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NAME
DPTCON - compute the reciprocal of the condition number (in
the 1-norm) of a real symmetric positive definite tridiago-
nal matrix using the factorization A = L*D*L**T or A =
U**T*D*U computed by DPTTRF
SYNOPSIS
SUBROUTINE DPTCON( N, D, E, ANORM, RCOND, WORK, INFO )
INTEGER INFO, N
DOUBLE PRECISION ANORM, RCOND
DOUBLE PRECISION D( * ), E( * ), WORK( * )
PURPOSE
DPTCON computes the reciprocal of the condition number (in
the 1-norm) of a real symmetric positive definite tridiago-
nal matrix using the factorization A = L*D*L**T or A =
U**T*D*U computed by DPTTRF.
Norm(inv(A)) is computed by a direct method, and the
reciprocal of the condition number is computed as
RCOND = 1 / (ANORM * norm(inv(A))).
ARGUMENTS
N (input) INTEGER
The order of the matrix A. N >= 0.
D (input) DOUBLE PRECISION array, dimension (N)
The n diagonal elements of the diagonal matrix D
from the factorization of A, as computed by DPTTRF.
E (input) DOUBLE PRECISION array, dimension (N-1)
The (n-1) off-diagonal elements of the unit bidiago-
nal factor U or L from the factorization of A, as
computed by DPTTRF.
ANORM (input) DOUBLE PRECISION
The 1-norm of the original matrix A.
RCOND (output) DOUBLE PRECISION
The reciprocal of the condition number of the matrix
A, computed as RCOND = 1/(ANORM * AINVNM), where
AINVNM is the 1-norm of inv(A) computed in this rou-
tine.
WORK (workspace) DOUBLE PRECISION array, dimension (N)
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal
value
FURTHER DETAILS
The method used is described in Nicholas J. Higham, "Effi-
cient Algorithms for Computing the Condition Number of a
Tridiagonal Matrix", SIAM J. Sci. Stat. Comput., Vol. 7, No.
1, January 1986.