Developer Reference for Intel® oneAPI Math Kernel Library - C

Developer Reference

  • 0.9
  • 09/09/2020
  • Public Content
Contents

?spcon

Estimates the reciprocal of the condition number of a packed symmetric matrix.

Syntax

lapack_int LAPACKE_sspcon
(
int
matrix_layout
,
char
uplo
,
lapack_int
n
,
const float*
ap
,
const lapack_int*
ipiv
,
float
anorm
,
float*
rcond
);
lapack_int LAPACKE_dspcon
(
int
matrix_layout
,
char
uplo
,
lapack_int
n
,
const double*
ap
,
const lapack_int*
ipiv
,
double
anorm
,
double*
rcond
);
lapack_int LAPACKE_cspcon
(
int
matrix_layout
,
char
uplo
,
lapack_int
n
,
const lapack_complex_float*
ap
,
const lapack_int*
ipiv
,
float
anorm
,
float*
rcond
);
lapack_int LAPACKE_zspcon
(
int
matrix_layout
,
char
uplo
,
lapack_int
n
,
const lapack_complex_double*
ap
,
const lapack_int*
ipiv
,
double
anorm
,
double*
rcond
);
Include Files
  • mkl.h
Description
The routine estimates the reciprocal of the condition number of a packed symmetric matrix
A
:
κ
1
(
A
) = ||
A
||
1
 ||
A
-1
||
1
 (since
A
 is symmetric,
κ
∞
(
A
) =
κ
1
(
A
)
).
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
    ?sptrf
     to compute the factorization of
    A
    .
Input Parameters
matrix_layout
Specifies whether matrix storage layout is row major (
LAPACK_ROW_MAJOR
) or column major (
LAPACK_COL_MAJOR
).
uplo
Must be
'U'
 or
'L'
.
Indicates how the input matrix
A
 has been factored:
If
uplo
 =
'U'
, the array
ap
 stores the packed upper triangular factor
U
 of the factorization
A
 =
U*D*U
T
.
If
uplo
 =
'L'
, the array
ap
 stores the packed lower triangular factor
L
 of the factorization
A
 =
L*D*L
T
.
n
The order of matrix
A
;
n
≥
 0
.
ap
The array
ap
 contains the packed factored matrix
A
, as returned by
?sptrf
. The dimension of
ap
 must be at least max(1,
n
(
n
+1)/2).
ipiv
Array, size at least
max(1,
n
)
.
The array
ipiv
, as returned by
?sptrf
.
anorm
The norm of the
original
 matrix
A
(see
Description
)
.
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
; the number is usually 4 or 5 and never more than 11. Each solution requires approximately
2
n
2
 floating-point operations for real flavors and
8
n
2
 for complex flavors.

Product and Performance Information

1

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Notice revision #20110804