nag_lapack_ztpcon (f07uu) estimates the condition number of a complex triangular matrix
, in either the
-norm or the
-norm, using packed storage:
The function computes
or
exactly, and uses Higham's implementation of Hager's method (see
Higham (1988)) to estimate
or
.
Higham N J (1988) FORTRAN codes for estimating the one-norm of a real or complex matrix, with applications to condition estimation ACM Trans. Math. Software 14 381–396
None.
The computed estimate
rcond is never less than the true value
, and in practice is nearly always less than
, although examples can be constructed where
rcond is much larger.
A call to
nag_lapack_ztpcon (f07uu) involves solving a number of systems of linear equations of the form
or
; the number is usually
and never more than
. Each solution involves approximately
real floating-point operations but takes considerably longer than a call to
nag_lapack_ztptrs (f07us) with one right-hand side, because extra care is taken to avoid overflow when
is approximately singular.
The real analogue of this function is
nag_lapack_dtpcon (f07ug).
This example estimates the condition number in the
-norm of the matrix
, where
using packed storage. The true condition number in the
-norm is
.
function f07uu_example
fprintf('f07uu example results\n\n');
n = int64(4);
ap = [ 4.78 + 4.56i; 2.00 - 0.30i; 2.89 - 1.34i; -1.89 + 1.15i;
-4.11 + 1.25i; 2.36 - 4.25i; 0.04 - 3.69i;
4.15 + 0.80i; -0.02 + 0.46i;
0.33 - 0.26i];
norm_p = '1';
uplo = 'L';
diag = 'N';
[rcond, info] = f07uu( ...
norm_p, uplo, diag, n, ap);
fprintf('Estimate of condition number = %9.2e\n', 1/rcond);