DPOT01
Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
November 2006
November 2006
Purpose
DPOT01 reconstructs a symmetric positive definite 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.
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.
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.
|
| A |
(input) DOUBLE PRECISION array, dimension (LDA,N)
The original symmetric matrix A.
|
| LDA |
(input) INTEGER
The leading dimension of the array A. LDA >= max(1,N)
|
| AFAC |
(input/output) DOUBLE PRECISION array, dimension (LDAFAC,N)
On entry, the factor L or U from the L*L' or U'*U
factorization of A. Overwritten with the reconstructed matrix, and then with the difference L*L' - A (or U'*U - A). |
| LDAFAC |
(input) INTEGER
The leading dimension of the array AFAC. LDAFAC >= max(1,N).
|
| 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 ) |