?trcon

Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

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ID 766686

Date 12/16/2022

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?trcon

Estimates the reciprocal of the condition number of a triangular matrix.

Syntax

call strcon( norm, uplo, diag, n, a, lda, rcond, work, iwork, info )

call dtrcon( norm, uplo, diag, n, a, lda, rcond, work, iwork, info )

call ctrcon( norm, uplo, diag, n, a, lda, rcond, work, rwork, info )

call ztrcon( norm, uplo, diag, n, a, lda, rcond, work, rwork, info )

call trcon( a, rcond [,uplo] [,diag] [,norm] [,info] )

Include Files

mkl.fi, lapack.f90

Description

The routine estimates the reciprocal of the condition number of a triangular matrix A in either the 1-norm or infinity-norm:

κ₁(A) =||A||₁ ||A^-1||₁ = κ_∞(A^T) = κ_∞(A^H)

κ_∞ (A) =||A||_∞ ||A^-1||_∞ =k₁ (A^T) = κ₁ (A^H) .

Input Parameters

norm	CHARACTER*1. 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.
uplo	CHARACTER*1. Must be 'U' or 'L'. Indicates whether `A` is upper or lower triangular: If `uplo = 'U'`, the array `a` stores the upper triangle of `A`, other array elements are not referenced. If `uplo = 'L'`, the array `a` stores the lower triangle of `A`, other array elements are not referenced.
diag	CHARACTER*1. Must be 'N' or 'U'. If `diag = 'N'`, then `A` is not a unit triangular matrix. If `diag = 'U'`, then `A` is unit triangular: diagonal elements are assumed to be 1 and not referenced in the array `a`.
n	INTEGER. The order of the matrix `A`; `n`≥ 0.
a, work	REAL for strcon DOUBLE PRECISION for dtrcon COMPLEX for ctrcon DOUBLE COMPLEX for ztrcon. The array `a`(`lda`,) contains the matrix `A`. The second dimension of `a` must be at least `max(1,n)`. The array `work()` is a workspace for the routine. The dimension of `work` must be at least `max(1, 3n)` for real flavors and `max(1, 2n)` for complex flavors.
lda	INTEGER. The leading dimension of `a`; `lda≥ max(1, n)`.
iwork	INTEGER. Workspace array, size at least `max(1, n)`.
rwork	REAL for ctrcon DOUBLE PRECISION for ztrcon. Workspace array, size at least `max(1, n)`.

Output Parameters

rcond

REAL for single precision flavors.

DOUBLE PRECISION for double precision flavors.

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.

info

INTEGER. If info = 0, the execution is successful.

If info = -i, the i-th parameter had an illegal value.

LAPACK 95 Interface Notes

Routines in Fortran 95 interface have fewer arguments in the calling sequence than their FORTRAN 77 counterparts. For general conventions applied to skip redundant or reconstructible arguments, see LAPACK 95 Interface Conventions.

Specific details for the routine trcon interface are as follows:

a	Holds the matrix `A` of size (`n`, `n`).
norm	Must be '1', 'O', or 'I'. The default value is '1'.
uplo	Must be 'U' or 'L'. The default value is 'U'.
diag	Must be 'N' or 'U'. The default value is 'N'.

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 10r. 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 n² floating-point operations for real flavors and 4n² operations for complex flavors.

Parent topic: Estimating the Condition Number: LAPACK Computational Routines

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?trcon

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