Generic Decomposition Operations<T>.Band Cholesky Estimate Condition Method
Definition
Assembly: Numerics.NET.Generic (in Numerics.NET.Generic.dll) Version: 9.0.1
Overload List
Band | |
Band | Estimates the reciprocal of the condition number (in the 1-norm) of a complex Hermitian positive definite band matrix using the Cholesky factorization A = UH*U or A = L*LH computed by ZPBTRF. |
Band | Estimates the reciprocal of the condition number (in the 1-norm) of a complex Hermitian positive definite band matrix using the Cholesky factorization A = UH*U or A = L*LH computed by ZPBTRF. |
Band | Estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite band matrix using the Cholesky factorization A = UT*U or A = L*LT computed by DPBTRF. |
Band | Estimates the reciprocal of the condition number (in the 1-norm) of a complex Hermitian positive definite band matrix using the Cholesky factorization A = UH*U or A = L*LH computed by ZPBTRF. |
Band | Estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite band matrix using the Cholesky factorization A = UT*U or A = L*LT computed by DPBTRF. |
BandCholeskyEstimateCondition(MatrixTriangle, Int32, Int32, ReadOnlySpan<Complex<T>>, Int32, T, T, Int32)
Estimates the reciprocal of the condition number (in the 1-norm) of a complex Hermitian positive definite band matrix using the Cholesky factorization A = UH*U or A = L*LH computed by ZPBTRF.
public override void BandCholeskyEstimateCondition(
MatrixTriangle storedTriangle,
int n,
int kd,
ReadOnlySpan<Complex<T>> ab,
int ldab,
T anorm,
out T rcond,
out int info
)
Parameters
- storedTriangle MatrixTriangle
- n Int32
The order of the matrix A. N >= 0.
- kd Int32
The number of superdiagonals of the matrix A if UPLO = 'U', or the number of sub-diagonals if UPLO = 'L'. KD >= 0.
- ab ReadOnlySpan<Complex<T>>
AB is TComplex array, dimension (LDAB,N) The triangular factor U or L from the Cholesky factorization A = UH*U or A = L*LH of the band matrix A, stored in the first KD+1 rows of the array. The j-th column of U or L is stored in the j-th column of the array AB as follows: if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j; if UPLO ='L', AB(1+i-j,j) = L(i,j) for j<=i<=min(n,j+kd).
- ldab Int32
The leading dimension of the array AB. LDAB >= KD+1.
- anorm T
ANORM is TReal The 1-norm (or infinity-norm) of the Hermitian band matrix A.
- rcond T
RCOND is TReal The reciprocal of the condition number of the matrix A, computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an estimate of the 1-norm of inv(A) computed in this routine.
- info Int32
= 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value
Remarks
An estimate is obtained for norm(inv(A)), and the reciprocal of the condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
BandCholeskyEstimateCondition(MatrixTriangle, Int32, Int32, Span<T>, Int32, T, T, Int32)
Estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite band matrix using the Cholesky factorization A = UT*U or A = L*LT computed by DPBTRF.
public override void BandCholeskyEstimateCondition(
MatrixTriangle storedTriangle,
int n,
int kd,
Span<T> ab,
int ldab,
T aNorm,
out T rcond,
out int info
)
Parameters
- storedTriangle MatrixTriangle
= 'U': Upper triangular factor stored in AB; = 'L': Lower triangular factor stored in AB.
- n Int32
The order of the matrix A. N >= 0.
- kd Int32
The number of superdiagonals of the matrix A if UPLO = 'U', or the number of subdiagonals if UPLO = 'L'. KD >= 0.
- ab Span<T>
AB is TReal array, dimension (LDAB,N) The triangular factor U or L from the Cholesky factorization A = UT*U or A = L*LT of the band matrix A, stored in the first KD+1 rows of the array. The j-th column of U or L is stored in the j-th column of the array AB as follows: if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j; if UPLO ='L', AB(1+i-j,j) = L(i,j) for j<=i<=min(n,j+kd).
- ldab Int32
The leading dimension of the array AB. LDAB >= KD+1.
- aNorm T
ANORM is TReal The 1-norm (or infinity-norm) of the symmetric band matrix A.
- rcond T
RCOND is TReal The reciprocal of the condition number of the matrix A, computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an estimate of the 1-norm of inv(A) computed in this routine.
- info Int32
= 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value
Remarks
An estimate is obtained for norm(inv(A)), and the reciprocal of the condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
This method corresponds to the LAPACK routine DPBCON.