LAPACK  3.5.0
LAPACK: Linear Algebra PACKage
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zpst01.f File Reference

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Functions/Subroutines

subroutine zpst01 (UPLO, N, A, LDA, AFAC, LDAFAC, PERM, LDPERM, PIV, RWORK, RESID, RANK)
 ZPST01 More...
 

Function/Subroutine Documentation

subroutine zpst01 ( character  UPLO,
integer  N,
complex*16, dimension( lda, * )  A,
integer  LDA,
complex*16, dimension( ldafac, * )  AFAC,
integer  LDAFAC,
complex*16, dimension( ldperm, * )  PERM,
integer  LDPERM,
integer, dimension( * )  PIV,
double precision, dimension( * )  RWORK,
double precision  RESID,
integer  RANK 
)

ZPST01

Purpose:
 ZPST01 reconstructs an Hermitian 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, L' is the conjugate transpose of L,
 and U' is the conjugate transpose of U.
Parameters
[in]UPLO
          UPLO is CHARACTER*1
          Specifies whether the upper or lower triangular part of the
          Hermitian 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 COMPLEX*16 array, dimension (LDA,N)
          The original Hermitian matrix A.
[in]LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N)
[in]AFAC
          AFAC is COMPLEX*16 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 COMPLEX*16 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 136 of file zpst01.f.

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