TESTING/LIN/dpst01.f(3)

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πŸ’– NAME

TESTING/LIN/dpst01.f


🌸 SYNOPSIS

🧚 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

DPST01 β€” say it with me, bestie 🫢

πŸŽ€ 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 😭πŸ”₯

🌈 Parameters

πŸ’œ 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

πŸ’œ N

N is INTEGER β€” the number of rows and columns of the matrix A. N >= 0.

πŸ’œ A

A is DOUBLE PRECISION array, dimension (LDA,N) β€” the original symmetric matrix A.

πŸ’œ LDA

LDA is INTEGER β€” the leading dimension of the array A. LDA >= max(1,N).

πŸ’œ 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.

πŸ’œ LDAFAC

LDAFAC is INTEGER β€” the leading dimension of the array AFAC. LDAFAC >= max(1,N).

πŸ’œ 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).

πŸ’œ LDPERM

LDPERM is INTEGER β€” the leading dimension of the array PERM. LDAPERM >= max(1,N).

πŸ’œ PIV

PIV is INTEGER array, dimension (N).

PIV is such that the nonzero entries are

P( PIV( K ), K ) = 1.

πŸ’œ RWORK

RWORK is DOUBLE PRECISION array, dimension (N).

πŸ’œ 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 )

πŸ’œ RANK

RANK is INTEGER β€” 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.


πŸ‘‘ Author

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