NAG CL Interface
f07buc (zgbcon)

1 Purpose

f07buc estimates the condition number of a complex band matrix A, where A has been factorized by f07brc.

2 Specification

#include <nag.h>
void  f07buc (Nag_OrderType order, Nag_NormType norm, Integer n, Integer kl, Integer ku, const Complex ab[], Integer pdab, const Integer ipiv[], double anorm, double *rcond, NagError *fail)
The function may be called by the names: f07buc, nag_lapacklin_zgbcon or nag_zgbcon.

3 Description

f07buc estimates the condition number of a complex band matrix A, in either the 1-norm or the -norm:
κ1A=A1A-11   or   κA=AA-1 .  
Note that κA=κ1AH.
Because the condition number is infinite if A is singular, the function actually returns an estimate of the reciprocal of the condition number.
The function should be preceded by a call to f16ubc to compute A1 or A, and a call to f07brc to compute the LU factorization of A. The function then uses Higham's implementation of Hager's method (see Higham (1988)) to estimate A-11 or A-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: order Nag_OrderType Input
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 order=Nag_RowMajor. See Section 3.1.3 in the Introduction to the NAG Library CL Interface for a more detailed explanation of the use of this argument.
Constraint: order=Nag_RowMajor or Nag_ColMajor.
2: norm Nag_NormType Input
On entry: indicates whether κ1A or κA is estimated.
norm=Nag_OneNorm
κ1A is estimated.
norm=Nag_InfNorm
κA is estimated.
Constraint: norm=Nag_OneNorm or Nag_InfNorm.
3: n Integer Input
On entry: n, the order of the matrix A.
Constraint: n0.
4: kl Integer Input
On entry: kl, the number of subdiagonals within the band of the matrix A.
Constraint: kl0.
5: ku Integer Input
On entry: ku, the number of superdiagonals within the band of the matrix A.
Constraint: ku0.
6: ab[dim] const Complex Input
Note: the dimension, dim, of the array ab must be at least max1,pdab×n.
On entry: the LU factorization of A, as returned by f07brc.
7: pdab Integer Input
On entry: the stride separating row or column elements (depending on the value of order) of the matrix in the array ab.
Constraint: pdab2×kl+ku+1.
8: ipiv[dim] const Integer Input
Note: the dimension, dim, of the array ipiv must be at least max1,n.
On entry: the pivot indices, as returned by f07brc.
9: anorm double Input
On entry: if norm=Nag_OneNorm, the 1-norm of the original matrix A.
If norm=Nag_InfNorm, the -norm of the original matrix A.
anorm may be computed by calling f16ubc with the same value for the argument norm.
anorm must be computed either before calling f07brc or else from a copy of the original matrix A (see Section 10).
Constraint: anorm0.0.
10: rcond double * 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.
11: fail NagError * Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

6 Error Indicators and Warnings

NE_ALLOC_FAIL
Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
NE_BAD_PARAM
On entry, argument value had an illegal value.
NE_INT
On entry, kl=value.
Constraint: kl0.
On entry, ku=value.
Constraint: ku0.
On entry, n=value.
Constraint: n0.
On entry, pdab=value.
Constraint: pdab>0.
NE_INT_3
On entry, pdab=value, kl=value and ku=value.
Constraint: pdab2×kl+ku+1.
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.
See Section 7.5 in the Introduction to the NAG Library CL Interface for further information.
NE_NO_LICENCE
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.
NE_REAL
On entry, anorm=value.
Constraint: anorm0.0.

7 Accuracy

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.

8 Parallelism and Performance

f07buc 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 function. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

9 Further Comments

A call to f07buc involves solving a number of systems of linear equations of the form Ax=b or AHx=b; the number is usually 5 and never more than 11. Each solution involves approximately 8n2kl+ku real floating-point operations (assuming nkl and nku) but takes considerably longer than a call to f07bsc 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 f07bgc.

10 Example

This example estimates the condition number in the 1-norm of the matrix A, where
A= -1.65+2.26i -2.05-0.85i 0.97-2.84i 0.00+0.00i 0.00+6.30i -1.48-1.75i -3.99+4.01i 0.59-0.48i 0.00+0.00i -0.77+2.83i -1.06+1.94i 3.33-1.04i 0.00+0.00i 0.00+0.00i 4.48-1.09i -0.46-1.72i .  

10.1 Program Text

Program Text (f07buce.c)

10.2 Program Data

Program Data (f07buce.d)

10.3 Program Results

Program Results (f07buce.r)