DPPT03
Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
November 2006
November 2006
Purpose
DPPT03 computes the residual for a symmetric packed matrix times its
inverse:
norm( I - A*AINV ) / ( N * norm(A) * norm(AINV) * EPS ),
where EPS is the machine epsilon.
inverse:
norm( I - A*AINV ) / ( N * norm(A) * norm(AINV) * 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 (N*(N+1)/2)
The original symmetric matrix A, stored as a packed
triangular matrix. |
| AINV |
(input) DOUBLE PRECISION array, dimension (N*(N+1)/2)
The (symmetric) inverse of the matrix A, stored as a packed
triangular matrix. |
| WORK |
(workspace) DOUBLE PRECISION array, dimension (LDWORK,N)
|
| LDWORK |
(input) INTEGER
The leading dimension of the array WORK. LDWORK >= max(1,N).
|
| RWORK |
(workspace) DOUBLE PRECISION array, dimension (N)
|
| RCOND |
(output) DOUBLE PRECISION
The reciprocal of the condition number of A, computed as
( 1/norm(A) ) / norm(AINV). |
| RESID |
(output) DOUBLE PRECISION
norm(I - A*AINV) / ( N * norm(A) * norm(AINV) * EPS )
|