DPBT01
Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
November 2006
November 2006
Purpose
DPBT01 reconstructs a symmetric positive definite band matrix A from
its L*L' or U'*U factorization and computes the residual
norm( L*L' - A ) / ( N * norm(A) * EPS ) or
norm( U'*U - 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.
its L*L' or U'*U factorization and computes the residual
norm( L*L' - A ) / ( N * norm(A) * EPS ) or
norm( U'*U - 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.
Arguments
| UPLO |
(input) CHARACTER*1
Specifies whether the upper or lower triangular part of the
symmetric matrix A is stored: = 'U': Upper triangular = 'L': Lower triangular |
| N |
(input) INTEGER
The number of rows and columns of the matrix A. N >= 0.
|
| KD |
(input) INTEGER
The number of super-diagonals of the matrix A if UPLO = 'U',
or the number of sub-diagonals if UPLO = 'L'. KD >= 0. |
| A |
(input) DOUBLE PRECISION array, dimension (LDA,N)
The original symmetric band matrix A. If UPLO = 'U', the
upper triangular part of A is stored as a band matrix; if UPLO = 'L', the lower triangular part of A is stored. The columns of the appropriate triangle are stored in the columns of A and the diagonals of the triangle are stored in the rows of A. See DPBTRF for further details. |
| LDA |
(input) INTEGER.
The leading dimension of the array A. LDA >= max(1,KD+1).
|
| AFAC |
(input) DOUBLE PRECISION array, dimension (LDAFAC,N)
The factored form of the matrix A. AFAC contains the factor
L or U from the L*L' or U'*U factorization in band storage format, as computed by DPBTRF. |
| LDAFAC |
(input) INTEGER
The leading dimension of the array AFAC.
LDAFAC >= max(1,KD+1). |
| RWORK |
(workspace) DOUBLE PRECISION array, dimension (N)
|
| RESID |
(output) DOUBLE PRECISION
If UPLO = 'L', norm(L*L' - A) / ( N * norm(A) * EPS )
If UPLO = 'U', norm(U'*U - A) / ( N * norm(A) * EPS ) |