SGTT01
Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
November 2006
November 2006
Purpose
SGTT01 reconstructs a tridiagonal matrix A from its LU factorization
and computes the residual
norm(L*U - A) / ( norm(A) * EPS ),
where EPS is the machine epsilon.
and computes the residual
norm(L*U - A) / ( norm(A) * EPS ),
where EPS is the machine epsilon.
Arguments
| N |
(input) INTEGTER
The order of the matrix A. N >= 0.
|
| DL |
(input) REAL array, dimension (N-1)
The (n-1) sub-diagonal elements of A.
|
| D |
(input) REAL array, dimension (N)
The diagonal elements of A.
|
| DU |
(input) REAL array, dimension (N-1)
The (n-1) super-diagonal elements of A.
|
| DLF |
(input) REAL array, dimension (N-1)
The (n-1) multipliers that define the matrix L from the
LU factorization of A. |
| DF |
(input) REAL array, dimension (N)
The n diagonal elements of the upper triangular matrix U from
the LU factorization of A. |
| DUF |
(input) REAL array, dimension (N-1)
The (n-1) elements of the first super-diagonal of U.
|
| DU2F |
(input) REAL array, dimension (N-2)
The (n-2) elements of the second super-diagonal of U.
|
| IPIV |
(input) INTEGER array, dimension (N)
The pivot indices; for 1 <= i <= n, row i of the matrix was
interchanged with row IPIV(i). IPIV(i) will always be either i or i+1; IPIV(i) = i indicates a row interchange was not required. |
| WORK |
(workspace) REAL array, dimension (LDWORK,N)
|
| LDWORK |
(input) INTEGER
The leading dimension of the array WORK. LDWORK >= max(1,N).
|
| RWORK |
(workspace) REAL array, dimension (N)
|
| RESID |
(output) REAL
The scaled residual: norm(L*U - A) / (norm(A) * EPS)
|