NAG Library Routine Document
estimates the condition number of a real symmetric indefinite matrix
has been factorized by f07pdf (dsptrf)
, using packed storage.
|Integer, Intent (In)||:: ||
|Integer, Intent (Out)||:: ||
|Real (Kind=nag_wp), Intent (In)||:: ||
|Real (Kind=nag_wp), Intent (Out)||:: ||
|Character (1), Intent (In)||:: ||
The routine may be called by its
estimates the condition number (in the
-norm) of a real symmetric indefinite matrix
Because is infinite if is singular, the routine actually returns an estimate of the reciprocal of .
The routine should be preceded by a call to f06rdf
and a call to f07pdf (dsptrf)
to compute the Bunch–Kaufman factorization of
. The routine then uses Higham's implementation of Hager's method (see Higham (1988)
) to estimate
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
- 1: – Character(1)Input
: specifies how
has been factorized.
- , where is upper triangular.
- , where is lower triangular.
- 2: – IntegerInput
On entry: , the order of the matrix .
- 3: – Real (Kind=nag_wp) arrayInput
the dimension of the array ap
must be at least
: the factorization of
stored in packed form, as returned by f07pdf (dsptrf)
- 4: – Integer arrayInput
the dimension of the array ipiv
must be at least
: details of the interchanges and the block structure of
, as returned by f07pdf (dsptrf)
- 5: – Real (Kind=nag_wp)Input
-norm of the original
, which may be computed by calling f06rdf
with its argument
must be computed either before
calling f07pdf (dsptrf)
or else from a copy
of the original matrix
- 6: – Real (Kind=nag_wp)Output
: an estimate of the reciprocal of the condition number of
is set to zero if exact singularity is detected or the estimate underflows. If rcond
is less than machine precision
is singular to working precision.
- 7: – Real (Kind=nag_wp) arrayWorkspace
- 8: – Integer arrayWorkspace
- 9: – IntegerOutput
unless the routine detects an error (see Section 6
Error Indicators and Warnings
If , argument 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
, and in practice is nearly always less than
, although examples can be constructed where rcond
is much larger.
Parallelism and Performance
f07pgf (dspcon) 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.
Please consult the X06 Chapter Introduction
for information on how to control and interrogate the OpenMP environment used within this routine. Please also consult the Users' Note
for your implementation for any additional implementation-specific information.
A call to f07pgf (dspcon)
involves solving a number of systems of linear equations of the form
; the number is usually
and never more than
. Each solution involves approximately
floating-point operations but takes considerably longer than a call to f07pef (dsptrs)
with one right-hand side, because extra care is taken to avoid overflow when
is approximately singular.
The complex analogues of this routine are f07puf (zhpcon)
for Hermitian matrices and f07quf (zspcon)
for symmetric matrices.
This example estimates the condition number in the
-norm) of the matrix
is symmetric indefinite, stored in packed form, and must first be factorized by f07pdf (dsptrf)
. The true condition number in the
Program Text (f07pgfe.f90)
Program Data (f07pgfe.d)
Program Results (f07pgfe.r)