f07 Chapter Contents
f07 Chapter Introduction
NAG Library Manual

# NAG Library Function Documentnag_dsycon (f07mgc)

## 1  Purpose

nag_dsycon (f07mgc) estimates the condition number of a real symmetric indefinite matrix $A$, where $A$ has been factorized by nag_dsytrf (f07mdc).

## 2  Specification

 #include #include
 void nag_dsycon (Nag_OrderType order, Nag_UploType uplo, Integer n, const double a[], Integer pda, const Integer ipiv[], double anorm, double *rcond, NagError *fail)

## 3  Description

nag_dsycon (f07mgc) estimates the condition number (in the $1$-norm) of a real symmetric indefinite 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_dsy_norm (f16rcc) to compute ${‖A‖}_{1}$ and a call to nag_dsytrf (f07mdc) to compute the Bunch–Kaufman factorization of $A$. The function then uses Higham's implementation of Hager's method (see Higham (1988)) to estimate ${‖{A}^{-1}‖}_{1}$.

## 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.
${\mathbf{uplo}}=\mathrm{Nag_Upper}$
$A=PUD{U}^{\mathrm{T}}{P}^{\mathrm{T}}$, where $U$ is upper triangular.
${\mathbf{uplo}}=\mathrm{Nag_Lower}$
$A=PLD{L}^{\mathrm{T}}{P}^{\mathrm{T}}$, 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:     a[$\mathit{dim}$]const doubleInput
Note: the dimension, dim, of the array a must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{pda}}×{\mathbf{n}}\right)$.
On entry: details of the factorization of $A$, as returned by nag_dsytrf (f07mdc).
5:     pdaIntegerInput
On entry: the stride separating row or column elements (depending on the value of order) of the matrix in the array a.
Constraint: ${\mathbf{pda}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
6:     ipiv[$\mathit{dim}$]const IntegerInput
Note: the dimension, dim, of the array ipiv must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
On entry: details of the interchanges and the block structure of $D$, as returned by nag_dsytrf (f07mdc).
7:     anormdoubleInput
On entry: the $1$-norm of the original matrix $A$, which may be computed by calling nag_dsy_norm (f16rcc) with its argument ${\mathbf{norm}}=\mathrm{Nag_OneNorm}$. anorm must be computed either before calling nag_dsytrf (f07mdc) or else from a copy of the original matrix $A$.
Constraint: ${\mathbf{anorm}}\ge 0.0$.
8:     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.
9:     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: ${\mathbf{n}}\ge 0$.
On entry, ${\mathbf{pda}}=⟨\mathit{\text{value}}⟩$.
Constraint: ${\mathbf{pda}}>0$.
NE_INT_2
On entry, ${\mathbf{pda}}=⟨\mathit{\text{value}}⟩$ and ${\mathbf{n}}=⟨\mathit{\text{value}}⟩$.
Constraint: ${\mathbf{pda}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
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_dsycon (f07mgc) is not threaded by NAG in any implementation.
nag_dsycon (f07mgc) 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_dsycon (f07mgc) 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_dsytrs (f07mec) with one right-hand side, because extra care is taken to avoid overflow when $A$ is approximately singular.
The complex analogues of this function are nag_zhecon (f07muc) for Hermitian matrices and nag_zsycon (f07nuc) for symmetric matrices.

## 10  Example

This example estimates the condition number in the $1$-norm (or $\infty$-norm) of the matrix $A$, where
 $A= 2.07 3.87 4.20 -1.15 3.87 -0.21 1.87 0.63 4.20 1.87 1.15 2.06 -1.15 0.63 2.06 -1.81 .$
Here $A$ is symmetric indefinite and must first be factorized by nag_dsytrf (f07mdc). The true condition number in the $1$-norm is $75.68$.

### 10.1  Program Text

Program Text (f07mgce.c)

### 10.2  Program Data

Program Data (f07mgce.d)

### 10.3  Program Results

Program Results (f07mgce.r)