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Référence MQL5Méthodes sur les Matrices et les VecteursOpenBLASLinear EquationsCondNumReciprocalTriangular 

CondNumReciprocalTriangular

Estimates the reciprocal of the condition number of a upper or lower triangular matrix A in either the one-norm or infinity-norm. LAPACK function TRCON.

Computing for type matrix<double>

bool  matrix::CondNumReciprocalTriangular(
   ENUM_BLAS_NORM  norm           // matrix norm
   double&         rcond          // condition number reciprocal
   );

Computing for type matrix<float>

bool  matrixf::CondNumReciprocalTriangular(
   ENUM_BLAS_NORM  norm           // matrix norm
   float&          rcond          // condition number reciprocal
   );

Computing for type matrix<complex>

bool  matrixc::CondNumReciprocalTriangular(
   ENUM_BLAS_NORM  norm           // matrix norm
   double&         rcond          // condition number reciprocal
   );

Computing for type matrix<complexf>

bool  matrixcf::CondNumReciprocalTriangular(
   ENUM_BLAS_NORM  norm           // matrix norm
   float&          rcond          // condition number reciprocal
   );

Parameters

norm

[in]  Value from the ENUM_BLAS_NORM enumeration, which defines estimation the reciprocal of the condition number.

rcond

[out] An estimate of the reciprocal of the condition number. The routine sets rcond=0 if the estimate underflows; in this case the matrix is singular (to working precision). However, anytime rcond is small compared to 1.0, for the working precision, the matrix may be poorly conditioned or even singular.

 

Return Value

Return true if successful, otherwise false in case of an error.

Note

The computed rcond is never less than r (the reciprocal of the true condition number) and in practice is nearly always less than 10r. A call to this routine involves solving a number of systems of linear equations A*x = b; the number is usually 4 or 5 and never more than 11

ENUM_BLAS_NORM

An enumeration defining the matrix norm.

ID

Description

BLASNORM_O

'O': One-norm

BLASNORM_I

'I': Infinity-norm