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Chapter Contents
Chapter Introduction
NAG Toolbox

# NAG Toolbox: nag_lapack_zspcon (f07qu)

## Purpose

nag_lapack_zspcon (f07qu) estimates the condition number of a complex symmetric matrix $A$, where $A$ has been factorized by nag_lapack_zsptrf (f07qr), using packed storage.

## Syntax

[rcond, info] = f07qu(uplo, ap, ipiv, anorm, 'n', n)
[rcond, info] = nag_lapack_zspcon(uplo, ap, ipiv, anorm, 'n', n)

## Description

nag_lapack_zspcon (f07qu) estimates the condition number (in the $1$-norm) of a complex symmetric 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 computation of ${‖A‖}_{1}$ and a call to nag_lapack_zsptrf (f07qr) to compute the Bunch–Kaufman factorization of $A$. The function then uses Higham's implementation of Hager's method (see Higham (1988)) to estimate ${‖{A}^{-1}‖}_{1}$.

## 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:     $\mathrm{uplo}$ – string (length ≥ 1)
Specifies how $A$ has been factorized.
${\mathbf{uplo}}=\text{'U'}$
$A=PUD{U}^{\mathrm{T}}{P}^{\mathrm{T}}$, where $U$ is upper triangular.
${\mathbf{uplo}}=\text{'L'}$
$A=PLD{L}^{\mathrm{T}}{P}^{\mathrm{T}}$, where $L$ is lower triangular.
Constraint: ${\mathbf{uplo}}=\text{'U'}$ or $\text{'L'}$.
2:     $\mathrm{ap}\left(:\right)$ – complex array
The dimension of the array ap must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}×\left({\mathbf{n}}+1\right)/2\right)$
The factorization of $A$ stored in packed form, as returned by nag_lapack_zsptrf (f07qr).
3:     $\mathrm{ipiv}\left(:\right)$int64int32nag_int array
The dimension of the array ipiv must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$
Details of the interchanges and the block structure of $D$, as returned by nag_lapack_zsptrf (f07qr).
4:     $\mathrm{anorm}$ – double scalar
The $1$-norm of the original matrix $A$. anorm must be computed either before calling nag_lapack_zsptrf (f07qr) or else from a copy of the original matrix $A$.
Constraint: ${\mathbf{anorm}}\ge 0.0$.

### Optional Input Parameters

1:     $\mathrm{n}$int64int32nag_int scalar
Default: the dimension of the array ipiv.
$n$, the order of the matrix $A$.
Constraint: ${\mathbf{n}}\ge 0$.

### Output Parameters

1:     $\mathrm{rcond}$ – 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:     $\mathrm{info}$int64int32nag_int scalar
${\mathbf{info}}=0$ unless the function detects an error (see Error Indicators and Warnings).

## Error Indicators and Warnings

${\mathbf{info}}<0$
If ${\mathbf{info}}=-i$, argument $i$ had an illegal value. An explanatory message is output, and execution of the program is terminated.

## 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.

A call to nag_lapack_zspcon (f07qu) 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 $8{n}^{2}$ real floating-point operations but takes considerably longer than a call to nag_lapack_zsptrs (f07qs) 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_dspcon (f07pg).

## Example

This example estimates the condition number in the $1$-norm (or $\infty$-norm) of the matrix $A$, where
 $A= -0.39-0.71i 5.14-0.64i -7.86-2.96i 3.80+0.92i 5.14-0.64i 8.86+1.81i -3.52+0.58i 5.32-1.59i -7.86-2.96i -3.52+0.58i -2.83-0.03i -1.54-2.86i 3.80+0.92i 5.32-1.59i -1.54-2.86i -0.56+0.12i .$
Here $A$ is symmetric, stored in packed form, and must first be factorized by nag_lapack_zsptrf (f07qr). The true condition number in the $1$-norm is $32.92$.
```function f07qu_example

fprintf('f07qu example results\n\n');

% Estimate condition number of A, where A is complex symmetric matrix
% such that the lower triangular part is stored in packed format

% A in full format first to get 1-norm of A
n = int64(4);
a =  [ -0.39 - 0.71i   5.14 - 0.64i  -7.86 - 2.96i   3.80 + 0.92i;
5.14 - 0.64i   8.86 + 1.81i  -3.52 + 0.58i   5.32 - 1.59i;
-7.86 - 2.96i  -3.52 + 0.58i  -2.83 - 0.03i  -1.54 - 2.86i;
3.80 + 0.92i   5.32 - 1.59i  -1.54 - 2.86i  -0.56 + 0.12i];
anorm = norm(a,1);

% pack A in array ap
uplo = 'L';
ap = [];
for j = 1:n
ap = [ap; a(j:n,j)];
end

% Factorize packed form
[apf, ipiv, info] = f07qr( ...
uplo, n, ap);

% Get reciprocal condition number
[rcond, info] = f07qu( ...
uplo, apf, ipiv, anorm);

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

```
```f07qu example results

Estimate of condition number =  2.06e+01
```