NAG Library Function Document

nag_dpocon (f07fgc)

1  Purpose

2  Specification

3  Description

4  References

5  Arguments

1:    $\mathbf{order}$ – Nag_OrderTypeInput

On entry: the order argument specifies the two-dimensional storage scheme being used, i.e., row-major ordering or column-major ordering. C language defined storage is specified by $\mathbf{order}=\mathrm{Nag\_RowMajor}$. See Section 2.3.1.3 in How to Use the NAG Library and its Documentation for a more detailed explanation of the use of this argument.

Constraint: $\mathbf{order}=\mathrm{Nag\_RowMajor}$ or $\mathrm{Nag\_ColMajor}$.

2:    $\mathbf{uplo}$ – Nag_UploTypeInput

On entry: specifies how $A$ has been factorized.

$\mathbf{uplo}=\mathrm{Nag\_Upper}$

$A=U^{\mathrm{T}}U$, where $U$ is upper triangular.

$\mathbf{uplo}=\mathrm{Nag\_Lower}$

$A=L{L}^{\mathrm{T}}$, where $L$ is lower triangular.

Constraint: $\mathbf{uplo}=\mathrm{Nag\_Upper}$ or $\mathrm{Nag\_Lower}$.

3:    $\mathbf{n}$ – IntegerInput

On entry: $n$, the order of the matrix $A$.

Constraint: $\mathbf{n}\ge 0$.

4:    $\mathbf{a}\left[\mathit{dim}\right]$ – const doubleInput

Note: the dimension, dim, of the array a must be at least $\max \left(1,\mathbf{pda}\times \mathbf{n}\right)$.

On entry: the Cholesky factor of $A$, as returned by nag_dpotrf (f07fdc).

5:    $\mathbf{pda}$ – IntegerInput

On entry: the stride separating row or column elements (depending on the value of order) of the matrix in the array a.

Constraint: $\mathbf{pda}\ge \max \left(1,\mathbf{n}\right)$.

6:    $\mathbf{anorm}$ – doubleInput

On entry: the $1$-norm of the original matrix $A$, which may be computed by calling nag_dsy_norm (f16rcc) with its argument $\mathbf{norm}=\mathrm{Nag\_OneNorm}$. anorm must be computed either before calling nag_dpotrf (f07fdc) or else from a copy of the original matrix $A$.

Constraint: $\mathbf{anorm}\ge 0.0$.

7:    $\mathbf{rcond}$ – double *Output

On exit: an estimate of the reciprocal of the condition number of $A$. rcond is set to zero if exact singularity is detected or the estimate underflows. If rcond is less than machine precision, $A$ is singular to working precision.

8:    $\mathbf{fail}$ – NagError *Input/Output

The NAG error argument (see Section 2.7 in How to Use the NAG Library and its Documentation).

6  Error Indicators and Warnings

NE_ALLOC_FAIL

Dynamic memory allocation failed.
See Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.

NE_BAD_PARAM

On entry, argument $〈\mathit{\text{value}}〉$ had an illegal value.

NE_INT

On entry, $\mathbf{n}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{n}\ge 0$.

On entry, $\mathbf{pda}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{pda}>0$.

NE_INT_2

On entry, $\mathbf{pda}=〈\mathit{\text{value}}〉$ and $\mathbf{n}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{pda}\ge \max \left(1,\mathbf{n}\right)$.

NE_INTERNAL_ERROR

An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.

An unexpected error has been triggered by this function. Please contact NAG.
See Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.

NE_NO_LICENCE

Your licence key may have expired or may not have been installed correctly.
See Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.

NE_REAL

On entry, $\mathbf{anorm}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{anorm}\ge 0.0$.

7  Accuracy

8  Parallelism and Performance

9  Further Comments

10  Example

10.1  Program Text

Program Text (f07fgce.c)

10.2  Program Data

Program Data (f07fgce.d)

10.3  Program Results

Program Results (f07fgce.r)