SUBROUTINE DPPCO(AP,N,RCOND,Z,INFO) C***BEGIN PROLOGUE DPPCO 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,PACKED,POSITIVE DEFINITE C***AUTHOR MOLER, C. B., (U. OF NEW MEXICO) C***PURPOSE Factors a double precision SYMMETRIC POSITIVE DEFINITE C matrix stored in packed form and estimates the condition of C the matrix. C***DESCRIPTION C C DPPCO factors a double precision symmetric positive definite C matrix stored in packed form C and estimates the condition of the matrix. C C If RCOND is not needed, DPPFA is slightly faster. C To solve A*X = B , follow DPPCO by DPPSL. C To compute INVERSE(A)*C , follow DPPCO by DPPSL. C To compute DETERMINANT(A) , follow DPPCO by DPPDI. C To compute INVERSE(A) , follow DPPCO by DPPDI. C C On Entry C C AP DOUBLE PRECISION (N*(N+1)/2) C the packed form of a symmetric matrix A . The C columns of the upper triangle are stored sequentially C in a one-dimensional array of length N*(N+1)/2 . C See comments below for details. C C N INTEGER C the order of the matrix A . C C On Return C C AP an upper triangular matrix R , stored in packed C form, so that A = TRANS(R)*R . 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 singular to working precision, 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 Packed Storage C C The following program segment will pack the upper C triangle of a symmetric matrix. C C K = 0 C DO 20 J = 1, N C DO 10 I = 1, J C K = K + 1 C AP(K) = A(I,J) C 10 CONTINUE C 20 CONTINUE 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 DPPFA 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,DPPFA,DSCAL C***END PROLOGUE DPPCO