NAME zsico - compute the UDU factorization and condition number of a symmetric matrix A. If the condition number is not needed then xSIFA is slightly faster. It is typical to fol- low a call to xSICO with a call to xSISL to solve Ax = b or to xSIDI to compute the determinant, inverse, and inertia of A. SYNOPSIS SUBROUTINE DSICO (DA, LDA, N, IPIVOT, DRCOND, DWORK) SUBROUTINE SSICO (SA, LDA, N, IPIVOT, SRCOND, SWORK) SUBROUTINE ZSICO (ZA, LDA, N, IPIVOT, DRCOND, ZWORK) SUBROUTINE CSICO (CA, LDA, N, IPIVOT, SRCOND, CWORK) #include <sunperf.h> void dsico(double *da, int lda, int n, int *kpvt, double *rcond) ; void ssico(float *sa, int lda, int n, int *kpvt, float *rcond) ; void zsico(doublecomplex *za, int lda, int n, int *kpvt, double *rcond) ; void csico(complex *ca, int lda, int n, int *kpvt, float *rcond) ; ARGUMENTS xA On entry, the upper triangle of the matrix A. On exit, a UDU factorization of the matrix A. The strict lower triangle of A is not referenced. LDA Leading dimension of the array A as specified in a dimension or type statement. LDA >= max(1,N). N Order of the matrix A. N >= 0. IPIVOT On exit, a vector of pivot indices. xRCOND On exit, an estimate of the reciprocal condition number of A. 0.0 <= RCOND <= 1.0. As the value of RCOND gets smaller, operations with A such as solving Ax = b may become less stable. If RCOND satisfies RCOND + 1.0 = 1.0 then A may be singular to working precision. xWORK Scratch array with a dimension of N. SAMPLE PROGRAM PROGRAM TEST IMPLICIT NONE C INTEGER LDA, N PARAMETER (N = 4) PARAMETER (LDA = 5) C DOUBLE PRECISION A(LDA,N), B(N), RCOND, WORK(N) INTEGER ICOL, IPIVOT(N), IROW C EXTERNAL DSICO, DSISL C C Initialize the array A to store the matrix A shown below. C Initialize the array B to store the vector b shown below. C C -.5 -.5 -.5 -.5 12 C A = -.5 -1.5 -1.5 -1.5 b = 6 C -.5 -1.5 -2.5 -2.5 6 C -.5 -1.5 -2.5 -3.5 12 C DATA A / -5.0D-1, 4*8D8, -5.0D-1, -1.5D0, 3*8D8, -5.0D-1, $ -1.5D0, -2.5D0, 2*8D8, -5.0D-1, -1.5D0, -2.5D0, $ -3.5D0, 8D8 / DATA B / 1.2D1, 6.0D0, 6.0D0, 1.2D1 / C PRINT 1000 DO 100, IROW = 1, N PRINT 1010, (A(ICOL,IROW), ICOL = 1, IROW), $ (A(IROW,ICOL), ICOL = IROW + 1, N) 100 CONTINUE PRINT 1020 PRINT 1010, ((A(IROW,ICOL), ICOL = 1, N), IROW = 1, N) PRINT 1030 PRINT 1040, B CALL DSICO (A, LDA, N, IPIVOT, RCOND, WORK) PRINT 1050, RCOND IF ((RCOND + 1.0D0) .EQ. RCOND) THEN PRINT 1060 END IF PRINT 1070, 1.0D0 / RCOND CALL DSISL (A, LDA, N, IPIVOT, B) PRINT 1080 PRINT 1040, B C 1000 FORMAT (1X, 'A in full form:') 1010 FORMAT (4(3X, F5.1)) 1020 FORMAT (/1X, 'A in symmetric form: (* in unused elements)') 1030 FORMAT (/1X, 'b:') 1040 FORMAT (3X, F5.1) 1050 FORMAT (/1X, 'Reciprocal condition number of A:', F6.3) 1060 FORMAT (1X, 'A may be singular to working precision.') 1070 FORMAT (1X, 'Condition number of A: ', F6.3) 1080 FORMAT (/1X, 'A**(-1) * b:') C END SAMPLE OUTPUT A in full form: -0.5 -0.5 -0.5 -0.5 -0.5 -1.5 -1.5 -1.5 -0.5 -1.5 -2.5 -2.5 -0.5 -1.5 -2.5 -3.5 A in symmetric form: (* in unused elements) -0.5 -0.5 -0.5 -0.5 ***** -1.5 -1.5 -1.5 ***** ***** -2.5 -2.5 ***** ***** ***** -3.5 b: 12.0 6.0 6.0 12.0 Reciprocal condition number of A: 0.031 Condition number of A: 32.000 A**(-1) * b: -30.0 6.0 6.0 -6.0
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