dpst01.f3

Usage

Functions/Subroutines

subroutine dpst01 (uplo, n, a, lda, afac, ldafac, perm, ldperm, piv, rwork, resid, rank)
DPST01

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

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
!>

!>          N is INTEGER
!>          The number of rows and columns of the matrix A.  N >= 0.
!>

!>          A is DOUBLE PRECISION array, dimension (LDA,N)
!>          The original symmetric matrix A.
!>

LDA

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

AFAC

!>          AFAC is DOUBLE PRECISION array, dimension (LDAFAC,N)
!>          The factor L or U from the L*L' or U'*U
!>          factorization of A.
!>

LDAFAC

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

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)
!>

LDPERM

!>          LDPERM is INTEGER
!>          The leading dimension of the array PERM.
!>          LDAPERM >= max(1,N).
!>

PIV

!>          PIV is INTEGER array, dimension (N)
!>          PIV is such that the nonzero entries are
!>          P( PIV( K ), K ) = 1.
!>

RWORK

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

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 )
!>

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.

Definition at line 132 of file dpst01.f.