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NAG[f07fuc] NAG[nag_zpocon] - Estimate condition number of complex Hermitian positive-definite matrix, matrix already factorized by f07frc (nag_zpotrf)
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Calling Sequence
f07fuc(uplo, a, anorm, rcond, 'n'=n, 'fail'=fail)
nag_zpocon(. . .)
Parameters
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uplo - String;
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Constraint: "Nag_Upper" or "Nag_Lower". .
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a - Matrix(1..dim1, 1..dim2, datatype=complex[8], order=order);
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Note: this array may be supplied in Fortran_order or C_order , as specified by order. All array parameters must use a consistent order.
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anorm - float;
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On entry: the 1-norm of the original matrix , which may be computed by calling f16ucc (nag_zhe_norm). anorm must be computed either before calling f07frc (nag_zpotrf) or else from a copy of the original matrix .
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Constraint: . .
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rcond - assignable;
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Note: On exit the variable rcond will have a value of type float.
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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.
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'n'=n - integer; (optional)
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Default value: the dimension of the array a.
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On entry: , the order of the matrix .
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Constraint: . .
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'fail'=fail - table; (optional)
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The NAG error argument, see the documentation for NagError.
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Description
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Purpose
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nag_zpocon (f07fuc) estimates the condition number of a complex Hermitian positive-definite matrix , where has been factorized by f07frc (nag_zpotrf).
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Error Indicators and Warnings
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"NE_ALLOC_FAIL"
Dynamic memory allocation failed.
"NE_BAD_PARAM"
On entry, argument had an illegal value.
"NE_INT"
On entry, . Constraint: .
"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 consult NAG for assistance.
"NE_REAL"
On entry, . Constraint: .
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Accuracy
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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.
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Further Comments
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A call to nag_zpocon (f07fuc) involves solving a number of systems of linear equations of the form ; the number is usually 5 and never more than 11. Each solution involves approximately real floating-point operations but takes considerably longer than a call to f07fsc (nag_zpotrs) with one right-hand side, because extra care is taken to avoid overflow when is approximately singular.
The real analogue of this function is f07fgc (nag_dpocon).
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Examples
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>
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uplo := "Nag_Lower":
n := 4:
anorm := 10.96735730690591:
a := Matrix([[1.797220075561143 +0*I , 0 +0*I , 0 +0*I , 0 +0*I ], [0.8401864749527325 +1.068316577423342*I , 1.316353439509685 +0*I , 0 +0*I , 0 +0*I ], [1.057188279741849 -0.467388502622712*I , -0.4701749470106329 +0.3130658155999466*I , 1.560392977137124 +0*I , 0 +0*I ], [0.233694251311356 -1.391037210186643*I , 0.08335250923944196 +0.03676071443037457*I , 0.9359617337923402 +0.9899692192815734*I , 0.6603332973655891 +0*I ]], datatype=complex[8], order='C_order'):
NAG:-f07fuc(uplo, a, anorm, rcond, 'n' = n):
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