TESTING/LIN/dpst01.f(3)
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β¨
π NAME
TESTING/LIN/dpst01.f
πΈ SYNOPSIS
π§ Functions/Subroutines
subroutine dpst01 (uplo, n, a, lda, afac, ldafac, perm, ldperm, piv,
rwork, resid, rank)
DPST01
β¨ 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
DPST01 β say it with me, bestie π«Ά
π Purpose
DPST01 reconstructs a symmetric positive semidefinite matrix A from its L or U factors and the permutation matrix P, then 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. math girl summer, fr fr ππ₯
π Parameters
π UPLO
UPLO is CHARACTER*1 and specifies whether the upper or lower triangular part of the symmetric matrix A is stored:
= 'U': Upper triangular= 'L': Lower triangular
π N
N is INTEGER β the number of rows and columns of the matrix A. N >= 0.
π A
A is DOUBLE PRECISION array, dimension (LDA,N) β the original symmetric matrix A.
π LDA
LDA is INTEGER β the leading dimension of the array A. LDA >= max(1,N).
π AFAC
AFAC is DOUBLE PRECISION array, dimension (LDAFAC,N) β the factor L or U from the L*L' or U'*U factorization of A.
π LDAFAC
LDAFAC is INTEGER β the leading dimension of the array AFAC. LDAFAC >= max(1,N).
π PERM
PERM is DOUBLE PRECISION array, dimension (LDPERM,N) β overwritten with the reconstructed matrix, and then with the difference P*L*L'*P' - A (or P*U'*U*P' - A).
π LDPERM
LDPERM is INTEGER β the leading dimension of the array PERM. LDAPERM >= max(1,N).
π PIV
PIV is INTEGER array, dimension (N).
PIV is such that the nonzero entries are
P( PIV( K ), K ) = 1.
π RWORK
RWORK is DOUBLE PRECISION array, dimension (N).
π 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 )
π RANK
RANK is INTEGER β number of nonzero singular values of A.
π«Ά Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 132 of file dpst01.f.
π Author
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