NAG CL Interface
f07ugc (dtpcon)

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1 Purpose

f07ugc estimates the condition number of a real triangular matrix, using packed storage.

2 Specification

#include <nag.h>
void  f07ugc (Nag_OrderType order, Nag_NormType norm, Nag_UploType uplo, Nag_DiagType diag, Integer n, const double ap[], double *rcond, NagError *fail)
The function may be called by the names: f07ugc, nag_lapacklin_dtpcon or nag_dtpcon.

3 Description

f07ugc estimates the condition number of a real triangular matrix A, in either the 1-norm or the -norm, using packed storage:
κ1 (A) = A1 A-11   or   κ (A) = A A-1 .  
Note that κ(A)=κ1(AT).
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 computes A1 or A exactly, and 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 κ1(A) or κ(A) is estimated.
norm=Nag_OneNorm
κ1(A) is estimated.
norm=Nag_InfNorm
κ(A) is estimated.
Constraint: norm=Nag_OneNorm or Nag_InfNorm.
3: uplo Nag_UploType Input
On entry: specifies whether A is upper or lower triangular.
uplo=Nag_Upper
A is upper triangular.
uplo=Nag_Lower
A is lower triangular.
Constraint: uplo=Nag_Upper or Nag_Lower.
4: diag Nag_DiagType Input
On entry: indicates whether A is a nonunit or unit triangular matrix.
diag=Nag_NonUnitDiag
A is a nonunit triangular matrix.
diag=Nag_UnitDiag
A is a unit triangular matrix; the diagonal elements are not referenced and are assumed to be 1.
Constraint: diag=Nag_NonUnitDiag or Nag_UnitDiag.
5: n Integer Input
On entry: n, the order of the matrix A.
Constraint: n0.
6: ap[dim] const double Input
Note: the dimension, dim, of the array ap must be at least max(1,n×(n+1)/2).
On entry: the n×n triangular matrix A, packed by rows or columns.
The storage of elements Aij depends on the order and uplo arguments as follows:
if order=Nag_ColMajor and uplo=Nag_Upper,
Aij is stored in ap[(j-1)×j/2+i-1], for ij;
if order=Nag_ColMajor and uplo=Nag_Lower,
Aij is stored in ap[(2n-j)×(j-1)/2+i-1], for ij;
if order=Nag_RowMajor and uplo=Nag_Upper,
Aij is stored in ap[(2n-i)×(i-1)/2+j-1], for ij;
if order=Nag_RowMajor and uplo=Nag_Lower,
Aij is stored in ap[(i-1)×i/2+j-1], for ij.
If diag=Nag_UnitDiag, the diagonal elements of AP are assumed to be 1, and are not referenced; the same storage scheme is used whether diag=Nag_NonUnitDiag or diag=Nag_UnitDiag.
7: 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.
8: 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, n=value.
Constraint: n0.
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.

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

Background information to multithreading can be found in the Multithreading documentation.
f07ugc 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 f07ugc involves solving a number of systems of linear equations of the form Ax=b or ATx=b; the number is usually 4 or 5 and never more than 11. Each solution involves approximately n2 floating-point operations but takes considerably longer than a call to f07uec with one right-hand side, because extra care is taken to avoid overflow when A is approximately singular.
The complex analogue of this function is f07uuc.

10 Example

This example estimates the condition number in the 1-norm of the matrix A, where
A= ( 4.30 0.00 0.00 0.00 -3.96 -4.87 0.00 0.00 0.40 0.31 -8.02 0.00 -0.27 0.07 -5.95 0.12 ) ,  
using packed storage. The true condition number in the 1-norm is 116.41.

10.1 Program Text

Program Text (f07ugce.c)

10.2 Program Data

Program Data (f07ugce.d)

10.3 Program Results

Program Results (f07ugce.r)