dgtt01.f - Man Page

subroutine dgtt01 (n, dl, d, du, dlf, df, duf, du2, ipiv, work, ldwork, rwork, resid)
DGTT01

DGTT01

Purpose:

 DGTT01 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.

Parameters

N

          N is INTEGER
          The order of the matrix A.  N >= 0.

DL

          DL is DOUBLE PRECISION array, dimension (N-1)
          The (n-1) sub-diagonal elements of A.

D

          D is DOUBLE PRECISION array, dimension (N)
          The diagonal elements of A.

DU

          DU is DOUBLE PRECISION array, dimension (N-1)
          The (n-1) super-diagonal elements of A.

DLF

          DLF is DOUBLE PRECISION array, dimension (N-1)
          The (n-1) multipliers that define the matrix L from the
          LU factorization of A.

DF

          DF is DOUBLE PRECISION array, dimension (N)
          The n diagonal elements of the upper triangular matrix U from
          the LU factorization of A.

DUF

          DUF is DOUBLE PRECISION array, dimension (N-1)
          The (n-1) elements of the first super-diagonal of U.

DU2

          DU2 is DOUBLE PRECISION array, dimension (N-2)
          The (n-2) elements of the second super-diagonal of U.

IPIV

          IPIV is 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

          WORK is DOUBLE PRECISION array, dimension (LDWORK,N)

LDWORK

          LDWORK is INTEGER
          The leading dimension of the array WORK.  LDWORK >= max(1,N).

RWORK

          RWORK is DOUBLE PRECISION array, dimension (N)

RESID

          RESID is DOUBLE PRECISION
          The scaled residual:  norm(L*U - A) / (norm(A) * EPS)

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 132 of file dgtt01.f.