ManagedLapack.CholeskyEstimateCondition Method

Definition

Namespace: Extreme.Mathematics.LinearAlgebra.Implementation
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23

Overload List

CholeskyEstimateCondition(MatrixTriangle, Int32, Array2D<Complex<Double>>, Double, Double, Int32) Estimates the reciprocal of the condition number of a factored hermitian matrix.
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.

CholeskyEstimateCondition(MatrixTriangle, Int32, Array2D<Complex<Double>>, Double, Double, Int32)

Estimates the reciprocal of the condition number of a factored hermitian matrix.
C# 
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.

C# 
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.

See Also