Visible to Intel only — GUID: GUID-63F50607-0569-435D-9FB5-1E3006A91768
Visible to Intel only — GUID: GUID-63F50607-0569-435D-9FB5-1E3006A91768
?gecon
Estimates the reciprocal of the condition number of a general matrix in the 1-norm or the infinity-norm.
Syntax
call sgecon( norm, n, a, lda, anorm, rcond, work, iwork, info )
call dgecon( norm, n, a, lda, anorm, rcond, work, iwork, info )
call cgecon( norm, n, a, lda, anorm, rcond, work, rwork, info )
call zgecon( norm, n, a, lda, anorm, rcond, work, rwork, info )
call gecon( a, anorm, rcond [,norm] [,info] )
Include Files
- mkl.fi, lapack.f90
Description
The routine estimates the reciprocal of the condition number of a general matrix A in the 1-norm or infinity-norm:
κ1(A) =||A||1||A-1||1 = κ∞(AT) = κ∞(AH)
κ∞(A) =||A||∞||A-1||∞ = κ1(AT) = κ1(AH).
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 = maxjΣi |aij| or ||A||∞ = maxiΣj |aij|)
call ?getrf to compute the LU factorization of A.
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. |
n |
INTEGER. The order of the matrix A; n≥ 0. |
a, work |
REAL for sgecon DOUBLE PRECISION for dgecon COMPLEX for cgecon DOUBLE COMPLEX for zgecon. Arrays: a(lda,*), work(*). The array a contains the LU-factored matrix A, as returned by ?getrf. 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, 4*n) for real flavors and max(1, 2*n) for complex flavors. |
anorm |
REAL for single precision flavors. DOUBLE PRECISION for double precision flavors. The norm of the original matrix A (see Description). |
lda |
INTEGER. The leading dimension of a; lda≥ max(1, n). |
iwork |
INTEGER. Workspace array, size at least max(1, n). |
rwork |
REAL for cgecon DOUBLE PRECISION for zgecon. Workspace array, size at least max(1, 2*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 gecon 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'. |
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 or AH*x = b; the number is usually 4 or 5 and never more than 11. Each solution requires approximately 2*n2 floating-point operations for real flavors and 8*n2 for complex flavors.