F07 Chapter Contents
F07 Chapter Introduction
NAG Library Manual

# NAG Library Routine DocumentF07UGF (DTPCON)

Note:  before using this routine, please read the Users' Note for your implementation to check the interpretation of bold italicised terms and other implementation-dependent details.

## 1  Purpose

F07UGF (DTPCON) estimates the condition number of a real triangular matrix, using packed storage.

## 2  Specification

 SUBROUTINE F07UGF ( NORM, UPLO, DIAG, N, AP, RCOND, WORK, IWORK, INFO)
 INTEGER N, IWORK(N), INFO REAL (KIND=nag_wp) AP(*), RCOND, WORK(3*N) CHARACTER(1) NORM, UPLO, DIAG
The routine may be called by its LAPACK name dtpcon.

## 3  Description

F07UGF (DTPCON) estimates the condition number of a real triangular matrix $A$, in either the $1$-norm or the $\infty$-norm, using packed storage:
 $κ1 A = A1 A-11 or κ∞ A = A∞ A-1∞ .$
Note that ${\kappa }_{\infty }\left(A\right)={\kappa }_{1}\left({A}^{\mathrm{T}}\right)$.
Because the condition number is infinite if $A$ is singular, the routine actually returns an estimate of the reciprocal of the condition number.
The routine computes ${‖A‖}_{1}$ or ${‖A‖}_{\infty }$ exactly, and uses Higham's implementation of Hager's method (see Higham (1988)) to estimate ${‖{A}^{-1}‖}_{1}$ or ${‖{A}^{-1}‖}_{\infty }$.

## 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  Parameters

1:     $\mathrm{NORM}$ – CHARACTER(1)Input
On entry: indicates whether ${\kappa }_{1}\left(A\right)$ or ${\kappa }_{\infty }\left(A\right)$ is estimated.
${\mathbf{NORM}}=\text{'1'}$ or $\text{'O'}$
${\kappa }_{1}\left(A\right)$ is estimated.
${\mathbf{NORM}}=\text{'I'}$
${\kappa }_{\infty }\left(A\right)$ is estimated.
Constraint: ${\mathbf{NORM}}=\text{'1'}$, $\text{'O'}$ or $\text{'I'}$.
2:     $\mathrm{UPLO}$ – CHARACTER(1)Input
On entry: specifies whether $A$ is upper or lower triangular.
${\mathbf{UPLO}}=\text{'U'}$
$A$ is upper triangular.
${\mathbf{UPLO}}=\text{'L'}$
$A$ is lower triangular.
Constraint: ${\mathbf{UPLO}}=\text{'U'}$ or $\text{'L'}$.
3:     $\mathrm{DIAG}$ – CHARACTER(1)Input
On entry: indicates whether $A$ is a nonunit or unit triangular matrix.
${\mathbf{DIAG}}=\text{'N'}$
$A$ is a nonunit triangular matrix.
${\mathbf{DIAG}}=\text{'U'}$
$A$ is a unit triangular matrix; the diagonal elements are not referenced and are assumed to be $1$.
Constraint: ${\mathbf{DIAG}}=\text{'N'}$ or $\text{'U'}$.
4:     $\mathrm{N}$ – INTEGERInput
On entry: $n$, the order of the matrix $A$.
Constraint: ${\mathbf{N}}\ge 0$.
5:     $\mathrm{AP}\left(*\right)$ – REAL (KIND=nag_wp) arrayInput
Note: the dimension of the array AP must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{N}}×\left({\mathbf{N}}+1\right)/2\right)$.
On entry: the $n$ by $n$ triangular matrix $A$, packed by columns.
More precisely,
• if ${\mathbf{UPLO}}=\text{'U'}$, the upper triangle of $A$ must be stored with element ${A}_{ij}$ in ${\mathbf{AP}}\left(i+j\left(j-1\right)/2\right)$ for $i\le j$;
• if ${\mathbf{UPLO}}=\text{'L'}$, the lower triangle of $A$ must be stored with element ${A}_{ij}$ in ${\mathbf{AP}}\left(i+\left(2n-j\right)\left(j-1\right)/2\right)$ for $i\ge j$.
If ${\mathbf{DIAG}}=\text{'U'}$, the diagonal elements of $A$ are assumed to be $1$, and are not referenced; the same storage scheme is used whether ${\mathbf{DIAG}}=\text{'N'}$ or ‘U’.
6:     $\mathrm{RCOND}$ – REAL (KIND=nag_wp)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.
7:     $\mathrm{WORK}\left(3×{\mathbf{N}}\right)$ – REAL (KIND=nag_wp) arrayWorkspace
8:     $\mathrm{IWORK}\left({\mathbf{N}}\right)$ – INTEGER arrayWorkspace
9:     $\mathrm{INFO}$ – INTEGEROutput
On exit: ${\mathbf{INFO}}=0$ unless the routine detects an error (see Section 6).

## 6  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.

## 7  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.

## 8  Parallelism and Performance

F07UGF (DTPCON) is not threaded by NAG in any implementation.
F07UGF (DTPCON) 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 X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this routine. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

A call to F07UGF (DTPCON) involves solving a number of systems of linear equations of the form $Ax=b$ or ${A}^{\mathrm{T}}x=b$; the number is usually $4$ or $5$ and never more than $11$. Each solution involves approximately ${n}^{2}$ floating-point operations but takes considerably longer than a call to F07UEF (DTPTRS) with one right-hand side, because extra care is taken to avoid overflow when $A$ is approximately singular.
The complex analogue of this routine is F07UUF (ZTPCON).

## 10  Example

This example estimates the condition number in the $1$-norm of the matrix $A$, where
 $A= 4.30 0.00 0.00 0.00 -3.96 -4.87 0.00 0.00 0.40 0.31 -8.02 0.00 -0.27 0.07 -5.95 0.12 ,$
using packed storage. The true condition number in the $1$-norm is $116.41$.

### 10.1  Program Text

Program Text (f07ugfe.f90)

### 10.2  Program Data

Program Data (f07ugfe.d)

### 10.3  Program Results

Program Results (f07ugfe.r)