DGECON (3lapack)

estimate the reciprocal of the condition number of a general real matrix A, in either the 1-norm or the infinity-norm, using the LU factorization computed by DGETRF

SYNOPSIS

  SUBROUTINE DGECON( NORM, N, A, LDA, ANORM, RCOND, WORK, IWORK, INFO )

      CHARACTER      NORM

      INTEGER        INFO, LDA, N

      DOUBLE         PRECISION ANORM, RCOND

      INTEGER        IWORK( * )

      DOUBLE         PRECISION A( LDA, * ), WORK( * )

PURPOSE

  DGECON estimates the reciprocal of the condition number of a general real
  matrix A, in either the 1-norm or the infinity-norm, using the LU
  factorization computed by DGETRF.

  An estimate is obtained for norm(inv(A)), and the reciprocal of the
  condition number is computed as
     RCOND = 1 / ( norm(A) * norm(inv(A)) ).

ARGUMENTS

  NORM    (input) CHARACTER*1
          Specifies whether the 1-norm condition number or the infinity-norm
          condition number is required:
          = '1' or 'O':  1-norm;
          = 'I':         Infinity-norm.

  N       (input) INTEGER
          The order of the matrix A.  N >= 0.

  A       (input) DOUBLE PRECISION array, dimension (LDA,N)
          The factors L and U from the factorization A = P*L*U as computed by
          DGETRF.

  LDA     (input) INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).

  ANORM   (input) DOUBLE PRECISION
          If NORM = '1' or 'O', the 1-norm of the original matrix A.  If NORM
          = 'I', the infinity-norm of the original matrix A.

  RCOND   (output) DOUBLE PRECISION
          The reciprocal of the condition number of the matrix A, computed as
          RCOND = 1/(norm(A) * norm(inv(A))).

  WORK    (workspace) DOUBLE PRECISION array, dimension (4*N)

  IWORK   (workspace) INTEGER array, dimension (N)

  INFO    (output) INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value