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cpocon


 NAME
      CPOCON - estimate the reciprocal of the condition number (in
      the 1-norm) of a complex Hermitian positive definite matrix
      using the Cholesky factorization A = U**H*U or A = L*L**H
      computed by CPOTRF

 SYNOPSIS
      SUBROUTINE CPOCON( UPLO, N, A, LDA, ANORM, RCOND, WORK,
                         RWORK, INFO )

          CHARACTER      UPLO

          INTEGER        INFO, LDA, N

          REAL           ANORM, RCOND

          REAL           RWORK( * )

          COMPLEX        A( LDA, * ), WORK( * )

 PURPOSE
      CPOCON estimates the reciprocal of the condition number (in
      the 1-norm) of a complex Hermitian positive definite matrix
      using the Cholesky factorization A = U**H*U or A = L*L**H
      computed by CPOTRF.

      An estimate is obtained for norm(inv(A)), and the reciprocal
      of the condition number is computed as RCOND = 1 / (ANORM *
      norm(inv(A))).

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

      N       (input) INTEGER
              The order of the matrix A.  N >= 0.

      A       (input) COMPLEX array, dimension (LDA,N)
              The triangular factor U or L from the Cholesky fac-
              torization A = U**H*U or A = L*L**H, as computed by
              CPOTRF.

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

      ANORM   (input) REAL
              The 1-norm (or infinity-norm) of the Hermitian
              matrix A.

      RCOND   (output) REAL
              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) com-
              puted in this routine.

      WORK    (workspace) COMPLEX array, dimension (2*N)

      RWORK   (workspace) REAL array, dimension (N)

      INFO    (output) INTEGER
              = 0:  successful exit
              < 0:  if INFO = -i, the i-th argument had an illegal
              value