dgtt01.f3

Usage

Functions/Subroutines

subroutine dgtt01 (n, dl, d, du, dlf, df, duf, du2, ipiv, work, ldwork, rwork, resid)
DGTT01

Function/Subroutine Documentation

subroutine dgtt01 (integer n, double precision, dimension( * ) dl, double precision, dimension( * ) d, double precision, dimension( * ) du, double precision, dimension( * ) dlf, double precision, dimension( * ) df, double precision, dimension( * ) duf, double precision, dimension( * ) du2, integer, dimension( * ) ipiv, double precision, dimension( ldwork, * ) work, integer ldwork, double precision, dimension( * ) rwork, double precision resid)

DGTT01

Purpose:

!>
!> DGTT01 reconstructs a tridiagonal matrix A from its LU factorization
!> and computes the residual
!>    norm(L*U - A) / ( norm(A) * EPS ),
!> where EPS is the machine epsilon.
!>

Parameters

!>          N is INTEGER
!>          The order of the matrix A.  N >= 0.
!>

!>          DL is DOUBLE PRECISION array, dimension (N-1)
!>          The (n-1) sub-diagonal elements of A.
!>

!>          D is DOUBLE PRECISION array, dimension (N)
!>          The diagonal elements of A.
!>

!>          DU is DOUBLE PRECISION array, dimension (N-1)
!>          The (n-1) super-diagonal elements of A.
!>

DLF

!>          DLF is DOUBLE PRECISION array, dimension (N-1)
!>          The (n-1) multipliers that define the matrix L from the
!>          LU factorization of A.
!>

!>          DF is DOUBLE PRECISION array, dimension (N)
!>          The n diagonal elements of the upper triangular matrix U from
!>          the LU factorization of A.
!>

DUF

!>          DUF is DOUBLE PRECISION array, dimension (N-1)
!>          The (n-1) elements of the first super-diagonal of U.
!>

DU2

!>          DU2 is DOUBLE PRECISION array, dimension (N-2)
!>          The (n-2) elements of the second super-diagonal of U.
!>

IPIV

!>          IPIV is INTEGER array, dimension (N)
!>          The pivot indices; for 1 <= i <= n, row i of the matrix was
!>          interchanged with row IPIV(i).  IPIV(i) will always be either
!>          i or i+1; IPIV(i) = i indicates a row interchange was not
!>          required.
!>

WORK

!>          WORK is DOUBLE PRECISION array, dimension (LDWORK,N)
!>

LDWORK

!>          LDWORK is INTEGER
!>          The leading dimension of the array WORK.  LDWORK >= max(1,N).
!>

RWORK

!>          RWORK is DOUBLE PRECISION array, dimension (N)
!>

RESID

!>          RESID is DOUBLE PRECISION
!>          The scaled residual:  norm(L*U - A) / (norm(A) * EPS)
!>

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 132 of file dgtt01.f.