SUBROUTINE DPOCO(A,LDA,N,RCOND,Z,INFO) C***BEGIN PROLOGUE DPOCO C***DATE WRITTEN 780814 (YYMMDD) C***REVISION DATE 820801 (YYMMDD) C***CATEGORY NO. D2B1B C***KEYWORDS CONDITION,DOUBLE PRECISION,FACTOR,LINEAR ALGEBRA,LINPACK, C MATRIX,POSITIVE DEFINITE C***AUTHOR MOLER, C. B., (U. OF NEW MEXICO) C***PURPOSE Factors a double precision SYMMETRIC POSITIVE DEFINITE C matrix and estimates the condition of the matrix. C***DESCRIPTION C C DPOCO factors a double precision symmetric positive definite C matrix and estimates the condition of the matrix. C C If RCOND is not needed, DPOFA is slightly faster. C To solve A*X = B , follow DPOCO by DPOSL. C To compute INVERSE(A)*C , follow DPOCO by DPOSL. C To compute DETERMINANT(A) , follow DPOCO by DPODI. C To compute INVERSE(A) , follow DPOCO by DPODI. C C On Entry C C A DOUBLE PRECISION(LDA, N) C the symmetric matrix to be factored. Only the C diagonal and upper triangle are used. C C LDA INTEGER C the leading dimension of the array A . C C N INTEGER C the order of the matrix A . C C On Return C C A an upper triangular matrix R so that A = TRANS(R)*R C where TRANS(R) is the transpose. C The strict lower triangle is unaltered. C If INFO .NE. 0 , the factorization is not complete. C C RCOND DOUBLE PRECISION C an estimate of the reciprocal condition of A . C For the system A*X = B , relative perturbations C in A and B of size EPSILON may cause C relative perturbations in X of size EPSILON/RCOND . C If RCOND is so small that the logical expression C 1.0 + RCOND .EQ. 1.0 C is true, then A may be singular to working C precision. In particular, RCOND is zero if C exact singularity is detected or the estimate C underflows. If INFO .NE. 0 , RCOND is unchanged. C C Z DOUBLE PRECISION(N) C a work vector whose contents are usually unimportant. C If A is close to a singular matrix, then Z is C an approximate null vector in the sense that C NORM(A*Z) = RCOND*NORM(A)*NORM(Z) . C If INFO .NE. 0 , Z is unchanged. C C INFO INTEGER C = 0 for normal return. C = K signals an error condition. The leading minor C of order K is not positive definite. C C LINPACK. This version dated 08/14/78 . C Cleve Moler, University of New Mexico, Argonne National Lab. C C Subroutines and Functions C C LINPACK DPOFA C BLAS DAXPY,DDOT,DSCAL,DASUM C Fortran DABS,DMAX1,DREAL,DSIGN C***REFERENCES DONGARRA J.J., BUNCH J.R., MOLER C.B., STEWART G.W., C *LINPACK USERS GUIDE*, SIAM, 1979. C***ROUTINES CALLED DASUM,DAXPY,DDOT,DPOFA,DSCAL C***END PROLOGUE DPOCO