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Chapter Contents
Chapter Introduction
NAG Toolbox

# NAG Toolbox: nag_lapack_dsycon (f07mg)

## Purpose

nag_lapack_dsycon (f07mg) estimates the condition number of a real symmetric indefinite matrix $A$, where $A$ has been factorized by nag_lapack_dsytrf (f07md).

## Syntax

[rcond, info] = f07mg(uplo, a, ipiv, anorm, 'n', n)
[rcond, info] = nag_lapack_dsycon(uplo, a, ipiv, anorm, 'n', n)

## Description

nag_lapack_dsycon (f07mg) estimates the condition number (in the $1$-norm) of a real symmetric indefinite matrix $A$:
 $κ1A=A1A-11 .$
Since $A$ is symmetric, ${\kappa }_{1}\left(A\right)={\kappa }_{\infty }\left(A\right)={‖A‖}_{\infty }{‖{A}^{-1}‖}_{\infty }$.
Because ${\kappa }_{1}\left(A\right)$ is infinite if $A$ is singular, the function actually returns an estimate of the reciprocal of ${\kappa }_{1}\left(A\right)$.
The function should be preceded by a computation of ${‖A‖}_{1}$ and a call to nag_lapack_dsytrf (f07md) to compute the Bunch–Kaufman factorization of $A$. The function then uses Higham's implementation of Hager's method (see Higham (1988)) to estimate ${‖{A}^{-1}‖}_{1}$.

## References

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

## Parameters

### Compulsory Input Parameters

1:     $\mathrm{uplo}$ – string (length ≥ 1)
Specifies how $A$ has been factorized.
${\mathbf{uplo}}=\text{'U'}$
$A=PUD{U}^{\mathrm{T}}{P}^{\mathrm{T}}$, where $U$ is upper triangular.
${\mathbf{uplo}}=\text{'L'}$
$A=PLD{L}^{\mathrm{T}}{P}^{\mathrm{T}}$, where $L$ is lower triangular.
Constraint: ${\mathbf{uplo}}=\text{'U'}$ or $\text{'L'}$.
2:     $\mathrm{a}\left(\mathit{lda},:\right)$ – double array
The first dimension of the array a must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
The second dimension of the array a must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
Details of the factorization of $A$, as returned by nag_lapack_dsytrf (f07md).
3:     $\mathrm{ipiv}\left(:\right)$int64int32nag_int array
The dimension of the array ipiv must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$
Details of the interchanges and the block structure of $D$, as returned by nag_lapack_dsytrf (f07md).
4:     $\mathrm{anorm}$ – double scalar
The $1$-norm of the original matrix $A$. anorm must be computed either before calling nag_lapack_dsytrf (f07md) or else from a copy of the original matrix $A$.
Constraint: ${\mathbf{anorm}}\ge 0.0$.

### Optional Input Parameters

1:     $\mathrm{n}$int64int32nag_int scalar
Default: the first dimension of the array a and the second dimension of the arrays a, ipiv.
$n$, the order of the matrix $A$.
Constraint: ${\mathbf{n}}\ge 0$.

### Output Parameters

1:     $\mathrm{rcond}$ – double scalar
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.
2:     $\mathrm{info}$int64int32nag_int scalar
${\mathbf{info}}=0$ unless the function detects an error (see Error Indicators and Warnings).

## Error Indicators and Warnings

${\mathbf{info}}<0$
If ${\mathbf{info}}=-i$, argument $i$ had an illegal value. An explanatory message is output, and execution of the program is terminated.

## Accuracy

The computed estimate rcond is never less than the true value $\rho$, and in practice is nearly always less than $10\rho$, although examples can be constructed where rcond is much larger.

A call to nag_lapack_dsycon (f07mg) involves solving a number of systems of linear equations of the form $Ax=b$; the number is usually $4$ or $5$ and never more than $11$. Each solution involves approximately $2{n}^{2}$ floating-point operations but takes considerably longer than a call to nag_lapack_dsytrs (f07me) with one right-hand side, because extra care is taken to avoid overflow when $A$ is approximately singular.
The complex analogues of this function are nag_lapack_zhecon (f07mu) for Hermitian matrices and nag_lapack_zsycon (f07nu) for symmetric matrices.

## Example

This example estimates the condition number in the $1$-norm (or $\infty$-norm) of the matrix $A$, where
 $A= 2.07 3.87 4.20 -1.15 3.87 -0.21 1.87 0.63 4.20 1.87 1.15 2.06 -1.15 0.63 2.06 -1.81 .$
Here $A$ is symmetric indefinite and must first be factorized by nag_lapack_dsytrf (f07md). The true condition number in the $1$-norm is $75.68$.
```function f07mg_example

fprintf('f07mg example results\n\n');

% Symmetric indefinite matrix A, lower triangle stored.
uplo = 'L';
a    = [ 2.07   0      0      0;
3.87  -0.21   0      0;
4.20   1.87   1.15   0;
-1.15   0.63   2.06  -1.81];

% Get 1-norm of A
afull = a  + a' - diag(diag(a));
anorm = norm(afull,1);

% Factorize A
[L, ipiv, info] = f07md( ...
uplo, a);

% Get estimate of repciprocal of condition number
[rcond, info] = f07mg( ...
uplo, L, ipiv, anorm);

fprintf('Estimate of condition number = %8.2e\n',1/rcond);

```
```f07mg example results

Estimate of condition number = 7.57e+01
```