Developer Reference for Intel® oneAPI Math Kernel Library - C

Developer Reference

Contents

?gbcon

Estimates the reciprocal of the condition number of a band matrix in the 1-norm or the infinity-norm.

Syntax

lapack_int LAPACKE_sgbcon
(
int
matrix_layout
,
char
norm
,
lapack_int
n
,
lapack_int
kl
,
lapack_int
ku
,
const float*
ab
,
lapack_int
ldab
,
const lapack_int*
ipiv
,
float
anorm
,
float*
rcond
);
lapack_int LAPACKE_dgbcon
(
int
matrix_layout
,
char
norm
,
lapack_int
n
,
lapack_int
kl
,
lapack_int
ku
,
const double*
ab
,
lapack_int
ldab
,
const lapack_int*
ipiv
,
double
anorm
,
double*
rcond
);
lapack_int LAPACKE_cgbcon
(
int
matrix_layout
,
char
norm
,
lapack_int
n
,
lapack_int
kl
,
lapack_int
ku
,
const lapack_complex_float*
ab
,
lapack_int
ldab
,
const lapack_int*
ipiv
,
float
anorm
,
float*
rcond
);
lapack_int LAPACKE_zgbcon
(
int
matrix_layout
,
char
norm
,
lapack_int
n
,
lapack_int
kl
,
lapack_int
ku
,
const lapack_complex_double*
ab
,
lapack_int
ldab
,
const lapack_int*
ipiv
,
double
anorm
,
double*
rcond
);
Include Files
  • mkl.h
Description
The routine estimates the reciprocal of the condition number of a general band matrix
A
 in the 1-norm or infinity-norm:
κ
1
(
A
) = ||
A
||
1
||
A
-1
||
1
 =
κ
∞
(
A
T
) =
κ
∞
(
A
H
)
κ
∞
(
A
) = ||
A
||
∞
||
A
-1
||
∞
 =
κ
1
(
A
T
) =
κ
1
(
A
H
).
An estimate is obtained for
||
A
-1
||
, and the reciprocal of the condition number is computed as
rcond
 = 1 / (||
A
|| ||
A
-1
||)
.
Before calling this routine:
  • compute
    anorm
     (either ||
    A
    ||
    1
     = max
    j
    Σ
    i
     |
    a
    i
    j
    | or ||
    A
    ||
    ∞
     = max
    i
    Σ
    j
     |
    a
    i
    j
    |)
  • call
    ?gbtrf
     to compute the
    LU
     factorization of
    A
    .
Input Parameters
matrix_layout
Specifies whether matrix storage layout is row major (
LAPACK_ROW_MAJOR
) or column major (
LAPACK_COL_MAJOR
).
norm
Must be
'1'
 or
'O'
 or
'I'
.
If
norm
 =
'1'
 or
'O'
, then the routine estimates the condition number of matrix
A
 in 1-norm.
If
norm
 =
'I'
, then the routine estimates the condition number of matrix
A
 in infinity-norm.
n
The order of the matrix
A
;
n
≥
 0.
kl
The number of subdiagonals within the band of
A
;
kl
≥
 0.
ku
The number of superdiagonals within the band of
A
;
ku
≥
 0.
ldab
The leading dimension of the array
ab
. (
ldab
≥
 2*
kl
 +
ku
 +1).
ipiv
Array, size at least
max(1,
n
)
. The
ipiv
 array, as returned by
?gbtrf
.
ab
The array
ab
of size max(1,
ldab
*
n
)
 contains the factored band matrix
A
, as returned by
?gbtrf
.
anorm
The norm of the
original
 matrix
A
.
Output Parameters
rcond
An estimate of the reciprocal of the condition number. The routine sets
rcond
 =0 if the estimate underflows; in this case the matrix is singular (to working precision). However, anytime
rcond
 is small compared to 1.0, for the working precision, the matrix may be poorly conditioned or even singular.
Return Values
This function returns a value
info
.
If
info
=0
, the execution is successful.
If
info
 =
-i
, parameter
i
 had an illegal value.
Application Notes
The computed
rcond
 is never less than
r
 (the reciprocal of the true condition number) and in practice is nearly always less than
10
r
. A call to this routine involves solving a number of systems of linear equations
A
*
x
 =
b
 or
A
H
*
x
 =
b
; the number is usually 4 or 5 and never more than 11. Each solution requires approximately
2
n
(
ku
 + 2
kl
)
 floating-point operations for real flavors and
8
n
(
ku
 + 2
kl
)
 for complex flavors.

Product and Performance Information

1

Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex.