SPTT01
Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
November 2006
November 2006
Purpose
SPTT01 reconstructs a tridiagonal matrix A from its L*D*L'
factorization and computes the residual
norm(L*D*L' - A) / ( n * norm(A) * EPS ),
where EPS is the machine epsilon.
factorization and computes the residual
norm(L*D*L' - A) / ( n * norm(A) * EPS ),
where EPS is the machine epsilon.
Arguments
| N |
(input) INTEGTER
The order of the matrix A.
|
| D |
(input) REAL array, dimension (N)
The n diagonal elements of the tridiagonal matrix A.
|
| E |
(input) REAL array, dimension (N-1)
The (n-1) subdiagonal elements of the tridiagonal matrix A.
|
| DF |
(input) REAL array, dimension (N)
The n diagonal elements of the factor L from the L*D*L'
factorization of A. |
| EF |
(input) REAL array, dimension (N-1)
The (n-1) subdiagonal elements of the factor L from the
L*D*L' factorization of A. |
| WORK |
(workspace) REAL array, dimension (2*N)
|
| RESID |
(output) REAL
norm(L*D*L' - A) / (n * norm(A) * EPS)
|