Developer Reference

  • 2020.2
  • 07/15/2020
  • Public Content
Contents

?la_porcond

Estimates the Skeel condition number for a symmetric positive-definite matrix.

Syntax

call sla_porcond
(
uplo
,
n
,
a
,
lda
,
af
,
ldaf
,
cmode
,
c
,
info
,
work
,
iwork
)
call dla_porcond
(
uplo
,
n
,
a
,
lda
,
af
,
ldaf
,
cmode
,
c
,
info
,
work
,
iwork
)
Include Files
  • mkl.fi
Description
The function estimates the Skeel condition number of
op(
A
) * op2(
C
)
where
the
cmode
parameter determines
op2
as follows:
cmode
Value
op2(C)
1
C
0
I
-1
inv(
C
)
The Skeel condition number
cond(
A
) = norminf(|inv(
A
)||
A
|)
is computed by computing scaling factors
R
such that
diag(
R
)*
A
*op2(
C
)
is row equilibrated and by computing the standard infinity-norm condition number.
Input Parameters
uplo
CHARACTER*1
. Must be
'U'
or
'L'
.
Specifies the triangle of A to store:
If
uplo
=
'U'
, the upper triangle of
A
is stored,
If
uplo
=
'L'
, the lower triangle of
A
is stored.
n
INTEGER
. The number of linear equations, that is, the order of the matrix
A
;
n
0.
a
,
af, c, work
REAL
for
sla_porcond
DOUBLE PRECISION
for
dla_porcond
Arrays:
a
(
lda
,*) contains the
n
-by-
n
matrix
A
.
af
(
ldaf
,*) contains the triangular factor
L
or
U
from the Cholesky factorization
A = U
T
*U
or
A = L*L
T
,
as computed by
?potrf
.
c
,
DIMENSION
n
. The vector
C
in the formula
op(
A
) * op2(
C
)
.
work
is a workspace array of
DIMENSION
(3*
n
).
The second dimension of
a
and
af
must be at least
max(1,
n
)
.
lda
INTEGER
. The leading dimension of the array
ab
.
lda
max(1,
n
)
.
ldaf
INTEGER
. The leading dimension of
af
.
ldaf
max(1,
n
)
.
cmode
INTEGER
. Determines
op2(
C
)
in the formula
op(
A
) * op2(
C
)
as follows:
If
cmode
= 1
,
op2(
C
)
=
C
.
If
cmode
= 0
,
op2(
C
)
=
I
.
If
cmode
= -1
,
op2(
C
)
=
inv(
C
)
.
iwork
INTEGER
. Workspace array with
DIMENSION
n
.
Output Para