dla_porpvgrw.f(3)

NAME
dla_porpvgrw.f -

SYNOPSIS

  Functions/Subroutines
DOUBLE PRECISION function dla_porpvgrw (UPLO, NCOLS, A, LDA, AF, LDAF, WORK)
DLA_PORPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a symmetric or Hermitian positive-definite matrix.

Function/Subroutine Documentation

  DOUBLE PRECISION function dla_porpvgrw (character*1UPLO, integerNCOLS, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldaf, * )AF, integerLDAF, double precision, dimension( * )WORK)

DLA_PORPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a symmetric or Hermitian positive-definite matrix.

Purpose:

     DLA_PORPVGRW computes the reciprocal pivot growth factor
     norm(A)/norm(U). The "max absolute element" norm is used. If this is
     much less than 1, the stability of the LU factorization of the
     (equilibrated) matrix A could be poor. This also means that the
     solution X, estimated condition numbers, and error bounds could be
     unreliable.

Parameters:
    UPLO

              UPLO is CHARACTER*1
           = 'U':  Upper triangle of A is stored;
           = 'L':  Lower triangle of A is stored.

    NCOLS

              NCOLS is INTEGER
         The number of columns of the matrix A. NCOLS >= 0.

    A

              A is DOUBLE PRECISION array, dimension (LDA,N)
         On entry, the N-by-N matrix A.

    LDA

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

    AF

              AF is DOUBLE PRECISION array, dimension (LDAF,N)
         The triangular factor U or L from the Cholesky factorization
         A = U**T*U or A = L*L**T, as computed by DPOTRF.

    LDAF

              LDAF is INTEGER
         The leading dimension of the array AF.  LDAF >= max(1,N).

    WORK

              WORK is DOUBLE PRECISION array, dimension (2*N)

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    September 2012

Definition at line 106 of file dla_porpvgrw.f.

Author

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