LAPACK  3.5.0
LAPACK: Linear Algebra PACKage
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dpst01.f File Reference

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Functions/Subroutines

subroutine dpst01 (UPLO, N, A, LDA, AFAC, LDAFAC, PERM, LDPERM, PIV, RWORK, RESID, RANK)
 DPST01 More...
 

Function/Subroutine Documentation

subroutine dpst01 ( character  UPLO,
integer  N,
double precision, dimension( lda, * )  A,
integer  LDA,
double precision, dimension( ldafac, * )  AFAC,
integer  LDAFAC,
double precision, dimension( ldperm, * )  PERM,
integer  LDPERM,
integer, dimension( * )  PIV,
double precision, dimension( * )  RWORK,
double precision  RESID,
integer  RANK 
)

DPST01

Purpose:
 DPST01 reconstructs a symmetric positive semidefinite matrix A
 from its L or U factors and the permutation matrix P and computes
 the residual
    norm( P*L*L'*P' - A ) / ( N * norm(A) * EPS ) or
    norm( P*U'*U*P' - A ) / ( N * norm(A) * EPS ),
 where EPS is the machine epsilon.
Parameters
[in]UPLO
          UPLO is CHARACTER*1
          Specifies whether the upper or lower triangular part of the
          symmetric matrix A is stored:
          = 'U':  Upper triangular
          = 'L':  Lower triangular
[in]N
          N is INTEGER
          The number of rows and columns of the matrix A.  N >= 0.
[in]A
          A is DOUBLE PRECISION array, dimension (LDA,N)
          The original symmetric matrix A.
[in]LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N)
[in]AFAC
          AFAC is DOUBLE PRECISION array, dimension (LDAFAC,N)
          The factor L or U from the L*L' or U'*U
          factorization of A.
[in]LDAFAC
          LDAFAC is INTEGER
          The leading dimension of the array AFAC.  LDAFAC >= max(1,N).
[out]PERM
          PERM is DOUBLE PRECISION array, dimension (LDPERM,N)
          Overwritten with the reconstructed matrix, and then with the
          difference P*L*L'*P' - A (or P*U'*U*P' - A)
[in]LDPERM
          LDPERM is INTEGER
          The leading dimension of the array PERM.
          LDAPERM >= max(1,N).
[in]PIV
          PIV is INTEGER array, dimension (N)
          PIV is such that the nonzero entries are
          P( PIV( K ), K ) = 1.
[out]RWORK
          RWORK is DOUBLE PRECISION array, dimension (N)
[out]RESID
          RESID is DOUBLE PRECISION
          If UPLO = 'L', norm(L*L' - A) / ( N * norm(A) * EPS )
          If UPLO = 'U', norm(U'*U - A) / ( N * norm(A) * EPS )
[in]RANK
          RANK is INTEGER
          number of nonzero singular values of A.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date
November 2011

Definition at line 134 of file dpst01.f.

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