The routine may be called by the names f07ugf, nagf_lapacklin_dtpcon or its LAPACK name dtpcon.
f07ugf estimates the condition number of a real triangular matrix , in either the -norm or the -norm, using packed storage:
Note that .
Because the condition number is infinite if is singular, the routine actually returns an estimate of the reciprocal of the condition number.
The routine 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. Software14 381–396
1: – Character(1)Input
On entry: indicates whether or is estimated.
, or .
2: – Character(1)Input
On entry: specifies whether is upper or lower triangular.
is upper triangular.
is lower triangular.
3: – Character(1)Input
On entry: indicates whether is a nonunit or unit triangular matrix.
is a nonunit triangular matrix.
is a unit triangular matrix; the diagonal elements are not referenced and are assumed to be .
4: – IntegerInput
On entry: , the order of the matrix .
5: – Real (Kind=nag_wp) arrayInput
Note: the dimension of the array ap
must be at least
On entry: the triangular matrix , packed by columns.
if , the upper triangle of must be stored with element in for ;
if , the lower triangle of must be stored with element in for .
If , the diagonal elements of are assumed to be , and are not referenced; the same storage scheme is used whether or ‘U’.
6: – Real (Kind=nag_wp)Output
On exit: an estimate of the reciprocal of the condition number of . rcond is set to zero if exact singularity is detected or the estimate underflows. If rcond is less than machine precision, is singular to working precision.
7: – Real (Kind=nag_wp) arrayWorkspace
8: – Integer arrayWorkspace
9: – IntegerOutput
On exit: unless the routine detects an error (see Section 6).
6Error Indicators and Warnings
If , argument had an illegal value. An explanatory message is output, and execution of the program is terminated.
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.
8Parallelism and Performance
f07ugf 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 involves solving a number of systems of linear equations of the form or ; the number is usually or and never more than . Each solution involves approximately floating-point operations but takes considerably longer than a call to f07uef with one right-hand side, because extra care is taken to avoid overflow when is approximately singular.