dpst01.f - Man Page

subroutine dpst01 (uplo, n, a, lda, afac, ldafac, perm, ldperm, piv, rwork, resid, rank)
DPST01

DPST01

Purpose:

 DPST01 reconstructs a symmetric positive semidefinite matrix A
 from its L or U factors and the permutation matrix P and computes
 the residual
    norm( P*L*L'*P' - A ) / ( N * norm(A) * EPS ) or
    norm( P*U'*U*P' - A ) / ( N * norm(A) * EPS ),
 where EPS is the machine epsilon.

Parameters

UPLO

          UPLO is CHARACTER*1
          Specifies whether the upper or lower triangular part of the
          symmetric matrix A is stored:
          = 'U':  Upper triangular
          = 'L':  Lower triangular

N

          N is INTEGER
          The number of rows and columns of the matrix A.  N >= 0.

A

          A is DOUBLE PRECISION array, dimension (LDA,N)
          The original symmetric matrix A.

LDA

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

AFAC

          AFAC is DOUBLE PRECISION array, dimension (LDAFAC,N)
          The factor L or U from the L*L' or U'*U
          factorization of A.

LDAFAC

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

PERM

          PERM is DOUBLE PRECISION array, dimension (LDPERM,N)
          Overwritten with the reconstructed matrix, and then with the
          difference P*L*L'*P' - A (or P*U'*U*P' - A)

LDPERM

          LDPERM is INTEGER
          The leading dimension of the array PERM.
          LDAPERM >= max(1,N).

PIV

          PIV is INTEGER array, dimension (N)
          PIV is such that the nonzero entries are
          P( PIV( K ), K ) = 1.

RWORK

          RWORK is DOUBLE PRECISION array, dimension (N)

RESID

          RESID is DOUBLE PRECISION
          If UPLO = 'L', norm(L*L' - A) / ( N * norm(A) * EPS )
          If UPLO = 'U', norm(U'*U - A) / ( N * norm(A) * EPS )

RANK

          RANK is INTEGER
          number of nonzero singular values of A.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 132 of file dpst01.f.