int scalar
n, the order of the matrix A.
Constraint: n0.
3:     ap: – complex array
The dimension of the array ap must be at least max1,n×n+1/2
The Cholesky factor of A stored in packed form, as returned by nag_lapack_zpptrf (f07gr).
4:     anorm – double scalar
The 1-norm of the original matrix A. anorm must be computed either before calling nag_lapack_zpptrf (f07gr) or else from a copy of the original matrix A.
Constraint: anorm0.0.

Optional Input Parameters


Output Parameters

1:     rcond – double scalar
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.
2:     info int64int32nag_int scalar
info=0 unless the function detects an error (see Error Indicators and Warnings).

Error Indicators and Warnings

If info=-i, argument i had an illegal value. An explanatory message is output, and execution of the program is terminated.


The computed estimate rcond is never less than the true value ρ, and in practice is nearly always less than 10ρ, 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=b; the number is usually 5 and never more than 11. Each solution involves approximately 8n2 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 A is approximately singular.
The real analogue of this function is nag_lapack_dppcon (f07gg).


This example estimates the condition number in the 1-norm (or -norm) of the matrix A, where
A= 3.23+0.00i 1.51-1.92i 1.90+0.84i 0.42+2.50i 1.51+1.92i 3.58+0.00i -0.23+1.11i -1.18+1.37i 1.90-0.84i -0.23-1.11i 4.09+0.00i 2.33-0.14i 0.42-2.50i -1.18-1.37i 2.33+0.14i 4.29+0.00i .  
Here A is Hermitian positive definite, stored in packed form, and must first be factorized by nag_lapack_zpptrf (f07gr). The true condition number in the 1-norm is 201.92.
function f07gu_example

fprintf('f07gu example results\n\n');

uplo = 'L';
n = int64(4);
ap = [3.23 + 0i    1.51 + 1.92i    1.90 - 0.84i    0.42 - 2.50i ...
                   3.58 + 0i      -0.23 - 1.11i   -1.18 - 1.37i ...
                                   4.09 + 0.00i    2.33 + 0.14i ...
                                                   4.29 + 0.00i];

[L, info] = f07gr( ...
                     uplo, n, ap);

anorm = norm([ap(4) ap(7) ap(9) ap(10)], 1);

[rcond, info] = f07gu( ...
                       uplo, n, L, anorm);

fprintf('Estimate of condition number = %9.2e\n', 1/rcond);

f07gu example results

Estimate of condition number =  1.51e+02

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Chapter Contents
Chapter Introduction
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