NAG Library Function Document

nag_zpocon (f07fuc)

1  Purpose

2  Specification

3  Description

4  References

5  Arguments

1:     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 3.2.1.3 in the Essential Introduction for a more detailed explanation of the use of this argument.

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

2:     uplo – Nag_UploTypeInput

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

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

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

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

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

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

3:     n – IntegerInput

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

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

4:     a[$\mathit{dim}$] – const ComplexInput

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_zpotrf (f07frc).

5:     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:     anorm – doubleInput

On entry: the $1$-norm of the original matrix $A$, which may be computed by calling nag_zhe_norm (f16ucc) with its argument $\mathbf{norm}=\mathrm{Nag\_OneNorm}$. anorm must be computed either before calling nag_zpotrf (f07frc) or else from a copy of the original matrix $A$.

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

7:     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:     fail – NagError *Input/Output

The NAG error argument (see Section 3.6 in the Essential Introduction).

6  Error Indicators and Warnings

NE_ALLOC_FAIL

Dynamic memory allocation failed.

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.

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 (f07fuce.c)

10.2  Program Data

Program Data (f07fuce.d)

10.3  Program Results

Program Results (f07fuce.r)