Developer Reference for Intel® oneAPI Math Kernel Library for Fortran
?pocon
Estimates the reciprocal of the condition number of a symmetric (Hermitian) positive-definite matrix.
Syntax
call spocon ( uplo , n , a , lda , anorm , rcond , work , iwork , info )
call dpocon ( uplo , n , a , lda , anorm , rcond , work , iwork , info )
call cpocon ( uplo , n , a , lda , anorm , rcond , work , rwork , info )
call zpocon ( uplo , n , a , lda , anorm , rcond , work , rwork , info )
call pocon ( a , anorm , rcond [ , uplo ] [ , info ] )
Include Files
mkl.fi , mkl_lapack.f90
Description
spocon dpocon cpocon zpocon pocon
The routine estimates the reciprocal of the condition number of a symmetric (Hermitian) positive-definite matrix A :
κ_{1}(A) = ||A||_{1} ||A^{-1}||_{1} (since A is symmetric or Hermitian, \(\kappa_{\infty}(A) = \kappa_{1}(A)\) ).
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_{ij}| or \(||A||_{\infty} = max_{i}\sum_{j} |a_{ij}|)\)
call ?potrf (Computes the Cholesky factorization of a symmetric (Hermitian) positive-definite matrix.) to compute the Cholesky 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' , A is factored as A = U^{T}*U for real flavors or A = U^{H}*U for complex flavors, and U is stored.
If uplo = 'L' , A is factored as A = L*L^{T} for real flavors or A = L*L^{H} for complex flavors, and L is stored.
n
INTEGER . The order of the matrix A ; n ≥ 0.
a , work
REAL for spocon
DOUBLE PRECISION for dpocon
COMPLEX for cpocon
DOUBLE COMPLEX for zpocon .
Arrays: a(lda,*) , work(*) .
The array a contains the factored matrix A , as returned by GUID-15A9E907-2600-430B-BF11-DFA0A375711B.xml#GUID-15A9E907-2600-430B-BF11-DFA0A375711B . 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, 3*n) for real flavors and max(1, 2*n) for complex flavors.
lda
INTEGER . The leading dimension of a ; lda≥ max(1, n) .
anorm
REAL for single precision flavors
DOUBLE PRECISION for double precision flavors.
The norm of the original matrix A (see Description ) .
iwork
INTEGER . Workspace array, size at least max(1, n) .
rwork
REAL for cpocon
DOUBLE PRECISION for zpocon .
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.
Return Values
No return value, info is an Output Parameter.
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 pocon interface are as follows:
a
Holds the matrix A of size ( n , 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 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 \(2n^{2}\) floating-point operations for real flavors and \(8n^{2}\) for complex flavors.