Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

ID 766686
Date 3/22/2024
Public

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?hecon

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

Syntax

call checon( uplo, n, a, lda, ipiv, anorm, rcond, work, info )

call zhecon( uplo, n, a, lda, ipiv, anorm, rcond, work, info )

call hecon( a, ipiv, anorm, rcond [,uplo] [,info] )

Include Files

  • mkl.fi, lapack.f90

Description

The routine estimates the reciprocal of the condition number of a Hermitian matrix A:

κ1(A) = ||A||1 ||A-1||1 (since A is Hermitian, κ(A) = κ1(A)).

Before calling this routine:

  • compute anorm (either ||A||1 =maxjΣi |aij| or ||A|| =maxiΣj |aij|)

  • call ?hetrf to compute the factorization of A.

Input Parameters

uplo

CHARACTER*1. Must be 'U' or 'L'.

Indicates how the input matrix A has been factored:

If uplo = 'U', the array a stores the upper triangular factor U of the factorization A = U*D*UH.

If uplo = 'L', the array a stores the lower triangular factor L of the factorization A = L*D*LH.

n

INTEGER. The order of matrix A; n 0.

a, work

COMPLEX for checon

DOUBLE COMPLEX for zhecon.

Arrays: a(lda,*), work(*).

The array a contains the factored matrix A, as returned by ?hetrf. 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, 2*n).

lda

INTEGER. The leading dimension of a; lda max(1, n).

ipiv

INTEGER. Array, size at least max(1, n).

The array ipiv, as returned by ?hetrf.

anorm

REAL for single precision flavors

DOUBLE PRECISION for double precision flavors.

The norm of the original matrix A (see Description).

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 hecon interface are as follows:

a

Holds the matrix A of size (n, n).

ipiv

Holds the vector of length n.

uplo

Must be 'U' or 'L'. The default value is 'U'.

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 5 and never more than 11. Each solution requires approximately 8n2 floating-point operations.