/usr/include/srcond.h is in libalglib-dev 2.6.0-3.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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Copyright (c) 1992-2007 The University of Tennessee. All rights reserved.
Contributors:
* Sergey Bochkanov (ALGLIB project). Translation from FORTRAN to
pseudocode.
See subroutines comments for additional copyrights.
>>> SOURCE LICENSE >>>
This program is free software; you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation (www.fsf.org); either version 2 of the
License, or (at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
A copy of the GNU General Public License is available at
http://www.fsf.org/licensing/licenses
>>> END OF LICENSE >>>
*************************************************************************/
#ifndef _srcond_h
#define _srcond_h
#include "ap.h"
#include "ialglib.h"
#include "ldlt.h"
#include "ssolve.h"
#include "estnorm.h"
/*************************************************************************
Condition number estimate of a symmetric matrix
The algorithm calculates a lower bound of the condition number. In this
case, the algorithm does not return a lower bound of the condition number,
but an inverse number (to avoid an overflow in case of a singular matrix).
It should be noted that 1-norm and inf-norm condition numbers of symmetric
matrices are equal, so the algorithm doesn't take into account the
differences between these types of norms.
Input parameters:
A - symmetric definite matrix which is given by its upper or
lower triangle depending on IsUpper.
Array with elements [0..N-1, 0..N-1].
N - size of matrix A.
IsUpper - storage format.
Result:
1/LowerBound(cond(A))
*************************************************************************/
double smatrixrcond(const ap::real_2d_array& a, int n, bool isupper);
/*************************************************************************
Condition number estimate of a matrix given by LDLT-decomposition
The algorithm calculates a lower bound of the condition number. In this
case, the algorithm does not return a lower bound of the condition number,
but an inverse number (to avoid an overflow in case of a singular matrix).
It should be noted that 1-norm and inf-norm condition numbers of symmetric
matrices are equal, so the algorithm doesn't take into account the
differences between these types of norms.
Input parameters:
L - LDLT-decomposition of matrix A given by the upper or lower
triangle depending on IsUpper.
Output of SMatrixLDLT subroutine.
Pivots - table of permutations which were made during LDLT-decomposition,
Output of SMatrixLDLT subroutine.
N - size of matrix A.
IsUpper - storage format.
Result:
1/LowerBound(cond(A))
*************************************************************************/
double smatrixldltrcond(const ap::real_2d_array& l,
const ap::integer_1d_array& pivots,
int n,
bool isupper);
double rcondsymmetric(ap::real_2d_array a, int n, bool isupper);
double rcondldlt(const ap::real_2d_array& l,
const ap::integer_1d_array& pivots,
int n,
bool isupper);
void internalldltrcond(const ap::real_2d_array& l,
const ap::integer_1d_array& pivots,
int n,
bool isupper,
bool isnormprovided,
double anorm,
double& rcond);
#endif
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