DPOT02
Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
November 2006
November 2006
Purpose
DPOT02 computes the residual for the solution of a symmetric system
of linear equations A*x = b:
RESID = norm(B - A*X) / ( norm(A) * norm(X) * EPS ),
where EPS is the machine epsilon.
of linear equations A*x = b:
RESID = norm(B - A*X) / ( norm(A) * norm(X) * 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.
|
| NRHS |
(input) INTEGER
The number of columns of B, the matrix of right hand sides.
NRHS >= 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)
|
| X |
(input) DOUBLE PRECISION array, dimension (LDX,NRHS)
The computed solution vectors for the system of linear
equations. |
| LDX |
(input) INTEGER
The leading dimension of the array X. LDX >= max(1,N).
|
| B |
(input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
On entry, the right hand side vectors for the system of
linear equations. On exit, B is overwritten with the difference B - A*X. |
| LDB |
(input) INTEGER
The leading dimension of the array B. LDB >= max(1,N).
|
| RWORK |
(workspace) DOUBLE PRECISION array, dimension (N)
|
| RESID |
(output) DOUBLE PRECISION
The maximum over the number of right hand sides of
norm(B - A*X) / ( norm(A) * norm(X) * EPS ). |