NAG Library Function Document

nag_dtpcon (f07ugc)

void	nag_dtpcon (Nag_OrderType order, Nag_NormType norm, Nag_UploType uplo, Nag_DiagType diag, Integer n, const double ap[], double rcond, NagError fail)

3 Description

nag_dtpcon (f07ugc) estimates the condition number of a real triangular matrix

A

, in either the

1

-norm or the

\infty

-norm, using packed storage:

κ_{1} (A) = {‖A‖}_{1} {‖A^{- 1}‖}_{1} or κ_{\infty} (A) = {‖A‖}_{\infty} {‖A^{- 1}‖}_{\infty} .

Note that

κ_{\infty} (A) = κ_{1} (A^{T})

Because the condition number is infinite if

A

is singular, the function actually returns an estimate of the reciprocal of the condition number.

The function computes

{‖A‖}_{1}

{‖A‖}_{\infty}

exactly, and uses Higham's implementation of Hager's method (see Higham (1988)) to estimate

{‖A^{- 1}‖}_{1}

{‖A^{- 1}‖}_{\infty}

4 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

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

order = Nag_RowMajor

. See Section 3.2.1.3 in the Essential Introduction for a more detailed explanation of the use of this argument.

Constraint:

order = Nag_RowMajor

Nag_ColMajor

2: norm – Nag_NormTypeInput

On entry: indicates whether

κ_{1} (A)

κ_{\infty} (A)

is estimated.

$norm = Nag_OneNorm$: $κ_{1} (A)$ is estimated.
$norm = Nag_InfNorm$: $κ_{\infty} (A)$ is estimated.

Constraint:

norm = Nag_OneNorm

Nag_InfNorm

3: uplo – Nag_UploTypeInput

On entry: specifies whether

A

is upper or lower triangular.

$uplo = Nag_Upper$: $A$ is upper triangular.
$uplo = Nag_Lower$: $A$ is lower triangular.

Constraint:

uplo = Nag_Upper

Nag_Lower

4: diag – Nag_DiagTypeInput

On entry: indicates whether

A

is a nonunit or unit triangular matrix.

$diag = Nag_NonUnitDiag$: $A$ is a nonunit triangular matrix.
$diag = Nag_UnitDiag$: $A$ is a unit triangular matrix; the diagonal elements are not referenced and are assumed to be $1$ .

Constraint:

diag = Nag_NonUnitDiag

Nag_UnitDiag

5: n – IntegerInput

On entry:

n

, the order of the matrix

A

Constraint:

n \geq 0

6: ap[ $\dim$ ] – const doubleInput

Note: the dimension, dim, of the array ap must be at least

\max (1, n \times (n + 1) / 2)

On entry: the

n

n

triangular matrix

A

, packed by rows or columns.

The storage of elements

A_{i j}

depends on the order and uplo arguments as follows:

if $order = Nag_ColMajor$ and $uplo = Nag_Upper$ ,
$A_{i j}$ is stored in $ap [(j - 1) \times j / 2 + i - 1]$ , for $i \leq j$ ;
if $order = Nag_ColMajor$ and $uplo = Nag_Lower$ ,
$A_{i j}$ is stored in $ap [(2 n - j) \times (j - 1) / 2 + i - 1]$ , for $i \geq j$ ;
if $order = Nag_RowMajor$ and $uplo = Nag_Upper$ ,
$A_{i j}$ is stored in $ap [(2 n - i) \times (i - 1) / 2 + j - 1]$ , for $i \leq j$ ;
if $order = Nag_RowMajor$ and $uplo = Nag_Lower$ ,
$A_{i j}$ is stored in $ap [(i - 1) \times i / 2 + j - 1]$ , for $i \geq j$ .

diag = Nag_UnitDiag

, the diagonal elements of

AP

are assumed to be

1

, and are not referenced; the same storage scheme is used whether

diag = Nag_NonUnitDiag

diag = Nag_UnitDiag

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 $⟨value⟩$ had an illegal value.
NE_INT: On entry, $n = ⟨value⟩$ .
Constraint: $n \geq 0$ .
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.

7 Accuracy

The computed estimate rcond is never less than the true value

ρ

, and in practice is nearly always less than

10 ρ

, although examples can be constructed where rcond is much larger.

8 Parallelism and Performance

nag_dtpcon (f07ugc) is not threaded by NAG in any implementation.

nag_dtpcon (f07ugc) makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.

Please consult the Users' Note for your implementation for any additional implementation-specific information.

9 Further Comments

A call to nag_dtpcon (f07ugc) involves solving a number of systems of linear equations of the form

A x = b

A^{T} x = b

; the number is usually

4

5

and never more than

11

. Each solution involves approximately

n^{2}

floating-point operations but takes considerably longer than a call to nag_dtptrs (f07uec) with one right-hand side, because extra care is taken to avoid overflow when

A

is approximately singular.

The complex analogue of this function is nag_ztpcon (f07uuc).

10 Example

This example estimates the condition number in the

1

-norm of the matrix

A

, where

A = (\begin{matrix} 4.30 & 0.00 & 0.00 & 0.00 \\ - 3.96 & - 4.87 & 0.00 & 0.00 \\ 0.40 & 0.31 & - 8.02 & 0.00 \\ - 0.27 & 0.07 & - 5.95 & 0.12 \end{matrix}),

using packed storage. The true condition number in the

1

-norm is

116.41

NAG Library Function Documentnag_dtpcon (f07ugc)

+− Contents

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

6 Error Indicators and Warnings

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results

NAG Library Function Document

nag_dtpcon (f07ugc)