Managed Lapack.Cholesky Estimate Condition Method
Definition
Namespace: Extreme.Mathematics.LinearAlgebra.Implementation
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
Overload List
Cholesky | Estimates the reciprocal of the condition number of a factored hermitian matrix. |
Cholesky | Estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite matrix using the Cholesky factorization A = UT*U or A = L*LT computed by DPOTRF. |
CholeskyEstimateCondition(MatrixTriangle, Int32, Array2D<Complex<Double>>, Double, Double, Int32)
Estimates the reciprocal of the condition number of a factored hermitian matrix.
public override void CholeskyEstimateCondition(
MatrixTriangle storedTriangle,
int n,
Array2D<Complex<double>> a,
double aNorm,
out double rcond,
out int info
)
Parameters
- storedTriangle MatrixTriangle
- A MatrixTriangle value that indicates whether the matrix components are stored in the upper or lower triangular part.
- n Int32
- The number of rows and columns of the matrix.
- a Array2D<Complex<Double>>
- A complex array that contains the elements of the matrix.
- aNorm Double
- The norm of the matrix.
- rcond Double
- On return, an estimate for the reciprocal of the condition number of the matrix.
- info Int32
- On return, indicates error conditions.
CholeskyEstimateCondition(MatrixTriangle, Int32, Array2D<Double>, Double, Double, Int32)
Estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite matrix using the Cholesky factorization A = UT*U or A = L*LT computed by DPOTRF.
public override void CholeskyEstimateCondition(
MatrixTriangle storedTriangle,
int n,
Array2D<double> a,
double anorm,
out double rcond,
out int info
)
Parameters
- storedTriangle MatrixTriangle
= 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.
- n Int32
The order of the matrix A. N >= 0.
- a Array2D<Double>
Dimension (LDA,N) The triangular factor U or L from the Cholesky factorization A = UT*U or A = L*LT, as computed by DPOTRF.
The leading dimension of the array A. LDA >= max(1,N).
- anorm Double
The 1-norm (or infinity-norm) of the symmetric matrix A.
- rcond Double
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 DPOCON.